0000928816-12-000033.txt : 20120229 0000928816-12-000033.hdr.sgml : 20120229 20120105125325 ACCESSION NUMBER: 0000928816-12-000033 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111230 FILED AS OF DATE: 20120105 DATE AS OF CHANGE: 20120105 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: 12510160 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 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615026.84 653124.91 FNMA 2041-02-01 4.00% Government Agency Debt 22767.09 23618.86 FNMA 2041-02-01 4.00% Government Agency Debt 20484.47 21280.24 FNMA 2041-03-01 4.50% Government Agency Debt 21874.22 21513.95 FNMA 2041-09-01 4.00% Government Agency Debt 22151.71 23237.35 FNMA 2041-04-01 4.00% Government Agency Debt 23755.37 23388.04 FNMA 2041-06-01 4.50% Government Agency Debt 22359.72 22866.92 FNMA 2041-07-01 5.00% Government Agency Debt 20967.49 22635.73 FNMA 2041-10-01 4.50% Government Agency Debt 20909.14 22271.77 FNMA 2041-09-01 4.50% Government Agency Debt 1788412.96 1902674.35 FNMA 2041-11-01 3.50% Government Agency Debt 21193.77 21824.17 FNMA 2033-10-01 5.50% Government Agency Debt 130626.12 22913.45 FNMA 2018-07-01 6.50% Government Agency Debt 205950.00 21516.87 FNMA 2033-08-01 4.50% Government Agency Debt 67961.85 21355.37 FNMA 2036-03-01 5.50% Government Agency Debt 68650.00 21986.23 FNMA 2036-04-01 5.50% Government Agency Debt 58352.50 21285.16 FNMA 2034-07-01 7.00% 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2038-05-01 7.00% Government Agency Debt 6562116.20 2021025.87 FNMA 2038-11-01 5.50% Government Agency Debt 56043.25 21262.74 FNMA 2036-08-01 5.50% Government Agency Debt 109642.70 21456.25 FNMA 2036-09-01 6.00% Government Agency Debt 117477.59 22929.93 FNMA 2036-08-01 6.00% Government Agency Debt 5027659.78 1869950.95 FNMA 2036-11-01 5.50% Government Agency Debt 65217.50 22987.87 FNMA 2036-12-01 6.00% Government Agency Debt 69712.15 23776.58 FNMA 2037-03-01 6.00% Government Agency Debt 48572.90 23531.80 FNMA 2037-04-01 5.50% Government Agency Debt 39755.76 21531.30 FNMA 2037-09-01 6.50% Government Agency Debt 48127.08 23739.05 FNMA 2037-05-01 5.50% Government Agency Debt 55050.02 22933.00 FNMA 2037-04-01 5.50% Government Agency Debt 42311.33 21537.33 FNMA 2021-12-01 6.00% Government Agency Debt 141495.20 22090.44 FNMA 2037-05-01 7.00% Government Agency Debt 53705.72 21630.26 FNMA 2037-03-01 6.00% Government Agency Debt 64386.97 21481.45 FNMA 2038-12-01 7.00% Government Agency Debt 283823.68 21964.24 FNMA 2040-02-01 4.00% Government Agency Debt 24374.18 21657.37 FNMA 2037-05-01 6.00% Government Agency Debt 117397.54 23656.53 FNMA 2037-05-01 5.50% Government Agency Debt 128008.91 23740.02 FNMA 2037-07-01 6.00% Government Agency Debt 95841.03 23673.82 FNMA 2037-10-01 6.00% Government Agency Debt 99875.59 22735.47 FNMA 2037-07-01 7.00% Government Agency Debt 561685.51 22570.77 FNMA 2037-08-01 6.00% Government Agency Debt 90767.79 23794.27 FNMA 2037-09-01 6.50% Government Agency Debt 63630.72 22522.44 FNMA 2037-11-01 6.50% Government Agency Debt 54926.59 22201.58 FNMA 2037-11-01 6.00% Government Agency Debt 116985.92 21581.53 FNMA 2038-01-01 6.50% Government Agency Debt 50428.92 22092.11 FNMA 2038-02-01 7.00% Government Agency Debt 88865.09 22790.78 FNMA 2037-07-01 5.50% Government Agency Debt 54991.26 23722.11 FNMA 2038-05-01 5.50% Government Agency Debt 4857633.77 2054617.43 FNMA 2036-08-01 6.50% Government Agency Debt 41190.00 23238.59 FNMA 2038-05-01 6.00% 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2054607.23 FNMA 2040-06-01 5.00% Government Agency Debt 24739.40 22606.39 FNMA 2040-08-01 4.50% Government Agency Debt 21968.00 21553.43 FNMA 2040-08-01 5.00% Government Agency Debt 4008445.22 1991085.71 FNMA 2040-09-01 5.00% Government Agency Debt 23563.43 21059.48 FNMA 2040-11-01 4.00% Government Agency Debt 23830.89 23409.88 FNMA 2040-11-01 4.00% Government Agency Debt 23084.11 21219.55 FNMA 2040-10-01 4.00% Government Agency Debt 23377.38 23087.14 FNMA 2040-10-01 4.00% Government Agency Debt 22580.63 22754.73 FNMA 2040-10-01 4.00% Government Agency Debt 22723.01 21788.57 FNMA 2040-12-01 4.00% Government Agency Debt 21539.90 22252.16 FNMA 2041-01-01 3.50% Government Agency Debt 23605.58 23814.54 FNMA 2040-12-01 4.50% Government Agency Debt 2044044.69 2054588.21 First Tier Security N/A N/A 2012-01-04 2012-01-04 N N N 36250000.00 36250000.00 0.0202 N/A N 36250000.00 36250000.00 CITIGROUP GLOBAL MARKETS INC. 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MORGAN SECURITIES REPO TRIPA CORPO 0.14 01/03/2012 TRIPARTY2 Other Repurchase Agreement N NELNET EDUCATION LOAN FUNDING 2039-02-25 0.00% Other Note 431655.00 404711.66 PROLOGIS TRUST 2016-04-01 5.75% Other Note 418499.80 454015.88 ALLEGHENY LUDLUM CORPORATION 2025-12-15 6.95% Other Note 580062.10 657016.48 DELHAIZE AMERICA INC CLASS 2031-04-15 9.00% Other Note 807400.40 1121600.19 PLAINS ALL AMERICAN PIPELINE 2019-05-01 8.75% Other Note 86331.00 111614.24 PLAINS ALL AMERICAN PIPELINE 2018-05-01 6.50% Other Note 1274410.00 1487142.35 AMERICAN AIRLS PASS THRU TR 2021-01-31 5.25% Other Note 226105.00 215553.44 NEXEN INC 2019-07-30 6.20% Other Note 7646460.00 9070791.62 DOMTAR CORPORATION 2017-06-01 10.75% Other Note 321891.30 405583.03 PLAINS ALL AMERICAN PIPELINE 2017-01-15 6.13% Other Note 1635766.90 1891506.80 ALLEGHENY ENERGY SUPPLY COMPAN 2039-10-15 6.75% Other Note 458376.50 505319.97 ALLEGHENY ENERGY SUPPLY COMPAN 2012-04-15 8.25% Other Note 261048.50 270283.74 WYNDHAM WORLDWIDE CORPORATION 2014-05-01 9.88% Other Note 3489005.70 4049528.24 ENTERGY CORP NEW 2020-09-15 5.13% Other Note 2877.70 2905.72 DOMTAR CORPORATION 2015-08-15 7.13% Other Note 739980.00 818132.65 ALLEGHENY TECHNOLOGIES INC NEW 2019-06-01 9.38% Other Note 989928.80 1262604.68 DELHAIZE GROUP 2014-02-01 5.88% Other Note 360123.60 399489.71 DELHAIZE GROUP 2040-10-01 5.70% Other Note 245426.70 255006.92 AVIATION CAPITAL GROUP CORP. 2020-10-15 7.13% Other Note 1025283.40 1007983.85 ANGLOGOLD ASHANTI HOLDING PLC 2020-04-15 5.38% Other Note 444399.10 444904.39 DELHAIZE GROUP 2017-06-15 6.50% Other Note 46454.30 55288.13 FAIRFAX FINANCIAL HOLDINGS LIM 2021-05-15 5.80% Other Note 1233300.00 1167252.59 PPL WEM HLDGS PLC 2016-05-01 3.90% Other Note 7849132.30 7915182.62 UNITED BUSINESS MEDIA LIMITED 2020-11-03 5.75% Other Note 978418.00 994174.54 WYNDHAM WORLDWIDE CORPORATION 2021-03-01 5.63% Other Note 3699900.00 3882689.07 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 37000000.00 37000000.00 0.0206 N/A N 37000000.00 37000000.00 MERRILL LYNCH, PIERCE, FENNER AND SMITH REPO TRIPA MORTG 0.04 01/03/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2037-07-01 5.66% Government Agency Debt 10118820.05 10383514.25 FMAC 2041-09-01 3.00% Government Agency Debt 9752430.60 9915435.92 FMAC 2041-01-01 2.89% Government Agency Debt 12102507.12 9867340.14 FNMA 2041-01-01 3.01% Government Agency Debt 12187912.07 10380112.14 FNMA 2041-04-01 3.29% Government Agency Debt 12111933.02 10188622.21 FNMA 2041-04-01 4.00% Government Agency Debt 10079713.09 10325301.28 FNMA 2039-09-01 3.89% Government Agency Debt 14573679.96 7808754.59 FNMA 2040-02-01 4.50% Government Agency Debt 8890336.58 8482944.07 FNMA 2039-01-01 5.50% Government Agency Debt 9460942.81 4675375.88 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 80437000.00 80437000.00 0.0448 N/A N 80437000.00 80437000.00 MORGAN (J.P.) SECURITIES INC. REPO TRIPA MORTG 0.04 01/03/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2014-05-01 4.50% Government Agency Debt 293523.47 28424.43 FNMA 2026-05-01 6.50% Government Agency Debt 296437.29 95357.64 FNMA 2016-11-01 6.00% Government Agency Debt 322889.84 78261.37 FNMA 2037-11-01 7.00% Government Agency Debt 299321.83 37880.18 FNMA 2013-01-01 7.00% Government Agency Debt 342471.28 1609.02 FNMA 2013-03-01 6.00% Government Agency Debt 310086.00 1035.61 FNMA 2015-03-01 7.00% Government Agency Debt 313795.71 2452.48 FNMA 2014-12-01 7.00% Government Agency Debt 308196.44 3645.47 FNMA 2018-11-01 7.00% Government Agency Debt 348478.34 1783.31 FNMA 2034-09-01 5.50% Government Agency Debt 279509.55 101488.76 FNMA 2034-06-01 4.75% Government Agency Debt 288518.53 107192.27 FNMA 2035-07-01 5.50% Government Agency Debt 304775.90 79068.05 FNMA 2022-01-01 4.50% Government Agency Debt 302156.66 109594.74 FNMA 2027-11-01 5.50% Government Agency Debt 350972.32 175206.03 FNMA 2039-05-01 5.50% Government Agency Debt 283208.93 295361.28 FNMA 2024-06-01 4.50% Government Agency Debt 294997.36 157730.65 FNMA 2037-09-01 6.00% Government Agency Debt 296710.71 79186.57 FNMA 2037-10-01 6.50% Government Agency Debt 362951.23 124310.67 FNMA 2037-10-01 7.50% Government Agency Debt 350094.23 89951.95 FNMA 2038-08-01 5.50% Government Agency Debt 307625.00 119740.53 FNMA 2038-07-01 5.50% Government Agency Debt 354384.00 176743.56 FNMA 2023-04-01 5.00% Government Agency Debt 358782.05 235679.65 FNMA 2023-10-01 6.00% Government Agency Debt 323810.75 214989.21 FNMA 2040-11-01 4.50% Government Agency Debt 324728.95 337718.29 FNMA 2039-03-01 4.50% Government Agency Debt 320805.87 246946.13 FNMA 2026-07-01 4.00% Government Agency Debt 341353.25 171358.88 FNMA 2042-01-01 5.00% Government Agency Debt 288113.21 318108.23 FNMA 2024-06-01 4.50% Government Agency Debt 301256.67 153782.95 FNMA 2038-11-01 6.50% Government Agency Debt 369088.48 184296.69 FNMA 2040-06-01 5.50% Government Agency Debt 315389.46 321870.68 FNMA 2025-04-01 6.50% Government Agency Debt 290208.01 248087.29 FNMA 2025-10-01 3.50% Government Agency Debt 307946.41 258069.44 FNMA 2031-02-01 3.50% Government Agency Debt 344540.00 346601.75 FNMA 2040-12-01 4.00% Government Agency Debt 327840.39 292085.34 FNMA 2051-03-01 4.50% Government Agency Debt 290960.09 307183.93 FNMA 2040-01-01 5.50% Government Agency Debt 353151.78 301500.02 FNMA 2025-05-01 4.50% Government Agency Debt 311770.80 237479.04 FNMA 2040-06-01 5.50% Government Agency Debt 361615.89 346705.84 FNMA 2040-06-01 5.50% Government Agency Debt 307625.00 271562.62 FNMA 2025-06-01 4.00% Government Agency Debt 349028.62 238268.91 FNMA 2040-05-01 5.50% Government Agency Debt 363456.72 368397.56 FNMA 2040-07-01 5.50% Government Agency Debt 292801.66 281412.85 FNMA 2025-06-01 5.00% Government Agency Debt 279524.81 154023.13 FNMA 2041-09-01 4.00% Government Agency Debt 288252.01 302800.70 FNMA 2025-10-01 4.00% Government Agency Debt 331478.24 329904.53 FNMA 2040-10-01 5.50% Government Agency Debt 346827.99 352508.15 FNMA 2025-11-01 4.50% Government Agency Debt 277637.72 260282.23 FNMA 2040-11-01 4.00% Government Agency Debt 292235.63 301542.32 FNMA 2025-12-01 4.00% Government Agency Debt 280093.30 283177.31 FNMA 2040-12-01 4.50% Government Agency Debt 354581.37 373699.69 FNMA 2040-12-01 4.50% Government Agency Debt 245574.33 258212.76 FNMA 2025-12-01 4.00% Government Agency Debt 316931.76 318515.33 FNMA 2040-11-01 5.00% Government Agency Debt 281895.00 298110.95 FNMA 2040-12-01 5.00% Government Agency Debt 278770.76 297968.12 FNMA 2041-03-01 4.00% Government Agency Debt 278544.84 291350.00 FNMA 2026-01-01 4.00% Government Agency Debt 289468.73 260295.05 FNMA 2026-02-01 3.50% Government Agency Debt 328184.19 303773.94 FNMA 2021-01-01 3.50% Government Agency Debt 282333.30 162138.48 FNMA 2041-01-01 4.50% Government Agency Debt 369150.00 389959.30 FNMA 2041-01-01 5.00% Government Agency Debt 290951.73 311502.78 FNMA 2026-03-01 4.00% Government Agency Debt 322910.76 312481.17 FNMA 2026-04-01 4.00% Government Agency Debt 297042.70 300964.28 FNMA 2041-03-01 4.00% Government Agency Debt 314654.85 306378.59 FNMA 2041-03-01 5.00% Government Agency Debt 345280.76 371195.56 FNMA 2040-12-01 4.50% Government Agency Debt 336051.76 356630.88 FNMA 2041-10-01 4.00% Government Agency Debt 313174.80 330424.30 FNMA 2026-02-01 4.50% Government Agency Debt 298734.39 304024.54 FNMA 2031-02-01 4.00% Government Agency Debt 340136.04 350860.46 FNMA 2041-03-01 6.00% Government Agency Debt 323803.61 355020.45 FNMA 2026-05-01 4.00% Government Agency Debt 294708.93 301830.76 FNMA 2041-07-01 4.00% Government Agency Debt 362348.29 380755.61 FNMA 2041-10-01 5.50% Government Agency Debt 336777.76 375273.63 FNMA 2041-04-01 5.00% Government Agency Debt 326463.96 287423.91 FNMA 2041-04-01 6.00% Government Agency Debt 330675.46 362058.34 FNMA 2041-06-01 4.50% Government Agency Debt 323290.25 342777.02 FNMA 2031-04-01 4.00% Government Agency Debt 295072.18 304016.07 FNMA 2026-10-01 4.00% Government Agency Debt 337973.31 357464.39 FNMA 2026-04-01 4.50% Government Agency Debt 352629.06 337934.37 FNMA 2041-03-01 5.50% Government Agency Debt 307107.70 323665.67 FNMA 2041-09-01 4.50% Government Agency Debt 278028.28 295836.04 FNMA 2041-03-01 4.00% Government Agency Debt 299647.42 314483.82 FNMA 2031-04-01 4.00% Government Agency Debt 284339.51 295401.61 FNMA 2041-07-01 4.50% Government Agency Debt 319489.73 344694.26 FNMA 2041-09-01 4.50% Government Agency Debt 337831.81 359526.66 FNMA 2026-05-01 4.50% Government Agency Debt 368550.25 386476.32 FNMA 2026-06-01 4.00% Government Agency Debt 279318.09 288376.12 FNMA 2041-06-01 4.00% Government Agency Debt 298764.66 313922.45 FNMA 2041-07-01 4.00% Government Agency Debt 319782.83 336146.42 FNMA 2041-06-01 6.00% Government Agency Debt 359780.73 395242.55 FNMA 2026-07-01 4.50% Government Agency Debt 282978.09 297795.07 FNMA 2026-07-01 4.50% Government Agency Debt 314768.05 327079.59 FNMA 2020-07-01 4.00% Government Agency Debt 369123.91 372703.73 FNMA 2041-06-01 4.50% Government Agency Debt 304990.01 328204.83 FNMA 2041-06-01 4.00% Government Agency Debt 329300.01 345392.85 FNMA 2036-07-01 4.50% Government Agency Debt 368094.23 388053.43 FNMA 2026-07-01 4.50% Government Agency Debt 353232.74 372636.57 FNMA 2041-06-01 5.00% Government Agency Debt 324691.05 349903.53 FNMA 2026-07-01 3.50% Government Agency Debt 327566.24 339899.69 FNMA 2026-09-01 3.50% Government Agency Debt 321329.82 336094.83 FNMA 2041-11-01 3.50% Government Agency Debt 331399.00 342045.27 FNMA 2026-11-01 3.50% Government Agency Debt 344469.62 361885.63 FNMA 2041-12-01 4.00% Government Agency Debt 314214.08 332421.22 FNMA 2026-12-01 3.50% Government Agency Debt 313644.61 330989.49 FNMA 2026-12-01 3.50% Government Agency Debt 362797.91 384108.15 FNMA 2026-09-01 3.50% Government Agency Debt 327675.01 339835.10 FNMA 2026-07-01 4.00% Government Agency Debt 337661.26 352590.14 FNMA 2026-12-01 3.00% Government Agency Debt 278873.88 289587.80 FNMA 2041-07-01 4.00% Government Agency Debt 283913.76 268069.25 FNMA 2026-06-01 4.00% Government Agency Debt 292685.75 301876.70 FNMA 2041-07-01 4.00% Government Agency Debt 288824.68 305056.47 FNMA 2026-06-01 4.00% Government Agency Debt 345487.73 356440.89 FNMA 2026-06-01 4.50% Government Agency Debt 362955.66 378415.25 FNMA 2041-07-01 6.00% Government Agency Debt 298062.29 327082.07 FNMA 2041-07-01 4.50% Government Agency Debt 349683.00 373095.97 FNMA 2026-10-01 4.00% Government Agency Debt 330568.66 350708.99 FNMA 2041-07-01 5.00% Government Agency Debt 302550.17 327983.14 FNMA 2041-06-01 4.50% Government Agency Debt 304476.64 325195.71 FNMA 2026-07-01 4.00% Government Agency Debt 347001.00 359590.04 FNMA 2041-08-01 4.00% Government Agency Debt 350962.72 362607.20 FNMA 2036-07-01 4.50% Government Agency Debt 312129.61 330900.46 FNMA 2041-07-01 4.00% Government Agency Debt 286729.14 300890.07 FNMA 2041-08-01 4.00% Government Agency Debt 334645.30 351180.48 FNMA 2041-10-01 4.50% Government Agency Debt 322197.32 345022.89 FNMA 2026-10-01 3.50% Government Agency Debt 288970.13 302211.19 FNMA 2041-11-01 4.50% Government Agency Debt 356060.93 381886.84 FNMA 2026-07-01 4.50% Government Agency Debt 285539.74 301728.62 FNMA 2041-08-01 4.50% Government Agency Debt 299193.12 311656.35 FNMA 2041-09-01 4.00% Government Agency Debt 279670.75 295437.46 FNMA 2041-08-01 4.00% Government Agency Debt 322199.78 339660.41 FNMA 2026-08-01 3.50% Government Agency Debt 347044.07 359717.99 FNMA 2026-08-01 4.00% Government Agency Debt 300457.34 312162.47 FNMA 2041-09-01 5.00% Government Agency Debt 294729.36 319161.42 FNMA 2041-09-01 5.50% Government Agency Debt 343937.30 374119.26 FNMA 2041-09-01 4.50% Government Agency Debt 289316.64 310468.30 FNMA 2026-09-01 3.50% Government Agency Debt 336376.12 351469.77 FNMA 2041-11-01 4.50% Government Agency Debt 353831.75 377330.88 FNMA 2041-11-01 4.00% Government Agency Debt 324290.40 345068.26 FNMA 2041-09-01 4.50% Government Agency Debt 365016.75 388310.68 FNMA 2041-09-01 4.50% Government Agency Debt 329465.14 350502.65 FNMA 2026-09-01 4.00% Government Agency Debt 355491.45 341535.21 FNMA 2026-10-01 3.50% Government Agency Debt 282282.85 293246.50 FNMA 2026-09-01 4.50% Government Agency Debt 331352.98 352080.75 FNMA 2026-09-01 3.50% Government Agency Debt 318268.58 327461.16 FNMA 2041-08-01 4.00% Government Agency Debt 334695.26 352765.46 FNMA 2041-07-01 4.00% Government Agency Debt 279659.92 293658.67 FNMA 2041-09-01 4.50% Government Agency Debt 367411.80 390531.18 FNMA 2041-10-01 5.00% Government Agency Debt 365804.27 396047.83 FNMA 2041-10-01 4.50% Government Agency Debt 305890.73 325921.73 FNMA 2041-09-01 5.00% Government Agency Debt 355547.81 384792.93 FNMA 2026-10-01 3.50% Government Agency Debt 323223.80 335726.51 FNMA 2041-09-01 4.00% Government Agency Debt 363128.43 381226.56 FNMA 2041-10-01 4.00% Government Agency Debt 353109.20 371198.89 FNMA 2041-10-01 6.00% Government Agency Debt 282306.97 311655.95 FNMA 2041-11-01 4.50% Government Agency Debt 285456.56 307585.05 FNMA 2041-11-01 5.00% Government Agency Debt 307498.01 340666.39 FNMA 2041-11-01 5.00% Government Agency Debt 277888.24 301628.21 FNMA 2026-09-01 4.50% Government Agency Debt 348901.38 369694.58 FNMA 2041-10-01 5.00% Government Agency Debt 361683.57 391976.90 FNMA 2026-10-01 4.50% Government Agency Debt 318589.49 338940.26 FNMA 2036-10-01 4.50% Government Agency Debt 352527.42 375301.83 FNMA 2026-09-01 3.50% Government Agency Debt 345017.43 359948.97 FNMA 2031-10-01 4.00% Government Agency Debt 358881.97 377723.02 FNMA 2026-10-01 3.50% Government Agency Debt 359059.90 376324.09 FNMA 2026-12-01 3.50% Government Agency Debt 337384.89 357202.40 FNMA 2026-12-01 3.50% Government Agency Debt 324953.39 342923.66 FNMA 2041-10-01 5.00% Government Agency Debt 333648.11 361687.83 FNMA 2041-09-01 5.00% Government Agency Debt 315585.35 328698.91 FNMA 2041-10-01 4.00% Government Agency Debt 311113.22 329596.71 FNMA 2026-10-01 4.50% Government Agency Debt 312996.13 337729.32 FNMA 2036-11-01 4.50% Government Agency Debt 331450.93 353287.33 FNMA 2041-10-01 4.00% Government Agency Debt 284803.41 299414.04 FNMA 2041-10-01 4.50% Government Agency Debt 277642.64 295810.79 FNMA 2041-09-01 4.50% Government Agency Debt 357332.52 382619.34 FNMA 2041-11-01 5.00% Government Agency Debt 310483.21 336848.23 FNMA 2026-10-01 4.00% Government Agency Debt 338745.08 355499.19 FNMA 2041-11-01 5.00% Government Agency Debt 334826.19 362980.88 FNMA 2026-10-01 3.00% Government Agency Debt 292777.05 301488.21 FNMA 2041-10-01 4.00% Government Agency Debt 305345.87 323715.92 FNMA 2041-10-01 4.50% Government Agency Debt 277896.61 297543.88 FNMA 2036-10-01 3.50% Government Agency Debt 318839.78 327684.85 FNMA 2041-10-01 4.00% Government Agency Debt 319848.05 339934.29 FNMA 2041-10-01 4.50% Government Agency Debt 341093.62 366369.76 FNMA 2041-10-01 4.50% Government Agency Debt 309717.10 329961.19 FNMA 2026-10-01 3.50% Government Agency Debt 304797.56 319475.36 FNMA 2026-11-01 4.50% Government Agency Debt 305983.02 331758.07 FNMA 2041-11-01 4.00% Government Agency Debt 277994.56 293168.09 FNMA 2041-11-01 4.50% Government Agency Debt 352891.90 376318.21 FNMA 2041-10-01 5.00% Government Agency Debt 319637.39 346106.15 FNMA 2026-11-01 3.50% Government Agency Debt 312801.47 329564.93 FNMA 2041-11-01 4.00% Government Agency Debt 279766.48 295552.60 FNMA 2041-12-01 4.50% Government Agency Debt 329955.87 359683.85 FNMA 2041-12-01 4.50% Government Agency Debt 329303.21 358149.11 FNMA 2041-12-01 4.50% Government Agency Debt 301281.77 324377.83 FNMA 2041-11-01 4.50% Government Agency Debt 280750.88 299364.54 FNMA 2041-11-01 5.00% Government Agency Debt 293804.27 318859.95 FNMA 2041-12-01 5.00% Government Agency Debt 309917.91 342182.99 FNMA 2041-12-01 5.00% Government Agency Debt 347140.54 381002.70 FNMA 2041-12-01 5.00% Government Agency Debt 312120.75 341786.56 FNMA 2041-12-01 5.00% Government Agency Debt 309958.27 336803.27 FNMA 2041-11-01 5.00% Government Agency Debt 326334.26 354171.57 FNMA 2026-11-01 4.00% Government Agency Debt 351285.60 374437.53 FNMA 2026-11-01 4.00% Government Agency Debt 300541.75 319311.31 FNMA 2041-12-01 5.00% Government Agency Debt 349927.87 380234.56 FNMA 2041-11-01 4.50% Government Agency Debt 318635.02 341546.21 FNMA 2041-11-01 4.50% Government Agency Debt 330876.53 353022.86 FNMA 2041-11-01 4.50% Government Agency Debt 283111.47 302057.74 FNMA 2041-11-01 5.00% Government Agency Debt 353414.37 383585.96 FNMA 2026-12-01 3.00% Government Agency Debt 322236.20 332419.87 FNMA 2041-11-01 4.50% Government Agency Debt 352651.21 378480.07 FNMA 2041-11-01 4.50% Government Agency Debt 293761.20 313414.01 FNMA 2026-12-01 3.50% Government Agency Debt 254713.50 267127.88 FNMA 2041-12-01 3.50% Government Agency Debt 281535.94 291265.34 FNMA 2041-12-01 5.00% Government Agency Debt 287819.12 315894.72 FNMA 2026-11-01 3.50% Government Agency Debt 314105.80 331560.88 FNMA 2026-11-01 3.50% Government Agency Debt 323642.17 340127.17 FNMA 2026-11-01 3.50% Government Agency Debt 339648.02 358113.77 FNMA 2041-11-01 4.50% Government Agency Debt 291648.43 314213.18 FNMA 2041-11-01 4.00% Government Agency Debt 290219.58 307115.93 FNMA 2041-11-01 4.50% Government Agency Debt 286109.71 306844.27 FNMA 2041-11-01 4.50% Government Agency Debt 321585.02 343103.13 FNMA 2026-12-01 4.50% Government Agency Debt 295695.06 319566.12 FNMA 2041-11-01 4.00% Government Agency Debt 328732.75 347392.67 FNMA 2026-12-01 3.50% Government Agency Debt 358066.64 379098.97 FNMA 2041-12-01 4.00% Government Agency Debt 364435.95 388400.36 FNMA 2041-12-01 4.00% Government Agency Debt 323274.75 342006.91 FNMA 2041-11-01 4.50% Government Agency Debt 290635.73 309943.31 FNMA 2041-12-01 3.50% Government Agency Debt 281917.39 291082.14 FNMA 2041-12-01 5.00% Government Agency Debt 320217.94 347898.40 FNMA 2041-12-01 5.50% Government Agency Debt 292869.58 320990.32 FNMA 2041-12-01 4.50% Government Agency Debt 366151.76 394220.71 FNMA 2041-12-01 5.00% Government Agency Debt 324514.60 355358.39 FNMA 2041-12-01 5.00% Government Agency Debt 329368.67 359335.75 FNMA 2041-12-01 5.00% Government Agency Debt 298050.97 323864.69 FNMA 2042-01-01 3.50% Government Agency Debt 304753.75 314428.40 FNMA 2042-01-01 4.50% Government Agency Debt 330389.25 352929.00 FNMA 2042-01-01 4.00% Government Agency Debt 314582.25 333302.25 FNMA 2041-12-01 4.50% Government Agency Debt 293306.66 315791.35 FNMA 2041-12-01 5.00% Government Agency Debt 326890.45 362556.96 FNMA 2021-11-01 2.50% Government Agency Debt 291040.81 301977.54 FNMA 2041-12-01 4.00% Government Agency Debt 298020.95 316471.47 FNMA 2041-11-01 5.00% Government Agency Debt 285327.60 310039.37 FNMA 2026-12-01 4.00% Government Agency Debt 366386.05 394503.40 FNMA 2026-12-01 4.00% Government Agency Debt 317517.24 340892.05 FNMA 2026-12-01 4.00% Government Agency Debt 317530.53 340906.32 FNMA 2041-11-01 4.00% Government Agency Debt 312415.09 330112.04 FNMA 2041-12-01 5.00% Government Agency Debt 291041.55 317521.50 FNMA 2026-12-01 4.00% Government Agency Debt 333773.13 356049.95 FNMA 2026-12-01 4.00% Government Agency Debt 339193.48 365224.00 FNMA 2026-12-01 4.50% Government Agency Debt 298937.67 324381.45 FNMA 2041-11-01 4.00% Government Agency Debt 285248.11 303292.22 FNMA 2041-12-01 5.00% Government Agency Debt 354911.64 385649.97 FNMA 2041-12-01 4.50% Government Agency Debt 284674.45 306497.40 FNMA 2042-01-01 4.50% Government Agency Debt 287719.20 310404.94 FNMA 2026-12-01 4.50% Government Agency Debt 367982.75 397233.32 FNMA 2026-12-01 3.50% Government Agency Debt 302573.80 319306.45 FNMA 2042-01-01 5.00% Government Agency Debt 331471.84 360180.09 FNMA 2041-04-01 5.00% Government Agency Debt 319930.00 346001.30 FNMA 2039-06-01 6.00% Government Agency Debt 350793.89 150427.96 FNMA 2026-02-01 3.50% Government Agency Debt 302167.98 274015.53 FNMA 2026-04-01 4.00% Government Agency Debt 282326.41 270874.70 FNMA 2031-05-01 4.50% Government Agency Debt 329662.76 325057.03 FNMA 2026-08-01 4.50% Government Agency Debt 311651.20 325950.45 FNMA 2041-09-01 4.00% Government Agency Debt 356845.00 357711.99 FNMA 2026-12-01 3.50% Government Agency Debt 322305.11 338013.81 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 80000000.00 80000000.00 0.0446 N/A N 80000000.00 80000000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.07 01/03/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2041-11-01 4.00% Government Agency Debt 13527382.47 14187338.56 FNMA 2042-01-01 3.50% Government Agency Debt 13746330.82 14182714.20 FNMA 2024-11-01 4.00% Government Agency Debt 21545372.83 13154104.56 FNMA 2037-11-01 5.50% Government Agency Debt 24412130.54 14246412.01 FNMA 2040-05-01 5.00% Government Agency Debt 14292210.31 11695351.38 FNMA 2041-01-01 4.50% Government Agency Debt 13450711.32 14113679.43 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 80000000.00 80000000.00 0.0446 N/A N 80000000.00 80000000.00 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.08 01/03/2012 TRIPARTY2 Government Agency Repurchase Agreement Y US Treasury 2021-11-15 2.00% Treasury Debt 16334583.75 16525576.32 First Tier Security N/A N/A 2012-01-03 2012-01-03 N N N 16200000.00 16200000.00 0.0090 N/A N 16200000.00 16200000.00 GOLDMAN, SACHS & CO. 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