0000928816-11-000200.txt : 20110401 0000928816-11-000200.hdr.sgml : 20110401 20110207122626 ACCESSION NUMBER: 0000928816-11-000200 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110131 FILED AS OF DATE: 20110207 DATE AS OF CHANGE: 20110207 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: 11577268 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 2011-01-31 0000081248 S000006251 6 N N N N 2-55091 Putnam Investment Management, LLC 801-7974 Putnam Investment Limited 801-61441 PricewaterhouseCoopers, LLP Boston MA Putnam Investor Services, Inc. 0001448300 84-06331 N N N Prime 29 41 1958402085.14 796982448.58 832289051.77 1923095481.95 0.0027 0.9984 2011-01-31 0.9984 2011-01-31 C000017192 500.00 1786498876.71 1.00 -31641546.24 62761001.65 94402547.89 0.0002 0.9984 2011-01-31 0.9984 2011-01-31 C000017193 500.00 30549777.16 1.00 -1569609.72 622068.77 2191678.49 0.0002 0.9983 2011-01-31 0.9983 2011-01-31 C000017194 500.00 23495759.49 1.00 -1397334.89 1940719.06 3338053.95 0.0002 0.9985 2011-01-31 0.9985 2011-01-31 C000017195 500.00 33669324.17 1.00 -1439482.15 1484057.29 2923539.44 0.0002 0.9984 2011-01-31 0.9984 2011-01-31 C000017196 500.00 17511236.72 1.00 147879.83 1399956.14 1252076.31 0.0002 0.9985 2011-01-31 0.9985 2011-01-31 C000017191 500.00 31370507.70 1.00 -566651.96 1101482.46 1668134.42 0.0002 0.9985 2011-01-31 0.9985 2011-01-31 FNMA FNMA 313588EG6 GDC 04/13/2011 313588EG6 Government Agency Debt First Tier Security N/A N/A 2011-04-13 2011-04-13 N N N 18550000.00 18543597.68 0.0096 N/A N 18544880.20 18544880.20 SHEFFIELD RECEIVABLES SHEFFIELD RECEIVABLES 82124MPA2 DCP 02/10/2011 82124MPA2 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-02-10 2011-02-10 N N N 6000000.00 5999625.00 0.0031 N/A N 5999580.00 5999580.00 JUPITER SECUR CORP JUPITER SECUR CORP 4820P3PB3 DCP 02/11/2011 4820P3PB3 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-02-11 2011-02-11 N N N 10000000.00 9999388.89 0.0052 N/A N 9999100.00 9999100.00 FALCON ASSET SECURITIZATION CO LLC FALCON ASSET SECURITIZATION C 30603BPQ0 DCP 02/24/2011 30603BPQ0 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-02-24 2011-02-24 N N N 3000000.00 2999520.83 0.0016 N/A N 2999580.00 2999580.00 THUNDER BAY FUNDING INC THUNDER BAY FUNDING INC 88602UR10 DCP 04/01/2011 88602UR10 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-04-01 2011-04-01 N N N 2571000.00 2569904.47 0.0013 N/A N 2569663.08 2569663.08 JUPITER SECUR CORP JUPITER SECUR CORP 4820P3QQ9 DCP 03/24/2011 4820P3QQ9 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-03-24 2011-03-24 N N N 11010000.00 11006100.62 0.0057 N/A N 11005155.60 11005155.60 JUPITER SECUR CORP JUPITER SECUR CORP 4820P3P15 DCP 02/01/2011 4820P3P15 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 8000000.00 8000000.00 0.0042 N/A N 8000000.00 8000000.00 MISSOURI STATE HEALTH & EDUCATIONAL FACILITIES AUTHORITY MO H/E VAR-WA UNIV-B 00.2700 09/01/2030 606901LC8 Variable Rate Demand Note First Tier Security N/A N/A 2011-02-01 2011-02-01 Y WASHINGTON UNIVERSITY N/A N/A Y WASHINGTON UNIVERSITY N/A N/A N 3100000.00 3100000.00 0.0016 N/A N 3100000.00 3100000.00 ROYAL BANK OF CANADA ROYAL BANK OF CANADA P/P 144A 00.7013 02/15/2012 78008FAM6 Other Note First Tier Security N/A N/A 2011-02-15 2012-02-15 N N N 29425000.00 29431458.50 0.0153 N/A N 29545995.60 29545995.60 HOUSTON INDEPENDENT SCHOOL DISTRICT HOUSTON ISD VAR-SCHOO 00.2800 06/15/2031 4424022G7 Variable Rate Demand Note First Tier Security N/A N/A 2011-02-07 2011-02-07 Y HOUSTON INDEPENDENT SCHOOL DISTRICT N/A N/A Y PSF N/A N/A Y Stand-by Purchase Agreement BANK OF AMERICA N.A. 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REPO TRIPA CORPO 0.32 02/01/2011 TRIPARTY2 Other Repurchase Agreement N CARGILL INC 2013-01-22 5.20% Other Note 821846.29 886542.03 CATERPLR FIN SRV 2013-02-08 4.25% Other Note 6732428.40 7285454.40 CREDIT SUISSE 2020-08-05 4.38% Other Note 6951432.60 6883717.92 HSBC FINANCE CORP 2014-01-15 0.78% Other Note 4166908.64 4028879.22 HSBC FNC 2014-09-15 5.65% Other Note 57742.20 61775.17 HSBC FNC CORP INTNTS 2011-08-15 5.40% Other Note 85833.00 88156.50 JP MORGAN & CO 2037-05-15 6.00% Other Note 66585.60 64068.44 JPMORGAN & CO. JPMORGA 2037-11-16 6.25% Other Note 94676.40 92635.91 LLOYDS TSB BANK PLC 2015-01-12 4.38% Other Note 7504925.40 7491484.29 MORGAN STANLEY 2030-08-26 0.00% Other Note 52020.00 50329.35 NATL AGRICULT 2016-01-28 4.25% Other Note 1014390.00 1019436.10 NAT'L CITY BK CLEVELAN 2011-12-15 6.20% Other Note 2976408.05 3134313.12 NATIONWIDE LIFE GLOBAL 2011-03-15 5.35% Other Note 7803000.00 7995664.73 ROYAL BANK OF SCOTLAND 2014-08-25 4.88% Other Note 7803000.00 8164708.06 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 45000000.00 45000000.00 0.0234 N/A N 45000000.00 45000000.00 BNP PARIBAS SECURITIES CORP REPO TRIPA CORPO 0.28 02/01/2011 TRIPARTY2 Other Repurchase Agreement N BNK OF AMERICA CORP 2014-09-15 0.63% Other Note 5012244.90 4849031.14 FEDERATIVE REPUBLIC OF BRAZIL 2034-01-20 8.25% Treasury Debt 5713993.02 7767578.31 GOLDMAN SACHS INC 2016-03-22 0.75% Other Note 27128000.00 25818953.12 PCCW-HKT CAPITAL LIMITED 2011-11-15 8.00% Other Note 2468947.43 2510762.54 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 39000000.00 39000000.00 0.0203 N/A N 39000000.00 39000000.00 DEUTSCHE BANK SECURITIES INC REPO TRIPA CORPO 0.3 02/01/2011 TRIPARTY2 Other Repurchase Agreement N AMERICAN EXPRESS CR ACCT SEC 2014-01-15 5.65% Other Note 2065835.94 2108041.19 BUSINESS LOAN EXPRESS BUS LOAN TRU 2031-02-25 0.69% Other Note 7063784.91 919222.30 CDC MORTGAGE CAPITAL TRUST 2034-03-25 1.24% Other Note 2789845.64 2028797.90 CITIBANK CREDIT CARD ISSUANCE TRUST 2014-07-15 0.00% Other Note 3688715.00 3635143.79 L AIRLINES 99-1 2020-08-02 6.55% Other Note 4980705.05 2498368.10 GABS DELTA FDG98-1 2030-05-25 7.79% Other Note 4858709.14 2381417.18 EASTL 2007-1A 2022-05-01 0.00% Other Note 4699000.00 3715838.57 ABS GREENTREE95-6 2026-10-15 8.10% Other Note 2124659.43 1858414.10 THE KROGER CO 2017-08-15 6.40% Other Note 3710973.22 4377319.70 MESA WEST CAPITAL 2047-06-25 0.00% Other Note 9998062.30 8128924.55 NATIONWIDE MUTUAL INS CO 2024-12-15 5.81% Other Note 2960370.00 2743060.75 RESI ASSET MTG PROD 2034-05-25 1.16% Other Note 4421695.09 1944379.68 2010 U HAUL S FLEET LLC 2010 T1 LLC 2023-10-25 4.90% Other Note 4699000.00 4612857.47 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 39000000.00 39000000.00 0.0203 N/A N 39000000.00 39000000.00 J.P. MORGAN SECURITIES REPO TRIPA CORPO 0.35 02/01/2011 TRIPARTY2 Other Repurchase Agreement N AVNET INC 2015-09-01 6.00% Other Note 478299.00 528383.28 CNA FINANCIAL CORP 2020-08-15 5.88% Other Note 4608128.00 4768182.37 CONSOL ENERGY INC 2012-03-01 7.88% Other Note 360010.00 394244.69 DELHAIZE GROUP 2017-06-15 6.50% Other Note 406297.00 472486.16 DELHAIZE GROUP 2014-02-01 5.88% Other Note 827508.70 937408.94 DELHAIZE GROUP 2040-10-01 5.70% Other Note 5143000.00 4933182.89 ENERGY TRANSFER PART 2018-07-01 6.70% Other Note 2273206.00 2653025.83 CB ENTERPRISE PRODUC 2011-02-01 7.50% Other Note 308580.00 320087.46 ENTERPRISE PRODUCTS 2014-01-31 9.75% Other Note 3558956.00 4373897.43 ENTERPRISE PRODUCTS 2039-10-15 6.13% Other Note 25715.00 26362.62 ENTERPRISE PRODUCTS 2020-09-01 5.20% Other Note 1402496.10 1469116.19 ENTERPRISE PRODUCTS 2041-02-01 5.95% Other Note 51430.00 50722.31 NEXEN, INC. 2013-11-20 5.05% Other Note 746249.30 806247.29 NEXEN INC 2037-05-15 6.40% Other Note 2468640.00 2401427.26 NEXEN INC 2019-07-30 6.20% Other Note 20572.00 22232.57 NISOURCE FINANCE COR 2018-03-15 6.40% Other Note 3124886.80 3621420.95 NISOURCE FINANCE COR 2019-01-15 6.80% Other Note 4211602.70 4898102.92 PANHANDLE EAST PIPE 2018-06-15 7.00% Other Note 462870.00 517914.48 QWEST CORPORATION 2015-06-15 7.63% Other Note 822880.00 954155.06 QWEST CORP 2016-05-01 8.38% Other Note 340466.60 414758.06 REYNOLDS AMERICAN IN 2015-07-15 7.30% Other Note 2057.20 2338.69 CB SOUTHERN UNION CO 2029-11-15 8.25% Other Note 360010.00 395772.48 SUNOCO INC 2015-04-15 9.63% Other Note 303437.00 369654.04 TECO ENERGY INC 2015-05-01 6.75% Other Note 3123858.20 3587837.06 TECO FINANCE INC 2017-11-01 6.57% Other Note 742649.20 856108.79 UIL HOLDINGS CORPORA 2020-10-01 4.63% Other Note 225263.40 216646.48 UNITED BUSINESS 2020-11-03 5.75% Other Note 210863.00 204970.60 US WEST COMM CORP BO 2033-09-15 6.88% Other Note 2587443.30 2621852.75 US WESTCOMMUNITN 10/ 2035-10-15 7.25% Other Note 1175175.50 1211777.29 VULCAN MATERIALS 5.6 2012-11-30 5.60% Other Note 14400.40 15236.66 WILLIAMS PARTNERS LP 2020-11-15 4.13% Other Note 3355807.50 3208726.73 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 45000000.00 45000000.00 0.0234 N/A N 45000000.00 45000000.00 CITIGROUP GLOBAL MARKETS INC REPO TRIPA CORPO 0.35 02/01/2011 TRIPARTY2 Other Repurchase Agreement N ALTRIA GROUP INC 2038-11-10 9.95% Other Note 1237883.26 1696367.36 AMER EXP BANK,FSB 2012-06-12 0.49% Other Note 5543340.00 5529675.67 AMERICAN EXP 2012-10-17 5.55% Other Note 624250.00 676969.99 AMEX CENTURION BANK 2017-06-12 5.95% Other Note 49940.00 56142.98 MAEX CENTURION BK 2012-10-17 5.55% Other Note 374550.00 406182.00 AMERICAN EXP CRT CP 2012-02-24 0.38% Other Note 2629341.00 2624430.16 AMERICAN EXP CRT 2015-09-15 2.75% Other Note 764082.00 760669.95 AMERICAN INTL 2016-10-18 5.60% Other Note 349580.00 374170.23 AMERICAN INTL 2011-10-18 0.63% Other Note 124850.00 124273.68 AVALONBAY COMM INC 2020-03-16 6.10% Other Note 323611.20 371293.51 BP CAPITAL MARKETS PLC,GB 2015-03-10 3.88% Other Note 1102677.70 1174811.66 CATERPILAR FIN SRV CO 2013-09-30 6.20% Other Note 1337892.60 1536126.66 CATERPLR FIN SRV CO 2019-02-15 7.15% Other Note 2497.00 3157.63 CITGROUP FDG 2025-04-28 5.25% Other Note 24970.00 24135.07 JOHN DEERE CAPITAL CO 2017-04-13 5.50% Other Note 649220.00 743830.83 JOHN DEERE CAPITAL CO 2012-01-17 5.35% Other Note 495904.20 519370.66 JOHN DEERE CAP 2012-12-17 4.95% Other Note 491909.00 532447.22 DIRECTV HOLDINGS LLC 2021-02-15 4.60% Other Note 1835284.01 1846499.64 MNWALT DISNEY CO 2039-04-01 4.75% Other Note 1039750.80 1034602.30 R R DONNELLEY & SONS CO 2017-01-15 6.13% Other Note 866490.96 887349.32 GOLDMAN SACHS GRP INC 2012-08-01 3.63% Other Note 676187.60 712772.73 HBOS PLC 2018-05-21 6.75% Other Note 566819.00 531690.39 ITAU UNIBANCO HOLDING 2021-01-22 5.75% Other Note 27966.40 27237.53 KINDER MORGAN 2020-09-15 5.30% Other Note 1061644.50 1132522.24 KROGER CO 2018-05-01 7.00% Other Note 843986.00 980585.13 LLOYDS PLC 2020-09-14 6.50% Other Note 229724.00 220869.54 MDC HLDGS INC 2015-07-01 5.38% Other Note 2826604.00 2961289.33 MACQUARIE GROUP LIMITE 2021-01-14 6.25% Other Note 2265777.80 2287192.55 MAYTAG CORP. 2015-05-15 5.00% Other Note 1203554.00 1261247.03 MCDONALDS CORP 2012-03-01 5.75% Other Note 249700.00 267782.86 MCDONALDS CORP 2019-02-01 5.00% Other Note 237215.00 267604.61 MCDONALD CORP 2039-02-01 5.70% Other Note 372053.00 405370.35 MORGAN & CO 2012-02-15 7.18% Other Note 1248500.00 1322418.97 MYRAID INTL HLDGS B V 2017-07-28 6.38% Other Note 784207.82 821874.30 NATL AGRICULT 2016-01-28 4.25% Other Note 199760.00 200753.71 NATIONWIDE BLDG SOC 2015-08-03 5.00% Other Note 149820.00 149427.47 NATIONWIDE BLDG SOC 2014-01-15 5.25% Other Note 749100.00 792768.78 PNC BANK NA 2017-09-21 4.88% Other Note 699160.00 737952.31 PEMEX PJT FDG MST TRST 2012-12-03 1.14% Other Note 199760.00 199126.89 PEMEX PJT FDG MST TRST 2012-12-03 0.90% Other Note 847481.80 844477.94 PETROLEOS MEXICANOS 2049-09-29 6.63% Other Note 102876.40 105202.51 PITNEY BOWES 2037-01-15 5.25% Other Note 129844.00 135357.61 PROTECTIVE LIFE SEC TR 2012-10-15 4.00% Other Note 27467.00 28018.48 PRUDENTIAL FINACIAL INC 2013-07-15 4.50% Other Note 1498200.00 1593560.43 PRUDENTIAL FINANCIAL INC 2019-06-15 7.38% Other Note 197263.00 236341.51 PUBLIC SER ELEC & GAS 2020-08-17 3.50% Other Note 249700.00 243606.21 SOC GEN 2049-09-29 0.00% Other Note 712970.91 534728.18 TELEFONICA EMISIONES S.A.U 2017-07-03 6.22% Other Note 1362797.18 1495749.70 UBS AG 2016-07-15 5.88% Other Note 99880.00 107850.53 UNICREDIT LUX FIN 2017-10-31 6.00% Other Note 169796.00 162743.81 UNION BANK OF CA NA 2016-05-11 5.95% Other Note 149820.00 165109.46 UTD MEXICAN STS 2033-04-08 7.50% Other Note 299.64 358.01 UTD MEXICAN STS 2012-10-12 5.75% Other Note 1997.60 1782.68 XEROX CORPORATION 2016-04-01 7.20% Other Note 749100.00 878274.80 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 40700000.00 40700000.00 0.0212 N/A 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10505600.00 3238932.25 FNMA 2040-12-01 5.00% Government Agency Debt 2824275.60 2973333.98 FNMA 2040-12-01 5.00% Government Agency Debt 2834649.32 3010220.93 FNMA 2041-02-01 4.50% Government Agency Debt 2463917.20 2534010.72 FNMA 2036-01-01 3.22% Government Agency Debt 8442000.00 2905293.29 FNMA 2036-06-01 5.19% Government Agency Debt 8056866.20 2985249.14 FNMA 2035-12-01 2.56% Government Agency Debt 11262258.34 3206027.86 FNMA 2036-03-01 2.98% Government Agency Debt 20481686.81 3259439.94 FNMA 2036-09-01 2.91% Government Agency Debt 5580180.57 3154883.21 FNMA 2037-09-01 3.40% Government Agency Debt 10366116.59 3160026.70 FNMA 2038-05-01 4.98% Government Agency Debt 4483080.01 3000890.78 FNMA 2038-04-01 5.05% Government Agency Debt 4700009.59 3003395.11 FNMA 2037-12-01 5.54% Government Agency Debt 9428342.83 3239244.70 FNMA 2038-03-01 5.00% Government Agency Debt 4722468.12 2962457.13 FNMA 2038-05-01 4.92% Government Agency Debt 4718578.80 3270704.29 FNMA 2038-06-01 5.01% Government Agency Debt 4697013.99 2909104.96 FNMA 2040-10-01 5.00% Government Agency Debt 3071931.62 3222355.32 FNMA 2034-07-01 5.00% Government Agency Debt 4203791.08 3212776.55 FNMA 2030-08-01 4.50% Government Agency Debt 3162433.23 3079901.56 FNMA 2040-10-01 5.00% Government Agency Debt 2861177.27 3002997.93 FNMA 2040-11-01 5.00% Government Agency Debt 2896924.27 3044679.18 FNMA 2040-08-01 4.50% Government Agency Debt 3390870.94 3273154.35 FNMA 2025-11-01 4.00% Government Agency Debt 2939490.14 3007811.42 FNMA 2040-12-01 5.00% Government Agency Debt 2835187.17 3000798.10 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 106000000.00 106000000.00 0.0551 N/A N 106000000.00 106000000.00 BNP PARIBAS SECURITIES CORP. REPO TRIPA MORTG 0.22 02/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2035-07-01 4.70% Government Agency Debt 5640000.00 1130463.45 FMAC 2036-04-01 3.28% Government Agency Debt 5288391.68 1472274.12 FMAC 2038-04-01 4.86% Government Agency Debt 4257728.12 1477207.80 FMAC 2038-02-01 5.61% Government Agency Debt 3766767.44 1641853.64 FMAC 2037-09-01 6.02% Government Agency Debt 3188323.02 1116291.77 FMAC 2035-03-01 2.41% Government Agency Debt 4119080.00 1089025.52 FMAC 2025-10-01 3.50% Government Agency Debt 1684402.17 1650535.32 FMAC 2025-10-01 4.00% Government Agency Debt 1621404.50 1652003.04 FMAC 2026-01-01 3.50% Government Agency Debt 1644157.57 1654410.20 FMAC 2036-09-01 6.03% Government Agency Debt 4290615.15 1207664.19 FMAC 2035-11-01 5.06% Government Agency Debt 3391390.09 1647542.45 FMAC 2036-05-01 5.78% Government Agency Debt 3572000.00 1369608.20 FMAC 2040-12-01 2.94% Government Agency Debt 1575828.22 1613837.54 FMAC 2037-07-01 5.68% Government Agency Debt 2541493.79 1170028.00 FMAC 2036-07-01 6.14% Government Agency Debt 6466311.51 1619669.36 FMAC 2035-10-01 2.37% Government Agency Debt 3041306.08 1250977.73 FMAC 2037-07-01 3.59% Government Agency Debt 3369583.03 1088160.95 FMAC 2035-05-01 2.95% Government Agency Debt 3095537.88 1172769.37 FMAC 2038-08-01 5.01% Government Agency Debt 1699817.42 1432619.04 FMAC 2040-11-01 3.04% Government Agency Debt 247593.18 252995.22 FMAC 2040-10-01 4.00% Government Agency Debt 1709820.33 1671689.91 FMAC 2035-07-01 4.50% Government Agency Debt 2820000.00 1650069.86 FMAC 2036-11-01 5.19% Government Agency Debt 2231286.08 1232477.21 FMAC 2033-04-01 2.35% Government Agency Debt 15002036.03 1127542.32 FNMA 2017-02-01 2.26% Government Agency Debt 7968091.80 1215818.92 FNMA 2019-08-01 4.43% Government Agency Debt 1374841.18 1237274.32 FNMA 2020-01-01 4.51% Government Agency Debt 1128000.00 1154258.93 FNMA 2020-03-01 4.53% Government Agency Debt 1222000.00 1251399.05 FNMA 2033-04-01 1.98% Government Agency Debt 5655257.14 1273567.05 FNMA 2034-12-01 5.14% Government Agency Debt 5968617.98 1377395.49 FNMA 2036-04-01 2.56% Government Agency Debt 3431502.52 1237517.65 FNMA 2044-10-01 1.53% Government Agency Debt 5523496.96 1519037.93 FNMA 2036-09-01 5.85% Government Agency Debt 3936950.86 1255739.97 FNMA 2033-09-01 2.64% Government Agency Debt 8825289.83 1474368.53 FNMA 2034-12-01 6.00% Government Agency Debt 6040296.37 1492264.60 FNMA 2044-09-01 1.53% Government Agency Debt 7520000.00 1432827.49 FNMA 2035-03-01 4.80% Government Agency Debt 4387020.80 1229476.63 FNMA 2036-02-01 5.39% Government Agency Debt 4238648.00 1607604.41 FNMA 2035-07-01 2.81% Government Agency Debt 3772040.65 1225648.62 FNMA 2035-05-01 2.65% Government Agency Debt 3827977.60 1225579.00 FNMA 2035-05-01 2.77% Government Agency Debt 4700000.00 1277442.38 FNMA 2036-02-01 5.34% Government Agency Debt 4474400.00 1188197.31 FNMA 2035-01-01 2.78% Government Agency Debt 3076744.64 1096163.76 FNMA 2036-04-01 2.80% Government Agency Debt 5611800.00 1666899.93 FNMA 2036-05-01 5.58% Government Agency Debt 4666160.00 1163144.16 FNMA 2036-07-01 6.27% Government Agency Debt 5071484.24 1063734.85 FNMA 2036-07-01 6.17% Government Agency Debt 4180886.88 1169332.69 FNMA 2036-08-01 5.37% Government Agency Debt 6356587.19 1601886.20 FNMA 2036-09-01 6.16% Government Agency Debt 4666910.12 1110753.05 FNMA 2035-03-01 2.74% Government Agency Debt 2916386.10 1076965.73 FNMA 2036-05-01 5.60% Government Agency Debt 3966144.63 1121078.67 FNMA 2036-05-01 5.48% Government Agency Debt 5640508.16 1093778.39 FNMA 2036-06-01 6.31% Government Agency Debt 9477410.50 1501023.50 FNMA 2036-11-01 6.00% Government Agency Debt 4874464.00 1551130.14 FNMA 2036-11-01 5.95% Government Agency Debt 4211200.00 1252301.68 FNMA 2036-11-01 6.00% Government Agency Debt 4136000.00 1167491.85 FNMA 2037-01-01 5.80% Government Agency Debt 5643190.36 1625196.88 FNMA 2037-03-01 5.50% Government Agency Debt 2711562.92 1675816.74 FNMA 2037-06-01 5.00% Government Agency Debt 3188087.46 1670928.35 FNMA 2037-12-01 5.47% Government Agency Debt 2070340.04 1171340.18 FNMA 2038-05-01 4.64% Government Agency Debt 2644730.23 1164082.54 FNMA 2038-10-01 5.18% Government Agency Debt 1852038.76 1093076.89 FNMA 2037-10-01 5.83% Government Agency Debt 2371031.75 1149945.39 FNMA 2037-09-01 5.73% Government Agency Debt 3334161.76 1237236.82 FNMA 2037-11-01 5.95% Government Agency Debt 4702578.23 1207112.82 FNMA 2037-08-01 5.84% Government Agency Debt 4895676.42 1614001.32 FNMA 2037-11-01 5.96% Government Agency Debt 3858522.15 1303322.97 FNMA 2022-09-01 5.59% Government Agency Debt 1163991.85 1212642.06 FNMA 2020-11-01 4.67% Government Agency Debt 1239709.79 1237973.49 FNMA 2037-12-01 5.86% Government Agency Debt 2822380.83 1248298.57 FNMA 2036-06-01 2.40% Government Agency Debt 3065362.94 1614324.28 FNMA 2038-03-01 5.18% Government Agency Debt 2288307.80 1469541.29 FNMA 2038-03-01 4.62% Government Agency Debt 1880416.04 1361095.85 FNMA 2038-04-01 4.74% Government Agency Debt 2911331.53 1401881.68 FNMA 2038-06-01 4.74% Government Agency Debt 1990962.30 1398524.34 FNMA 2033-08-01 2.64% Government Agency Debt 4006356.70 1443464.85 FNMA 2036-05-01 6.04% Government Agency Debt 3466208.08 1278643.17 FNMA 2039-07-01 3.97% Government Agency Debt 2632000.00 1559435.50 FNMA 2039-08-01 4.13% Government Agency Debt 1882654.75 1443011.13 FNMA 2039-09-01 5.00% Government Agency Debt 1791640.00 1667905.48 FNMA 2039-12-01 3.77% Government Agency Debt 2162000.00 1085451.84 FNMA 2040-01-01 3.78% Government Agency Debt 1410000.00 1254165.91 FNMA 2039-12-01 3.49% Government Agency Debt 2068000.00 1662463.91 FNMA 2038-04-01 6.12% Government Agency Debt 3976448.72 1249139.91 FNMA 2036-02-01 3.04% Government Agency Debt 2047190.28 1396846.70 FNMA 2040-02-01 3.79% Government Agency Debt 1270880.00 1144326.87 FNMA 2040-03-01 3.64% Government Agency Debt 1895651.75 1196017.67 FNMA 2040-05-01 3.94% Government Agency Debt 1343349.86 1195221.40 FNMA 2040-08-01 4.50% Government Agency Debt 1736874.10 1671644.83 FNMA 2040-09-01 4.50% Government Agency Debt 1632771.54 1674772.99 FNMA 2040-09-01 3.51% Government Agency Debt 1586579.38 1578694.31 FNMA 2025-09-01 4.00% Government Agency Debt 1664329.03 1683125.88 FNMA 2040-07-01 3.65% Government Agency Debt 1282897.34 1235368.59 FNMA 2040-09-01 4.00% Government Agency Debt 1270526.18 1255537.86 FNMA 2040-12-01 3.21% Government Agency Debt 1268171.86 1285999.74 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 125000000.00 125000000.00 0.0650 N/A N 125000000.00 125000000.00 MORGAN (J.P.) SECURITIES INC. REPO TRIPA MORTG 0.22 02/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2038-09-01 2041-02-01 3.5000%-6.000% Government Agency Debt 26045546.07 25502097.23 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 25000000.00 25000000.00 0.0130 N/A N 25000000.00 25000000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.24 02/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2018-08-01 4.50% Government Agency Debt 4227750.00 1115502.80 FMAC 2034-10-01 3.09% Government Agency Debt 5369007.63 1097373.00 FMAC 2035-03-01 2.70% Government Agency Debt 4274725.00 1079212.32 FMAC 2038-04-01 5.50% Government Agency Debt 1797344.48 1102726.91 FMAC 2040-01-01 5.00% Government Agency Debt 1127400.00 1079842.53 FMAC 2037-02-01 5.75% Government Agency Debt 3254371.63 1109552.22 FMAC 2025-08-01 4.00% Government Agency Debt 1094922.42 1072282.50 FMAC 2025-04-01 4.50% Government Agency Debt 1298429.40 1102636.76 FMAC 2021-01-01 3.00% Government Agency Debt 1077392.11 1082155.26 FMAC 2037-06-01 6.09% Government Agency Debt 3257031.17 1083435.75 FMAC 2040-08-01 4.50% Government Agency Debt 1094912.09 1114918.43 FMAC 2040-11-01 4.50% Government Agency Debt 1070727.86 1098389.14 FMAC 2018-10-01 5.00% Government Agency Debt 4715336.22 1103218.14 FMAC 2018-11-01 5.00% Government Agency Debt 4714665.04 1102750.88 FMAC 2033-09-01 5.50% Government Agency Debt 5637000.00 1080754.06 FMAC 2034-03-01 6.00% Government Agency Debt 3089960.45 1100839.37 FNMA 2033-06-01 5.50% Government Agency Debt 4765141.56 1100625.01 FNMA 2035-08-01 5.00% Government Agency Debt 2118923.12 1077206.28 FNMA 2033-01-01 5.50% Government Agency Debt 7000214.50 1077722.40 FNMA 2018-01-01 5.00% Government Agency Debt 6200700.00 1077428.17 FNMA 2035-06-01 5.00% Government Agency Debt 2440821.00 1072114.72 FNMA 2034-04-01 5.00% Government Agency Debt 2818500.00 1084070.69 FNMA 2035-05-01 2.12% Government Agency Debt 6920148.24 1103436.80 FNMA 2036-07-01 6.00% Government Agency Debt 2835303.90 1094649.56 FNMA 2035-08-01 5.00% Government Agency Debt 143608.21 79902.11 FNMA 2036-07-01 5.48% Government Agency Debt 2887487.86 1109438.54 FNMA 2022-04-01 4.00% Government Agency Debt 1915257.37 1092136.26 FNMA 2036-08-01 6.00% Government Agency Debt 2555440.00 1107785.26 FNMA 2032-12-01 6.50% Government Agency Debt 2259008.02 1108310.21 FNMA 2023-06-01 4.50% Government Agency Debt 1832588.70 1078397.05 FNMA 2038-03-01 6.50% Government Agency Debt 1503200.00 1079044.61 FNMA 2038-06-01 5.50% Government Agency Debt 1877276.21 1104194.97 FNMA 2038-04-01 4.97% Government Agency Debt 3094758.10 1110895.00 FNMA 2023-02-01 5.50% Government Agency Debt 1833099.60 1077714.04 FNMA 2036-10-01 5.05% Government Agency Debt 2432055.09 928426.58 FNMA 2024-03-01 4.50% Government Agency Debt 1879000.00 1097078.65 FNMA 2034-11-01 5.50% Government Agency Debt 1709800.18 1083802.84 FNMA 2036-06-01 5.50% Government Agency Debt 1424417.29 1094161.03 FNMA 2025-02-01 4.00% Government Agency Debt 1127400.00 1078960.62 FNMA 2029-05-01 5.00% Government Agency Debt 1538762.89 1116058.57 FNMA 2030-08-01 5.00% Government Agency Debt 1087185.08 1095163.55 FNMA 2025-06-01 4.00% Government Agency Debt 1402296.20 1096775.83 FNMA 2025-04-01 5.00% Government Agency Debt 1098274.56 1088165.75 FNMA 2040-05-01 5.00% Government Agency Debt 1156524.50 1071194.78 FNMA 2025-07-01 4.00% Government Agency Debt 1235734.68 1094174.99 FNMA 2039-07-01 5.00% Government Agency Debt 2041415.12 1073072.19 GNMA 2044-08-15 5.25% Government Agency Debt 1103048.16 1078794.50 GNMA 2033-06-20 4.50% Government Agency Debt 2823197.50 1111614.36 GNMA 2035-02-20 5.00% Government Agency Debt 2630600.00 1108942.41 GNMA 2037-09-20 6.00% Government Agency Debt 3194300.00 1074350.82 GNMA 2025-04-20 4.00% Government Agency Debt 1127400.00 1116081.54 GNMA 2040-09-20 6.50% Government Agency Debt 1075300.03 1082991.32 GNMA 2030-08-20 4.50% Government Agency Debt 1033054.47 1079324.87 GNMA 2040-11-15 4.50% Government Agency Debt 1040292.94 1080183.37 GNMA 2041-01-15 3.50% Government Agency Debt 1127400.00 1090045.48 GNMA 2041-01-15 4.50% Government Agency Debt 1040276.78 1094496.01 GNMA 2038-08-15 6.50% Government Agency Debt 4227912.35 1074109.30 GNMA 2040-11-15 4.00% Government Agency Debt 1062187.61 1070318.10 GNMA 2039-07-15 5.50% Government Agency Debt 1212694.76 1108190.86 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 62000000.00 62000000.00 0.0322 N/A N 62000000.00 62000000.00 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.22 02/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2034-04-01 5.50% Government Agency Debt 58122046.78 15676123.51 FNMA 2038-08-01 5.50% Government Agency Debt 34780000.00 16767780.77 FNMA 2039-05-01 5.50% Government Agency Debt 14285815.44 8885862.66 FNMA 2029-04-01 4.50% Government Agency Debt 20818156.26 15921453.32 FNMA 2037-07-01 5.00% Government Agency Debt 23041750.00 16919119.70 FNMA 2039-01-01 5.50% Government Agency Debt 27510545.25 16869564.65 FNMA 2025-07-01 4.00% Government Agency Debt 15443534.00 15284505.26 FNMA 2040-06-01 4.50% Government Agency Debt 7542041.43 6671674.54 FNMA 2040-09-01 4.00% Government Agency Debt 15651000.00 15492281.82 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 125936000.00 125936000.00 0.0655 N/A N 125936000.00 125936000.00 GOLDMAN, SACHS & CO. REPO TRIPA MORTG 0.22 02/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2014-11-01 4.50% Government Agency Debt 1703583.14 283957.87 FMAC 2017-05-01 6.00% Government Agency Debt 3504335.00 287631.57 FMAC 2032-07-01 6.50% Government Agency Debt 7576302.18 293846.03 FMAC 2032-04-01 6.50% Government Agency Debt 9807002.13 282557.23 FMAC 2013-09-01 4.00% Government Agency Debt 2721603.35 311898.34 FMAC 2030-01-01 2.67% Government Agency Debt 7215994.54 281170.30 FMAC 2036-11-01 6.10% Government Agency Debt 1155585.00 305091.77 FMAC 2038-03-01 6.00% Government Agency Debt 433421.98 316159.59 FMAC 2036-07-01 6.00% Government Agency Debt 581002.77 289343.54 FMAC 2036-10-01 6.50% Government Agency Debt 769254.52 309618.22 FMAC 2021-10-01 6.00% Government Agency Debt 882652.55 311294.04 FMAC 2033-12-01 7.00% Government Agency Debt 531757.00 299721.02 FMAC 2038-02-01 5.50% Government Agency Debt 469750.00 296579.09 FMAC 2038-08-01 6.00% Government Agency Debt 600716.30 296582.56 FMAC 2019-11-01 5.50% Government Agency Debt 469415.73 287283.00 FMAC 2024-10-01 5.00% Government Agency Debt 475719.40 299548.55 FMAC 2024-07-01 5.50% Government Agency Debt 283729.00 307344.99 FMAC 2036-07-01 5.98% Government Agency Debt 789180.00 296955.42 FMAC 2026-08-01 6.50% Government Agency Debt 882198.58 313410.20 FMAC 2027-10-01 6.50% Government Agency Debt 770222.77 316554.45 FMAC 2031-01-01 5.00% Government Agency Debt 266374.74 281989.54 FMAC 2021-10-01 6.00% Government Agency Debt 786155.56 305026.99 FMAC 2023-09-01 6.00% Government Agency Debt 450977.29 302257.12 FMAC 2024-09-01 6.00% Government Agency Debt 347045.48 296170.12 FMAC 2025-09-01 4.00% Government Agency Debt 311433.54 300928.51 FMAC 2020-12-01 3.50% Government Agency Debt 293057.11 300377.16 FMAC 2026-01-01 4.00% Government Agency Debt 282984.35 293554.95 FMAC 2040-10-01 3.28% Government Agency Debt 299700.50 294995.97 FMAC 2038-08-01 5.50% Government Agency Debt 415103.61 292600.29 FMAC 2038-10-01 7.00% Government Agency Debt 518770.67 292237.68 FMAC 2038-11-01 5.50% Government Agency Debt 397991.37 294324.91 FMAC 2039-09-01 6.00% Government Agency Debt 332433.24 303401.74 FMAC 2039-11-01 5.50% Government Agency Debt 288359.98 298213.83 FMAC 2040-04-01 5.50% Government Agency Debt 303175.33 291318.50 FMAC 2040-05-01 6.00% Government Agency Debt 329388.89 288871.89 FMAC 2040-05-01 5.50% Government Agency Debt 264956.85 283598.64 FMAC 2040-05-01 5.50% Government Agency Debt 304697.51 305734.95 FMAC 2040-08-01 5.00% Government Agency Debt 270025.83 286028.28 FMAC 2040-06-01 5.50% Government Agency Debt 265796.95 284748.18 FMAC 2040-07-01 5.50% Government Agency Debt 279409.37 297988.95 FMAC 2040-07-01 5.50% Government Agency Debt 263522.61 282453.85 FMAC 2040-07-01 5.00% Government Agency Debt 303447.41 302824.17 FMAC 2040-08-01 5.00% Government Agency Debt 266019.05 280667.91 FMAC 2040-08-01 5.00% Government Agency Debt 312332.27 316573.57 FMAC 2040-10-01 5.00% Government Agency Debt 271989.38 285494.83 FMAC 2040-09-01 4.50% Government Agency Debt 291978.94 288461.13 FMAC 2040-09-01 5.00% Government Agency Debt 276107.78 290120.39 FMAC 2040-10-01 5.00% Government Agency Debt 286386.09 301044.12 FMAC 2040-10-01 4.00% Government Agency Debt 296010.14 291167.18 FMAC 2040-11-01 4.50% Government Agency Debt 282204.57 289135.32 FMAC 2040-11-01 4.00% Government Agency Debt 304676.47 302509.42 FMAC 2040-11-01 5.50% Government Agency Debt 284795.52 307856.94 FMAC 2016-12-01 6.00% Government Agency Debt 841846.12 299459.92 FMAC 2015-01-01 5.00% Government Agency Debt 1668697.25 301768.90 FMAC 2034-07-01 6.00% Government Agency Debt 1325064.22 310302.26 FMAC 2034-12-01 5.00% Government Agency Debt 645541.72 301968.44 FMAC 2047-09-01 6.50% Government Agency Debt 722626.38 284236.30 FMAC 2025-11-01 3.50% Government Agency Debt 289865.81 290781.04 FMAC 2025-05-01 4.50% Government Agency Debt 289848.53 296613.10 FMAC 2025-09-01 4.00% Government Agency Debt 277502.18 282368.87 FMAC 2026-01-01 4.00% Government Agency Debt 302697.51 313463.35 FMAC 2030-09-01 4.50% Government Agency Debt 300301.59 307703.75 FMAC 2030-12-01 4.00% Government Agency Debt 296937.43 295493.38 FNMA 2018-05-01 5.50% Government Agency Debt 1539668.38 307475.85 FNMA 2023-01-01 6.00% Government Agency Debt 2851681.45 290275.83 FNMA 2024-04-01 5.00% Government Agency Debt 939500.00 302954.44 FNMA 2024-07-01 5.50% Government Agency Debt 901356.30 283915.96 FNMA 2025-06-01 5.00% Government Agency Debt 774926.66 295279.37 FNMA 2025-04-01 5.00% Government Agency Debt 862461.00 314984.76 FNMA 2028-11-01 5.00% Government Agency Debt 717318.40 308620.05 FNMA 2027-07-01 7.00% Government Agency Debt 1052717.27 292099.09 FNMA 2025-05-01 9.00% Government Agency Debt 23020192.70 291331.38 FNMA 2034-03-01 5.50% Government Agency Debt 719159.07 286664.68 FNMA 2035-07-01 5.50% Government Agency Debt 585033.60 292635.61 FNMA 2023-01-01 6.00% Government Agency Debt 3485071.87 304666.94 FNMA 2033-04-01 6.00% Government Agency Debt 1385386.70 315771.14 FNMA 2040-12-01 5.00% Government Agency Debt 284525.70 303808.65 FNMA 2040-12-01 5.50% Government Agency Debt 283781.99 309808.57 FNMA 2041-01-01 4.50% Government Agency Debt 278632.21 288735.70 FNMA 2040-12-01 3.50% Government Agency Debt 321456.88 307777.55 FNMA 2041-01-01 5.00% Government Agency Debt 273886.42 288700.30 FNMA 2026-01-01 4.00% Government Agency Debt 281065.52 292247.80 FNMA 2026-01-01 4.00% Government Agency Debt 276333.63 288363.36 FNMA 2041-01-01 4.50% Government Agency Debt 287075.87 297485.25 FNMA 2026-01-01 3.50% Government Agency Debt 286505.79 289511.71 FNMA 2040-10-01 4.50% Government Agency Debt 287388.35 296443.39 FNMA 2033-03-01 5.50% Government Agency Debt 810788.50 280241.57 FNMA 2033-08-01 5.00% Government Agency Debt 751600.00 303945.35 FNMA 2034-04-01 5.00% Government Agency Debt 820371.40 289553.48 FNMA 2034-01-01 5.50% Government Agency Debt 701242.80 286143.83 FNMA 2023-08-01 5.00% Government Agency Debt 947323.59 301832.40 FNMA 2035-07-01 5.00% Government Agency Debt 698612.20 304449.72 FNMA 2036-05-01 5.00% Government Agency Debt 607856.50 287977.37 FNMA 2036-08-01 5.86% Government Agency Debt 1056103.41 292854.02 FNMA 2033-11-01 6.00% Government Agency Debt 624203.80 301443.68 FNMA 2034-01-01 5.50% Government Agency Debt 845550.00 291848.20 FNMA 2033-11-01 5.50% Government Agency Debt 703685.50 285878.18 FNMA 2034-01-01 5.50% Government Agency Debt 1148041.94 312861.87 FNMA 2034-03-01 5.50% Government Agency Debt 841792.00 291311.73 FNMA 2019-09-01 5.50% Government Agency Debt 971248.52 306423.03 FNMA 2034-05-01 5.50% Government Agency Debt 939500.00 288501.28 FNMA 2034-09-01 6.50% Government Agency Debt 62806.14 22432.95 FNMA 2019-10-01 5.50% Government Agency Debt 900621.24 297398.83 FNMA 2020-01-01 5.50% Government Agency Debt 866039.18 281034.13 FNMA 2021-01-01 5.50% Government Agency Debt 1393624.80 291392.63 FNMA 2035-06-01 5.50% Government Agency Debt 612932.43 300996.66 FNMA 2035-07-01 5.50% Government Agency Debt 450960.00 292300.66 FNMA 2035-09-01 5.50% Government Agency Debt 591377.48 314903.73 FNMA 2035-11-01 6.50% Government Agency Debt 700679.10 284037.63 FNMA 2036-01-01 5.50% Government Agency Debt 703472.99 304845.44 FNMA 2036-01-01 6.50% Government Agency Debt 788240.50 287323.07 FNMA 2035-12-01 6.50% Government Agency Debt 849763.85 299554.92 FNMA 2036-03-01 6.00% Government Agency Debt 905820.24 296492.92 FNMA 2036-06-01 6.50% Government Agency Debt 541666.47 304919.22 FNMA 2036-04-01 6.00% Government Agency Debt 543031.00 307727.98 FNMA 2036-06-01 6.00% Government Agency Debt 751600.00 311328.98 FNMA 2037-03-01 7.00% Government Agency Debt 1475015.00 309617.92 FNMA 2022-11-01 4.50% Government Agency Debt 616074.49 289475.40 FNMA 2020-03-01 4.50% Government Agency Debt 469750.00 287546.09 FNMA 2036-05-01 5.50% Government Agency Debt 563700.00 289230.82 FNMA 2036-10-01 6.00% Government Agency Debt 1159631.43 309418.03 FNMA 2036-11-01 6.00% Government Agency Debt 563700.00 312179.16 FNMA 2038-06-01 5.00% Government Agency Debt 452898.38 293859.62 FNMA 2038-02-01 6.50% Government Agency Debt 314025.24 290072.92 FNMA 2025-12-01 4.50% Government Agency Debt 271883.78 286231.67 FNMA 2024-01-01 6.00% Government Agency Debt 446772.46 304409.23 FNMA 2024-02-01 5.00% Government Agency Debt 406129.69 296818.40 FNMA 2037-09-01 6.50% Government Agency Debt 355937.09 287971.19 FNMA 2037-08-01 6.50% Government Agency Debt 720957.83 315128.72 FNMA 2037-07-01 6.50% Government Agency Debt 712004.21 292227.52 FNMA 2022-07-01 6.00% Government Agency Debt 563700.00 303733.10 FNMA 2022-08-01 6.00% Government Agency Debt 932150.86 286548.17 FNMA 2037-09-01 6.50% Government Agency Debt 568397.50 305961.71 FNMA 2038-01-01 5.00% Government Agency Debt 598520.69 284812.02 FNMA 2038-02-01 6.50% Government Agency Debt 776574.16 282938.01 FNMA 2038-02-01 5.00% Government Agency Debt 675273.33 294255.44 FNMA 2038-02-01 5.50% Government Agency Debt 429615.31 281995.12 FNMA 2038-06-01 5.50% Government Agency Debt 448105.42 295630.00 FNMA 2037-10-01 6.50% Government Agency Debt 279488.85 301922.15 FNMA 2023-06-01 5.00% Government Agency Debt 425218.45 284064.15 FNMA 2023-09-01 5.00% Government Agency Debt 490086.79 302667.62 FNMA 2024-01-01 5.00% Government Agency Debt 374538.06 301842.81 FNMA 2024-01-01 5.50% Government Agency Debt 407626.88 287974.88 FNMA 2039-01-01 6.00% Government Agency Debt 580611.00 313570.89 FNMA 2039-01-01 5.00% Government Agency Debt 1237862.09 316585.70 FNMA 2025-11-01 4.00% Government Agency Debt 307578.21 316145.63 FNMA 2040-04-01 5.50% Government Agency Debt 287331.79 305366.59 FNMA 2039-07-01 6.50% Government Agency Debt 286929.88 280328.22 FNMA 2039-08-01 6.50% Government Agency Debt 300691.67 300314.86 FNMA 2040-07-01 5.50% Government Agency Debt 279531.31 302553.38 FNMA 2040-09-01 5.50% Government Agency Debt 337864.31 294632.00 FNMA 2040-10-01 4.50% Government Agency Debt 302129.30 311182.41 FNMA 2030-10-01 3.50% Government Agency Debt 323958.39 315548.86 FNMA 2039-10-01 6.50% Government Agency Debt 300327.33 290794.07 FNMA 2039-08-01 4.50% Government Agency Debt 304591.72 289268.68 FNMA 2040-05-01 5.50% Government Agency Debt 263286.23 282221.55 FNMA 2019-06-01 4.00% Government Agency Debt 365981.29 288349.00 FNMA 2040-10-01 4.50% Government Agency Debt 281859.40 288819.10 FNMA 2040-05-01 5.50% Government Agency Debt 285150.28 294738.52 FNMA 2020-07-01 4.50% Government Agency Debt 306623.30 300777.52 FNMA 2020-08-01 4.50% Government Agency Debt 302057.52 306867.29 FNMA 2040-11-03 5.50% Government Agency Debt 263087.62 282132.51 FNMA 2025-12-01 4.00% Government Agency Debt 293090.93 301734.88 FNMA 2041-01-01 4.50% Government Agency Debt 308723.27 314418.60 FNMA 2034-11-01 6.00% Government Agency Debt 395269.45 307922.88 FNMA 2037-08-01 5.50% Government Agency Debt 469750.00 310573.24 FNMA 2040-04-01 4.50% Government Agency Debt 289694.45 295426.24 FNMA 2040-08-01 4.50% Government Agency Debt 282037.34 290204.27 FNMA 2040-06-01 5.00% Government Agency Debt 305556.97 287364.74 FNMA 2025-12-01 3.00% Government Agency Debt 315080.30 307839.23 FNMA 2040-07-01 5.00% Government Agency Debt 295672.30 308718.69 FNMA 2040-04-01 5.50% Government Agency Debt 279861.27 300501.28 FNMA 2040-07-01 5.00% Government Agency Debt 314783.80 309880.18 FNMA 2040-07-01 4.50% Government Agency Debt 291649.55 281457.52 FNMA 2040-05-01 5.00% Government Agency Debt 279296.44 292003.42 FNMA 2040-05-01 5.50% Government Agency Debt 260794.30 282324.27 FNMA 2040-06-01 5.50% Government Agency Debt 276163.02 297599.37 FNMA 2025-07-01 4.00% Government Agency Debt 324954.64 305586.74 FNMA 2040-06-01 5.00% Government Agency Debt 293949.44 308401.04 FNMA 2040-08-01 5.00% Government Agency Debt 282226.74 296410.69 FNMA 2040-07-01 5.00% Government Agency Debt 318474.15 289767.91 FNMA 2040-07-01 5.00% Government Agency Debt 334195.75 313640.23 FNMA 2040-07-01 5.50% Government Agency Debt 278777.08 301829.08 FNMA 2039-05-01 5.00% Government Agency Debt 331732.75 292368.25 FNMA 2040-09-01 5.00% Government Agency Debt 272490.14 285800.20 FNMA 2040-10-01 4.50% Government Agency Debt 297515.22 304707.07 FNMA 2040-09-01 5.00% Government Agency Debt 292284.46 306679.13 FNMA 2040-10-01 4.50% Government Agency Debt 295886.13 303208.76 FNMA 2040-10-01 5.00% Government Agency Debt 296994.74 311172.80 FNMA 2025-12-01 4.00% Government Agency Debt 273722.20 282998.23 FNMA 2040-09-01 5.50% Government Agency Debt 179331.01 193858.89 FNMA 2041-01-01 4.50% Government Agency Debt 271049.13 280877.64 FNMA 2025-10-01 4.50% Government Agency Debt 272133.88 285777.43 FNMA 2040-09-01 4.50% Government Agency Debt 274978.50 283397.11 FNMA 2040-08-01 4.50% Government Agency Debt 277716.20 285787.53 FNMA 2040-10-01 5.00% Government Agency Debt 291406.78 307795.26 FNMA 2040-10-01 5.00% Government Agency Debt 298973.70 316623.64 FNMA 2025-10-01 4.00% Government Agency Debt 365812.18 289835.92 FNMA 2040-09-01 5.50% Government Agency Debt 291671.53 312239.96 FNMA 2025-10-01 4.50% Government Agency Debt 301178.33 313677.53 FNMA 2040-09-01 5.00% Government Agency Debt 270674.65 287790.18 FNMA 2025-10-01 4.00% Government Agency Debt 307915.49 312249.05 FNMA 2025-10-01 4.00% Government Agency Debt 288691.63 294958.60 FNMA 2040-12-01 4.50% Government Agency Debt 276067.19 285119.97 FNMA 2040-12-01 4.00% Government Agency Debt 294172.86 293294.67 FNMA 2040-09-01 4.00% Government Agency Debt 292004.12 284430.38 FNMA 2040-09-01 5.00% Government Agency Debt 273582.40 288619.30 FNMA 2025-09-01 5.00% Government Agency Debt 285403.19 303032.87 FNMA 2025-10-01 5.00% Government Agency Debt 272345.64 287574.73 FNMA 2025-10-01 3.50% Government Agency Debt 282131.85 281550.04 FNMA 2040-11-01 4.50% Government Agency Debt 305938.03 316162.13 FNMA 2040-10-01 5.00% Government Agency Debt 379484.53 315927.51 FNMA 2041-01-01 4.50% Government Agency Debt 303510.55 312144.82 FNMA 2040-11-01 4.50% Government Agency Debt 281145.38 290250.36 First Tier Security N/A N/A 2011-02-01 2011-02-01 N N N 62000000.00 62000000.00 0.0322 N/A N 62000000.00 62000000.00