0000928816-14-000387.txt : 20140429
0000928816-14-000387.hdr.sgml : 20140429
20140306172517
ACCESSION NUMBER: 0000928816-14-000387
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20140228
FILED AS OF DATE: 20140306
DATE AS OF CHANGE: 20140306
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: 14674188
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
2014-02-28
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
30
63
1353138375.52
33607265.06
36708784.44
1350036856.14
0.0014
0.9978
2014-02-28
0.9978
2014-02-28
C000017192
500.00
1236451540.12
1.00
-24939886.02
103444076.16
128383962.18
0.0001
0.9978
2014-02-28
0.9978
2014-02-28
C000017193
500.00
12699347.19
1.00
-290013.61
231662.92
521676.53
0.0001
0.9978
2014-02-28
0.9978
2014-02-28
C000017194
500.00
21594217.60
1.00
-659491.56
1059789.93
1719281.49
0.0001
0.9978
2014-02-28
0.9978
2014-02-28
C000017195
500.00
27707089.74
1.00
251546.64
1576124.31
1324577.67
0.0001
0.9978
2014-02-28
0.9978
2014-02-28
C000017196
500.00
30996807.76
1.00
-1147987.50
818079.15
1966066.65
0.0001
0.9977
2014-02-28
0.9977
2014-02-28
C000017191
500.00
20587853.73
1.00
323362.98
796154.08
472791.10
0.0001
0.9979
2014-02-28
0.9979
2014-02-28
WISCONSIN HEALTH & EDUCATIONAL FACILITIES AUTHORITY
WI H/E VAR-WHEATON-B 00.0300 08/15/2033
97710VND6
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
Y
WHEATON FRANCISCAN HEALTHCARE SYSTEM
N/A
N/A
Y
US BANCORP/MN
N/A
N/A
N
17880000.00
17880000.00
0.0132
N/A
N
17880000.00
17880000.00
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
N
First Tier Security
N/A
N/A
2014-03-01
2014-03-01
N
N
N
58235503.00
58235503.00
0.0431
N/A
N
58235503.00
58235503.00
BANK OF NEW YORK MELLON CORP/THE
BANK OF NEW YORK MELLON 04.3000 05/15/2014
06406HBL2
Other Note
N
First Tier Security
N/A
N/A
2014-05-15
2014-05-15
N
N
N
7800000.00
7866558.79
0.0058
N/A
N
7862852.40
7862852.40
HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP
HARRIS HLTH-VAR-B1-TX 00.0400 10/01/2029
414152SX7
Variable Rate Demand Note
N
First Tier Security
N/A
N/A
2014-03-07
2014-03-07
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
3530000.00
3530000.00
0.0026
N/A
N
3530000.00
3530000.00
US BANK NA/CINCINNATI OH
US BANK NA 00.5217 10/14/2014
90331HKQ5
Other Note
N
First Tier Security
N/A
N/A
2014-04-14
2014-10-14
N
N
N
2400000.00
2404238.18
0.0018
N/A
N
2402620.80
2402620.80
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.26285 03/28/2014
20272AEC6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-04
2014-03-28
N
N
N
9200000.00
9200000.00
0.0068
N/A
N
9200966.09
9200966.09
WELLS FARGO BANK NA
WELLS FARGO BANK NA 00.2929 03/13/2015
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2014-03-17
2015-03-13
N
N
N
11000000.00
11000000.00
0.0081
N/A
N
10999516.00
10999516.00
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY USD 00.2655 06/24/2014
78009NNK8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-24
2014-06-24
N
N
N
14350000.00
14350000.00
0.0106
N/A
N
14354262.00
14354262.00
HSBC USA INC
HSBC USA INC 40427SD48 DCP 04/04/2014
40427SD48
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-04
2014-04-04
N
N
N
5350000.00
5348635.75
0.0040
N/A
N
5349391.71
5349391.71
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP NY 00.2666 07/18/2014
96121TTN8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-22
2014-07-18
N
N
N
9500000.00
9500000.00
0.0070
N/A
N
9503078.10
9503078.10
TORONTO-DOMINION BANK/NY
TORONTO-DOMINION BANK/NY 00.3000 04/22/2014
89112TCV4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-22
2014-04-22
N
N
N
7700000.00
7700000.00
0.0057
N/A
N
7702037.50
7702037.50
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 00.2271 09/05/2014
05253MCL6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-09-05
N
N
N
17500000.00
17500000.00
0.0130
N/A
N
17502625.10
17502625.10
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS USD 00.2255 09/04/2014
06417F2X7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-04
2014-09-04
N
N
N
17500000.00
17500000.00
0.0130
N/A
N
17500000.10
17500000.10
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 89233HCB8 DCP 03/11/2014
89233HCB8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
N
15000000.00
14999083.33
0.0111
N/A
N
14999679.00
14999679.00
NORDEA BANK FINLAND PLC/NEW YORK
NORDEA BANK FINLAND PLC/NEW Y 00.2200 03/12/2014
65558ERS9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
19625000.00
19625000.00
0.0145
N/A
N
19625785.20
19625785.20
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 07644BEK4 DCP 05/19/2014
07644BEK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-19
2014-05-19
N
N
N
5000000.00
4996927.78
0.0037
N/A
N
4998144.50
4998144.50
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.2439 06/13/2014
13606YA48
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-13
2014-06-13
N
N
N
17500000.00
17501550.37
0.0130
N/A
N
17501557.60
17501557.60
JP MORGAN CHASE BANK
JP MORGAN CHASE BANK 00.2000 03/18/2014
48125PK44
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-18
2014-03-18
N
N
N
7000000.00
7000000.00
0.0052
N/A
N
7000069.37
7000069.37
WESTPAC BANKING CORP
WESTPAC BANKING CORP 00.2135 09/19/2014
9612C4JU6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-19
2014-09-19
N
N
N
2925000.00
2925000.00
0.0022
N/A
N
2925201.85
2925201.85
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC - 03/31/2014
30601YNB7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-31
2014-03-31
N
N
N
11900000.00
11900000.00
0.0088
N/A
N
11900250.00
11900250.00
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 07644BJR4 DCP 09/25/2014
07644BJR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-25
2014-09-25
N
N
N
2025000.00
2021256.00
0.0015
N/A
N
2022186.47
2022186.47
HSBC BANK PLC
HSBC BANK PLC - 10/03/2014 00.2345 10/03/2014
40433FCV9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-18
2014-10-03
N
N
N
3925000.00
3925000.00
0.0029
N/A
N
3925451.41
3925451.41
DNB BANK ASA
DNB BANK ASA - 04/07/2014 00.1775 04/07/2014
2332K4DE1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-07
2014-04-07
N
N
N
12500000.00
12500000.00
0.0093
N/A
N
12499900.00
12499900.00
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY USD 00.3739 08/11/2014
13606YVE3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-05-12
2014-08-11
N
N
N
5350000.00
5353883.04
0.0040
N/A
N
5353541.75
5353541.75
STATE STREET CORP
STATE STREET CORP 85747KCA0 DCP 03/10/2014
85747KCA0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
8750000.00
8749628.12
0.0065
N/A
N
8749747.13
8749747.13
FHLB
FHLB 313385UN4 GDC 03/21/2014
313385UN4
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-03-21
2014-03-21
N
N
N
17050000.00
17048531.80
0.0126
N/A
N
17049914.70
17049914.70
MITSUBISHI UFJ TRUST & BANKING CORP/NY
MITSUBISHI UFJ TRUST & BANKIN 60682XDM5 DCP 04/21/2014
60682XDM5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-21
2014-04-21
N
N
N
8800000.00
8797008.01
0.0065
N/A
N
8797656.56
8797656.56
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963UCE4 DCP 03/14/2014
15963UCE4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-14
2014-03-14
N
N
N
2250000.00
2249894.38
0.0017
N/A
N
2249938.80
2249938.80
SUMITOMO MITSUI BANKING CORP
SUMITOMO MITSUI BANKING CORP 86562LDN9 DCP 04/22/2014
86562LDN9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-22
2014-04-22
N
N
N
3300000.00
3298832.17
0.0024
N/A
N
3299075.34
3299075.34
SVENSKA HANDELSBANKEN INC
SVENSKA HANDELSBANKEN INC 86958GDR3 DCP 04/25/2014
86958GDR3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-25
2014-04-25
N
N
N
6600000.00
6597781.67
0.0049
N/A
N
6598381.02
6598381.02
STANDARD CHARTERED BANK/NEW YORK
STANDARD CHARTERED BANK/NEW Y 85324UC35 DCP 03/03/2014
85324UC35
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
5850000.00
5849938.25
0.0043
N/A
N
5849966.07
5849966.07
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253CC46 DCP 03/04/2014
05253CC46
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
3400000.00
3399951.83
0.0025
N/A
N
3399980.96
3399980.96
FHLMC
FHLMC 313397YU9 GDC 07/01/2014
313397YU9
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-07-01
2014-07-01
N
N
N
8630000.00
8626490.46
0.0064
N/A
N
8628852.21
8628852.21
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963UE51 DCP 05/05/2014
15963UE51
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-05
2014-05-05
N
N
N
8250000.00
8247047.91
0.0061
N/A
N
8248245.23
8248245.23
COUNTY OF HOWARD MD
COUNTY OF HOWARD MD 00.1300 03/03/2014
44257QFF2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
Y
COUNTY OF HOWARD MD
N/A
N/A
N
7250000.00
7250000.00
0.0054
N/A
N
7250072.57
7250072.57
PRESIDENT AND FELLOWS OF HARVARD COLLEGE
PRESIDENT AND FELLOWS OF HARV 74081KCC4 DCP 03/12/2014
74081KCC4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
14200000.00
14199435.94
0.0105
N/A
N
14199953.10
14199953.10
WESTPAC BANKING CORP
WESTPAC BANKING CORP 00.2075 08/07/2014
9612C4KF7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-07
2014-08-07
N
N
N
8750000.00
8750036.61
0.0065
N/A
N
8750376.34
8750376.34
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.2145 11/18/2014
89112TSU9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-18
2014-11-18
N
N
N
13500000.00
13500000.00
0.0100
N/A
N
13501930.60
13501930.60
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 00.4144 12/19/2014
86958CZG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-19
2014-12-19
N
N
N
13525000.00
13544379.43
0.0100
N/A
N
13533602.00
13533602.00
TRINITY HEALTH
TRINITY HEALTH 89651KCB4 DCP 03/11/2014
89651KCB4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-11
2014-03-11
N
N
N
8975000.00
8974626.04
0.0066
N/A
N
8974794.47
8974794.47
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P3CU5 DCP 03/28/2014
4820P3CU5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-28
2014-03-28
N
N
N
14000000.00
13998215.00
0.0104
N/A
N
13998630.80
13998630.80
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050UD13 DCP 04/01/2014
83050UD13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-01
2014-04-01
N
N
N
7125000.00
7123772.92
0.0053
N/A
N
7124465.63
7124465.63
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 00.1865 06/02/2014
89233ABH1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-04
2014-06-02
N
N
N
6200000.00
6200000.00
0.0046
N/A
N
6200148.86
6200148.86
EXPORT DEVELOPMENT CANADA
EXPORT DEVELOPMENT CANADA 30215HET3 DCP 05/27/2014
30215HET3
Other Instrument
Non U.S. Sovereign Instrumentality
N
First Tier Security
N/A
N/A
2014-05-27
2014-05-27
N
N
N
13225000.00
13220525.54
0.0098
N/A
N
13222768.90
13222768.90
AMERICAN HONDA FINANCE CORP
AMERICAN HONDA FINANCE CORP 02665KC62 DCP 03/06/2014
02665KC62
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-06
2014-03-06
N
N
N
14000000.00
13999747.22
0.0104
N/A
N
13999836.20
13999836.20
STATE STREET CORP
STATE STREET CORP 85747KF33 DCP 06/03/2014
85747KF33
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-03
2014-06-03
N
N
N
12500000.00
12493472.22
0.0093
N/A
N
12493172.50
12493172.50
BANK OF TOKYO-MITSUBISHI UFJ LTD/NEW YORK NY
BANK OF TOKYO-MITSUBISHI UFJ 06538CE64 DCP 05/06/2014
06538CE64
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-06
2014-05-06
N
N
N
12675000.00
12669887.75
0.0094
N/A
N
12670407.80
12670407.80
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602UD72 DCP 04/07/2014
88602UD72
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
N
N
N
4500000.00
4499213.75
0.0033
N/A
N
4499140.05
4499140.05
CHEVRON CORP
CHEVRON CORP 16677KCA9 DCP 03/10/2014
16677KCA9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
14050000.00
14049648.75
0.0104
N/A
N
14049710.50
14049710.50
STANDARD CHARTERED BANK/NEW YORK
STANDARD CHARTERED BANK/NEW Y 85324UD91 DCP 04/09/2014
85324UD91
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-09
2014-04-09
N
N
N
8520000.00
8518430.90
0.0063
N/A
N
8518866.84
8518866.84
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANKING CORP/ 00.2500 06/09/2014
86562UEV0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-06-09
2014-06-09
N
N
N
14650000.00
14650000.00
0.0109
N/A
N
14650405.90
14650405.90
TEXAS TECH UNIVERSITY
TEXAS TECH UNIVERSITY 00.1200 03/18/2014
88280PAE0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-18
2014-03-18
N
Y
TEXAS TECH UNIVERSITY
N/A
N/A
N
6000000.00
6000000.00
0.0044
N/A
N
6000240.06
6000240.06
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P3CK7 DCP 03/19/2014
4820P3CK7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-19
2014-03-19
N
N
N
3300000.00
3299752.50
0.0024
N/A
N
3299819.49
3299819.49
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157UCA6 DCP 03/10/2014
59157UCA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-10
2014-03-10
N
N
N
19300000.00
19299302.00
0.0143
N/A
N
19299475.00
19299475.00
HSBC USA INC
HSBC USA INC 40427SJC4 DCP 09/12/2014
40427SJC4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-09-12
2014-09-12
N
N
N
11850000.00
11833311.25
0.0088
N/A
N
11835117.50
11835117.50
WELLS FARGO BANK NA
WELLS FARGO BANK NA 00.1845 06/16/2014
9497P62N7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-17
2014-06-16
N
N
N
10100000.00
10100000.00
0.0075
N/A
N
10100616.20
10100616.20
SUMITOMO MITSUI BANKING CORP
SUMITOMO MITSUI BANKING CORP 86562LEL2 DCP 05/20/2014
86562LEL2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-20
2014-05-20
N
N
N
4000000.00
3997955.56
0.0030
N/A
N
3998038.00
3998038.00
COCA-COLA CO/THE
COCA-COLA CO/THE 19121BGM5 DCP 07/21/2014
19121BGM5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-21
2014-07-21
N
N
N
10500000.00
10491716.67
0.0078
N/A
N
10494661.80
10494661.80
COCA-COLA CO/THE
COCA-COLA CO/THE 19121BDM8 DCP 04/21/2014
19121BDM8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-21
2014-04-21
N
N
N
10500000.00
10497917.50
0.0078
N/A
N
10498953.10
10498953.10
JPMORGAN CHASE BANK NA
JP MORGAN CHASE BANK NA 00.2426 06/11/2014
46639XAH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-11
2014-06-11
N
N
N
15000000.00
15000972.83
0.0111
N/A
N
14998830.00
14998830.00
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELECTRIC CAPITAL CORP 36959JFJ7 DCP 06/18/2014
36959JFJ7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-06-18
2014-06-18
N
N
N
22250000.00
22237873.75
0.0165
N/A
N
22241162.30
22241162.30
FAIRWAY FINANCE LLC
FAIRWAY FIN LLC - 06/23/2014 00.1755 06/23/2014
30601YNT8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-19
2014-06-23
N
N
N
10475000.00
10475000.00
0.0078
N/A
N
10475387.60
10475387.60
CHARTA LLC
CHARTA LLC 16115XC45 DCP 03/04/2014
16115XC45
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-04
2014-03-04
N
N
N
2800000.00
2799964.71
0.0021
N/A
N
2799978.16
2799978.16
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.2271 12/05/2014
20272AGA8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-12-05
N
N
N
10775000.00
10775000.00
0.0080
N/A
N
10775032.40
10775032.40
NESTLE CAPITAL CORP
NESTLE CAPITAL CORP 64105HG89 DCP 07/08/2014
64105HG89
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-07-08
2014-07-08
N
N
N
10500000.00
10493603.75
0.0078
N/A
N
10496474.10
10496474.10
BMW US CAPITAL LLC
BMW US CAPITAL LLC 0556C3D99 DCP 04/09/2014
0556C3D99
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-09
2014-04-09
N
N
N
6825000.00
6824186.69
0.0051
N/A
N
6823915.51
6823915.51
YALE UNIVERSITY
YALE UNIVERSITY 98459SD21 DCP 04/02/2014
98459SD21
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-02
2014-04-02
N
N
N
9475000.00
9474073.56
0.0070
N/A
N
9474097.03
9474097.03
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602UDR8 DCP 04/25/2014
88602UDR8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-25
2014-04-25
N
N
N
16400000.00
16396241.67
0.0121
N/A
N
16394975.00
16394975.00
DUKE UNIVERSITY
DUKE UNIVERSITY 26441UE68 DCP 05/06/2014
26441UE68
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-06
2014-05-06
N
N
N
19750000.00
19744568.75
0.0146
N/A
N
19744596.40
19744596.40
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M3DU5 DCP 04/28/2014
7443M3DU5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-28
2014-04-28
N
N
N
13875000.00
13871646.88
0.0103
N/A
N
13871156.60
13871156.60
UNITED STATES OF AMERICA
US TREASURY FRN 00.0900 01/31/2016
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2014-03-01
2016-01-31
N
N
N
7950000.00
7949226.88
0.0059
N/A
N
7946915.40
7946915.40
GEMINI SECURITIZATION CORP LLC
GEMINI SECURITIZATION CORP LL 3686M1C53 DCP 03/05/2014
3686M1C53
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-05
2014-03-05
N
N
N
6900000.00
6899885.00
0.0051
N/A
N
6899884.77
6899884.77
DNB BANK ASA
DNB BANK ASA 2332K1H45 DCP 08/04/2014
2332K1H45
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-08-04
2014-08-04
N
N
N
8200000.00
8192182.69
0.0061
N/A
N
8191977.94
8191977.94
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK
CREDIT AGRICOLE CORPORATE AND 00.1200 03/03/2014
22532U5S9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
6900000.00
6900000.00
0.0051
N/A
N
6900000.07
6900000.07
BANK OF AMERICA NA
BANK OF AMERICA NA 00.1500 04/07/2014
06052W4L4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-07
2014-04-07
N
N
N
14000000.00
14000000.00
0.0104
N/A
N
13999260.80
13999260.80
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 00.1875 08/06/2014
67984YAD6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-06
2014-08-06
N
N
N
21250000.00
21250000.00
0.0157
N/A
N
21248215.00
21248215.00
FHLB
FHLB 313385A30 GDC 08/01/2014
313385A30
Government Agency Debt
N
First Tier Security
N/A
N/A
2014-08-01
2014-08-01
N
N
N
14000000.00
13992860.00
0.0104
N/A
N
13997060.00
13997060.00
NORTHERN PINES FUNDING LLC
NORTHERN PINES FUNDING LLC 66560LCC8 DCP 03/12/2014
66560LCC8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-12
2014-03-12
N
N
N
7000000.00
6999679.17
0.0052
N/A
N
6999752.90
6999752.90
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UDB3 DCP 04/11/2014
53127UDB3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-11
2014-04-11
N
N
N
3700000.00
3699325.78
0.0027
N/A
N
3699240.39
3699240.39
BPCE SA
BPCE SA 05571CCD1 DCP 03/13/2014
05571CCD1
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-13
2014-03-13
N
N
N
7050000.00
7049718.00
0.0052
N/A
N
7049674.29
7049674.29
PROCTER & GAMBLE CO/THE
PROCTER & GAMBLE CO/THE 74271UEK2 DCP 05/19/2014
74271UEK2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-19
2014-05-19
N
N
N
10000000.00
9997366.67
0.0074
N/A
N
9998600.00
9998600.00
ALPINE SECURITIZATION CORP
ALPINE SECURITIZATION CORP 02086MCD4 DCP 03/13/2014
02086MCD4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-13
2014-03-13
N
N
N
6500000.00
6499761.67
0.0048
N/A
N
6499730.25
6499730.25
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050UCT3 DCP 03/27/2014
83050UCT3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-27
2014-03-27
N
N
N
3000000.00
2999696.67
0.0022
N/A
N
2999834.10
2999834.10
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R1CH6 DCP 03/17/2014
7588R1CH6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-17
2014-03-17
N
N
N
9175000.00
9174469.89
0.0068
N/A
N
9174380.69
9174380.69
SWEDBANK AB
SWEDBANK AB 87019SEM2 DCP 05/21/2014
87019SEM2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-21
2014-05-21
N
N
N
13525000.00
13519978.85
0.0100
N/A
N
13519085.50
13519085.50
GOVCO LLC
GOVCO LLC 38362WCE9 DCP 03/14/2014
38362WCE9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-14
2014-03-14
N
N
N
6825000.00
6824728.90
0.0051
N/A
N
6824633.50
6824633.50
YALE UNIVERSITY
YALE UNIVERSITY 98459SEK0 DCP 05/19/2014
98459SEK0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-19
2014-05-19
N
N
N
11000000.00
10997103.33
0.0081
N/A
N
10996088.40
10996088.40
NESTLE FINANCE INTERNATIONAL LTD
NESTLE FINANCE INTERNATIONAL 64105SEM6 DCP 05/21/2014
64105SEM6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-05-21
2014-05-21
N
N
N
10100000.00
10097273.00
0.0075
N/A
N
10098213.30
10098213.30
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION 04821UCK6 DCP 03/19/2014
04821UCK6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-19
2014-03-19
N
N
N
6900000.00
6899586.00
0.0051
N/A
N
6899537.70
6899537.70
COFCO CAPITAL CORP
COFCO CAPITAL CORP 1921E1CT3 DCP 03/27/2014
1921E1CT3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-27
2014-03-27
N
N
N
13700000.00
13698219.00
0.0101
N/A
N
13698695.70
13698695.70
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAV ENSKILDA BK NY USD 00.2700 04/16/2014
83051HQP4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2014-04-16
2014-04-16
N
N
N
3600000.00
3600550.25
0.0027
N/A
N
3600657.40
3600657.40
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK USD 00.2195 02/26/2015
63252E9K0
Other Note
N
First Tier Security
N/A
N/A
2014-03-26
2015-02-26
N
N
N
10300000.00
10300000.00
0.0076
N/A
N
10295856.30
10295856.30
EXPORT DEVELOPMENT CANADA
EXPORT DEVELOPMENT CANADA 30215HH52 DCP 08/05/2014
30215HH52
Other Instrument
Non U.S. Sovereign Instrumentality
N
First Tier Security
N/A
N/A
2014-08-05
2014-08-05
N
N
N
7450000.00
7445451.36
0.0055
N/A
N
7446468.70
7446468.70
BNP PARIBAS FINANCE INC
BNP PARIBAS FINANCE INC 0556N1D34 DCP 04/03/2014
0556N1D34
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-04-03
2014-04-03
N
N
N
6850000.00
6849309.29
0.0051
N/A
N
6849126.63
6849126.63
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E1CE9 DCP 03/14/2014
6385E1CE9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-14
2014-03-14
N
N
N
1450000.00
1449947.64
0.0011
N/A
N
1449938.52
1449938.52
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R1CU7 DCP 03/28/2014
7588R1CU7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2014-03-28
2014-03-28
N
N
N
11100000.00
11098834.50
0.0082
N/A
N
11098635.80
11098635.80
CREDIT SUISSE SECURITIES (USA) LLC
REPO TRIPA CORPO 0.16 03/03/2014
TRIPARTY2
Other Repurchase Agreement
N
FEDERATIVE REPUBLIC OF BRAZIL
2025-02-04
8.75%
Other Note
3292413.79
4432640.68
CBA CAPITAL TRUST II
2030-12-31
6.02%
Other Note
97903.45
106358.39
METLIFE CAPITAL TRUST X
2038-04-08
9.25%
Other Note
11586.21
15513.77
STATE STREET CAPITAL TRUST IV
2037-06-15
1.25%
Other Note
1480137.93
1150849.55
THE REPUBLIC OF TURKEY
2022-09-26
6.25%
Other Note
1537103.45
1645319.74
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
7000000.00
7000000.00
0.0052
N/A
N
7000000.00
7000000.00
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.05 03/03/2014
TRIPARTY2
Government Agency Repurchase Agreement
Y
GNMA
2044-02-20
4.00%
Government Agency Debt
46121384.56
49168393.85
GNMA
2043-11-20
4.50%
Government Agency Debt
3281507.26
3564280.08
GNMA
2044-01-20
4.50%
Government Agency Debt
26096670.82
28447118.37
GNMA
2040-09-20
4.50%
Government Agency Debt
57753598.86
33438627.92
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
112371000.00
112371000.00
0.0832
N/A
N
112371000.00
112371000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.06 03/03/2014
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2037-09-01
6.50%
Government Agency Debt
2385778.04
235330.52
FMAC
2038-02-01
5.00%
Government Agency Debt
5387738.62
281437.97
FMAC
2037-01-01
5.50%
Government Agency Debt
3389620.64
241452.87
FMAC
2036-06-01
5.50%
Government Agency Debt
1196670.97
206806.62
FMAC
2038-03-01
5.00%
Government Agency Debt
1396217.67
268568.97
FMAC
2041-02-01
4.50%
Government Agency Debt
258515.59
269435.96
FMAC
2043-10-01
3.00%
Government Agency Debt
263527.62
254655.47
FMAC
2039-02-01
5.00%
Government Agency Debt
1193675.18
210921.30
FMAC
2020-12-01
5.50%
Government Agency Debt
807142.86
113218.76
FMAC
2025-06-01
4.00%
Government Agency Debt
1695000.00
456225.40
FMAC
2026-09-01
3.50%
Government Agency Debt
7320218.78
5652247.37
FMAC
2040-12-01
4.50%
Government Agency Debt
5660296.88
1832990.71
FMAC
2043-10-01
4.50%
Government Agency Debt
141088.57
149998.47
FMAC
2040-08-01
4.50%
Government Agency Debt
431197.99
267752.27
FMAC
2040-11-01
4.50%
Government Agency Debt
1179816.53
760620.42
FMAC
2041-02-01
4.50%
Government Agency Debt
32285.71
15499.17
FMAC
2034-03-01
5.00%
Government Agency Debt
4076936.69
297608.77
FMAC
2041-04-01
4.50%
Government Agency Debt
206707.99
96579.30
FMAC
2041-08-01
4.50%
Government Agency Debt
241296.00
160331.50
FMAC
2042-04-01
3.50%
Government Agency Debt
1146870.90
1043404.17
FMAC
2042-07-01
3.50%
Government Agency Debt
987817.59
918893.00
FMAC
2042-08-01
4.00%
Government Agency Debt
5980033.29
5740699.98
FMAC
2043-01-01
3.50%
Government Agency Debt
5938731.79
5663902.21
FMAC
2043-09-01
4.50%
Government Agency Debt
996560.56
1072215.21
FMAC
2043-09-01
4.00%
Government Agency Debt
1608492.69
1677876.03
FMAC
2043-10-01
4.50%
Government Agency Debt
204124.17
220219.38
FMAC
2043-12-01
4.00%
Government Agency Debt
1028720.36
1078560.46
FMAC
2044-02-01
4.50%
Government Agency Debt
8966.39
9666.45
FMAC
2044-02-01
4.50%
Government Agency Debt
5241069.14
5650270.86
FMAC
2024-01-01
5.00%
Government Agency Debt
1937142.86
200306.02
FNMA
2028-01-01
6.00%
Government Agency Debt
1392188.09
226075.74
FNMA
2037-01-01
7.00%
Government Agency Debt
1065428.57
269876.59
FNMA
2022-05-01
2.84%
Government Agency Debt
982476.89
982776.30
FNMA
2017-04-01
7.00%
Government Agency Debt
8071.43
109.68
FNMA
2025-12-01
4.00%
Government Agency Debt
8151708.94
5737070.92
FNMA
2026-01-01
3.00%
Government Agency Debt
1082217.14
763987.38
FNMA
2041-02-01
4.50%
Government Agency Debt
4197.14
2203.38
FNMA
2041-03-01
4.00%
Government Agency Debt
49720.00
29987.90
FNMA
2026-06-01
4.00%
Government Agency Debt
890505.86
606738.87
FNMA
2042-04-01
3.50%
Government Agency Debt
1098373.24
1076597.01
FNMA
2042-03-01
3.50%
Government Agency Debt
180680.22
176446.73
FNMA
2032-04-01
3.50%
Government Agency Debt
1172298.48
984799.69
FNMA
2041-05-01
4.50%
Government Agency Debt
118488.57
58859.16
FNMA
2038-12-01
5.50%
Government Agency Debt
403571.43
197375.18
FNMA
2037-08-01
5.50%
Government Agency Debt
484285.71
234603.28
FNMA
2022-08-01
2.68%
Government Agency Debt
254880.22
251340.44
FNMA
2042-05-01
3.50%
Government Agency Debt
1292077.19
1090037.34
FNMA
2032-07-01
3.50%
Government Agency Debt
247643.70
191474.05
FNMA
2042-06-01
3.50%
Government Agency Debt
510251.50
453017.33
FNMA
2043-04-01
3.00%
Government Agency Debt
218990.13
209943.95
FNMA
2042-09-01
3.50%
Government Agency Debt
5847883.02
5647848.30
FNMA
2042-09-01
3.50%
Government Agency Debt
6173347.55
5707009.90
FNMA
2042-12-01
3.50%
Government Agency Debt
5831216.49
5666364.51
FNMA
2027-12-01
2.50%
Government Agency Debt
478751.30
431977.59
FNMA
2020-09-01
3.70%
Government Agency Debt
103314.29
104047.26
FNMA
2043-02-01
3.00%
Government Agency Debt
209352.84
194700.65
FNMA
2043-06-01
3.50%
Government Agency Debt
322857.14
318882.63
FNMA
2043-04-01
4.00%
Government Agency Debt
772750.50
760723.52
FNMA
2043-10-01
4.00%
Government Agency Debt
28489.56
29550.92
FNMA
2043-07-01
3.00%
Government Agency Debt
325837.76
312007.87
FNMA
2033-09-01
3.50%
Government Agency Debt
99563.98
100811.32
FNMA
2033-09-01
3.50%
Government Agency Debt
75539.21
77306.63
FNMA
2033-09-01
3.50%
Government Agency Debt
90730.93
92930.49
FNMA
2033-10-01
3.50%
Government Agency Debt
164560.93
168548.91
FNMA
2043-03-01
3.00%
Government Agency Debt
130288.35
121398.18
FNMA
2043-05-01
3.00%
Government Agency Debt
352417.94
329624.71
FNMA
2043-05-01
3.00%
Government Agency Debt
253565.54
239764.35
FNMA
2043-05-01
3.00%
Government Agency Debt
305998.51
290699.27
FNMA
2043-06-01
3.50%
Government Agency Debt
5697257.25
5724612.51
FNMA
2043-05-01
3.00%
Government Agency Debt
256431.22
243214.69
FNMA
2043-06-01
3.50%
Government Agency Debt
322857.14
321320.42
FNMA
2033-06-01
3.50%
Government Agency Debt
351855.53
328787.43
FNMA
2044-01-01
4.50%
Government Agency Debt
55370.97
59545.81
FNMA
2044-01-01
3.50%
Government Agency Debt
323176.45
328408.63
FNMA
2043-10-01
3.50%
Government Agency Debt
753300.94
762914.44
FNMA
2043-11-01
4.50%
Government Agency Debt
1052812.61
1133566.01
FNMA
2044-02-01
2.92%
Government Agency Debt
1667299.50
1720226.97
FNMA
2034-02-01
4.00%
Government Agency Debt
972216.16
1039041.44
FNMA
2033-05-01
5.50%
Government Agency Debt
4574200.61
280340.50
FNMA
2034-11-01
5.50%
Government Agency Debt
1962111.66
194750.83
FNMA
2025-07-01
5.50%
Government Agency Debt
1880642.86
252758.82
FNMA
2035-03-01
5.50%
Government Agency Debt
1494391.75
216281.46
FNMA
2033-12-01
5.50%
Government Agency Debt
3363889.57
639753.33
FNMA
2033-11-01
5.50%
Government Agency Debt
1026673.77
245682.74
FNMA
2033-11-01
5.50%
Government Agency Debt
1215836.09
275375.70
FNMA
2033-12-01
5.50%
Government Agency Debt
1729937.02
198070.16
FNMA
2034-01-01
5.50%
Government Agency Debt
1828985.71
287979.84
FNMA
2037-08-01
5.50%
Government Agency Debt
1065428.57
218087.23
FNMA
2037-08-01
6.50%
Government Agency Debt
2067992.01
206113.81
FNMA
2038-05-01
6.00%
Government Agency Debt
866016.50
85181.16
FNMA
2037-09-01
6.00%
Government Agency Debt
4289995.93
1031204.54
FNMA
2037-07-01
6.00%
Government Agency Debt
1645052.06
180463.27
FNMA
2032-08-01
5.50%
Government Agency Debt
35960326.74
5729393.05
FNMA
2037-08-01
5.50%
Government Agency Debt
1031851.43
205921.57
FNMA
2035-08-01
5.50%
Government Agency Debt
963417.66
216357.78
FNMA
2038-05-01
5.00%
Government Agency Debt
1291428.57
278306.65
FNMA
2039-06-01
5.00%
Government Agency Debt
1361165.71
238695.91
FNMA
2024-07-01
4.00%
Government Agency Debt
1084747.37
254670.52
FNMA
2031-11-01
3.50%
Government Agency Debt
322857.14
206417.59
FNMA
2032-12-01
3.50%
Government Agency Debt
231602.86
213280.89
FNMA
2043-02-01
3.00%
Government Agency Debt
6263634.55
5721502.39
FNMA
2043-03-01
3.00%
Government Agency Debt
325054.19
310961.70
FNMA
2033-06-01
3.50%
Government Agency Debt
247202.03
244876.67
FNMA
2033-06-01
3.50%
Government Agency Debt
69207.01
70094.18
FNMA
2032-10-01
3.50%
Government Agency Debt
376774.29
331339.50
FNMA
2033-02-01
3.00%
Government Agency Debt
209857.14
197812.47
FNMA
2043-06-01
4.00%
Government Agency Debt
393150.25
401594.95
FNMA
2044-02-01
4.00%
Government Agency Debt
240184.73
250453.59
FNMA
2044-02-01
4.50%
Government Agency Debt
46394.57
50276.64
FNMA
2034-02-01
4.00%
Government Agency Debt
240491.77
256133.35
FNMA
2038-11-01
6.00%
Government Agency Debt
1429347.01
212675.72
FNMA
2035-02-01
5.50%
Government Agency Debt
4555837.14
1013920.13
FNMA
2039-01-01
7.00%
Government Agency Debt
792148.73
217883.87
FNMA
2040-04-01
5.50%
Government Agency Debt
7942543.68
5353533.25
FNMA
2039-09-01
6.00%
Government Agency Debt
438908.47
137101.28
FNMA
2039-09-01
6.00%
Government Agency Debt
804392.76
203597.55
FNMA
2025-09-01
4.00%
Government Agency Debt
3580327.51
1852245.57
FNMA
2041-01-01
3.27%
Government Agency Debt
1417025.81
516075.43
FNMA
2040-01-01
7.00%
Government Agency Debt
524642.86
200732.05
GNMA
2043-01-20
3.50%
Government Agency Debt
81123.99
78704.54
GNMA
2033-03-15
5.00%
Government Agency Debt
10654.29
792.41
GNMA
2031-12-15
6.00%
Government Agency Debt
10331.43
245.62
GNMA
2032-01-15
6.50%
Government Agency Debt
12268.57
497.41
GNMA
2034-06-15
5.00%
Government Agency Debt
8071.43
2608.91
GNMA
2029-07-15
6.50%
Government Agency Debt
20985.71
137.25
GNMA
2035-08-20
5.00%
Government Agency Debt
27065.76
5471.67
GNMA
2026-05-15
7.00%
Government Agency Debt
270773.83
3392.55
GNMA
2024-04-15
7.00%
Government Agency Debt
596693.27
8007.51
GNMA
2024-04-15
7.50%
Government Agency Debt
70509.09
1127.97
GNMA
2024-06-15
7.00%
Government Agency Debt
725756.71
31560.15
GNMA
2024-05-15
7.50%
Government Agency Debt
6582787.23
91436.91
GNMA
2023-07-15
7.00%
Government Agency Debt
20017.14
218.94
GNMA
2024-02-15
7.50%
Government Agency Debt
91720.16
279.76
GNMA
2024-04-15
7.00%
Government Agency Debt
565000.00
3914.26
GNMA
2023-02-15
7.50%
Government Agency Debt
14092.71
573.15
GNMA
2026-03-15
7.00%
Government Agency Debt
141389.47
4771.09
GNMA
2023-05-15
7.50%
Government Agency Debt
12914.29
106.03
GNMA
2023-08-15
7.50%
Government Agency Debt
20985.71
120.92
GNMA
2023-12-15
7.00%
Government Agency Debt
1260070.75
5845.09
GNMA
2024-02-15
7.50%
Government Agency Debt
49296.73
1090.23
GNMA
2024-03-15
7.50%
Government Agency Debt
309883.77
3619.27
GNMA
2023-09-15
7.00%
Government Agency Debt
17757.14
100.97
GNMA
2024-05-15
7.00%
Government Agency Debt
621783.79
12167.52
GNMA
2024-07-15
7.00%
Government Agency Debt
137307.91
1202.79
GNMA
2023-09-15
7.50%
Government Agency Debt
1049281.19
9581.61
GNMA
2023-03-15
7.50%
Government Agency Debt
12656.00
170.57
GNMA
2023-12-15
7.50%
Government Agency Debt
26132.06
318.94
GNMA
2024-02-15
7.00%
Government Agency Debt
794531.41
11608.28
GNMA
2024-02-15
7.50%
Government Agency Debt
3490872.84
32793.74
GNMA
2024-02-15
7.50%
Government Agency Debt
117434.12
1212.95
GNMA
2024-02-15
7.50%
Government Agency Debt
387428.57
4546.14
GNMA
2024-03-15
7.00%
Government Agency Debt
651081.14
6805.87
GNMA
2024-06-15
7.50%
Government Agency Debt
3455819.27
36016.41
GNMA
2024-06-15
7.00%
Government Agency Debt
585918.24
8880.45
GNMA
2024-06-15
7.00%
Government Agency Debt
476187.81
4703.28
GNMA
2023-09-15
7.50%
Government Agency Debt
10654.29
80.60
GNMA
2023-09-15
7.50%
Government Agency Debt
56772.49
505.00
GNMA
2024-02-15
7.00%
Government Agency Debt
335552.21
8699.40
GNMA
2024-01-15
7.00%
Government Agency Debt
8962.19
214.52
GNMA
2024-02-15
7.50%
Government Agency Debt
1424201.96
8373.19
GNMA
2024-04-15
7.50%
Government Agency Debt
28903.46
117.68
GNMA
2024-03-15
7.50%
Government Agency Debt
115023.02
1835.39
GNMA
2025-11-15
7.50%
Government Agency Debt
8968.00
50.58
GNMA
2024-04-15
7.00%
Government Agency Debt
537307.57
10342.25
GNMA
2024-04-15
7.00%
Government Agency Debt
915884.69
13919.18
GNMA
2024-05-15
7.50%
Government Agency Debt
39430.87
207.25
GNMA
2024-05-15
7.00%
Government Agency Debt
1381925.75
27894.23
GNMA
2026-01-15
7.50%
Government Agency Debt
364475.37
4483.88
GNMA
2024-01-15
7.00%
Government Agency Debt
655755.79
3056.43
GNMA
2024-02-15
7.50%
Government Agency Debt
13472.51
441.90
GNMA
2024-03-15
7.00%
Government Agency Debt
13237.14
266.64
GNMA
2024-04-15
7.00%
Government Agency Debt
44099.70
365.91
GNMA
2024-04-15
7.00%
Government Agency Debt
741998.03
10002.41
GNMA
2024-05-15
7.50%
Government Agency Debt
70060.00
1020.06
GNMA
2026-05-15
7.00%
Government Agency Debt
23755.51
979.73
GNMA
2026-12-15
7.50%
Government Agency Debt
163042.53
626.86
GNMA
2026-02-15
7.00%
Government Agency Debt
32285.71
1177.44
GNMA
2026-03-15
7.00%
Government Agency Debt
24685.33
655.81
GNMA
2026-05-15
7.00%
Government Agency Debt
112944.15
2236.30
GNMA
2026-05-15
7.00%
Government Agency Debt
212430.31
1719.24
GNMA
2025-07-15
7.50%
Government Agency Debt
161447.30
1095.79
GNMA
2024-02-15
7.00%
Government Agency Debt
83581.58
249.47
GNMA
2024-02-15
7.50%
Government Agency Debt
80466.33
1224.27
GNMA
2024-02-15
7.00%
Government Agency Debt
658628.57
12161.66
GNMA
2024-05-15
7.50%
Government Agency Debt
61116.53
1061.24
GNMA
2024-05-15
7.00%
Government Agency Debt
825476.95
18533.42
GNMA
2024-02-15
7.50%
Government Agency Debt
120443.15
2186.68
GNMA
2024-04-15
7.00%
Government Agency Debt
853511.92
8963.60
GNMA
2024-07-15
7.00%
Government Agency Debt
723454.09
2095.96
GNMA
2025-10-15
7.50%
Government Agency Debt
10998814.00
122742.96
GNMA
2025-12-15
7.50%
Government Agency Debt
507743.87
6987.29
GNMA
2025-11-15
7.50%
Government Agency Debt
844788.00
9314.48
GNMA
2026-01-15
7.00%
Government Agency Debt
226706.09
1615.34
GNMA
2024-01-15
7.00%
Government Agency Debt
672995.39
19054.08
GNMA
2024-01-15
7.50%
Government Agency Debt
128994.67
1401.62
GNMA
2024-02-15
7.00%
Government Agency Debt
881053.90
8853.76
GNMA
2026-01-15
7.00%
Government Agency Debt
9695.72
79.65
GNMA
2024-05-15
7.50%
Government Agency Debt
81379.05
1538.67
GNMA
2024-03-15
7.00%
Government Agency Debt
727949.23
9888.87
GNMA
2024-05-15
7.50%
Government Agency Debt
176508.58
294.54
GNMA
2024-05-15
7.50%
Government Agency Debt
493971.43
7706.77
GNMA
2026-01-15
7.00%
Government Agency Debt
179404.93
7238.74
GNMA
2024-03-15
7.00%
Government Agency Debt
730275.74
12340.27
GNMA
2024-05-15
7.00%
Government Agency Debt
90161.73
1110.51
GNMA
2024-06-15
7.00%
Government Agency Debt
1439103.75
5429.80
GNMA
2024-05-15
7.00%
Government Agency Debt
582176.97
1643.90
GNMA
2024-05-15
7.50%
Government Agency Debt
169500.00
4940.37
GNMA
2025-08-15
7.50%
Government Agency Debt
131725.71
445.07
GNMA
2025-10-15
7.50%
Government Agency Debt
32285.71
114.19
GNMA
2025-12-15
7.50%
Government Agency Debt
237328.41
3155.19
GNMA
2026-03-15
7.00%
Government Agency Debt
146693.05
402.18
GNMA
2024-03-15
7.50%
Government Agency Debt
40172.47
1724.68
GNMA
2024-02-15
7.50%
Government Agency Debt
85302.09
1709.47
GNMA
2024-06-15
7.50%
Government Agency Debt
134853.23
1844.82
GNMA
2024-03-15
7.00%
Government Agency Debt
532961.59
4471.83
GNMA
2024-04-15
7.50%
Government Agency Debt
12914.29
131.63
GNMA
2024-06-15
7.50%
Government Agency Debt
22892.51
47.01
GNMA
2024-04-15
7.00%
Government Agency Debt
9190.45
88.51
GNMA
2024-05-15
7.00%
Government Agency Debt
421048.01
4334.79
GNMA
2024-04-15
7.50%
Government Agency Debt
15987.56
331.29
GNMA
2024-06-15
7.50%
Government Agency Debt
594853.95
7439.50
GNMA
2026-03-15
7.50%
Government Agency Debt
15840227.00
155224.29
GNMA
2026-04-15
7.00%
Government Agency Debt
45143.50
506.55
GNMA
2025-08-15
7.00%
Government Agency Debt
8071.43
119.10
GNMA
2025-06-15
7.50%
Government Agency Debt
1162285.71
15789.51
GNMA
2026-03-15
7.00%
Government Agency Debt
108957.18
2505.66
GNMA
2026-05-15
7.00%
Government Agency Debt
127292.56
1211.12
GNMA
2026-04-15
7.00%
Government Agency Debt
9672.48
64.30
GNMA
2025-09-15
7.50%
Government Agency Debt
221480.00
953.22
GNMA
2025-08-15
7.50%
Government Agency Debt
64571.43
290.29
GNMA
2025-11-15
7.50%
Government Agency Debt
14602438.24
104462.62
GNMA
2025-11-15
7.50%
Government Agency Debt
1440221.81
9848.86
GNMA
2026-01-15
7.50%
Government Agency Debt
9362857.14
82070.13
GNMA
2025-10-15
7.50%
Government Agency Debt
57203.83
1480.49
GNMA
2025-08-15
7.50%
Government Agency Debt
64251.48
1625.83
GNMA
2026-02-15
7.50%
Government Agency Debt
15452.27
202.88
GNMA
2026-01-15
7.00%
Government Agency Debt
16162.87
287.76
GNMA
2026-01-15
7.00%
Government Agency Debt
222137.01
2985.11
GNMA
2026-01-15
7.50%
Government Agency Debt
125914.29
1173.12
GNMA
2026-01-15
7.00%
Government Agency Debt
163027.04
1808.20
GNMA
2026-01-15
7.00%
Government Agency Debt
260592.53
1734.48
GNMA
2025-12-15
7.50%
Government Agency Debt
194151.76
1396.01
GNMA
2025-09-15
7.50%
Government Agency Debt
33859.97
1242.17
GNMA
2026-01-15
7.00%
Government Agency Debt
328331.19
24748.82
GNMA
2025-12-15
7.50%
Government Agency Debt
268377.58
4064.92
GNMA
2026-06-15
7.00%
Government Agency Debt
119110.72
3051.76
GNMA
2026-02-15
7.00%
Government Agency Debt
34281.94
2365.89
GNMA
2026-01-15
7.00%
Government Agency Debt
201461.89
3049.77
GNMA
2026-02-15
7.50%
Government Agency Debt
9064243.34
62050.35
GNMA
2026-03-15
7.00%
Government Agency Debt
163450.63
1347.75
GNMA
2026-05-15
7.50%
Government Agency Debt
16955005.90
66626.43
GNMA
2026-02-15
7.00%
Government Agency Debt
143572.31
1786.00
GNMA
2026-03-15
7.00%
Government Agency Debt
130757.14
9936.97
GNMA
2025-09-15
7.50%
Government Agency Debt
85469.65
1109.84
GNMA
2026-02-15
7.00%
Government Agency Debt
195099.02
5149.34
GNMA
2026-02-15
7.00%
Government Agency Debt
79100.00
2816.87
GNMA
2026-05-15
7.00%
Government Agency Debt
145419.05
4390.60
GNMA
2026-04-15
7.00%
Government Agency Debt
67834.22
1201.56
GNMA
2026-05-15
7.00%
Government Agency Debt
973830.45
7034.15
GNMA
2026-04-15
7.00%
Government Agency Debt
16379.19
161.48
GNMA
2026-04-15
7.00%
Government Agency Debt
154345.41
1517.70
GNMA
2026-05-15
7.00%
Government Agency Debt
15820.00
211.02
GNMA
2026-07-15
7.50%
Government Agency Debt
296887.48
1704.85
GNMA
2026-01-15
7.00%
Government Agency Debt
8850.48
417.76
GNMA
2026-06-15
7.50%
Government Agency Debt
12905706.75
78702.73
GNMA
2026-05-15
7.00%
Government Agency Debt
15401810.57
91234.92
GNMA
2026-06-15
7.50%
Government Agency Debt
183247.26
1506.72
GNMA
2026-02-15
7.00%
Government Agency Debt
246941.48
6356.04
GNMA
2026-03-15
7.00%
Government Agency Debt
68454.11
936.69
GNMA
2026-02-15
7.00%
Government Agency Debt
293349.94
9823.31
GNMA
2026-05-15
7.00%
Government Agency Debt
106793.72
3377.80
GNMA
2026-06-15
7.00%
Government Agency Debt
33473.18
268.94
GNMA
2026-06-15
7.50%
Government Agency Debt
42333.03
424.55
GNMA
2026-02-15
7.00%
Government Agency Debt
192556.84
1680.19
GNMA
2026-04-15
7.50%
Government Agency Debt
67985.32
673.97
GNMA
2026-05-15
7.00%
Government Agency Debt
121337.79
1459.85
GNMA
2026-06-15
7.50%
Government Agency Debt
32138.49
421.84
GNMA
2026-04-15
7.00%
Government Agency Debt
49200.85
1662.59
GNMA
2026-06-15
7.00%
Government Agency Debt
153925.05
2271.04
GNMA
2026-03-15
7.00%
Government Agency Debt
185265.44
2425.24
GNMA
2026-04-15
7.00%
Government Agency Debt
222200.94
1254.08
GNMA
2026-01-15
7.00%
Government Agency Debt
66489.52
2042.79
GNMA
2026-05-15
7.50%
Government Agency Debt
22560.93
214.63
GNMA
2026-03-15
7.00%
Government Agency Debt
164657.14
3335.96
GNMA
2026-03-15
7.00%
Government Agency Debt
292661.28
3350.41
GNMA
2026-07-15
7.00%
Government Agency Debt
43157.61
3461.74
GNMA
2026-10-15
7.50%
Government Agency Debt
33308.20
106.44
GNMA
2026-09-15
7.50%
Government Agency Debt
711900.00
5966.08
GNMA
2026-11-15
7.00%
Government Agency Debt
115355.89
8151.53
GNMA
2026-06-15
7.00%
Government Agency Debt
18571.07
979.18
GNMA
2026-11-15
7.50%
Government Agency Debt
250199.43
4667.55
GNMA
2026-10-15
7.50%
Government Agency Debt
34688.42
495.85
GNMA
2027-12-15
7.00%
Government Agency Debt
8071.43
83.95
GNMA
2028-08-15
6.50%
Government Agency Debt
10008.57
106.17
GNMA
2040-07-15
4.50%
Government Agency Debt
691872.85
298459.11
GNMA
2034-02-15
4.50%
Government Agency Debt
205675.50
124373.19
GNMA
2040-04-15
5.00%
Government Agency Debt
1157949.42
444929.54
GNMA
2029-05-15
7.00%
Government Agency Debt
14528.57
174.86
GNMA
2024-06-15
7.50%
Government Agency Debt
226749.03
2485.06
GNMA
2017-04-15
8.00%
Government Agency Debt
8071.43
54.69
GNMA
2017-04-15
8.00%
Government Agency Debt
12268.57
40.28
GNMA
2017-07-15
9.00%
Government Agency Debt
8071.43
37.79
GNMA
2023-07-15
7.50%
Government Agency Debt
9730.59
33.42
GNMA
2026-01-15
7.00%
Government Agency Debt
22852.80
546.27
GNMA
2021-03-15
8.50%
Government Agency Debt
11300.00
216.76
GNMA
2021-11-15
8.50%
Government Agency Debt
8717.14
48.64
GNMA
2022-03-15
7.50%
Government Agency Debt
772341.76
9803.99
GNMA
2022-04-15
8.00%
Government Agency Debt
12914.29
57.84
GNMA
2022-03-15
7.50%
Government Agency Debt
1445229.64
6165.24
GNMA
2022-02-15
7.50%
Government Agency Debt
803914.29
11539.61
GNMA
2022-04-15
7.50%
Government Agency Debt
1341471.43
12589.82
GNMA
2022-03-15
7.50%
Government Agency Debt
864886.18
8960.75
GNMA
2022-12-15
7.50%
Government Agency Debt
701163.39
22536.19
GNMA
2022-06-15
7.50%
Government Agency Debt
129142.86
1683.90
GNMA
2022-11-15
7.50%
Government Agency Debt
1732978.01
6715.99
GNMA
2022-04-15
7.50%
Government Agency Debt
827089.29
5930.27
GNMA
2022-06-15
7.50%
Government Agency Debt
668097.97
1628.04
GNMA
2022-06-15
7.50%
Government Agency Debt
28411.43
100.25
GNMA
2022-09-15
7.50%
Government Agency Debt
784705.58
4265.23
GNMA
2022-09-15
7.50%
Government Agency Debt
1347928.57
7586.77
GNMA
2022-11-15
7.50%
Government Agency Debt
666162.44
5304.85
GNMA
2022-12-15
7.50%
Government Agency Debt
1086533.42
3263.19
GNMA
2022-11-15
7.50%
Government Agency Debt
1317257.14
7589.67
GNMA
2022-11-15
7.50%
Government Agency Debt
840097.21
8072.84
GNMA
2024-02-15
7.00%
Government Agency Debt
735823.07
8880.18
GNMA
2022-11-15
7.00%
Government Agency Debt
11300.00
84.48
GNMA
2022-10-15
7.50%
Government Agency Debt
968571.43
21761.83
GNMA
2022-10-15
8.00%
Government Agency Debt
13560.00
53.65
GNMA
2025-08-15
7.50%
Government Agency Debt
209914.93
1154.03
GNMA
2022-10-15
7.50%
Government Agency Debt
940058.62
1435.25
GNMA
2022-12-15
7.50%
Government Agency Debt
120980.71
848.91
GNMA
2022-11-15
7.50%
Government Agency Debt
757100.00
1714.89
GNMA
2022-11-15
7.50%
Government Agency Debt
132371.11
721.07
GNMA
2022-12-15
7.00%
Government Agency Debt
17686.76
133.51
GNMA
2023-05-15
7.50%
Government Agency Debt
1043664.13
3349.35
GNMA
2024-06-15
7.00%
Government Agency Debt
1217583.72
15100.82
GNMA
2025-07-15
7.50%
Government Agency Debt
61946.60
613.48
GNMA
2025-07-15
7.50%
Government Agency Debt
981485.71
10686.51
GNMA
2024-08-15
7.00%
Government Agency Debt
3169728.13
58461.41
GNMA
2026-10-15
7.50%
Government Agency Debt
32125222.00
285164.08
GNMA
2026-10-15
7.00%
Government Agency Debt
9761216.37
82606.36
GNMA
2026-10-15
7.00%
Government Agency Debt
84268.94
1055.70
GNMA
2026-11-15
7.00%
Government Agency Debt
16866073.93
226296.77
GNMA
2026-11-15
7.00%
Government Agency Debt
6654091.85
81481.89
GNMA
2024-09-15
7.00%
Government Agency Debt
3452301.74
67272.24
GNMA
2040-12-15
6.00%
Government Agency Debt
2594431.25
990750.39
GNMA
2039-11-15
5.00%
Government Agency Debt
1255295.37
761364.38
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
113000000.00
113000000.00
0.0837
N/A
N
113000000.00
113000000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.06 03/03/2014
TRIPARTY2
Government Agency Repurchase Agreement
Y
U.S. TREASURY
2014-03-27
0.00%
Treasury Debt
70053430.60
70050698.52
U.S. TREASURY
2017-04-15
0.13%
Treasury Debt
42426929.00
45209320.38
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
113000000.00
113000000.00
0.0837
N/A
N
113000000.00
113000000.00
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS
AUSTRALIA & NEW ZEALAND BANKI 99CM819E2 TD 03/03/2014
99CM819E2
Other Instrument
Time Deposit
N
First Tier Security
N/A
N/A
2014-03-03
2014-03-03
N
N
N
20500000.00
20500000.00
0.0152
N/A
N
20500000.00
20500000.00