-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, FzuJpoK/uQ0oBOqN34ZnrHRz6kclNsRWZ3fiE1GkmdrG/3DR0jKyTMwH9jyjij/y Q8OkGO2PshwgEw2s6LvZMQ== 0000928816-10-001462.txt : 20110131 0000928816-10-001462.hdr.sgml : 20110131 20101207171332 ACCESSION NUMBER: 0000928816-10-001462 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101130 FILED AS OF DATE: 20101207 DATE AS OF CHANGE: 20101207 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: 101237953 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

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28649000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.26 12/01/2010 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2028-05-01 5.5000% Government Agency Debt 3788467.20 2593412.89 FMAC 2035-03-01 2.7130% Government Agency Debt 10000000.00 2621429.79 FMAC 2023-12-01 5.0000% Government Agency Debt 5660000.00 2747157.24 FMAC 2037-06-01 5.5440% Government Agency Debt 7140574.00 2687173.55 FMAC 2028-07-01 5.5000% Government Agency Debt 4953129.20 2710358.97 FMAC 2025-04-01 4.5000% Government Agency Debt 2764086.00 2610781.77 FMAC 2037-05-01 5.6650% Government Agency Debt 10779294.40 2688987.98 FMAC 2039-12-01 4.5000% Government Agency Debt 2687011.20 2747138.38 FMAC 2040-11-01 4.5000% Government Agency Debt 2645109.60 2760764.37 FMAC 2040-11-01 4.5000% Government Agency Debt 2496220.00 2605364.72 FMAC 2040-11-01 5.0000% Government Agency Debt 2457514.80 2615222.81 FMAC 2034-04-01 5.0000% Government Agency Debt 6040646.40 2698268.74 FMAC 2025-01-01 5.0000% Government Agency Debt 7000000.00 2686004.51 FMAC 2023-06-01 5.0000% Government Agency Debt 10058539.60 2770459.73 FNMA 2026-01-01 5.0000% Government Agency Debt 6000000.00 2619429.00 FNMA 2030-04-01 7.0000% Government Agency Debt 23810826.80 2730641.57 FNMA 2034-05-01 2.5990% Government Agency Debt 10093098.00 2657661.97 FNMA 2035-12-01 5.5000% Government Agency Debt 5520000.00 2597851.96 FNMA 2035-12-01 5.0000% Government Agency Debt 4560000.00 2733879.84 FNMA 2034-09-01 2.7720% Government Agency Debt 12000000.00 2741246.55 FNMA 2034-11-01 5.5000% Government Agency Debt 5779315.20 2592900.29 FNMA 2035-01-01 5.0000% Government Agency Debt 6000000.00 2751659.07 FNMA 2034-12-01 2.7790% Government Agency Debt 10868131.20 2727153.29 FNMA 2021-01-01 5.5000% Government Agency Debt 5738000.00 2603835.76 FNMA 2037-01-01 5.7730% Government Agency Debt 6000000.00 2739007.11 FNMA 2024-03-01 5.0000% Government Agency Debt 4078000.00 2690975.70 FNMA 2036-09-01 6.0000% Government Agency Debt 6400000.00 2601517.34 FNMA 2021-09-01 4.5000% Government Agency Debt 2006631.60 1298861.84 FNMA 2037-08-01 6.0000% Government Agency Debt 6492211.20 2628714.05 FNMA 2038-04-01 5.0110% Government Agency Debt 6588096.00 2714599.34 FNMA 2038-08-01 5.2510% Government Agency Debt 8011543.20 2624102.72 FNMA 2038-05-01 5.0000% Government Agency Debt 3688311.60 2684998.50 FNMA 2038-08-01 5.1420% Government Agency Debt 4060000.00 2692403.62 FNMA 2024-03-01 4.5000% Government Agency Debt 4000000.00 2597144.38 FNMA 2040-03-01 4.5000% Government Agency Debt 2564510.80 2599111.97 FNMA 2040-07-01 4.5000% Government Agency Debt 2614040.00 2716614.72 GNMA 2033-03-20 5.0000% Government Agency Debt 9616852.00 2697370.29 GNMA 2039-01-20 6.5000% Government Agency Debt 5700968.80 2676221.12 GNMA 2040-01-20 5.0000% Government Agency Debt 2920000.00 2608245.47 GNMA 2040-04-15 5.0000% Government Agency Debt 2555385.20 2753898.92 GNMA 2040-02-15 5.0000% Government Agency Debt 2516297.20 2601767.85 GNMA 2037-01-15 6.0000% Government Agency Debt 6918200.40 2631626.97 GNMA 2038-01-15 7.0000% Government Agency Debt 13620455.60 2637681.45 GNMA 2044-02-15 5.7300% Government Agency Debt 718255.60 769991.34 GNMA 2038-06-15 6.0000% Government Agency Debt 4146646.00 2772144.42 GNMA 2039-06-15 5.5000% Government Agency Debt 2677182.40 2647887.54 GNMA 2039-07-15 4.5000% Government Agency Debt 2684755.20 2716328.79 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 120000000.00 120000000.00 0.0587 N 120000000.00 120000000.00 MERRILL LYNCH, PIERCE, FENNER AND SMITH REPO TRIPA MORTG 0.25 12/01/2010 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2034-12-01 5.5000% Government Agency Debt 12514602.00 4285677.93 FMAC 2036-12-01 5.5000% Government Agency Debt 10203667.28 4319477.91 FMAC 2035-09-01 5.0000% Government Agency Debt 7841136.52 4385557.85 FMAC 2038-11-01 7.0000% Government Agency Debt 11190902.39 4425495.72 FMAC 2035-02-01 4.7630% Government Agency Debt 15851547.20 4414790.72 FNMA 2037-04-01 2.8310% Government Agency Debt 6231783.55 4265180.53 FNMA 2035-02-01 5.5000% Government Agency Debt 11310000.00 4253415.37 FNMA 2034-05-01 5.0000% Government Agency Debt 10440000.00 4253999.27 FNMA 2035-01-01 2.8390% Government Agency Debt 17576221.98 4153982.34 FNMA 2036-09-01 5.7540% Government Agency Debt 13050072.73 4434786.48 FNMA 2037-12-01 6.0000% Government Agency Debt 6048176.49 2746345.27 FNMA 2038-06-01 5.2550% Government Agency Debt 6683741.24 4191763.67 FNMA 2038-05-01 4.8010% Government Agency Debt 8252050.57 4214863.88 FNMA 2036-09-01 5.5000% Government Agency Debt 6090000.00 4210871.77 FNMA 2038-09-01 5.5000% Government Agency Debt 4671043.40 4184333.82 FNMA 2040-09-01 3.5000% Government Agency Debt 4350000.00 4284271.89 FNMA 2040-07-01 3.6730% Government Agency Debt 3266051.34 3305127.01 FNMA 2025-08-01 4.5000% Government Agency Debt 3977565.35 4181195.03 FNMA 2025-11-01 3.5000% Government Agency Debt 4105364.87 4221626.53 FNMA 2040-08-01 3.5000% Government Agency Debt 4357316.70 4272143.29 FNMA 2040-09-01 3.5000% Government Agency Debt 4393623.02 4297340.76 FNMA 2040-09-01 4.5000% Government Agency Debt 4089000.00 4252965.32 FNMA 2040-11-01 4.0000% Government Agency Debt 4153895.39 4236940.99 FNMA 2040-09-01 4.5000% Government Agency Debt 4138415.48 4297337.05 FNMA 2040-10-01 4.0000% Government Agency Debt 4386750.37 4443128.09 FNMA 2040-09-01 3.5000% Government Agency Debt 4350000.00 4283627.67 FNMA 2040-11-01 4.0000% Government Agency Debt 4207981.20 4281160.47 GNMA 2026-01-15 3.2900% Government Agency Debt 4220422.20 4308438.04 GNMA 2060-10-20 5.2410% Government Agency Debt 4113254.03 4315263.82 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 119594000.00 119594000.00 0.0585 N 119594000.00 119594000.00 MORGAN (J.P.) SECURITIES INC. REPO TRIPA MORTG 0.25 12/01/2010 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2012-09-01 2040-12-01 4.00%-9.00% Government Agency Debt 122400324.34 121962425.86 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 120000000.00 120000000.00 0.0587 N 120000000.00 120000000.00 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.25 12/01/2010 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2030-11-01 4.0000% Government Agency Debt 6360906.89 6548705.67 FMAC 2037-09-01 6.5000% Government Agency Debt 14559003.52 6810119.83 FMAC 2040-04-01 5.5000% Government Agency Debt 6667900.60 6812383.87 FMAC 2025-10-01 3.5000% Government Agency Debt 6429906.00 6576351.03 FMAC 2020-12-01 3.5000% Government Agency Debt 6351231.85 6530079.01 FMAC 2038-02-01 6.0000% Government Agency Debt 11185064.10 6559033.24 FNMA 2038-03-01 5.0000% Government Agency Debt 8963778.85 4907609.67 FNMA 2037-10-01 6.5000% Government Agency Debt 15712457.54 6672177.46 FNMA 2038-04-01 5.0000% Government Agency Debt 10358964.00 6837095.77 FNMA 2018-03-01 5.5000% Government Agency Debt 9525600.00 6825949.94 FNMA 2040-01-01 5.5000% Government Agency Debt 7188280.34 6676903.01 FNMA 2040-04-01 5.0000% Government Agency Debt 6855871.05 6836994.07 FNMA 2025-07-01 4.0000% Government Agency Debt 6884388.00 6787970.37 FNMA 2030-06-01 4.5000% Government Agency Debt 3594603.22 3525785.50 FNMA 2030-09-01 4.0000% Government Agency Debt 6425094.56 6607999.25 FNMA 2030-10-01 4.5000% Government Agency Debt 6292330.88 6611067.32 FNMA 2030-11-01 4.5000% Government Agency Debt 6362214.77 6703025.89 FNMA 2040-11-01 4.5000% Government Agency Debt 6360733.89 6655744.73 USTR 2013-08-15 0.7500% Treasury Debt 6579720.00 6609004.40 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 120000000.00 120000000.00 0.0587 N 120000000.00 120000000.00 GOLDMAN, SACHS & CO. REPO TRIPA MORTG 0.25 12/01/2010 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2035-10-01 6.0000% Government Agency Debt 9448236.29 3377985.03 FMAC 2036-04-01 6.0000% Government Agency Debt 4320981.73 3333323.75 FMAC 2021-05-01 5.0000% Government Agency Debt 6861360.00 3266411.73 FMAC 2020-12-01 5.0000% Government Agency Debt 1116826.43 768715.41 FMAC 2024-11-01 5.0000% Government Agency Debt 3490480.23 3419627.73 FMAC 2024-06-01 4.5000% Government Agency Debt 3729000.00 3344706.38 FMAC 2025-09-01 4.0000% Government Agency Debt 3140442.36 3259430.94 FMAC 2020-11-01 3.5000% Government Agency Debt 3134536.87 3204155.00 FMAC 2037-10-01 5.7200% Government Agency Debt 5217971.55 3307278.60 FMAC 2040-06-01 5.5000% Government Agency Debt 3073850.50 3283715.62 FMAC 2040-06-01 5.0000% Government Agency Debt 3195266.74 3346084.34 FMAC 2040-10-01 4.0000% Government Agency Debt 3388096.31 3444313.13 FMAC 2040-10-01 5.0000% Government Agency Debt 3102444.47 3345267.74 FMAC 2040-11-01 4.0000% Government Agency Debt 2228074.89 2265855.12 FMAC 2040-12-01 4.5000% Government Agency Debt 3070562.89 3204820.18 FMAC 2025-08-01 4.5000% Government Agency Debt 3107643.94 3244354.00 FNMA 2034-05-01 5.0000% Government Agency Debt 7458000.00 3260942.56 FNMA 2040-12-01 3.0500% Government Agency Debt 3133417.17 3251202.15 FNMA 2019-09-01 5.5000% Government Agency Debt 9833429.06 3365502.52 FNMA 2036-08-01 6.5000% Government Agency Debt 6899131.17 3380687.28 FNMA 2036-02-01 5.5000% Government Agency Debt 6446572.89 3467588.42 FNMA 2037-10-01 6.5000% Government Agency Debt 7980805.80 3391342.61 FNMA 2024-01-01 5.0000% Government Agency Debt 6009338.94 3233543.51 FNMA 2025-09-01 3.5000% Government Agency Debt 3169650.00 3204714.44 FNMA 2039-07-01 3.1080% Government Agency Debt 5139424.89 3220300.26 FNMA 2040-06-01 5.0000% Government Agency Debt 3768465.37 3398228.15 FNMA 2040-07-01 4.5000% Government Agency Debt 3109792.34 3244706.29 FNMA 2040-07-01 5.0000% Government Agency Debt 3107500.00 3301872.92 FNMA 2039-10-01 6.0000% Government Agency Debt 3604700.00 3332469.85 FNMA 2040-09-01 4.1830% Government Agency Debt 3220357.44 3320366.74 FNMA 2040-08-01 4.5000% Government Agency Debt 3107500.00 3238764.89 FNMA 2035-11-01 4.0000% Government Agency Debt 3356100.00 3439976.40 FNMA 2040-10-01 5.0000% Government Agency Debt 3087205.66 3291524.90 FNMA 2040-10-01 5.0000% Government Agency Debt 3151873.86 3360551.06 FNMA 2040-11-01 5.0000% Government Agency Debt 3138899.42 3350636.32 FNMA 2040-12-01 4.0000% Government Agency Debt 3137384.95 3200108.25 FNMA 2040-12-01 4.0000% Government Agency Debt 3162014.25 3225229.94 FNMA 2040-11-01 4.0000% Government Agency Debt 3384521.82 3452185.93 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 120000000.00 120000000.00 0.0587 N 120000000.00 120000000.00 MERRILL LYNCH, PIERCE, FENNER & SMITH INC. REPO TRIPA CORPO 0.35 12/01/2010 TRIPARTY2 Other Repurchase Agreement N MERRILL LYNCH AND CO 2013-02-05 5.4500% Other Note 18209601.00 19562022.99 MERRILL LYNCH AND CO 2013-04-25 6.1500% Other Note 14210303.40 15365020.81 MERRILL LYNCH & CO 2014-02-03 5.0000% Other Note 7223497.20 7651706.11 NAT'L CITY BK CLEVELAN 2013-03-01 0.0000% Other Note 2235488.75 2215592.90 WACHOVIA BNK 2014-11-03 0.7244% Other Note 2558879.41 2452822.26 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 45000000.00 45000000.00 0.0220 N 45000000.00 45000000.00 DEUTSCHE BANK SECURITIES INC REPO TRIPA CORPO 0.33 12/01/2010 TRIPARTY2 Other Repurchase Agreement N AMERICAN INTERNATIONAL GROUP INC 2018-08-15 8.2500% Other Note 349200.00 409982.62 AMERICAN INTL GROUP 2018-01-16 5.8500% Other Note 65300.40 66897.97 ANHEUSER - BUSCH COMPANIES INC 2019-03-01 5.0000% Other Note 578624.40 639652.56 ANHEUSER BUSCH INBEV WORLDWIDE INC 2019-11-15 6.8750% Other Note 698400.00 860878.98 APPALACHIAN POWER COMPANY 2035-10-01 5.8000% Other Note 615639.60 609455.84 AUTOZONE INC 2015-01-15 5.7500% Other Note 698400.00 796820.27 BLOCK FIN CORP. 2014-10-30 5.1250% Other Note 349200.00 340002.36 BOSTON PROP LP 2021-05-15 4.1250% Other Note 174600.00 170532.69 CVS CAREMARK 2015-05-18 3.2500% Other Note 349200.00 362062.20 CENOVUS ENERGY INC 2039-11-15 6.7500% Other Note 14982.08 17797.70 CONTINENTAL AIRLINES INC 2022-12-15 6.7030% Other Note 453960.00 264559.04 DR PEPPER SNAPPLE GROUP INC 2012-12-21 2.3500% Other Note 632052.00 652302.42 DUKE ENERGY HLDG CORP COM 2015-04-01 3.3500% Other Note 298566.00 314975.27 EQT CORP,PA 2019-06-01 8.1250% Other Note 768938.40 957489.25 ENCANA CORP 2017-12-01 5.9000% Other Note 61110.00 72090.62 ENBRIDGEENERGY PARTNERS LP 2038-04-15 7.5000% Other Note 653004.00 784835.71 ENTERGY TEXAS INC 2015-06-01 3.6000% Other Note 28783.51 30545.35 FEDEX CORP 2019-01-15 8.0000% Other Note 139680.00 181493.21 GATX FINANCIAL CORPORATION 2016-03-01 5.8000% Other Note 768240.00 860189.79 HASBRO INC 2040-03-15 6.3500% Other Note 219996.00 224048.14 H J HEINZ FIN CO 2011-07-15 6.6250% Other Note 316859.19 336233.15 HUSKY ENERGY 2019-12-15 7.2500% Other Note 442231.77 547416.23 INTERNATIONAL GAME TECHNOLOGY 2019-06-15 7.5000% Other Note 487277.52 581212.45 INTERNATIONAL GAME TECHNOLOGY 2020-06-15 5.5000% Other Note 889459.89 924895.97 KLA INSRUMENTS CORP 2018-05-01 6.9000% Other Note 562212.00 634809.50 KINDER MORGAN 2013-12-15 5.0000% Other Note 428119.20 473883.72 KINDER NMORGAN 2037-02-01 6.5000% Other Note 632052.00 661667.50 KINDER MORGAN 2038-01-15 6.9500% Other Note 568497.60 627116.81 KINDER MORGAN 2039-09-01 6.5000% Other Note 34920.00 36164.88 THE KROGER CO. 2038-04-15 6.9000% Other Note 158886.00 188739.88 THE KROGER CO. 2040-07-14 5.4000% Other Note 68094.00 68042.25 NBC UNIVERSAL INC 2020-04-30 5.1500% Other Note 833552.62 891460.91 NATIONWIDE FINANCIAL SERV 2015-10-01 5.1000% Other Note 859032.00 917023.82 NORDSTROM INC 2028-03-15 6.9500% Other Note 52380.00 59468.02 NORTHERN BORDER PARTNERS 2011-03-15 7.1000% Other Note 579672.00 597700.76 ONEOK PARTNERS LTD PARTNERSHIP 2036-10-01 6.6500% Other Note 158886.00 173393.66 PNC PREFERRED FDG TRUST II 2050-03-29 6.1130% Other Note 1746.00 1302.39 PSEG POWER LLC 2015-12-01 5.5000% Other Note 349200.00 400754.92 PRUDENTIAL FINCL INC 2012-09-17 3.6250% Other Note 296820.00 310628.27 QUEST DIAGNOSTICS 2037-07-01 6.9500% Other Note 743796.00 830169.52 SAFEWAY INC 2014-08-15 5.6250% Other Note 279360.00 314435.39 SUNCOR ENERGY 2039-06-01 6.8500% Other Note 244440.00 291719.52 SYMANTEC CORP 2015-09-15 2.7500% Other Note 339164.69 340042.84 TALISMAN ENERGY INC 2019-06-01 7.7500% Other Note 209520.00 272136.04 TELECOM ITALIA CAPITAL 2034-09-30 6.0000% Other Note 357580.80 310723.41 TIME WARNER INC 2018-06-15 6.8750% Other Note 69840.00 86089.70 CB TIME WARNER INC 2029-05-15 6.6250% Other Note 262598.40 292067.30 TIME WARNER CABLE INC 2037-05-01 6.5500% Other Note 187520.40 202054.43 TIME WARNER CABLE 2019-02-14 8.7500% Other Note 577926.00 768331.75 VALERO ENERGY CORP NEW 2013-06-15 4.7500% Other Note 698400.00 756423.66 WEINGARTEN REALTY 2014-01-15 4.8570% Other Note 601322.40 628405.21 XL CAP. 2014-09-15 5.2500% Other Note 900999.90 958454.41 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 22000000.00 22000000.00 0.0108 N 22000000.00 22000000.00 J.P. MORGAN SECURITIES REPO TRIPA CORPO 0.38 12/01/2010 TRIPARTY2 Other Repurchase Agreement N AGILENT TECHNOLOGIES 2015-09-14 5.5000% Other Note 2813411.62 2842875.78 AUTOZONE INC 2020-11-15 4.0000% Other Note 4732539.97 19711253.73 AVIATION CAPITAL GROUP 2020-10-15 7.1000% Other Note 534253.80 539647.56 CONSOLIDATED EDISON 2015-12-15 5.3000% Other Note 3344671.49 3357217.02 DUN & BRADSTREET COR 2015-11-15 2.8000% Other Note 1011809.08 1012294.51 GAZ CAPITAL S.A. 2015-11-29 5.0000% Other Note 155224.13 155245.94 RIVERMONT INC 2050-12-16 0.0000% Other Note 772148.43 772148.85 JERSEY CENTRAL PWR & 2037-06-01 6.1000% Other Note 575046.37 575046.38 MACQUARIE GROUP LTD 2020-01-14 6.0000% Other Note 2528506.51 2584451.69 MACQUARIE GROUP LTD 2014-08-01 7.3000% Other Note 2779443.20 2837045.71 MANULIFE FINANCIAL C 2015-09-17 3.4000% Other Note 3599292.02 3624107.82 MNMIDAMERICAN ENGY C 2036-10-15 5.8000% Other Note 1085334.49 1102427.08 MOODY'S CORPORATION 2020-09-01 5.5000% Other Note 3030201.68 3076379.52 PPG INDUSTRIES INC 1 2016-01-15 1.9000% Other Note 335908.86 336238.59 SVB FINANCIAL GROUP 2020-09-15 5.3000% Other Note 263896.75 266664.41 MANULIFE FINANCIAL 2016-12-01 0.0000% Other Note 4142539.18 4142538.92 UNICREDITO LUXEM FIN 2017-01-13 5.5000% Other Note 15117.48 15445.29 ZIONS BANCORP 2014-09-23 7.7000% Other Note 287664.23 291602.47 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 45000000.00 45000000.00 0.0220 N 45000000.00 45000000.00 CITIGROUP GLOBAL MARKETS INC REPO TRIPA CORPO 0.38 12/01/2010 TRIPARTY2 Other Repurchase Agreement N ALLSTATE LIFE GBL FNDG 2013-04-30 5.3750% Other Note 305250.00 335942.63 ALTRIA GROUP INC 2038-11-10 9.9500% Other Note 1982090.00 2811709.19 AMER EXP BANK FSB 2013-04-16 5.5000% Other Note 814000.00 884591.89 AMERICAN EXP CRT CP 2014-08-25 5.1250% Other Note 1628000.00 1769798.80 AMERICAN INTL 2011-10-18 0.6347% Other Note 101750.00 100444.06 AMERICAN INTL GROUP 2022-12-14 0.0000% Other Note 16280.00 14925.50 ARCELORMITTAL CLASS A NY REGISTRY NEW,LU 2015-02-15 9.0000% Other Note 2323970.00 2855392.22 CAPITAL ONE BANK 2013-06-13 6.5000% Other Note 323158.00 364484.34 CARGILL INC 2013-01-22 5.2000% Other Note 104599.00 114536.83 CATERPLR FIN SERV CO 2011-10-12 5.1250% Other Note 2442.00 2557.10 CATERPILLAR FIN SRV.CO 2017-08-30 5.8500% Other Note 840455.00 982611.66 CATERPILLAR FIN SRV.CO 2013-08-15 4.9000% Other Note 203500.00 226243.50 CITGROUP FDG 2025-04-28 5.2500% Other Note 20350.00 19435.61 CITIGROUP FDG INC 2015-05-14 4.0000% Other Note 172161.00 172592.74 DANSKE BANK A/S 2015-04-01 3.7500% Other Note 1221000.00 1268052.25 JOHN DEERE CAPITAL CO 2013-06-17 1.8750% Other Note 600325.00 618202.68 JOHN DEERE CAPITAL CO 2015-03-09 2.9500% Other Note 244200.00 257447.24 MNWALT DISNEY CO 2039-04-01 4.7500% Other Note 847374.00 846276.42 GOLDMAN SACHS GRP INC MTN BE 2020-03-15 5.3750% Other Note 2442000.00 2551446.03 ITAU UNIBANCO HLDG 2021-01-22 5.7500% Other Note 22792.00 23312.05 KEY CORP 2015-08-13 3.7500% Other Note 1792835.00 1844048.83 KROGER CO 2018-05-01 7.0000% Other Note 891330.00 1051313.83 LLOYDS BANK PLC 2020-09-14 6.5000% Other Note 814000.00 768451.27 MDC HLDGS INC 2015-07-01 5.3750% Other Note 2303620.00 2403911.62 MAYTAG CORP. 2015-05-15 5.0000% Other Note 980870.00 1036861.33 MCDONALD'S CORP 2013-06-03 4.1250% Other Note 407000.00 446515.80 MCDONALDS CORP 2019-02-01 5.0000% Other Note 193325.00 222230.52 MCDONALD CORP 2039-02-01 5.7000% Other Note 303215.00 336902.69 MERRILL LYNCH AND CO 2012-08-15 6.0500% Other Note 203500.00 219567.51 MORGAN & CO 2012-02-15 7.1840% Other Note 1017500.00 1053472.02 NATL AGRICULT 2016-01-28 4.2500% Other Note 366300.00 370026.65 NATIONWIDE BLDG SOC 2014-01-15 5.2500% Other Note 610500.00 662239.37 PEMEX PROJECT FUNDING 2035-06-15 6.6250% Other Note 2499392.70 2675661.33 PEMEX PJT FDG MST TRST 2012-12-03 1.1363% Other Note 162800.00 162026.04 PEMEX PJT FDG MST TRST 2012-12-03 0.8956% Other Note 690679.00 686993.84 PETROLEOS MEXICANOS 2110-09-28 6.6250% Other Note 203500.00 210510.52 PITNEY BOWES INC GBL 2014-08-15 4.8750% Other Note 1579160.00 1712739.17 PITNEY BOWES 2037-01-15 5.2500% Other Note 105820.00 111613.38 PROTECTIVE LIFE SEC TR 2012-10-15 4.0000% Other Note 22385.00 22697.94 PRUDENTIAL FINCL INC 2013-01-15 5.1500% Other Note 1999998.00 2183914.48 PRUDENTIAL FINCL INC 2020-06-22 5.3750% Other Note 612185.79 664325.40 UNION BANK OF CA NA 2016-05-11 5.9500% Other Note 118030.00 131535.03 UTD MEXICAN STS 2031-08-15 8.3000% Other Note 101750.00 141860.70 UTD MEXICAN STS 2033-04-08 7.5000% Other Note 84900.20 108636.88 UTD MEXICAN STS 2034-09-27 6.7500% Other Note 394790.00 458943.38 UTD MEXICAN STS 2012-10-12 5.7500% Other Note 703296.00 685035.39 WEATERFORD INTERNATIONAL LTD 2040-09-15 6.7500% Other Note 2669920.00 2823680.69 WHIRLPOOL CORP 2014-05-01 8.6000% Other Note 2204719.00 2603812.33 XEROX CORPORATION 2016-04-01 7.2000% Other Note 610500.00 715469.37 First Tier Security N/A N/A 2010-12-01 2010-12-01 N N N 40700000.00 40700000.00 0.0199 N 40700000.00 40700000.00 -----END PRIVACY-ENHANCED MESSAGE-----