0000928816-11-000367.txt : 20110429 0000928816-11-000367.hdr.sgml : 20110429 20110307094422 ACCESSION NUMBER: 0000928816-11-000367 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110228 FILED AS OF DATE: 20110307 DATE AS OF CHANGE: 20110307 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: 11666860 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 2011-02-28 0000081248 S000006251 6 N N N N 2-55091 Putnam Investment Management, LLC 801-7974 Putnam Investment Limited 801-61441 PricewaterhouseCoopers, LLP Boston MA Putnam Investor Services, Inc. 0001448300 84-06331 N N N Prime 36 47 1866954249.36 631665348.64 633387177.21 1865232420.79 0.0028 0.9983 2011-02-28 0.9983 2011-02-28 C000017192 500.00 1728373154.42 1.00 -59703357.46 65154274.71 124857632.17 0.0002 0.9983 2011-02-28 0.9983 2011-02-28 C000017193 500.00 29734645.15 1.00 -864524.14 1182351.05 2046875.19 0.0002 0.9983 2011-02-28 0.9983 2011-02-28 C000017194 500.00 23997726.05 1.00 474497.11 2112034.87 1637537.76 0.0002 0.9985 2011-02-28 0.9985 2011-02-28 C000017195 500.00 33297175.18 1.00 -255459.04 1722654.94 1978113.98 0.0002 0.9984 2011-02-28 0.9984 2011-02-28 C000017196 500.00 17108903.22 1.00 -387603.61 643910.15 1031513.76 0.0002 0.9985 2011-02-28 0.9985 2011-02-28 C000017191 500.00 32720816.77 1.00 1229874.24 2039308.79 809434.55 0.0002 0.9986 2011-02-28 0.9986 2011-02-28 FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384CX5 GDC 03/11/2011 313384CX5 Government Agency Debt First Tier Security N/A N/A 2011-03-11 2011-03-11 N N N 7689000.00 7688636.91 0.0041 N/A N 7688853.91 7688853.91 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 18546122.54 0.0099 N/A N 18548219.20 18548219.20 SHEFFIELD RECEIVABLES SHEFFIELD RECEIVABLES 82124MQJ2 DCP 03/18/2011 82124MQJ2 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-03-18 2011-03-18 N N N 9000000.00 8999065.00 0.0048 N/A N 8998920.00 8998920.00 THUNDER BAY FUNDING INC THUNDER BAY FUNDING INC 88602UQB9 DCP 03/11/2011 88602UQB9 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-03-11 2011-03-11 N N N 15091000.00 15090035.85 0.0081 N/A N 15089792.72 15089792.72 THUNDER BAY FUNDING INC THUNDER BAY FUNDING INC 88602UQH6 DCP 03/17/2011 88602UQH6 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-03-17 2011-03-17 N N N 3000000.00 2999693.34 0.0016 N/A N 2999640.00 2999640.00 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 2570424.38 0.0014 N/A N 2570357.25 2570357.25 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 11008241.46 0.0059 N/A N 11008018.20 11008018.20 MISSOURI STATE HEALTH & EDUCATIONAL FACILITIES AUTHORITY MO H/E VAR-WA UNIV-B 00.2000 09/01/2030 606901LC8 Variable Rate Demand Note First Tier Security N/A N/A 2011-03-01 2011-03-01 Y WASHINGTON UNIVERSITY N/A N/A Y WASHINGTON UNIVERSITY N/A N/A N 3100000.00 3100000.00 0.0017 N/A N 3100000.00 3100000.00 ROYAL BANK OF CANADA ROYAL BANK OF CANADA P/P 144A 00.7058 03/15/2012 78008FAM6 Other Note First Tier Security N/A N/A 2011-03-15 2012-03-15 N N N 29425000.00 29430998.92 0.0158 N/A N 29542876.55 29542876.55 HOUSTON INDEPENDENT SCHOOL DISTRICT HOUSTON ISD VAR-SCHOO 00.2500 06/15/2031 4424022G7 Variable Rate Demand Note First Tier Security N/A N/A 2011-03-07 2011-03-07 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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BANCO DO BRAZIL SA 2015-01-22 4.50% Other Note 300000.00 311850.00 GOVERNOR & CO.OF BNK I 2012-03-02 2.75% Other Note 2000000.00 1886480.00 BURLINGTON NORTHERN SNTRR 2037-07-15 6.53% Other Note 235000.00 259993.36 DAIMLERCHRYSLER N AMER 2011-09-08 5.75% Other Note 106000.00 111659.63 DOW CHEM CO INTER NTS 2016-12-15 5.00% Other Note 200000.00 203635.78 DOW CHEM INTER 2020-03-16 5.70% Other Note 435000.00 446226.62 DOW CHEM CO SR INTERNOTES 2017-05-15 4.85% Other Note 100000.00 101813.64 DOW CHEM CO INTER NTS 2020-06-15 5.95% Other Note 103000.00 103254.95 GEN ELEC CAP CORP 2039-01-10 6.88% Other Note 9856268.00 11178650.63 GENL ELEC CAPT CORP 2019-08-07 6.00% Other Note 3002077.00 3320717.45 B F GOODRICH CO 2018-02-01 6.80% Other Note 377000.00 437704.54 HBOS PLC 2018-05-21 6.75% Other Note 2150000.00 2081001.12 HARLEY DAVIDSON FDG 2012-12-15 5.25% Other Note 420000.00 442720.25 HEALTH CARE PROPERTY 2013-02-28 5.63% Other Note 722000.00 767182.76 CBNUNTINGNATL BA* 2018-06-15 6.60% Other Note 700000.00 747924.33 ITAU UNIBANCO HLDING 2020-04-15 6.20% Other Note 26000.00 26796.52 ITAU UNIBANCO HOLDINGS 2015-11-23 10.50% Other Note 850000.00 532543.13 KEYBANK NATL ASSOC 2015-09-15 4.95% Other Note 256000.00 272620.16 KIMCO REALTY CORP 2015-11-23 5.58% Other Note 39000.00 42227.64 KIMCO REALTY CORP 2016-03-15 5.78% Other Note 372000.00 418713.50 M & I MARSHALL & ILSLEY 2011-09-08 5.30% Other Note 122000.00 125802.47 MARSHALL & ILSLEY CORP 2011-04-01 5.35% Other Note 7000.00 7172.31 NIPSCO CAP MKTS INC 2017-03-27 7.86% Other Note 180000.00 212806.50 PETROLEOS MEXICANOS 2011-09-28 6.63% Other Note 403000.00 409154.11 PRUDENTL FIN INC INTNT 2023-02-15 6.00% Other Note 75000.00 73855.25 PRUDENTIAL FIN INC 2033-07-15 5.75% Other Note 288000.00 284626.96 PRUDENTIAL FINCL INC 2035-06-13 5.40% Other Note 5000.00 4722.10 PRUDENTIAL FINCL INC 2016-03-15 5.50% Other Note 366000.00 403512.36 PRUDENTIAL FINCL INC 2012-06-15 5.80% Other Note 29000.00 30770.48 PRUDENTIAL FINCL INC,NJ 2017-12-01 6.00% Other Note 1149000.00 1295256.21 PRUDENTIAL FINCL INC 2013-01-15 5.15% Other Note 39000.00 41729.11 PRUDENTIAL FINCL INC 2012-09-17 3.63% Other Note 102000.00 106882.92 PRUDENTIAL FINCL INC 2015-09-17 4.75% Other Note 136000.00 148483.86 PRUDENTIAL FINCL INC,NJ 2015-01-14 3.88% Other Note 420000.00 438251.57 PRU FIN INC 2020-11-16 4.50% Other Note 4000.00 3997.16 RYDER SYSTEM 2016-11-01 5.85% Other Note 101000.00 113565.66 RYDER SYSTEM, INC,FL 2015-09-01 7.20% Other Note 274000.00 327649.20 SUNTRUST BK ATLANTA 2017-12-01 5.45% Other Note 443000.00 450606.68 SUNTRUST BK ATLANTA 2020-04-01 5.40% Other Note 904000.00 941633.52 UDR INC 2014-04-01 5.50% Other Note 1000.00 1075.84 UNITED DOMINION 2014-01-15 5.13% Other Note 18000.00 19018.31 UNITED DOMINION 2015-01-15 5.25% Other Note 124000.00 130149.26 UNITED DOMINION 2013-06-01 6.05% Other Note 153000.00 164482.78 UTD MEXICAN STS 2012-01-14 7.50% Treasury Debt 1484000.00 1581449.33 UTD MEXICAN STS 2022-09-24 8.00% Treasury Debt 209000.00 273627.44 UTD MEXICAN STS 2033-04-08 7.50% Treasury Debt 450000.00 546262.50 UTD MEXICAN STS 2014-01-15 5.88% Treasury Debt 944000.00 1041720.39 UTD MEXICAN STS 2040-01-11 6.05% Treasury Debt 1570000.00 1602025.82 WHIRLPOOL CORP 2012-05-01 8.00% Other Note 112000.00 122981.60 First Tier Security N/A N/A 2011-04-04 2011-04-04 N N N 39000000.00 39000000.00 0.0209 N/A Y 39000000.00 39000000.00 BRYANT PARK FUNDING LLC BRYANT PARK FUNDING LLC 11765KQ91 DCP 03/09/2011 11765KQ91 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-03-09 2011-03-09 N N N 13031000.00 13030333.97 0.0070 N/A N 13030218.14 13030218.14 FALCON ASSET SECURITIZATION CO LLC FALCON ASSET SECURITIZATION C 30603BQA4 DCP 03/10/2011 30603BQA4 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-03-10 2011-03-10 N N N 18000000.00 17998965.00 0.0096 N/A N 17999100.00 17999100.00 JUPITER SECUR CORP JUPITER SECUR CORP 4820P3QB2 DCP 03/11/2011 4820P3QB2 Asset Backed Commercial Paper 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Asset Backed Commercial Paper First Tier Security N/A N/A 2011-03-14 2011-03-14 N N N 8100000.00 8099210.25 0.0043 N/A N 8099190.00 8099190.00 CITIGROUP GLOBAL MARKETS INC REPO TRIPA CORPO 0.33 03/01/2011 TRIPARTY2 Other Repurchase Agreement N ABN AMRO BK NV 2014-01-31 3.00% Other Note 499400.00 498526.05 ABN AMRO BK N V 2014-01-30 2.07% Other Note 2147420.00 2151936.66 AMER EXP BANK,FSB 2012-06-12 0.49% Other Note 549340.00 548051.34 AMER EXP BANK,FSB 2017-09-13 6.00% Other Note 169796.00 192750.72 AMEX CENTURION BANK 2012-06-12 0.40% Other Note 124850.00 124473.53 AMEX CENTURION BANK 2017-06-12 5.95% Other Note 24970.00 27817.61 AMEX CENTURION BANK 2017-09-13 6.00% Other Note 252197.00 287665.99 MAEX CENTURION BK 2012-10-17 5.55% Other Note 499400.00 541801.97 AMERICAN EXP CRT 2015-09-15 2.75% Other Note 431981.00 429857.09 AMERICAN INTL 2016-10-18 5.60% Other Note 199760.00 214930.22 AMERICAN INTL 2011-10-18 0.63% Other Note 124850.00 124386.80 AMERICAN INTL GROUP 2018-01-16 5.85% Other Note 2172390.00 2300180.84 AVALONBAY COMM INC 2020-03-16 6.10% Other Note 323611.20 371579.91 CB BORG-WARNER AUTOMTV 2019-10-01 8.00% Other Note 2996400.00 3691914.38 CATERPLR FIN SERV CO 2011-10-12 5.13% Other Note 191769.60 201064.89 CITGROUP FDG 2025-04-28 5.25% Other Note 24970.00 24213.41 CREDIT SUISSE 2020-01-14 5.40% Other Note 499.40 506.80 DAIMLER CHRYSLER NA HLDG 2013-11-15 6.50% Other Note 3196160.00 3657932.32 JOHN DEERE CAPITAL CO 2017-04-13 5.50% Other Note 627246.40 713859.72 JOHN DEERE CAP 2012-12-17 4.95% Other Note 649220.00 701944.78 JOHN DEERE CAPITAL CO 2013-04-03 4.50% Other Note 988812.00 1072836.30 JOHN DEERE CAPITAL CO 2017-09-18 2.80% Other Note 362065.00 358883.66 MNWALT DISNEY CO 2039-04-01 4.75% Other Note 1039750.80 1034760.86 GENERAL MLS INC 2013-08-15 5.25% Other Note 2883160.05 3152435.19 HBOS PLC 2018-05-21 6.75% Other Note 666699.00 645302.96 ITAU UNIBANCO HOLDING 2021-01-22 5.75% Other Note 27966.40 27595.01 KROGER CO 2018-05-01 7.00% Other Note 843986.00 997262.30 LLOYDS BANK PLC 2020-09-14 6.50% Other Note 948860.00 942648.13 LLOYDS PLC 2020-09-14 6.50% Other Note 79904.00 79323.19 M.D.C. 2014-12-15 5.38% Other Note 99880.00 105090.74 MDC HLDGS INC 2015-07-01 5.38% Other Note 829004.00 867892.92 MAYTAG CORP. 2015-05-15 5.00% Other Note 1203554.00 1253243.40 MCDONALDS CORP 2019-02-01 5.00% Other Note 1735415.00 1911247.25 MCDONALD CORP 2039-02-01 5.70% Other Note 1600577.00 1722052.79 MORGAN & CO 2012-02-15 7.18% Other Note 1248500.00 1281715.37 NATL CITY BANK ,CLEVELAND 2017-06-07 5.80% Other Note 1193566.00 1329202.84 NATIONAL RURAL UTILITIES 2012-03-01 7.25% Other Note 425331.49 468109.56 NATIONWIDE BLDG SOC 2015-08-03 5.00% Other Note 149820.00 144895.42 NATIONWIDE BLDG SOC 2014-01-15 5.25% Other Note 749100.00 761394.60 PNC BANK NA 2017-09-21 4.88% Other Note 699160.00 748038.57 PEMEX PJT FDG MST TRST 2012-12-03 1.14% Other Note 199760.00 199496.88 PEMEX PJT FDG MST TRST 2012-12-03 0.90% Other Note 847481.80 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2792070.47 FNMA 2038-05-01 4.80% Government Agency Debt 6023048.41 2526658.01 FNMA 2038-07-01 5.22% Government Agency Debt 4368800.00 2414651.16 FNMA 2038-10-01 5.46% Government Agency Debt 3285961.55 2223726.63 FNMA 2039-12-01 3.73% Government Agency Debt 3422474.36 2481464.03 FNMA 2039-08-01 2.86% Government Agency Debt 3175000.00 2242777.33 FNMA 2040-02-01 3.75% Government Agency Debt 3202087.83 2764117.95 FNMA 2040-05-01 3.56% Government Agency Debt 2658882.67 2592814.43 FNMA 2040-09-01 3.63% Government Agency Debt 2448540.32 2424406.71 FNMA 2041-03-01 3.30% Government Agency Debt 2543022.98 2583673.84 GNMA 2059-08-20 5.50% Government Agency Debt 2451835.08 2696685.48 GNMA 2060-12-20 5.16% Government Agency Debt 318734.69 328183.33 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 80000000.00 80000000.00 0.0429 N/A N 80000000.00 80000000.00 BNP PARIBAS SECURITIES CORP. REPO TRIPA MORTG 0.2 03/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2026-01-01 3.50% Government Agency Debt 12674573.22 12674573.22 FNMA 2026-01-01 4.00% Government Agency Debt 25181081.23 25181081.23 FNMA 2041-02-01 5.00% Government Agency Debt 23313980.76 23313980.76 FNMA 2044-02-01 1.53% Government Agency Debt 4543314.09 4543314.09 FNMA 2039-05-01 2.87% Government Agency Debt 2534616.01 2534616.01 FNMA 2040-07-01 3.83% Government Agency Debt 4462921.84 4462921.84 FNMA 2040-09-01 3.30% Government Agency Debt 4611868.09 4611868.09 FNMA 2040-09-01 3.49% Government Agency Debt 4644107.18 4644107.18 FNMA 2040-10-01 3.34% Government Agency Debt 4900451.01 4900451.01 FNMA 2040-10-01 3.00% Government Agency Debt 4933086.65 4933086.65 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 90000000.00 90000000.00 0.0483 N/A N 90000000.00 90000000.00 MORGAN (J.P.) SECURITIES INC. REPO TRIPA MORTG 0.2 03/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2040-12-01 4.00% Government Agency Debt 697268.44 689354.75 FNMA 2025-12-01 4.50% Government Agency Debt 743188.82 781581.83 FNMA 2041-01-01 3.00% Government Agency Debt 693739.59 631512.11 FNMA 2040-12-01 5.00% Government Agency Debt 742788.52 779039.61 FNMA 2041-01-01 5.00% Government Agency Debt 765039.76 802584.64 FNMA 2041-01-01 5.00% Government Agency Debt 727995.02 764099.50 FNMA 2041-01-01 3.00% Government Agency Debt 808502.76 735975.78 FNMA 2041-02-01 4.00% Government Agency Debt 788238.49 781004.57 FNMA 2041-02-01 5.00% Government Agency Debt 721498.51 763595.78 FNMA 2026-02-01 4.00% Government Agency Debt 747188.09 770578.16 FNMA 2041-02-01 5.00% Government Agency Debt 799800.00 840967.36 FNMA 2031-03-01 4.00% Government Agency Debt 716342.74 725438.64 FNMA 2039-08-01 6.00% Government Agency Debt 333250.00 297414.77 FNMA 2039-12-01 4.50% Government Agency Debt 807909.84 706814.40 FNMA 2037-08-01 5.00% Government Agency Debt 809978.39 339548.09 FNMA 2024-10-01 5.00% Government Agency Debt 763796.87 324808.03 FNMA 2040-05-01 5.50% Government Agency Debt 784223.10 808273.94 FNMA 2040-09-01 4.00% Government Agency Debt 786137.82 739908.90 FNMA 2040-12-01 5.00% Government Agency Debt 704449.44 738821.70 FNMA 2041-02-01 4.50% Government Agency Debt 748346.20 764415.65 FNMA 2040-08-01 4.50% Government Agency Debt 809543.96 818191.12 FNMA 2040-10-01 5.00% Government Agency Debt 743032.46 776513.18 FNMA 2040-10-01 4.00% Government Agency Debt 730808.19 687602.68 FNMA 2040-10-01 4.50% Government Agency Debt 790100.03 804249.50 FNMA 2040-11-01 4.00% Government Agency Debt 753614.88 727205.96 FNMA 2041-01-01 5.00% Government Agency Debt 709749.19 745441.28 FNMA 2041-02-01 4.00% Government Agency Debt 738435.48 729936.60 FNMA 2040-11-01 4.50% Government Agency Debt 741937.94 755499.96 FNMA 2040-11-01 4.50% Government Agency Debt 554417.76 564818.22 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 20000000.00 20000000.00 0.0107 N/A N 20000000.00 20000000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.21 03/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2035-12-01 3.93% Government Agency Debt 4078890.84 1457249.38 FMAC 2036-01-01 5.32% Government Agency Debt 5235382.78 1422008.33 FMAC 2036-07-01 5.99% Government Agency Debt 6790000.00 1529878.91 FMAC 2037-07-01 5.27% Government Agency Debt 3746945.93 1571008.95 FMAC 2036-11-01 5.52% Government Agency Debt 4585143.05 1490930.21 FMAC 2037-02-01 5.72% Government Agency Debt 4074000.00 1574043.05 FMAC 2037-04-01 5.56% Government Agency Debt 3259200.00 1460855.51 FMAC 2037-10-01 6.02% Government Agency Debt 3522380.40 1417274.65 FMAC 2036-12-01 5.90% Government Agency Debt 3435549.20 1466763.42 FMAC 2037-09-01 5.86% Government Agency Debt 3050971.48 1504641.66 FMAC 2038-05-01 4.57% Government Agency Debt 3008816.17 1420731.31 FNMA 2034-05-01 2.06% Government Agency Debt 5253592.48 1467015.54 FNMA 2035-07-01 5.10% Government Agency Debt 4400164.71 1422192.88 FNMA 2036-05-01 5.44% Government Agency Debt 4747871.78 1469885.48 FNMA 2037-04-01 5.75% Government Agency Debt 4588304.75 1431065.56 FNMA 2036-10-01 5.13% Government Agency Debt 3395000.00 1440718.39 FNMA 2038-01-01 5.41% Government Agency Debt 4348557.45 1565704.82 FNMA 2038-09-01 5.17% Government Agency Debt 3131645.50 1537204.19 FNMA 2037-02-01 5.81% Government Agency Debt 6790000.00 1513783.75 FNMA 2035-07-01 2.50% Government Agency Debt 2940175.92 1434220.03 FNMA 2038-08-01 5.46% Government Agency Debt 2736641.60 1520342.43 FNMA 2037-11-01 3.90% Government Agency Debt 3535323.09 1454273.40 FNMA 2039-12-01 3.90% Government Agency Debt 2376500.00 1573871.69 FNMA 2040-02-01 3.49% Government Agency Debt 1622081.43 1475623.84 FNMA 2040-04-01 4.23% Government Agency Debt 1510218.36 1435697.96 FNMA 2038-03-01 5.51% Government Agency Debt 1432136.89 1484678.86 FNMA 2040-09-01 4.30% Government Agency Debt 523271.08 539131.25 GNMA 2034-12-20 6.00% Government Agency Debt 5258963.23 1504023.06 GNMA 2039-05-15 5.00% Government Agency Debt 2078767.06 1457632.92 GNMA 2040-02-15 4.50% Government Agency Debt 1639001.98 1508575.88 GNMA 2040-09-15 4.50% Government Agency Debt 1445413.78 1430557.41 GNMA 2040-09-15 5.00% Government Agency Debt 1402631.76 1429024.22 GNMA 2040-11-15 4.50% Government Agency Debt 711553.57 725193.46 GNMA 2040-12-15 4.00% Government Agency Debt 1477604.76 1479725.38 GNMA 2040-12-15 4.50% Government Agency Debt 1497720.55 1560289.06 GNMA 2041-01-15 3.50% Government Agency Debt 1580553.79 1510188.10 GNMA 2035-03-20 3.00% Government Agency Debt 9573751.98 1459951.67 GNMA 2039-08-20 4.00% Government Agency Debt 2012343.47 1476182.10 GNMA 2038-05-15 5.50% Government Agency Debt 4074000.00 1476841.32 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 55000000.00 55000000.00 0.0295 N/A N 55000000.00 55000000.00 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.2 03/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2039-12-01 5.50% Government Agency Debt 68068296.34 62395687.99 FMAC 2040-11-01 4.00% Government Agency Debt 32880000.00 32049153.80 FMAC 2026-02-01 3.50% Government Agency Debt 1286920.13 1293827.03 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 93896000.00 93896000.00 0.0503 N/A N 93896000.00 93896000.00 GOLDMAN, SACHS & CO. REPO TRIPA MORTG 0.2 03/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y GNMA 2039-08-15 5.00% Government Agency Debt 6825331.22 5601032.34 GNMA 2040-08-20 5.00% Government Agency Debt 22332989.00 22471789.60 GNMA 2040-08-15 5.00% Government Agency Debt 27997488.11 28026158.19 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 55000000.00 55000000.00 0.0295 N/A N 55000000.00 55000000.00 BNP PARIBAS SECURITIES CORP REPO TRIPA CORPO 0.26 03/01/2011 TRIPARTY2 Other Repurchase Agreement N AIRGAS INC 2018-10-01 7.13% Other Note 101730.00 113591.08 ALCOA INC PRF 2037-02-01 5.95% Other Note 3123111.00 3048538.92 ALLSTATE CORP 2057-05-15 6.50% Other Note 10173.00 10591.08 ALLSTATE CORPORATION 2037-05-15 6.13% Other Note 193287.00 200056.74 ANGLOGOLD ASHANTI HLDG PLC 2040-04-15 6.50% Other Note 1695500.00 1738707.93 ARCELORMITTAL CLASS A NY REGISTRY 2039-10-15 7.00% Other Note 33910.00 36213.54 CSX CORP 2037-05-01 6.15% Other Note 1119030.00 1215677.82 CSX CORP 2040-04-30 6.22% Other Note 283826.70 306365.38 CSX CORP 2041-04-15 5.50% Other Note 2021036.00 2008851.40 ENTERPRISE PRODUCTS OPERATING LLC 2041-02-01 5.95% Other Note 2238060.00 2184957.05 FIRSTENERGY SOLUTIONS CORP 2021-08-15 6.05% Other Note 822995.70 863252.31 FIRSTENEGRY SOLUTIONS CORP 2039-08-15 6.80% Other Note 50865.00 50183.18 GOLDMAN SACHS CAPITAL I 2034-02-15 6.35% Other Note 224145.10 219752.14 GOLDMAN SACHS CAPITAL III 2043-09-01 1.31% Other Note 2492385.00 1983039.64 HUMANA INC 2038-06-15 8.15% Other Note 1610725.00 1883028.35 INTERNATINOAL PAPER CAPITAL TRUST 2021-08-15 7.50% Other Note 174975.60 209300.27 KRAFT FOODS INC 2031-11-01 6.50% Other Note 587999.40 656298.47 KRAFT FOODS INC 2037-02-11 7.00% Other Note 376401.00 427217.23 KRAFT FOODS INC 2038-02-01 6.88% Other Note 1661590.00 1865394.40 KRAFT FOODS INC 2039-01-26 6.88% Other Note 754497.50 847935.31 KRAFT FOODS INC 2040-02-09 6.50% Other Note 916248.20 985856.08 L-3 COMMUNICATIONS CORPORATION 2021-02-15 4.95% Other Note 2917955.50 2965919.39 MOTOROLA INC 2025-09-01 6.50% Other Note 79688.50 84631.71 CB MOTOROLA INC 2028-11-15 6.50% Other Note 1936939.20 1975149.63 NORFOLK SOUTHERN CORP,VA 2019-06-15 5.90% Other Note 1143160.70 1316708.36 PNC BANK CORP,PA 2049-11-21 8.25% Other Note 308581.00 333538.77 REPUBLIC SERVICES, INC. 2021-11-15 5.25% Other Note 226179.70 239370.69 TECK CORP 2040-08-15 6.00% Other Note 1096988.50 1122621.46 WELLS FARGO & COMPANY 2049-12-31 7.98% Other Note 1085459.10 1200660.69 WELLS FARGO CAPITAL XV 2049-12-31 9.75% Other Note 1118690.90 1273816.04 WELLS FARGO CAP XIII 2049-12-01 7.70% Other Note 946089.00 1004094.77 YUM BRANDS INC COM 2037-11-15 6.88% Other Note 1959998.00 2273911.55 VOTO VOTORANTTIM LTD 2021-04-05 6.75% Other Note 3002026.53 3225114.63 ARCELORMITTAL 2018-06-01 6.13% Other Note 339100.00 362840.08 AKBANK T.A.S. 2015-07-22 5.13% Other Note 2712800.00 2713139.10 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 39000000.00 39000000.00 0.0209 N/A N 39000000.00 39000000.00 DEUTSCHE BANK SECURITIES INC REPO TRIPA CORPO 0.28 03/01/2011 TRIPARTY2 Other Repurchase Agreement N CB ALBERTA ENERGY CO 2030-09-15 8.13% Other Note 177152.30 223638.52 ALTRIA GROUP INC,VA 2013-11-10 8.50% Other Note 197358.00 237307.21 ALTRIA GROUP INC 2018-11-10 9.70% Other Note 23495.00 31601.24 ALTRIA GROUP INC 2015-09-11 4.13% Other Note 225552.00 238684.86 ANHEUSER - BUSCH COMPANIES INC 2019-03-01 5.00% Other Note 778624.30 842419.58 ANHUEUSER BUSCH INC 2015-04-15 3.63% Other Note 1685061.40 1780947.48 ANHEUSER BUSCH INBEV WORLDWIDE INC 2016-02-15 2.88% Other Note 928052.50 927213.13 APPALACHIAN POWER COMPANY 2038-04-01 7.00% Other Note 1104265.00 1302627.80 CVS/CAREMARK 2017-06-01 5.75% Other Note 714767.24 803423.99 CENOVUS ENERGY INC 2014-09-15 4.50% Other Note 634365.00 681942.38 COCA COLA ENTERPRISES INC NEW 2013-11-12 1.13% Other Note 490982.53 485720.43 DOMINION RESOUCES INC 2012-09-17 5.70% Other Note 810577.50 887591.82 DOMINION RESOURCES 2015-07-15 5.15% Other Note 939800.00 1034251.21 DR PEPPER SNAPPLE GROUP INC 2013-05-01 6.12% Other Note 1503500.03 1678311.98 DR PEPPER SNAPPLE GROUP INC 2011-12-21 1.70% Other Note 1130109.50 1142974.54 DR PEPPER SNAPPLE GROUP INC 2016-01-15 2.90% Other Note 469900.00 469593.00 DUKE ENERGY HOLDING CORP COM 2013-06-15 5.65% Other Note 1268730.00 1401486.03 ENCANA CORP 2037-08-15 6.63% Other Note 69252.92 76315.50 ENCANA HOLDINGS 2014-05-01 5.80% Other Note 1080770.00 1220437.91 EXELON GENERATION CO LLC 2017-10-01 6.20% Other Note 1080770.00 1225481.50 EXELON GENERATION COMPANY LLC 2039-10-01 6.25% Other Note 98679.00 100826.34 GATX FINANCIAL CORPORATION 2016-03-01 5.80% Other Note 1033780.00 1143657.03 HRPT PROP TR 2015-11-01 5.75% Other Note 101028.50 109085.27 HEALTH CARE 2013-12-15 5.65% Other Note 368871.50 402372.41 HESS CORP 2040-01-15 6.00% Other Note 1618805.50 1652584.58 LGE KU ENERGY LLC 2020-11-15 3.75% Other Note 1812317.37 1731198.04 NBC UNIVERSAL INC 2020-04-30 5.15% Other Note 190779.40 199603.05 NBC UNIVERSAL INC 2040-04-30 6.40% Other Note 795070.80 840666.34 NABORS INDUSTRIES ,INC 2018-02-15 6.15% Other Note 1113663.00 1226377.76 NATIONWIDE FINANCIAL SERV 2015-10-01 5.10% Other Note 1155954.00 1234113.83 NATIONWIDE HEALTH 2011-07-15 6.50% Other Note 140970.00 144835.95 NY STATE ELEC & GAS CORP 2023-05-01 5.75% Other Note 1879600.00 1808264.48 NORTHERN BORDER PARTNERS 2011-03-15 7.10% Other Note 780034.00 806724.59 NORTHROP GRUMMAN 2015-11-15 1.85% Other Note 1409700.00 1354644.95 ONEOK PARTNERS LIMITED PARTNERSHIP 2016-02-01 3.25% Other Note 939800.00 936754.26 PSEG POWER LLC 2031-04-15 8.63% Other Note 9398.00 12196.77 PSEG POWER LLC 2016-09-15 5.32% Other Note 77063.60 85044.91 PETRO-CANADA 2013-07-15 4.00% Other Note 939800.00 995659.62 PETRO CANADA 2035-05-15 5.95% Other Note 422910.00 426771.17 TIME WARNER CO 2028-01-15 6.95% Other Note 643763.00 720069.12 TIME WARNER INC 2021-01-15 4.70% Other Note 1376807.00 1390374.67 TIME WARNER CABLE 2019-02-14 8.75% Other Note 777684.50 983275.33 TIME WARNER CABLE INC 2020-02-01 5.00% Other Note 784733.00 797382.90 VALERO ENERGY CORP NEW 2032-04-15 7.50% Other Note 756069.10 873485.37 WEATHERFORD INTL LTD 2020-09-15 5.13% Other Note 274891.50 286366.31 WEATERFORD INTERNATIONAL LTD 2040-09-15 6.75% Other Note 1444942.50 1584531.17 WEINGARTEN REALTY 2014-01-15 4.86% Other Note 809167.80 844400.11 XL CAP. 2014-09-15 5.25% Other Note 1454810.40 1568548.69 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 39000000.00 39000000.00 0.0209 N/A N 39000000.00 39000000.00 J.P. MORGAN SECURITIES REPO TRIPA CORPO 0.33 03/01/2011 TRIPARTY2 Other Repurchase Agreement N ALLEGHENY ENERGY SUPPLY COMPAN 2039-10-15 6.75% Other Note 3268376.50 3258971.83 AVNET, INC. 2015-09-01 6.00% Other Note 478299.00 525700.03 CNA FINANCIAL CORPORATION 2021-08-15 5.75% Other Note 11641180.50 11949387.14 CONSOL ENERGY, INC. 2012-03-01 7.88% Other Note 360010.00 394807.24 DELHAIZE GROUP 2017-06-15 6.50% Other Note 406297.00 469921.07 DELHAIZE GROUP 2040-10-01 5.70% Other Note 3418552.10 3286778.46 ENERGY TRANSFER PARTNERS 2018-07-01 6.70% Other Note 10286.00 12014.76 ENTERPRISE PRODUCTS OPERATING 2039-10-15 6.13% Other Note 2545785.00 2598912.42 NEXEN INC 2013-11-20 5.05% Other Note 7733014.80 8364861.78 NEXEN INC 2037-05-15 6.40% Other Note 1565014.90 1521971.90 NISOURCE FINANCE CORP 2014-07-15 5.40% Other Note 7714.50 8430.25 NISOURCE FINANCE CORP 2018-03-15 6.40% Other Note 794593.50 892328.52 PANHANDLE EASTERN PIPE LINE CO 2018-06-15 7.00% Other Note 462870.00 520248.92 QWEST CORP 2012-03-15 8.88% Other Note 1445183.00 1612357.60 QWEST CORP 2015-06-15 7.63% Other Note 822880.00 955269.32 QWEST CORP 2016-05-01 8.38% Other Note 800765.10 976079.85 SOUTHERN UNION COMPANY 2029-11-15 8.25% Other Note 1454440.40 1656349.36 TECO FINANCE,INC. 2017-11-01 6.57% Other Note 742649.20 856819.25 U.S.WEST COMMUNICATIONS, INC. 2023-06-15 7.50% Other Note 264864.50 269665.18 U.S.WEST COMMUNICATIONS, INC. 2033-09-15 6.88% Other Note 1542900.00 1579972.53 U.S.WEST COMMUNICATIONS, INC. 2025-09-15 7.25% Other Note 501442.50 545684.36 YUM BRANDS INC 2037-11-15 6.88% Other Note 2802935.00 3266841.59 YUM BRANDS INC 2020-11-01 3.88% Other Note 1812907.50 1730202.72 First Tier Security N/A N/A 2011-03-01 2011-03-01 N N N 45000000.00 45000000.00 0.0241 N/A N 45000000.00 45000000.00