0000928816-13-000862.txt : 20130730
0000928816-13-000862.hdr.sgml : 20130730
20130606133056
ACCESSION NUMBER: 0000928816-13-000862
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130531
FILED AS OF DATE: 20130606
DATE AS OF CHANGE: 20130606
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PUTNAM MONEY MARKET FUND
CENTRAL INDEX KEY: 0000081248
IRS NUMBER: 046386436
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: N-MFP
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-02608
FILM NUMBER: 13896735
BUSINESS ADDRESS:
STREET 1: ONE POST OFFICE SQ
STREET 2: MAILSTOP A-14 LEGAL DEPARTMENT
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 6172921471
MAIL ADDRESS:
STREET 1: MAILSTOP A-14 LEGAL DEPARTMENT
STREET 2: ONE POST OFFICE SQUARE
CITY: BOSTON
STATE: MA
ZIP: 02109
FORMER COMPANY:
FORMER CONFORMED NAME: PUTNAM DAILY DIVIDEND TRUST
DATE OF NAME CHANGE: 19920703
0000081248
S000006251
PUTNAM MONEY MARKET FUND
C000017191
Class T Shares
C000017192
Class A Shares
PDDXX
C000017193
Class B Shares
PTBXX
C000017194
Class C Shares
PFCXX
C000017195
Class M Shares
PTMXX
C000017196
Class R Shares
PURXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2013-05-31
0000081248
S000006251
6
N
N
N
N
2-55091
Putnam Investment Management, LLC
801-7974
Putnam Investment Limited
801-61441
PricewaterhouseCoopers, LLP
Boston
MA
None
Putnam Investor Services, Inc.
0001448300
84-06331
N
N
N
Prime
45
49
1412789118.92
45569177.46
46033755.57
1412324540.81
0.0016
0.9979
2013-05-31
0.9979
2013-05-31
C000017192
500.00
1304815515.70
1.00
-15236394.15
40898423.12
56134817.27
0.0001
0.9979
2013-05-31
0.9979
2013-05-31
C000017193
500.00
14152027.46
1.00
-513065.03
657146.49
1170211.52
0.0001
0.9978
2013-05-31
0.9978
2013-05-31
C000017194
500.00
20256000.52
1.00
-553801.26
1204912.72
1758713.98
0.0001
0.9979
2013-05-31
0.9979
2013-05-31
C000017195
500.00
25480038.30
1.00
1103586.56
2667079.30
1563492.74
0.0001
0.9979
2013-05-31
0.9979
2013-05-31
C000017196
500.00
26993854.08
1.00
-1515917.88
1927110.02
3443027.90
0.0001
0.9980
2013-05-31
0.9980
2013-05-31
C000017191
500.00
20627104.75
1.00
-21606.80
1122725.87
1144332.67
0.0001
0.9980
2013-05-31
0.9980
2013-05-31
WISCONSIN HEALTH & EDUCATIONAL FACILITIES AUTHORITY
WI H/E VAR-WHEATON-B 00.1100 08/15/2033
97710VND6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
WHEATON FRANCISCAN HEALTHCARE SYSTEM
N/A
N/A
Y
US BANCORP/MN
N/A
N/A
N
17880000.00
17880000.00
0.0127
N/A
N
17880000.00
17880000.00
WACHOVIA CORP
WELLS FARGO & COMPANY 05.7000 08/01/2013
92976WBA3
Other Note
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
3803000.00
3836999.23
0.0027
N/A
N
3834473.63
3834473.63
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
N
First Tier Security
N/A
N/A
2013-06-01
2013-06-01
N
N
N
58000000.00
58000000.00
0.0411
N/A
N
58000000.00
58000000.00
CITY OF MURRAY UT
MURRAY CITY HSP-IHC-C 00.0500 05/15/2036
626853CD5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-01
2013-06-01
Y
IHC HEALTH SERVICES INC
N/A
N/A
Y
IHC HEALTH SERVICES INC
N/A
N/A
N
18550000.00
18550000.00
0.0131
N/A
N
18550000.00
18550000.00
COUNTY OF WAKE NC
WAKE CNTY VAR-SCH-B 00.1200 03/01/2024
930863F34
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
COUNTY OF WAKE NC
N/A
N/A
Y
COUNTY OF WAKE NC
N/A
N/A
Y
Stand-by Purchase Agreement
WELLS FARGO BANK N.A.
N/A
N/A
1500000.00
1500000.00
0.0011
N/A
N
1500000.00
1500000.00
STATE OF OHIO
OH-ADJ-REF-B-INFRASTR 00.1000 08/01/2017
677519PL8
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
STATE OF OHIO
N/A
N/A
Y
STATE OF OHIO
N/A
N/A
N
7280000.00
7280000.00
0.0052
N/A
N
7280000.00
7280000.00
HARRIS COUNTY CULTURAL EDUCATION FACILITIES FINANCE CORP
HARRIS CULT ED VAR-C1 00.0500 12/01/2024
414009AT7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-01
2013-06-01
Y
THE METHODIST HOSPITAL SYSTEM
N/A
N/A
Y
THE METHODIST HOSPITAL OF HOUSTON
N/A
N/A
N
10400000.00
10400000.00
0.0074
N/A
N
10400000.00
10400000.00
FHLB
FEDERAL HOME LOAN BANK 00.4000 07/09/2013
313376KA2
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
7000000.00
7001816.58
0.0050
N/A
N
7001610.00
7001610.00
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.2761 10/21/2013
89112WDG9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-19
2013-10-21
N
N
N
12500000.00
12500000.00
0.0089
N/A
N
12505737.60
12505737.60
STATE OF TEXAS
TEXAS-TRANS 02.5000 08/30/2013
8827225G2
Other Municipal Debt
N
First Tier Security
N/A
N/A
2013-08-30
2013-08-30
N
Y
STATE OF TEXAS
N/A
N/A
N
14250000.00
14331719.63
0.0101
N/A
N
14330512.50
14330512.50
WESTPAC BANKING CORP
WESTPAC BANKING CORP 9612C0VC0 DCP 08/12/2013
9612C0VC0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-12
2013-08-12
N
N
N
12400000.00
12392684.01
0.0088
N/A
N
12396120.00
12396120.00
HSBC USA INC
HSBC USA INC 40427RVG3 DCP 08/16/2013
40427RVG3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-16
2013-08-16
N
N
N
9175000.00
9167833.32
0.0065
N/A
N
9171238.25
9171238.25
FHLB
FEDERAL HOME LOAN BANK 00.1700 09/20/2013
313381K46
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-09-20
2013-09-20
N
N
N
14900000.00
14899773.70
0.0105
N/A
N
14902205.20
14902205.20
DNB BANK ASA
DNB BANK ASA 2332K0U83 DCP 07/08/2013
2332K0U83
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
13100000.00
13096162.79
0.0093
N/A
N
13098261.60
13098261.60
HSBC USA INC
HSBC USA INC 40427RUA7 DCP 07/10/2013
40427RUA7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
5155000.00
5153380.47
0.0036
N/A
N
5154104.58
5154104.58
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELECTRIC CAPITAL CORP 36959HUN5 DCP 07/22/2013
36959HUN5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-22
2013-07-22
N
N
N
17300000.00
17294363.09
0.0122
N/A
N
17298000.10
17298000.10
ICICI BANK LTD/HONG KONG
ICICI BANK LTD/HONG KONG 44928MUP1 DCP 07/23/2013
44928MUP1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-23
2013-07-23
N
N
N
14725000.00
14718193.78
0.0104
N/A
N
14721083.10
14721083.10
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 38346LTE6 DCP 06/14/2013
38346LTE6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-14
2013-06-14
N
N
N
7550000.00
7549454.72
0.0053
N/A
N
7549589.28
7549589.28
BANK OF NOVA SCOTIA
BANK OF NOVA SCOTIA 06416JW90 DCP 09/09/2013
06416JW90
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-09
2013-09-09
N
N
N
16000000.00
15989777.77
0.0113
N/A
N
15992040.00
15992040.00
SVENSKA HANDELSBANKEN INC
SVENSKA HANDELSBANKEN INC 86958FX28 DCP 10/02/2013
86958FX28
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-02
2013-10-02
N
N
N
7025000.00
7018999.48
0.0050
N/A
N
7019652.57
7019652.57
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.3021 03/28/2014
20272AEC6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-05
2014-03-28
N
N
N
9200000.00
9200000.00
0.0065
N/A
N
9200791.29
9200791.29
TEXAS TECH UNIVERSITY
TEXAS TECH UNIVERSITY 00.1700 06/19/2013
88280PAA8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
Y
TEXAS TECH UNIVERSITY
N/A
N/A
N
3850000.00
3850000.00
0.0027
N/A
N
3850000.00
3850000.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257EVK1 DCP 06/18/2013
86257EVK1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-18
2013-06-18
N
N
N
10000000.00
9999197.23
0.0071
N/A
N
9999675.00
9999675.00
RBC CAPITAL MARKETS, LLC
REPO TRIPA MORTG 0.15 07/10/2013
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2028-04-01
2.50%
Government Agency Debt
4061773.70
4132540.05
FMAC
2042-10-01
3.00%
Government Agency Debt
2084146.28
2068187.07
FNMA
2042-06-01
4.00%
Government Agency Debt
123566.61
110668.62
FNMA
2042-07-01
3.50%
Government Agency Debt
4073753.09
4093899.55
FNMA
2043-05-01
3.50%
Government Agency Debt
1306401.40
1366492.82
FNMA
2027-12-01
2.50%
Government Agency Debt
3055119.67
3021539.68
First Tier Security
N/A
N/A
2013-07-10
2013-07-10
N
N
N
14500000.00
14500000.00
0.0103
N/A
Y
14500416.30
14500416.30
ILLINOIS FINANCE AUTHORITY
IL EDL-ADJ-B-UNIV CHI 00.1100 07/01/2033
452001700
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
UNIVERSITY OF CHICAGO
N/A
N/A
Y
UNIVERSITY OF CHICAGO
N/A
N/A
N
4625000.00
4625000.00
0.0033
N/A
N
4625000.00
4625000.00
SUMITOMO MITSUI BANKING CORP
SUMITOMO MITSUI BANKING CORP 86562KU93 DCP 07/09/2013
86562KU93
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
6725000.00
6723367.32
0.0048
N/A
N
6723572.28
6723572.28
TEXAS PUBLIC FINANCE AUTHORITY
TEXAS PUBLIC FINANCE AUTHORIT 00.1800 07/09/2013
88276QDL5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-09
2013-07-09
N
N
N
4925000.00
4925000.00
0.0035
N/A
N
4925049.30
4925049.30
FHLMC
FREDDIE MAC 00.1300 02/07/2014
3134G43R7
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-02-07
2014-02-07
N
N
N
14570000.00
14568194.39
0.0103
N/A
N
14566051.50
14566051.50
NATIONAL AUSTRALIA FUNDING DELAWARE INC
NATIONAL AUSTRALIA FUNDING DE 63253JVS6 DCP 08/26/2013
63253JVS6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-26
2013-08-26
N
N
N
7300000.00
7296686.61
0.0052
N/A
N
7297053.72
7297053.72
UNIVERSITY OF TEXAS
UNIVERSITY OF TEXAS 00.1500 09/04/2013
91513RXE4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
15998000.00
15998000.00
0.0113
N/A
N
15998000.10
15998000.10
CONNECTICUT STATE HEALTH & EDUCATIONAL FACILITY AUTHORITY
CONNECTICUT STATE HEALTH & ED 00.1400 06/05/2013
20774NND9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
1750000.00
1750000.00
0.0012
N/A
N
1750017.52
1750017.52
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO 4662J0Y71 DCP 11/07/2013
4662J0Y71
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-07
2013-11-07
N
N
N
15000000.00
14983437.53
0.0106
N/A
N
14987112.00
14987112.00
INDIANA FINANCE AUTHORITY
INDIANA FINANCE AUTHORITY 00.1500 09/05/2013
45506BBQ1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-05
2013-09-05
N
N
N
5100000.00
5100000.00
0.0036
N/A
N
5100000.05
5100000.05
TOYOTA CREDIT CANADA INC
TOYOTA CREDIT CANADA INC 89232CWC6 DCP 09/12/2013
89232CWC6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-12
2013-09-12
N
N
N
14365000.00
14357602.03
0.0102
N/A
N
14360933.20
14360933.20
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 38346LVF0 DCP 08/15/2013
38346LVF0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-15
2013-08-15
N
N
N
13715000.00
13709571.14
0.0097
N/A
N
13708891.30
13708891.30
COFCO CAPITAL CORP
COFCO CAPITAL CORP 1921E0T67 DCP 06/06/2013
1921E0T67
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
9450000.00
9449698.13
0.0067
N/A
N
9449827.07
9449827.07
EXPORT DEVELOPMENT CANADA
EXPORT DEVELOPMENT CANADA 30215GYM8 DCP 11/21/2013
30215GYM8
Other Instrument
Non U.S. Sovereign Instrumentality
N
First Tier Security
N/A
N/A
2013-11-21
2013-11-21
N
N
N
5500000.00
5496035.42
0.0039
N/A
N
5496810.00
5496810.00
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 89233GYR1 DCP 11/25/2013
89233GYR1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-25
2013-11-25
N
N
N
6795000.00
6788318.25
0.0048
N/A
N
6787630.82
6787630.82
RBC CAPITAL MARKETS, LLC
REPO TRIPA MORTG 0.11 08/28/2013
TRIPARTY1
Government Agency Repurchase Agreement
Y
FNMA
2043-05-01
3.00%
Government Agency Debt
2659991.19
2689081.90
FNMA
2039-09-01
6.50%
Government Agency Debt
37421239.42
11795095.15
First Tier Security
N/A
N/A
2013-08-28
2013-08-28
N
N
N
14200000.00
14200000.00
0.0101
N/A
Y
14199321.20
14199321.20
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R0T72 DCP 06/07/2013
7588R0T72
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
9500000.00
9499762.50
0.0067
N/A
N
9499741.60
9499741.60
CITY OF RENO NV
RENO S/TAX-VAR-RF-RET 00.0600 06/01/2042
759861CF2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-01
2013-06-01
Y
CITY OF RENO NV
N/A
N/A
Y
BANK OF NEW YORK MELLON/THE
N/A
N/A
N
13250000.00
13250000.00
0.0094
N/A
N
13250000.00
13250000.00
KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY
KY ECON-VAR-C-CATHOLI 00.1100 05/01/2034
49126PCJ7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
Y
CATHOLIC HEALTH INITIATIVES
N/A
N/A
N
11000000.00
11000000.00
0.0078
N/A
N
11000000.00
11000000.00
COUNTY OF WAKE NC
WAKE CNTY VAR-SCH-A 00.1200 03/01/2026
930863H57
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
COUNTY OF WAKE NC
N/A
N/A
Y
COUNTY OF WAKE NC
N/A
N/A
Y
Stand-by Purchase Agreement
WELLS FARGO BANK N.A.
N/A
N/A
2000000.00
2000000.00
0.0014
N/A
N
2000000.00
2000000.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137RT59 DCP 06/05/2013
98137RT59
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
7665000.00
7664838.18
0.0054
N/A
N
7664871.99
7664871.99
HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP
HARRIS HLTH-VAR-B1-TX 00.1300 10/01/2029
414152SX7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
TEXAS CHILDRENS HOSPITAL
N/A
N/A
Y
TEXAS CHILDRENS HOSPITAL
N/A
N/A
Y
Stand-by Purchase Agreement
JP MORGAN CHASE BANK NA
N/A
N/A
3665000.00
3665000.00
0.0026
N/A
N
3665000.00
3665000.00
MISSISSIPPI BUSINESS FINANCE CORP
MS BUS-VAR-E-CHEVRON 00.0700 12/01/2030
60528ABM5
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-01
2013-06-01
Y
CHEVRON CORP
N/A
N/A
Y
CHEVRON CORP
N/A
N/A
N
9700000.00
9700000.00
0.0069
N/A
N
9700000.00
9700000.00
HSBC BANK PLC
HSBC BANK PLC P/P 144A 01.6250 08/12/2013
44328MAD6
Other Note
N
First Tier Security
N/A
N/A
2013-08-12
2013-08-12
N
N
N
3490000.00
3498909.43
0.0025
N/A
N
3498222.44
3498222.44
FNMA
FANNIE MAE 00.5000 08/09/2013
3135G0BR3
Government Agency Debt
N
First Tier Security
N/A
N/A
2013-08-09
2013-08-09
N
N
N
9000000.00
9005835.12
0.0064
N/A
N
9006597.00
9006597.00
CITY OF ROCHESTER MN
ROCHESTER HLTH-B-MAYO 00.1300 11/15/2038
771902FC2
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
Y
MAYO CLINIC
N/A
N/A
Y
MAYO CLINIC
N/A
N/A
Y
Stand-by Purchase Agreement
NORTHERN TRUST COMPANY
N/A
N/A
6830000.00
6830000.00
0.0048
N/A
N
6830000.00
6830000.00
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 00.63010 09/17/2013
06417DNG6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-17
2013-09-17
N
N
N
5500000.00
5505229.00
0.0039
N/A
N
5507524.06
5507524.06
WESTPAC BANKING CORP
WESTPAC BANKING CORP P/P 144A 00.701100 06/14/2013
9612E0CG0
Other Note
N
First Tier Security
N/A
N/A
2013-06-14
2013-06-14
N
N
N
10000000.00
10001209.38
0.0071
N/A
N
10000990.00
10000990.00
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 00.4168 06/21/2013
06366VTQ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
N
9250000.00
9250000.00
0.0065
N/A
N
9251507.84
9251507.84
UNITED STATES OF AMERICA
TREASURY BILL 00.0000 08/22/2013
912795700
Treasury Debt
N
First Tier Security
N/A
N/A
2013-08-22
2013-08-22
N
N
N
7300000.00
7297838.39
0.0052
N/A
N
7299510.90
7299510.90
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 20272DTH3 DCP 06/17/2013
20272DTH3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-17
2013-06-17
N
N
N
12550000.00
12548549.78
0.0089
N/A
N
12549642.30
12549642.30
UNITED STATES OF AMERICA
TREASURY BILL 00.0000 01/09/2014
912796AQ2
Treasury Debt
N
First Tier Security
N/A
N/A
2014-01-09
2014-01-09
N
N
N
18100000.00
18083257.46
0.0128
N/A
N
18091981.70
18091981.70
TORONTO-DOMINION BANK/NY
TORONTO-DOMINION BANK/NY 00.3050 07/19/2013
89112WNY9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-19
2013-07-19
N
N
N
8000000.00
8000798.45
0.0057
N/A
N
8002230.48
8002230.48
NORDEA NORTH AMERICA INC/DE
NORDEA NORTH AMERICA INC/DE 6555P0TA7 DCP 06/10/2013
6555P0TA7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
N
2200000.00
2199862.50
0.0016
N/A
N
2199942.36
2199942.36
CANADA
CANADA 13508TX92 DCP 10/09/2013
13508TX92
Other Instrument
Non U.S. Sovereign Instrumentality
N
First Tier Security
N/A
N/A
2013-10-09
2013-10-09
N
N
N
7350000.00
7345487.91
0.0052
N/A
N
7348020.65
7348020.65
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK USD 00.4556 07/26/2013
89114QAD0
Other Note
N
First Tier Security
N/A
N/A
2013-07-26
2013-07-26
N
N
N
1700000.00
1700592.53
0.0012
N/A
N
1700496.40
1700496.40
DNB BANK ASA
DNB BANK ASA 2332K0V74 DCP 08/07/2013
2332K0V74
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
N
9000000.00
8995477.50
0.0064
N/A
N
8997093.00
8997093.00
STANDARD CHARTERED BANK/NEW YORK
STANDARD CHARTERED BANK/NEW Y 85324TU12 DCP 07/01/2013
85324TU12
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-01
2013-07-01
N
N
N
5350000.00
5348840.83
0.0038
N/A
N
5349396.52
5349396.52
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P2T62 DCP 06/06/2013
4820P2T62
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
N
N
4750000.00
4749881.25
0.0034
N/A
N
4749952.50
4749952.50
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.19 06/05/2013
TRIPARTY1
Government Agency Repurchase Agreement
Y
U.S. TREASURY
2014-04-03
0.00%
Treasury Debt
14701844.71
14688010.27
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
14400000.00
14400000.00
0.0102
N/A
N
14400000.00
14400000.00
DUKE UNIVERSITY
DUKE UNIVERSITY 26441TTD0 DCP 06/13/2013
26441TTD0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-13
2013-06-13
N
N
N
12675000.00
12674281.75
0.0090
N/A
N
12674519.60
12674519.60
STATE STREET CORP
STATE STREET CORP 85747JV87 DCP 08/08/2013
85747JV87
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-08
2013-08-08
N
N
N
14000000.00
13994711.11
0.0099
N/A
N
13996082.80
13996082.80
NORDEA BANK FINLAND PLC/NEW YORK
NORDEA BANK FINLAND PLC/NEW Y 00.2500 09/12/2013
65558EHZ4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-12
2013-09-12
N
N
N
19525000.00
19525000.00
0.0138
N/A
N
19527811.80
19527811.80
AMERICAN UNIVERSITY
AMERICAN UNIVERSITY 03035PTA5 DCP 06/10/2013
03035PTA5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-06-10
N
N
N
8000000.00
7999660.00
0.0057
N/A
N
7999600.00
7999600.00
JP MORGAN CHASE BANK
JP MORGAN CHASE BANK 00.2500 09/18/2013
48125PA29
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-18
2013-09-18
N
N
N
6360000.00
6360000.00
0.0045
N/A
N
6360774.71
6360774.71
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1700 06/19/2013
47803LJS3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
5290000.00
5290000.00
0.0037
N/A
N
5290052.95
5290052.95
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TTL3 DCP 06/20/2013
15963TTL3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
14250000.00
14248646.25
0.0101
N/A
N
14249367.30
14249367.30
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN/NEW YOR 00.25500 07/15/2013
86958CST2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-07-15
2013-07-15
N
N
N
14750000.00
14750629.54
0.0104
N/A
N
14751196.30
14751196.30
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1700 06/25/2013
47803LJT1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-25
2013-06-25
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
5000000.00
5000000.00
0.0035
N/A
N
5000050.05
5000050.05
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983TV11 DCP 08/01/2013
67983TV11
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
15300000.00
15294555.74
0.0108
N/A
N
15298656.60
15298656.60
TRINITY HEALTH
TRINITY HEALTH 89651JTS2 DCP 06/26/2013
89651JTS2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-26
2013-06-26
N
N
N
9100000.00
9098988.88
0.0064
N/A
N
9099145.51
9099145.51
HSBC USA INC
HSBC USA INC 40427RX22 DCP 10/02/2013
40427RX22
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-10-02
2013-10-02
N
N
N
3925000.00
3921245.07
0.0028
N/A
N
3922300.39
3922300.39
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257EVH8 DCP 06/18/2013
86257EVH8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-18
2013-06-18
N
N
N
8850000.00
8849289.54
0.0063
N/A
N
8849712.38
8849712.38
FAIRWAY FINANCE LLC
FAIRWAY FIN LLC - 10/09/2013 00.2192 10/09/2013
30601YMJ1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-10
2013-10-09
N
N
N
9825000.00
9825000.00
0.0070
N/A
N
9825343.97
9825343.97
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M2UC8 DCP 07/12/2013
7443M2UC8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-12
2013-07-12
N
N
N
7350000.00
7348158.41
0.0052
N/A
N
7348491.05
7348491.05
STANDARD CHARTERED BANK/NEW YORK
STANDARD CHARTERED BANK/NEW Y 85324TV78 DCP 08/07/2013
85324TV78
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-07
2013-08-07
N
N
N
8900000.00
8896355.94
0.0063
N/A
N
8897169.80
8897169.80
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257EVN5 DCP 06/12/2013
86257EVN5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-12
2013-06-12
N
N
N
8250000.00
8249596.67
0.0058
N/A
N
8249835.00
8249835.00
AMERICAN UNIVERSITY
AMERICAN UNIVERSITY 03035PUH8 DCP 07/17/2013
03035PUH8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
N
3675000.00
3674201.70
0.0026
N/A
N
3674191.50
3674191.50
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY USD 00.4311 09/16/2013
13606YED4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-14
2013-09-16
N
N
N
6500000.00
6503889.48
0.0046
N/A
N
6505297.57
6505297.57
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 00.2200 09/03/2013
05252A9L7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
22500000.00
22500000.00
0.0159
N/A
N
22504151.40
22504151.40
RBC CAPITAL MARKETS, LLC
REPO TRIPA MORTG 0.16 07/18/2013
TRIPARTY1
Government Agency Repurchase Agreement
Y
FNMA
2042-02-01
4.00%
Government Agency Debt
1252396.14
1213521.60
FNMA
2037-08-01
5.00%
Government Agency Debt
16728244.31
7939728.82
FNMA
2042-12-01
3.00%
Government Agency Debt
5420551.84
5384656.70
First Tier Security
N/A
N/A
2013-07-18
2013-07-18
N
N
N
14250000.00
14250000.00
0.0101
N/A
Y
14250622.80
14250622.80
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 07644AW91 DCP 09/09/2013
07644AW91
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-09
2013-09-09
N
N
N
7600000.00
7596200.00
0.0054
N/A
N
7594285.56
7594285.56
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602TVP5 DCP 08/23/2013
88602TVP5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-23
2013-08-23
N
N
N
14250000.00
14243429.16
0.0101
N/A
N
14243948.00
14243948.00
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M2UB0 DCP 07/11/2013
7443M2UB0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
N
3800000.00
3799071.11
0.0027
N/A
N
3799242.66
3799242.66
EXPORT DEVELOPMENT CANADA
EXPORT DEV CAN P/P 144A 00.2011 06/07/2013
30216BCF7
Other Instrument
Non U.S. Sovereign Instrumentality
N
First Tier Security
N/A
N/A
2013-06-07
2013-06-07
N
N
N
9200000.00
9200108.98
0.0065
N/A
N
9200036.80
9200036.80
SUMITOMO MITSUI BANKING CORP
SUMITOMO MITSUI BANKING CORP 86562KUH5 DCP 07/17/2013
86562KUH5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-17
2013-07-17
N
N
N
2250000.00
2249338.75
0.0016
N/A
N
2249408.70
2249408.70
WAL-MART STORES INC
WAL-MART STORES INC 93114EUW5 DCP 07/30/2013
93114EUW5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-30
2013-07-30
N
N
N
14200000.00
14197440.06
0.0101
N/A
N
14198342.80
14198342.80
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601VUN9 DCP 07/22/2013
30601VUN9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-22
2013-07-22
N
N
N
2400000.00
2399388.00
0.0017
N/A
N
2399393.28
2399393.28
UNIVERSITY OF VIRGINIA
UNIVERSITY OF VIRGINIA 00.1600 09/04/2013
91521MQZ6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-04
2013-09-04
N
N
N
3950000.00
3950000.00
0.0028
N/A
N
3950000.04
3950000.04
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M2V29 DCP 08/02/2013
7443M2V29
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-02
2013-08-02
N
N
N
3150000.00
3148806.50
0.0022
N/A
N
3148820.33
3148820.33
UNIVERSITY OF TEXAS
UNIVERSITY OF TEXAS 00.1500 09/03/2013
91513RXD6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-09-03
2013-09-03
N
N
N
3000000.00
3000000.00
0.0021
N/A
N
3000000.03
3000000.03
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1500 06/06/2013
57421N2T6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-06
2013-06-06
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
5773000.00
5773000.00
0.0041
N/A
N
5773000.06
5773000.06
PRINCETON UNIVERSITY
PRINCETON UNIVERSITY 00.1400 08/01/2013
89837TAD0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
N
N
11600000.00
11600000.00
0.0082
N/A
N
11600000.10
11600000.10
TEXAS TECH UNIVERSITY
TEXAS TECH UNIVERSITY 00.1400 08/01/2013
88280QKD9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-01
2013-08-01
N
Y
TEXAS TECH UNIVERSITY
N/A
N/A
N
7500000.00
7500000.00
0.0053
N/A
N
7500000.08
7500000.08
CONNECTICUT STATE HEALTH & EDUCATIONAL FACILITY AUTHORITY
CONNECTICUT STATE HEALTH & ED 00.1300 06/04/2013
20774NNF4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
19600000.00
19600000.00
0.0139
N/A
N
19600196.20
19600196.20
TEXAS A&M UNIVERSITY
TEXAS A&M UNIVERSITY 00.1400 06/03/2013
88212LZK1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
5000000.00
5000000.00
0.0035
N/A
N
5000050.05
5000050.05
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TY52 DCP 11/05/2013
15963TY52
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-05
2013-11-05
N
N
N
7100000.00
7092259.05
0.0050
N/A
N
7093830.10
7093830.10
ICICI BANK LTD/HONG KONG
ICICI BANK LTD/HONG KONG 44928MUQ9 DCP 07/24/2013
44928MUQ9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-24
2013-07-24
N
N
N
3000000.00
2999028.33
0.0021
N/A
N
2999181.00
2999181.00
TEXAS TECH UNIVERSITY
TEXAS TECH UNIVERSITY 00.1400 07/03/2013
88280QKE7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
Y
TEXAS TECH UNIVERSITY
N/A
N/A
N
2502000.00
2502000.00
0.0018
N/A
N
2502000.03
2502000.03
PRESIDENT AND FELLOWS OF HARVARD COLLEGE
PRESIDENT AND FELLOWS OF HARV 74081JU86 DCP 07/08/2013
74081JU86
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
11675000.00
11673680.08
0.0083
N/A
N
11674371.80
11674371.80
TEXAS A&M UNIVERSITY
TEXAS A&M UNIVERSITY 00.1400 07/03/2013
88212LZL9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
9000000.00
9000000.00
0.0064
N/A
N
9000000.09
9000000.09
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1500 07/16/2013
57421N2X7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
5000000.00
5000000.00
0.0035
N/A
N
5000000.05
5000000.05
CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY
CALIFORNIA EDUCATIONAL FACILI 00.1500 06/21/2013
13018AFC9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
N
4500000.00
4500000.00
0.0032
N/A
N
4500000.05
4500000.05
TEXAS A&M UNIVERSITY
TEXAS A&M UNIVERSITY 00.1400 07/03/2013
88212LZN5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-03
2013-07-03
N
N
N
6875000.00
6875000.00
0.0049
N/A
N
6875000.07
6875000.07
RBS HOLDINGS USA INC
RBS HOLDINGS USA INC 74927JT52 DCP 06/05/2013
74927JT52
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
7225000.00
7224887.61
0.0051
N/A
N
7224879.34
7224879.34
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LUB8 DCP 07/11/2013
56274LUB8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-11
2013-07-11
N
N
N
5250000.00
5248833.34
0.0037
N/A
N
5248893.83
5248893.83
ROCHE HOLDINGS INC
ROCHE HOLDINGS INC 77119LUG2 DCP 07/16/2013
77119LUG2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-16
2013-07-16
N
N
N
21500000.00
21497136.87
0.0152
N/A
N
21497783.30
21497783.30
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257NGG7 DCP 06/05/2013
86257NGG7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-05
2013-06-05
N
N
N
15500000.00
15499793.33
0.0110
N/A
N
15499934.90
15499934.90
CHARTA LLC
CHARTA LLC 16115UT35 DCP 06/03/2013
16115UT35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
8000000.00
7999924.44
0.0057
N/A
N
7999873.60
7999873.60
LLOYDS TSB BANK PLC/NEW YORK NY
LLOYDS TSB BANK PLC/NEW YORK 00.1400 06/04/2013
53944LNL1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-04
2013-06-04
N
N
N
7125000.00
7125000.00
0.0050
N/A
N
7124984.33
7124984.33
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R0TL1 DCP 06/20/2013
7588R0TL1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
12300000.00
12298896.41
0.0087
N/A
N
12298927.40
12298927.40
ALPINE SECURITIZATION CORP
ALPINE SECURITIZATION CORP 02086LTK2 DCP 06/19/2013
02086LTK2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-19
2013-06-19
N
N
N
7000000.00
6999475.00
0.0050
N/A
N
6999508.60
6999508.60
BARCLAYS BANK PLC CCP
BARCLAYS BANK PLC CCP 06741GSL0 DCP 06/20/2013
06741GSL0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-20
2013-06-20
N
N
N
7125000.00
7124398.33
0.0050
N/A
N
7124451.38
7124451.38
BANK OF AMERICA NA
BANK OF AMERICA NA 00.1900 06/21/2013
06052WZC0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-21
2013-06-21
N
N
N
7275000.00
7275000.00
0.0052
N/A
N
7274957.81
7274957.81
UBS FINANCE DELAWARE LLC
UBS FINANCE DELAWARE LLC 90262CTQ0 DCP 06/24/2013
90262CTQ0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-06-24
2013-06-24
N
N
N
7000000.00
6999552.78
0.0050
N/A
N
6999424.60
6999424.60
NATIONAL AUSTRALIA FUNDING DELAWARE INC
NATIONAL AUSTRALIA FUNDING DE 63253JVM9 DCP 08/21/2013
63253JVM9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2013-08-21
2013-08-21
N
N
N
14000000.00
13994802.49
0.0099
N/A
N
13994822.80
13994822.80
CITIBANK NA
CITIBANK NA 00.1700 06/28/2013
17304UEZ9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-28
2013-06-28
N
N
N
7100000.00
7100000.00
0.0050
N/A
N
7100497.07
7100497.07
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P2YR0 DCP 11/25/2013
4820P2YR0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-11-25
2013-11-25
N
N
N
16400000.00
16380647.99
0.0116
N/A
N
16379862.40
16379862.40
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67984WAH1 DCP 07/15/2013
67984WAH1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-15
2013-07-15
N
N
N
6075000.00
6073812.00
0.0043
N/A
N
6074620.31
6074620.31
RABOBANK NEDERLAND NV NY
RABOBANK NEDERLAND NY USD 00.3801 06/12/2013
74977M7G4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2013-06-12
2013-06-12
N
N
N
4750000.00
4750361.40
0.0034
N/A
N
4750361.40
4750361.40
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS
AUSTRALIA & NEW ZEALAND BANKI 99BD349R3 TD 06/03/2013
99BD349R3
Other Instrument
Time Deposit
N
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
20000000.00
20000000.00
0.0142
N/A
N
20000000.00
20000000.00
COUNTY OF HOWARD MD
COUNTY OF HOWARD MD 00.1300 07/08/2013
44257QEN6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2013-07-08
2013-07-08
N
N
N
6850000.00
6850000.00
0.0049
N/A
N
6850000.00
6850000.00
BNP PARIBAS SECURITIES CORP
REPO TRIPA CORPO 0.18 06/03/2013
TRIPARTY2
Other Repurchase Agreement
N
BEAR STEARNS & CO INCES
2014-11-15
5.70%
Other Note
3878893.62
4165789.52
CREDIT SUISSE
2014-05-01
5.50%
Other Note
1030646.88
1082110.52
MICROSOFT CORP
2018-05-01
1.00%
Other Note
3725531.91
3677100.00
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
8500000.00
8500000.00
0.0060
N/A
N
8500000.00
8500000.00
CREDIT SUISSE SECURITIES (USA) LLC
REPO TRIPA CORPO 0.18 06/03/2013
TRIPARTY2
Other Repurchase Agreement
N
ABB FIN USA INC
2042-05-08
4.38%
Other Note
810829.58
826497.82
AT & T INC
2037-09-01
6.50%
Other Note
31498.39
38982.70
AT & T INC
2015-08-15
2.50%
Other Note
1026847.59
1072679.28
AT & T INC
2016-05-15
2.95%
Other Note
226991.64
239937.02
AT & T INC
2042-12-15
4.30%
Other Note
1082325.40
1035622.47
AT & T INC
2022-12-01
2.63%
Other Note
355627.01
343270.02
ADR AMERICA MOVIL S.A.DE C.V.
2022-07-16
3.13%
Other Note
214392.28
207993.08
ADR AMERICA MOVIL S.A.DE C.V.
2042-07-16
4.38%
Other Note
18695.82
17101.16
ANHEUSER-BUSCH INBEV WORLDWIDE
2017-07-15
1.38%
Other Note
553152.41
555784.31
BP CAPITAL MARKETS P.L.C.
2023-05-10
2.75%
Other Note
18492.60
17780.60
BAXTER INTERNATIONAL
2014-03-01
4.00%
Other Note
689916.40
714435.28
CATERPILLAR INC.
2042-08-15
3.80%
Other Note
529579.42
495478.10
GOLDMAN SACHS GROUP INC. (THE
2041-02-01
6.25%
Other Note
406430.87
489042.23
GOLDMAN SACHS GROUP INC. (THE
2021-07-27
5.25%
Other Note
969744.05
1103275.34
GOLDMAN SACHS GROUP INC. (THE
2015-05-03
3.30%
Other Note
887238.59
925624.95
THE GOLDMAN SACHS GROUP INC.
2014-02-07
1.27%
Other Note
277185.85
278747.34
HERSHEY CO
2023-05-01
2.63%
Other Note
101607.72
100226.66
J P MORGAN CHASE & CO
2023-05-01
3.38%
Other Note
52836.01
50574.04
KONINKLIJKE PHILIPS ELECTRONIC
2038-03-11
6.88%
Other Note
71125.40
95273.67
MISSISSIPPI POWER COMPANY
2042-03-15
4.25%
Other Note
371071.38
362971.84
PNC BANK CORP.
2099-12-31
6.75%
Other Note
1828938.91
2138601.08
PACIFIC BELL
2034-10-15
6.63%
Other Note
406.43
422.76
PRAXAIR INC.
2042-11-07
3.55%
Other Note
768560.77
697928.53
STATE STREET CAPITAL TRUST IV
2037-06-15
1.25%
Other Note
1039650.16
878534.16
VERIZON COMMUNICATIONS
2037-04-01
6.25%
Other Note
999819.94
1202626.48
VERIZON COMMUNICATIONS
2018-11-01
8.75%
Other Note
871794.21
1202518.13
VERIZON COMMUNICATIONS
2014-03-28
0.89%
Other Note
163791.64
164661.21
VERIZON COMMUNICATIONS
2016-11-01
2.00%
Other Note
991284.89
1019605.95
VERIZON COMMUNICATIONS
2017-11-01
1.10%
Other Note
318438.59
314000.43
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
15800000.00
15800000.00
0.0112
N/A
N
15800000.00
15800000.00
RBC CAPITAL MARKETS, LLC
REPO TRIPA MORTG 0.08 06/03/2013
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2033-08-01
5.00%
Government Agency Debt
565868211.56
64260428.43
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
63000000.00
63000000.00
0.0446
N/A
N
63000000.00
63000000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.09 06/03/2013
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2035-08-01
2.86%
Government Agency Debt
3175580.42
507890.72
FMAC
2042-09-01
2.30%
Government Agency Debt
1449160.75
1358258.97
FMAC
2027-07-01
3.00%
Government Agency Debt
1535601.21
1427046.75
FMAC
2037-02-01
6.01%
Government Agency Debt
9292035.40
1365697.69
FMAC
2038-10-01
5.49%
Government Agency Debt
7320058.46
1347235.93
FMAC
2039-12-01
4.50%
Government Agency Debt
3512948.76
1405723.82
FMAC
2040-11-01
4.00%
Government Agency Debt
1923451.33
1457093.37
FMAC
2041-01-01
4.00%
Government Agency Debt
2219089.88
1457859.06
FMAC
2022-10-01
2.50%
Government Agency Debt
1482303.58
1440250.84
FMAC
2043-01-01
3.50%
Government Agency Debt
1357668.40
1413549.08
FMAC
2043-01-01
3.50%
Government Agency Debt
1359120.56
1414039.12
FNMA
2020-10-01
3.50%
Government Agency Debt
1300884.96
1397076.48
FNMA
2021-07-01
4.18%
Government Agency Debt
1356637.17
1464047.18
FNMA
2041-08-01
4.50%
Government Agency Debt
1960471.17
1417758.42
FNMA
2041-09-01
4.50%
Government Agency Debt
1474559.60
1430824.56
FNMA
2041-11-01
2.83%
Government Agency Debt
2196148.22
1404270.13
FNMA
2026-11-01
4.00%
Government Agency Debt
1565856.08
1457248.47
FNMA
2041-06-01
3.20%
Government Agency Debt
2354156.68
1455542.75
FNMA
2023-04-01
2.60%
Government Agency Debt
1399109.58
1404648.18
FNMA
2032-05-01
3.50%
Government Agency Debt
1425652.27
1312418.98
FNMA
2027-07-01
3.00%
Government Agency Debt
1459203.58
1436483.64
FNMA
2027-06-01
3.00%
Government Agency Debt
1459426.96
1406883.88
FNMA
2042-07-01
4.00%
Government Agency Debt
1390200.74
1407654.31
FNMA
2027-07-01
3.00%
Government Agency Debt
1451658.64
1433908.48
FNMA
2042-12-01
2.26%
Government Agency Debt
1434905.65
1435272.31
FNMA
2043-05-01
3.50%
Government Agency Debt
1339602.27
1406264.50
FNMA
2043-05-01
3.00%
Government Agency Debt
1413998.02
1429873.00
FNMA
2035-01-01
2.33%
Government Agency Debt
13267995.88
1405543.29
FNMA
2036-04-01
2.60%
Government Agency Debt
9292035.40
1427542.20
FNMA
2036-05-01
2.80%
Government Agency Debt
6497406.88
1409318.05
FNMA
2036-09-01
2.47%
Government Agency Debt
7049352.29
1345462.32
FNMA
2037-08-01
2.62%
Government Agency Debt
9725885.18
1440879.85
FNMA
2037-02-01
2.50%
Government Agency Debt
9292035.40
1385944.13
FNMA
2040-06-01
3.85%
Government Agency Debt
3400884.96
1432610.29
FNMA
2023-01-01
4.17%
Government Agency Debt
7036043.68
1361227.46
FNMA
2038-03-01
2.39%
Government Agency Debt
5231831.10
1426530.97
FNMA
2026-12-01
2.50%
Government Agency Debt
1714380.53
1403239.39
FNMA
2028-04-01
2.50%
Government Agency Debt
1449557.52
1467992.15
FNMA
2039-12-01
3.52%
Government Agency Debt
3723174.56
1396469.79
FNMA
2025-01-01
4.00%
Government Agency Debt
3932510.36
1420886.57
FNMA
2029-04-01
5.00%
Government Agency Debt
7479293.28
1468071.51
FNMA
2030-12-01
4.00%
Government Agency Debt
2649670.91
1465705.52
FNMA
2041-11-01
5.00%
Government Agency Debt
1404202.54
1436736.02
FNMA
2022-10-01
2.50%
Government Agency Debt
1486725.66
1401779.41
FNMA
2028-05-01
3.00%
Government Agency Debt
1391455.54
1455180.03
FNMA
2028-04-01
2.50%
Government Agency Debt
1391045.02
1414060.40
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
63000000.00
63000000.00
0.0446
N/A
N
63000000.00
63000000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.1 06/03/2013
TRIPARTY2
Government Agency Repurchase Agreement
Y
GNMA
2041-10-20
4.00%
Government Agency Debt
36302509.87
27660760.30
GNMA
2041-08-15
4.00%
Government Agency Debt
48235420.85
36875659.79
First Tier Security
N/A
N/A
2013-06-03
2013-06-03
N
N
N
63271000.00
63271000.00
0.0448
N/A
N
63271000.00
63271000.00