0000928816-12-001065.txt : 20120829 0000928816-12-001065.hdr.sgml : 20120829 20120709102947 ACCESSION NUMBER: 0000928816-12-001065 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120629 FILED AS OF DATE: 20120709 DATE AS OF CHANGE: 20120709 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: 12952186 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 2012-06-29 0000081248 S000006251 6 N N N N 2-55091 Putnam Investment Management, LLC 801-7974 Putnam Investment Limited 801-61441 PricewaterhouseCoopers, LLP Boston MA None Putnam Investor Services, Inc. 0001448300 84-06331 N N N Prime 49 74 1622041857.04 40810674.10 50050855.54 1612801675.60 0.0027 0.9981 2012-06-29 0.9981 2012-06-29 C000017192 500.00 1487819760.55 1.00 -12919418.18 70144516.98 83063935.16 0.0001 0.9981 2012-06-29 0.9981 2012-06-29 C000017193 500.00 18758844.57 1.00 -585844.16 727835.91 1313680.07 0.0001 0.9980 2012-06-29 0.9980 2012-06-29 C000017194 500.00 29988348.42 1.00 4386318.15 6529735.46 2143417.31 0.0001 0.9981 2012-06-29 0.9981 2012-06-29 C000017195 500.00 28705400.13 1.00 1798707.29 3781290.49 1982583.20 0.0001 0.9981 2012-06-29 0.9981 2012-06-29 C000017196 500.00 20494188.91 1.00 158544.80 1064056.70 905511.90 0.0001 0.9981 2012-06-29 0.9981 2012-06-29 C000017191 500.00 27035133.02 1.00 82801.33 471999.07 389197.74 0.0001 0.9981 2012-06-29 0.9981 2012-06-29 ALPINE SECURITIZATION CORP ALPINE SECURITIZATION CORP 02086LGK6 DCP 07/19/2012 02086LGK6 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 8500000.00 8499065.00 0.0053 N/A N 8499055.65 8499055.65 AMERICAN UNIVERSITY AMERICAN UNIVERSITY 03035PJD0 DCP 09/13/2012 03035PJD0 Other Commercial Paper First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 3500000.00 3498776.94 0.0022 N/A N 3498705.00 3498705.00 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA & NEW ZEALAND BANKI 05253AH86 DCP 08/08/2012 05253AH86 Financial Company Commercial Paper First Tier Security N/A N/A 2012-08-08 2012-08-08 N N N 9800000.00 9796379.44 0.0061 N/A N 9798334.00 9798334.00 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA & NEW ZEALAND BANKI 00.6476 01/10/2013 05253MAS3 Financial Company Commercial Paper First Tier Security N/A N/A 2012-07-10 2013-01-10 N N N 10400000.00 10400000.00 0.0064 N/A N 10400218.50 10400218.50 BANK OF MONTREAL/CHICAGO IL BANK OF MONTREAL CHICAGO 00.4638 06/21/2013 06366VTQ9 Certificate of Deposit First Tier Security N/A N/A 2012-07-23 2013-06-21 N N N 9250000.00 9250000.00 0.0057 N/A N 9247354.50 9247354.50 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA HOUS 00.3253 07/26/2012 06417EXR9 Certificate of Deposit First Tier Security N/A N/A 2012-07-26 2012-07-26 N N N 9000000.00 9000000.00 0.0056 N/A N 9000135.09 9000135.09 BRYANT PARK FUNDING LLC BRYANT PARK FUNDING LLC 11765JG95 DCP 07/09/2012 11765JG95 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-07-09 2012-07-09 N N N 14400000.00 14399360.00 0.0089 N/A N 14399120.10 14399120.10 BRYANT PARK FUNDING LLC BRYANT PARK FUNDING LLC 11765JGP9 DCP 07/23/2012 11765JGP9 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-07-23 2012-07-23 N N N 2000000.00 1999755.55 0.0012 N/A N 1999706.60 1999706.60 CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY CANADIAN IMP BK COMM NY 00.4308 10/15/2012 13606YBL9 Certificate of Deposit First Tier Security N/A N/A 2012-07-13 2012-10-15 N N N 8500000.00 8500000.00 0.0053 N/A N 8500093.59 8500093.59 CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY CANADIAN IMP BK COMM NY 00.4859 04/26/2013 13606YFZ4 Certificate of Deposit First Tier Security N/A N/A 2012-07-26 2013-04-26 N N N 15000000.00 15000000.00 0.0093 N/A N 14996445.00 14996445.00 CATHOLIC HEALTH INITIATIVES CATHOLIC HEALTH INITIATIVES 00.2000 09/06/2012 1491M0MG7 Other Commercial Paper First Tier Security N/A N/A 2012-09-06 2012-09-06 N N N 5000000.00 5000000.00 0.0031 N/A N 4998409.50 4998409.50 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 15963THL6 DCP 08/20/2012 15963THL6 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-08-20 2012-08-20 N N N 11450000.00 11446978.48 0.0071 N/A N 11448015.70 11448015.70 CITIGROUP FUNDING INC CITIGROUP FUNDING INC 02.2500 12/10/2012 17313YAJ0 Other Note First Tier Security N/A N/A 2012-12-10 2012-12-10 N Y FEDERAL DEPOSIT INSURANCE CORP N/A N/A N 28776000.00 29036855.34 0.0180 N/A N 29034149.50 29034149.50 CITIGROUP FUNDING INC CITIGROUP FUNDING INC 01.8750 10/22/2012 17313YAL5 Other Note First Tier Security N/A N/A 2012-10-22 2012-10-22 N Y FEDERAL DEPOSIT INSURANCE CORP N/A N/A N 15325000.00 15406297.83 0.0096 N/A N 15400291.70 15400291.70 COFCO CAPITAL CORP COFCO CAPITAL CORP 1921E0GH7 DCP 07/17/2012 1921E0GH7 Other Commercial Paper First Tier Security N/A N/A 2012-07-17 2012-07-17 N N N 16100000.00 16097209.33 0.0100 N/A N 16098470.50 16098470.50 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALI 00.0000 10/18/2012 20272ABM7 Financial Company Commercial Paper First Tier Security N/A N/A 2012-10-18 2012-10-18 N N N 3100000.00 3099969.23 0.0019 N/A N 3100068.23 3100068.23 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALI 00.3438 12/20/2012 20272ACW4 Financial Company Commercial Paper First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 13500000.00 13500000.00 0.0084 N/A N 13492815.80 13492815.80 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BK AUST P/P 144A 01.0179 03/19/2013 2027A0EN5 Other Note First Tier Security N/A N/A 2012-09-19 2013-03-19 N N N 7850000.00 7876122.84 0.0049 N/A N 7875551.75 7875551.75 CONNECTICUT STATE HEALTH & EDUCATIONAL FACILITY AUTHORITY CONNECTICUT STATE HEALTH & ED 00.1500 08/01/2012 20774NKG5 Other Commercial Paper First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 23390000.00 23390000.00 0.0145 N/A N 23389532.20 23389532.20 DNB BANK ASA DNB BANK ASA 2332K0HW5 DCP 08/30/2012 2332K0HW5 Financial Company Commercial Paper First Tier Security N/A N/A 2012-08-30 2012-08-30 N N N 10000000.00 9994000.00 0.0062 N/A N 9996739.00 9996739.00 DNB BANK ASA/NEW YORK DNB BANK ASA/NEW YORK 00.2600 08/20/2012 23330LDY9 Certificate of Deposit First Tier Security N/A N/A 2012-08-20 2012-08-20 N N N 15000000.00 15000000.00 0.0093 N/A N 15001948.60 15001948.60 DUKE UNIVERSITY DUKE UNIVERSITY 00.1600 09/13/2012 26441TJD1 Other Commercial Paper First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 19000000.00 18993751.15 0.0118 N/A N 18985400.40 18985400.40 FAIRWAY FINANCE LLC FAIRWAY FINANCE LLC 30601VJE2 DCP 09/14/2012 30601VJE2 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 5000000.00 4997916.67 0.0031 N/A N 4996791.50 4996791.50 FAIRWAY FINANCE LLC FAIRWAY FINANCE LLC 30601VK26 DCP 10/02/2012 30601VK26 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-10-02 2012-10-02 N N N 8803000.00 8797996.97 0.0055 N/A N 8795171.49 8795171.49 FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 313312N48 GDC 11/05/2012 313312N48 Government Agency Debt First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 4625000.00 4622715.76 0.0029 N/A N 4623219.38 4623219.38 FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANK 00.2400 01/14/2013 31331K2V1 Government Agency Debt First Tier Security N/A N/A 2012-06-30 2013-01-14 N N N 24300000.00 24300000.00 0.0151 N/A N 24304787.10 24304787.10 FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384A66 GDC 08/03/2012 313384A66 Government Agency Debt First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 6500000.00 6499314.79 0.0040 N/A N 6499714.00 6499714.00 FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384S26 GDC 12/05/2012 313384S26 Government Agency Debt First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 28400000.00 28381421.67 0.0176 N/A N 28384010.80 28384010.80 FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 313396L76 GDC 10/23/2012 313396L76 Government Agency Debt First Tier Security N/A N/A 2012-10-23 2012-10-23 N N N 20000000.00 19989233.33 0.0124 N/A N 19994360.00 19994360.00 FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 313396T60 GDC 12/17/2012 313396T60 Government Agency Debt First Tier Security N/A N/A 2012-12-17 2012-12-17 N N N 4000000.00 3996939.23 0.0025 N/A N 3997576.00 3997576.00 FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 313396U50 GDC 12/24/2012 313396U50 Government Agency Debt First Tier Security N/A N/A 2012-12-24 2012-12-24 N N N 12288000.00 12277907.45 0.0076 N/A N 12280233.90 12280233.90 FNMA FNMA 313588K79 GDC 10/15/2012 313588K79 Government Agency Debt First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 4050000.00 4048330.50 0.0025 N/A N 4048938.90 4048938.90 FNMA FNMA 313588S97 GDC 12/12/2012 313588S97 Government Agency Debt First Tier Security N/A N/A 2012-12-12 2012-12-12 N N N 4050000.00 4047048.00 0.0025 N/A N 4047618.60 4047618.60 FNMA FNMA 313588T96 GDC 12/20/2012 313588T96 Government Agency Debt First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 6500000.00 6494720.55 0.0040 N/A N 6495989.50 6495989.50 GEMINI SECURITIZATION CORP LLC GEMINI SECURITIZATION CORP LL 3686M0G28 DCP 07/02/2012 3686M0G28 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 15000000.00 14999916.67 0.0093 N/A N 14999725.50 14999725.50 GENERAL ELECTRIC CAPITAL CORP GENERAL ELECTRIC CAPITAL CORP 36959HHU4 DCP 08/28/2012 36959HHU4 Other Commercial Paper First Tier Security N/A N/A 2012-08-28 2012-08-28 N N N 3000000.00 2999033.33 0.0019 N/A N 2999400.00 2999400.00 GENERAL ELECTRIC CAPITAL CORP GENERAL ELECTRIC CAPITAL CORP 36959HJL2 DCP 09/20/2012 36959HJL2 Other Commercial Paper First Tier Security N/A N/A 2012-09-20 2012-09-20 N N N 9000000.00 8995342.50 0.0056 N/A N 8996389.20 8996389.20 GENERAL ELECTRIC CAPITAL CORP GENERAL ELEC CAP CORP 02.1250 12/21/2012 36967HAV9 Other Note First Tier Security N/A N/A 2012-12-21 2012-12-21 N Y FEDERAL DEPOSIT INSURANCE CORP N/A N/A N 8439000.00 8516245.72 0.0053 N/A N 8511744.18 8511744.18 GOTHAM FUNDING CORP GOTHAM FUNDING CORP 38346LHX7 DCP 08/31/2012 38346LHX7 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-08-31 2012-08-31 N N N 8350000.00 8346321.36 0.0052 N/A N 8345806.63 8345806.63 HSBC USA INC HSBC BANK USA NA 40427RGS4 DCP 07/26/2012 40427RGS4 Financial Company Commercial Paper First Tier Security N/A N/A 2012-07-26 2012-07-26 N N N 7000000.00 6998541.67 0.0043 N/A N 6999037.50 6999037.50 HSBC BANK USA NA HSBC BANK USA NA 40427RLM1 DCP 11/21/2012 40427RLM1 Financial Company Commercial Paper First Tier Security N/A N/A 2012-11-21 2012-11-21 N N N 9200000.00 9187574.88 0.0057 N/A N 9186796.16 9186796.16 HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP HARRIS HLTH-VAR-B1-TX 00.1800 10/01/2029 414152SX7 Variable Rate Demand Note First Tier Security N/A N/A 2012-07-06 2012-07-06 Y TEXAS CHILDRENS HOSPITAL N/A N/A Y TEXAS CHILDRENS HOSPITAL N/A N/A Y Stand-by Purchase Agreement JP MORGAN CHASE BANK NA N/A N/A 3795000.00 3795000.00 0.0024 N/A N 3795000.00 3795000.00 HIGHLANDS COUNTY HEALTH FACILITIES AUTHORITY HIGHLANDS HLTH-VAR-H 00.1400 11/15/2035 431022QW5 Variable Rate Demand Note First Tier Security N/A N/A 2012-07-06 2012-07-06 Y ADVENTIST HEALTH SYSTEM/SUNBELT CORP N/A N/A Y US BANCORP N/A N/A N 11750000.00 11750000.00 0.0073 N/A N 11750000.00 11750000.00 HSBC BANK PLC HSBC BANK PLC P/P 144A 00.8657 01/18/2013 44328MAG9 Other Note First Tier Security N/A N/A 2012-07-18 2013-01-18 N N N 8650000.00 8662348.47 0.0054 N/A N 8661054.70 8661054.70 JPMORGAN CHASE & CO JPMORGAN CHASE & CO 01.1169 02/26/2013 46623EJA8 Other Note First Tier Security N/A N/A 2012-08-28 2013-02-26 N N N 7000000.00 7030279.07 0.0044 N/A N 7023443.00 7023443.00 JOHNS HOPKINS UNIVERSITY JOHNS HOPKINS UNIVERSITY 00.1900 08/09/2012 47803LJG9 Other Commercial Paper First Tier Security N/A N/A 2012-08-09 2012-08-09 N Y JOHNS HOPKINS UNIVERSITY N/A N/A N 2000000.00 2000000.00 0.0012 N/A N 2000040.02 2000040.02 JOHNS HOPKINS UNIVERSITY JOHNS HOPKINS UNIVERSITY 00.1500 07/12/2012 47803LJH7 Other Commercial Paper First Tier Security N/A N/A 2012-07-12 2012-07-12 N Y JOHNS HOPKINS UNIVERSITY N/A N/A N 5000000.00 5000000.00 0.0031 N/A N 4999850.00 4999850.00 JUPITER SECURITIZATION CO LLC JUPITER SECURITIZATION CO LLC 4820P2GC3 DCP 07/12/2012 4820P2GC3 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-07-12 2012-07-12 N N N 5350000.00 5349705.75 0.0033 N/A N 5349575.21 5349575.21 JUPITER SECURITIZATION CO LLC JUPITER SECURITIZATION CO LLC 4820P2J55 DCP 09/05/2012 4820P2J55 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 11250000.00 11245668.75 0.0070 N/A N 11243646.00 11243646.00 KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY KY ECON-VAR-C-CATHOLI 00.1500 05/01/2034 49126PCJ7 Variable Rate Demand Note First Tier Security N/A N/A 2012-07-06 2012-07-06 Y CATHOLIC HEALTH INITIATIVES N/A N/A Y CATHOLIC HEALTH INITIATIVES N/A N/A N 11000000.00 11000000.00 0.0068 N/A N 11000000.00 11000000.00 LELAND STANFORD JUNIOR UNIVERSITY LELAND STANFORD JUNIOR UNIVER 00.2000 09/14/2012 5255M4JE3 Other Commercial Paper First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 12000000.00 11994999.96 0.0074 N/A N 11994960.00 11994960.00 LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 53127TGS6 DCP 07/26/2012 53127TGS6 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-07-26 2012-07-26 N N N 10300000.00 10298640.97 0.0064 N/A N 10298300.50 10298300.50 LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 53127THM8 DCP 08/21/2012 53127THM8 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-08-21 2012-08-21 N N N 5500000.00 5498363.75 0.0034 N/A N 5497846.20 5497846.20 MANHATTAN ASSET FUNDING CO LLC MANHATTAN ASSET FUNDING CO LL 56274LGJ7 DCP 07/18/2012 56274LGJ7 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 2000000.00 1999773.33 0.0012 N/A N 1999767.80 1999767.80 MANHATTAN ASSET FUNDING CO LLC MANHATTAN ASSET FUNDING CO LL 56274LHL1 DCP 08/20/2012 56274LHL1 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-08-20 2012-08-20 N N N 14105000.00 14098811.46 0.0087 N/A N 14099621.70 14099621.70 JOHNS HOPKINS UNIVERSITY JOHNS HOPKINS UNIVERSITY 00.1800 08/15/2012 57421QLG6 Other Commercial Paper First Tier Security N/A N/A 2012-08-15 2012-08-15 N Y JOHNS HOPKINS UNIVERSITY N/A N/A N 3250000.00 3250000.00 0.0020 N/A N 3250000.03 3250000.03 JOHNS HOPKINS UNIVERSITY JOHNS HOPKINS UNIVERSITY 00.1800 09/19/2012 57421QLM3 Other Commercial Paper First Tier Security N/A N/A 2012-09-19 2012-09-19 N Y JOHNS HOPKINS UNIVERSITY N/A N/A N 12367000.00 12367000.00 0.0077 N/A N 12367000.10 12367000.10 NATIONAL AUSTRALIA BANK LTD/NEW YORK NATIONAL AUSTRALIA BK-NY 00.5457 04/24/2013 63253TNQ7 Certificate of Deposit First Tier Security N/A N/A 2012-07-24 2013-04-24 N N N 8350000.00 8350000.00 0.0052 N/A N 8348705.75 8348705.75 NATIONAL AUSTRALIA BANK LTD NATL AUSTRALIA BANK P/P 144A 02.3500 11/16/2012 6325C0AY7 Other Note First Tier Security N/A N/A 2012-11-16 2012-11-16 N N N 15275000.00 15374995.38 0.0095 N/A N 15361044.00 15361044.00 NATIONAL AUSTRALIA BANK LTD NATL AUSTRALIABK P/P 144A 00.9492 01/08/2013 6325C0BA8 Other Note First Tier Security N/A N/A 2012-07-09 2013-01-08 N N N 1109000.00 1110992.17 0.0007 N/A N 1110274.24 1110274.24 NORDEA BANK FINLAND PLC/NEW YORK NORDEA BANK FINLAND NY 00.8679 09/13/2012 65556Q7E7 Certificate of Deposit First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 17150000.00 17146600.63 0.0106 N/A N 17146707.20 17146707.20 NORDEA NORTH AMERICA INC/DE NORDEA NORTH AMERICA INC/DE 6555P0MS5 DCP 12/26/2012 6555P0MS5 Financial Company Commercial Paper First Tier Security N/A N/A 2012-12-26 2012-12-26 N N N 8000000.00 7984266.64 0.0050 N/A N 7983200.00 7983200.00 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 67983TJJ6 DCP 09/18/2012 67983TJJ6 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-09-18 2012-09-18 N N N 7600000.00 7596164.11 0.0047 N/A N 7597623.48 7597623.48 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 67983TKV7 DCP 10/29/2012 67983TKV7 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-10-29 2012-10-29 N N N 8500000.00 8492916.69 0.0053 N/A N 8493000.25 8493000.25 RBS HOLDINGS USA INC RBS HOLDINGS USA INC 74927JG56 DCP 07/05/2012 74927JG56 Financial Company Commercial Paper First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 8000000.00 7999813.33 0.0050 N/A N 7999786.40 7999786.40 ROYAL BANK OF CANADA ROYAL BANK OF CANADA P/P 144A 00.7218 07/15/2013 78008FAM6 Other Note First Tier Security N/A N/A 2012-07-16 2013-07-15 N N N 29425000.00 29427187.98 0.0182 N/A N 29457926.50 29457926.50 COUNTY OF ST JOSEPH IN COUNTY OF ST JOSEPH IN 00.1800 08/01/2012 79061QH13 Other Commercial Paper First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 9500000.00 9498527.50 0.0059 N/A N 9498480.00 9498480.00 STANDARD CHARTERED BANK/NEW YORK STANDARD CHARTERED BANK/NEW Y 85324TG91 DCP 07/09/2012 85324TG91 Financial Company Commercial Paper First Tier Security N/A N/A 2012-07-09 2012-07-09 N N N 7900000.00 7899122.22 0.0049 N/A N 7899616.06 7899616.06 STANDARD CHARTERED BANK/NEW YORK STANDARD CHARTERED BANK/NEW Y 85324THL3 DCP 08/20/2012 85324THL3 Financial Company Commercial Paper First Tier Security N/A N/A 2012-08-20 2012-08-20 N N N 8000000.00 7994111.11 0.0050 N/A N 7996371.20 7996371.20 STANDARD CHARTERED BANK/NEW YORK STANDARD CHARTERED BANK/NEW Y 00.0000 09/10/2012 85325BLG7 Certificate of Deposit First Tier Security N/A N/A 2012-09-10 2012-09-10 N N N 9200000.00 9200000.00 0.0057 N/A N 9206605.69 9206605.69 STATE STREET CORP STATE STREET CORP 85747JG50 DCP 07/05/2012 85747JG50 Financial Company Commercial Paper First Tier Security N/A N/A 2012-07-05 2012-07-05 N N N 10000000.00 9999733.33 0.0062 N/A N 9999750.00 9999750.00 STATE STREET CORP STATE STREET CORP 85747JGK7 DCP 07/19/2012 85747JGK7 Financial Company Commercial Paper First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 7000000.00 6999195.00 0.0043 N/A N 6999344.10 6999344.10 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257EKV9 DCP 08/07/2012 86257EKV9 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-08-07 2012-08-07 N N N 4000000.00 3999260.00 0.0025 N/A N 3999289.20 3999289.20 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257EKX5 DCP 08/14/2012 86257EKX5 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-08-14 2012-08-14 N N N 1500000.00 1499670.00 0.0009 N/A N 1499653.65 1499653.65 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257FGG4 DCP 07/16/2012 86257FGG4 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-07-16 2012-07-16 N N N 8000000.00 7999400.00 0.0050 N/A N 7999572.00 7999572.00 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257K4M3 DCP 07/24/2012 86257K4M3 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-07-24 2012-07-24 N N N 17000000.00 16998045.00 0.0105 N/A N 16998478.50 16998478.50 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257YFQ2 DCP 09/10/2012 86257YFQ2 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-09-10 2012-09-10 N N N 18150000.00 18143556.75 0.0112 N/A N 18143019.50 18143019.50 SVENSKA HANDELSBANKEN/NEW YORK NY SVENSKA HNDLSBK 86959JCC0 Other Note First Tier Security N/A N/A 2012-09-08 2013-01-07 N N N 23500000.00 23500000.00 0.0146 N/A Y 23497673.50 23497673.50 SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKE P/P 144A 01.4679 09/14/2012 86959LAC7 Other Note First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 2000000.00 2003712.50 0.0012 N/A N 2002286.00 2002286.00 THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 88602TGG2 DCP 07/16/2012 88602TGG2 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-07-16 2012-07-16 N N N 7700000.00 7699390.42 0.0048 N/A N 7699176.10 7699176.10 THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 88602TJE4 DCP 09/14/2012 88602TJE4 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 8500000.00 8496104.16 0.0053 N/A N 8495345.40 8495345.40 TORONTO-DOMINION BANK/NY TORONTO DOMINION BANK NY 00.4857 10/19/2012 89112XBQ7 Certificate of Deposit First Tier Security N/A N/A 2012-07-19 2012-10-19 N N N 13400000.00 13400000.00 0.0083 N/A N 13399624.80 13399624.80 TORONTO-DOMINION BANK/NY TORONTO DOMINION BANK NY 00.3138 09/20/2012 89112Y6Z1 Certificate of Deposit First Tier Security N/A N/A 2012-07-20 2012-09-20 N N N 8370000.00 8370412.23 0.0052 N/A N 8369983.26 8369983.26 TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK USD 00.9159 11/01/2013 89114QAF5 Other Note First Tier Security N/A N/A 2012-08-01 2013-11-01 N N N 2500000.00 2514935.05 0.0016 N/A N 2512682.50 2512682.50 TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 89232CGK6 DCP 07/19/2012 89232CGK6 Other Commercial Paper First Tier Security N/A N/A 2012-07-19 2012-07-19 N N N 8000000.00 7999200.00 0.0050 N/A N 7999600.00 7999600.00 TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 89232CHH2 DCP 08/17/2012 89232CHH2 Other Commercial Paper First Tier Security N/A N/A 2012-08-17 2012-08-17 N N N 8000000.00 7997911.11 0.0050 N/A N 7999020.00 7999020.00 TRINITY HEALTH TRINITY HEALTH 00.1700 08/08/2012 89651JH89 Other Commercial Paper First Tier Security N/A N/A 2012-08-08 2012-08-08 N N N 17200000.00 17196913.55 0.0107 N/A N 17195165.00 17195165.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 10/18/2012 9127955G2 Treasury Debt First Tier Security N/A N/A 2012-10-18 2012-10-18 N N N 35000000.00 34984406.94 0.0217 N/A N 34988975.00 34988975.00 UNITED STATES OF AMERICA US TREASURY N/B 01.5000 07/15/2012 912828LB4 Treasury Debt First Tier Security N/A N/A 2012-07-15 2012-07-15 N N N 25000000.00 25013481.51 0.0155 N/A N 25011725.00 25011725.00 UNITED STATES OF AMERICA US TREASURY N/B 01.3750 10/15/2012 912828LR9 Treasury Debt First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 33300000.00 33416823.08 0.0207 N/A N 33417082.80 33417082.80 UNITED STATES OF AMERICA US TREASURY N/B 00.6250 07/31/2012 912828NQ9 Treasury Debt First Tier Security N/A N/A 2012-07-31 2012-07-31 N N N 19500000.00 19508393.74 0.0121 N/A N 19507624.50 19507624.50 UNITED STATES OF AMERICA US TREASURY N/B 00.6250 01/31/2013 912828PR5 Treasury Debt First Tier Security N/A N/A 2013-01-31 2013-01-31 N N N 18000000.00 18044841.23 0.0112 N/A N 18045702.00 18045702.00 UNITED STATES OF AMERICA US TREASURY N/B 00.5000 11/30/2012 912828PV6 Treasury Debt First Tier Security N/A N/A 2012-11-30 2012-11-30 N N N 20000000.00 20028414.10 0.0124 N/A N 20026560.00 20026560.00 UNIVERSITY OF TEXAS UNIVERSITY OF TEXAS 00.1600 08/16/2012 91513VGS3 Other Commercial Paper First Tier Security N/A N/A 2012-08-16 2012-08-16 N N N 4000000.00 4000000.00 0.0025 N/A N 4000000.04 4000000.04 UNIVERSITY OF VIRGINIA UNIVERSITY OF VIRGINIA 00.1700 08/08/2012 91521MNJ5 Other Commercial Paper First Tier Security N/A N/A 2012-08-08 2012-08-08 N N N 7400000.00 7400000.00 0.0046 N/A N 7400000.07 7400000.07 VARIABLE FUNDING CAPITAL CO LLC VARIABLE FUNDING CAPITAL CO L 92217LGJ2 DCP 07/18/2012 92217LGJ2 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-07-18 2012-07-18 N N N 15000000.00 14998866.67 0.0093 N/A N 14998495.50 14998495.50 VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 92646KJE3 DCP 09/14/2012 92646KJE3 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 16000000.00 15990666.66 0.0099 N/A N 15989049.60 15989049.60 COUNTY OF WAKE NC WAKE CNTY VAR-SCH-B 00.1500 03/01/2024 930863F34 Variable Rate Demand Note First Tier Security N/A N/A 2012-07-06 2012-07-06 Y COUNTY OF WAKE NC N/A N/A Y COUNTY OF WAKE NC N/A N/A Y Stand-by Purchase Agreement WELLS FARGO BANK N.A. N/A N/A 1500000.00 1500000.00 0.0009 N/A N 1500000.00 1500000.00 WELLS FARGO & CO WELLS FARGO & COMPANY 05.2500 10/23/2012 949746NW7 Other Note First Tier Security N/A N/A 2012-10-23 2012-10-23 N N N 9400000.00 9542969.30 0.0059 N/A N 9535040.40 9535040.40 WESTPAC BANKING CORP/NY WESTPAC BANKING CORP/NY 9612C0LE7 DCP 11/14/2012 9612C0LE7 Financial Company Commercial Paper First Tier Security N/A N/A 2012-11-14 2012-11-14 N N N 15000000.00 14981300.00 0.0093 N/A N 14978955.00 14978955.00 WESTPAC BANKING CORP WESTPAC BANKING CORP P/P 144A 00.8879 06/14/2013 9612E0CG0 Other Note First Tier Security N/A N/A 2012-09-14 2013-06-14 N N N 10000000.00 10032374.26 0.0062 N/A N 10018500.00 10018500.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.18 07/03/2012 TRIPARTY1 Government Agency Repurchase Agreement Y FMAC 2040-09-01 3.93% Government Agency Debt 2771614.59 1722489.23 FMAC 2041-09-01 3.27% Government Agency Debt 2145804.03 1710791.98 FMAC 2040-05-01 5.00% Government Agency Debt 2064768.98 1744482.89 FMAC 2042-05-01 4.00% Government Agency Debt 1609103.53 1712629.91 FMAC 2042-05-01 4.00% Government Agency Debt 1646465.23 1738564.08 FMAC 2023-12-01 5.50% Government Agency Debt 9482689.86 1733375.71 FNMA 2021-01-01 4.05% Government Agency Debt 668105.83 754972.28 FNMA 2026-02-01 3.50% Government Agency Debt 1893151.82 1733719.73 FNMA 2026-07-01 3.50% Government Agency Debt 2145214.52 1742473.59 FNMA 2041-11-01 4.50% Government Agency Debt 1627807.87 1746666.94 FNMA 2034-09-01 5.00% Government Agency Debt 6347618.76 1709656.21 FNMA 2037-01-01 2.92% Government Agency Debt 5171471.76 1686958.50 FNMA 2026-10-01 4.00% Government Agency Debt 1751286.63 1688478.27 FNMA 2041-10-01 4.00% Government Agency Debt 1693591.09 1690902.41 FNMA 2042-03-01 3.50% Government Agency Debt 382552.89 401496.70 FNMA 2030-11-01 4.00% Government Agency Debt 2215470.30 1727664.86 FNMA 2021-04-01 3.50% Government Agency Debt 2145214.52 1721623.76 FNMA 2025-09-01 4.00% Government Agency Debt 2634323.43 1711764.30 FNMA 2040-09-01 4.00% Government Agency Debt 1797827.49 1701678.06 FNMA 2040-10-01 4.00% Government Agency Debt 1410330.10 1488434.49 GNMA 2042-06-20 3.00% Government Agency Debt 1251135.98 1322079.56 First Tier Security N/A N/A 2012-07-03 2012-07-03 N N N 32500000.00 32500000.00 0.0202 N/A N 32500000.00 32500000.00 J.P. MORGAN SECURITIES REPO TRIPA CORPO 0.28 07/23/2012 TRIPARTY1 Other Repurchase Agreement N ENTERGY CORP NEW 2020-09-15 5.13% Other Note 906273.15 959564.91 NEXEN INC 2019-07-30 6.20% Other Note 3904120.37 4639816.87 WYNDHAM WORLDWIDE CORPORATION 2020-03-01 7.38% Other Note 2544143.52 3104523.61 WYNDHAM WORLDWIDE CORPORATION 2022-03-01 4.25% Other Note 4051120.37 4159618.59 First Tier Security N/A N/A 2012-07-23 2012-07-23 N N N 12250000.00 12250000.00 0.0076 N/A Y 12250071.10 12250071.10 US BANK NA/CAYMAN ISLANDS US BANK NA/CAYMAN ISLANDS 99484U9O0 TD 07/02/2012 99484U9O0 Other Instrument Time Deposit First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 16000000.00 16000000.00 0.0099 N/A N 16000000.00 16000000.00 UBS SECURITIES LLC - CNTRPTY REPO TRIPA MORTG 0.2 07/02/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2026-09-01 4.00% Government Agency Debt 40642573.23 43238788.67 FNMA 2042-05-01 4.00% Government Agency Debt 49145895.52 53289932.04 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 94636000.00 94636000.00 0.0587 N/A N 94636000.00 94636000.00 MORGAN (J.P.) SECURITIES INC. REPO TRIPA MORTG 0.2 07/02/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2013-01-01 7.00% Government Agency Debt 368111.60 494.99 FNMA 2015-03-01 7.00% Government Agency Debt 337289.13 1749.29 FNMA 2025-12-01 4.00% Government Agency Debt 340659.97 280135.97 FNMA 2026-03-01 4.00% Government Agency Debt 347086.61 327219.29 FNMA 2041-04-01 6.00% Government Agency Debt 355432.64 385752.86 FNMA 2041-06-01 4.50% Government Agency Debt 347494.51 370188.13 FNMA 2026-10-01 4.00% Government Agency Debt 363276.87 369470.62 FNMA 2027-04-01 3.50% Government Agency Debt 382854.91 408197.35 FNMA 2041-04-01 4.50% Government Agency Debt 406258.24 368188.70 FNMA 2021-05-01 3.50% Government Agency Debt 350257.47 331749.18 FNMA 2036-06-01 3.50% Government Agency Debt 141520.95 146003.24 FNMA 2026-07-01 4.50% Government Agency Debt 338334.27 345084.45 FNMA 2020-07-01 4.00% Government Agency Debt 396759.67 343248.91 FNMA 2036-07-01 4.50% Government Agency Debt 395652.90 314637.54 FNMA 2041-06-01 5.00% Government Agency Debt 349000.18 362740.92 FNMA 2026-12-01 3.50% Government Agency Debt 389960.05 407052.43 FNMA 2026-06-01 4.00% Government Agency Debt 371353.88 376736.44 FNMA 2026-06-01 4.50% Government Agency Debt 390129.61 348382.30 FNMA 2041-08-01 4.00% Government Agency Debt 377238.77 392625.70 FNMA 2036-07-01 4.50% Government Agency Debt 335498.29 268200.82 FNMA 2042-01-01 4.00% Government Agency Debt 400754.53 430872.77 FNMA 2041-09-01 4.50% Government Agency Debt 354131.71 378524.03 FNMA 2026-09-01 4.00% Government Agency Debt 382106.56 320020.68 FNMA 2026-09-01 3.50% Government Agency Debt 379448.09 383823.59 FNMA 2041-09-01 5.00% Government Agency Debt 382167.14 414852.55 FNMA 2031-10-01 4.00% Government Agency Debt 385750.93 322326.74 FNMA 2026-09-01 4.50% Government Agency Debt 375023.11 389825.48 FNMA 2026-10-01 4.50% Government Agency Debt 342441.81 298814.65 FNMA 2032-01-01 4.50% Government Agency Debt 409709.76 452691.30 FNMA 2026-10-01 4.50% Government Agency Debt 336429.69 336785.42 FNMA 2036-11-01 4.50% Government Agency Debt 356266.16 378806.01 FNMA 2026-10-01 4.00% Government Agency Debt 364106.42 375935.38 FNMA 2036-10-01 3.50% Government Agency Debt 342710.84 356168.70 FNMA 2026-11-01 4.00% Government Agency Debt 398657.64 416939.72 FNMA 2041-11-01 4.00% Government Agency Debt 335179.80 355148.53 FNMA 2041-12-01 4.50% Government Agency Debt 353957.65 388184.11 FNMA 2041-11-01 4.50% Government Agency Debt 355648.76 379858.98 FNMA 2026-11-01 3.50% Government Agency Debt 365076.96 376094.46 FNMA 2026-12-01 3.50% Government Agency Debt 400484.45 399798.26 FNMA 2041-11-01 4.50% Government Agency Debt 400339.75 436510.70 FNMA 2042-01-01 4.00% Government Agency Debt 338134.55 363425.77 FNMA 2026-11-01 4.00% Government Agency Debt 409556.34 429370.34 FNMA 2026-12-01 4.00% Government Agency Debt 393816.83 400521.98 FNMA 2026-12-01 3.50% Government Agency Debt 401831.41 418724.35 FNMA 2026-12-01 4.00% Government Agency Debt 358762.22 337859.10 FNMA 2026-12-01 4.00% Government Agency Debt 364588.39 382905.28 FNMA 2027-01-01 4.50% Government Agency Debt 405312.56 436232.17 FNMA 2041-12-01 4.50% Government Agency Debt 397899.24 348659.25 FNMA 2027-01-01 4.00% Government Agency Debt 387592.82 410836.16 FNMA 2027-01-01 4.00% Government Agency Debt 345007.97 363008.16 FNMA 2042-01-01 4.50% Government Agency Debt 349897.72 386483.87 FNMA 2042-05-01 3.50% Government Agency Debt 346250.18 365803.85 FNMA 2027-01-01 4.50% Government Agency Debt 405647.45 433229.48 FNMA 2027-02-01 3.50% Government Agency Debt 337543.07 355095.53 FNMA 2042-04-01 4.00% Government Agency Debt 357562.86 359543.68 FNMA 2042-06-01 3.50% Government Agency Debt 361617.77 385242.27 FNMA 2042-02-01 4.50% Government Agency Debt 335998.51 368676.60 FNMA 2042-01-01 4.50% Government Agency Debt 405316.26 443747.39 FNMA 2042-04-01 4.00% Government Agency Debt 344739.74 369462.30 FNMA 2042-03-01 4.00% Government Agency Debt 382378.23 410635.48 FNMA 2027-04-01 3.00% Government Agency Debt 382133.02 396323.30 FNMA 2022-01-01 3.50% Government Agency Debt 366805.64 374350.49 FNMA 2032-03-01 3.50% Government Agency Debt 373658.95 392364.74 FNMA 2042-02-01 4.50% Government Agency Debt 346442.49 382191.50 FNMA 2042-02-01 4.50% Government Agency Debt 375042.68 403287.55 FNMA 2027-04-01 3.00% Government Agency Debt 337387.80 354013.68 FNMA 2042-01-01 4.50% Government Agency Debt 399728.96 440043.72 FNMA 2042-01-01 4.50% Government Agency Debt 399007.60 431708.40 FNMA 2042-02-01 4.00% Government Agency Debt 354347.30 381604.84 FNMA 2042-02-01 4.00% Government Agency Debt 349007.86 341134.41 FNMA 2042-02-01 5.00% Government Agency Debt 351331.18 392336.95 FNMA 2042-02-01 5.00% Government Agency Debt 337996.73 366624.37 FNMA 2042-02-01 4.00% Government Agency Debt 410953.82 441674.41 FNMA 2042-02-01 4.50% Government Agency Debt 380438.73 421402.59 FNMA 2027-02-01 3.00% Government Agency Debt 353345.54 365883.72 FNMA 2027-02-01 3.50% Government Agency Debt 389698.44 409499.89 FNMA 2027-02-01 4.00% Government Agency Debt 375666.96 397036.33 FNMA 2027-02-01 3.50% Government Agency Debt 407619.22 424643.62 FNMA 2027-02-01 3.50% Government Agency Debt 348763.17 367213.22 FNMA 2027-02-01 3.50% Government Agency Debt 406304.00 422440.10 FNMA 2027-01-01 3.50% Government Agency Debt 340781.39 331190.52 FNMA 2042-02-01 4.00% Government Agency Debt 403572.78 435404.75 FNMA 2042-02-01 4.00% Government Agency Debt 336932.28 358553.51 FNMA 2042-02-01 4.50% Government Agency Debt 406573.82 437138.94 FNMA 2032-04-01 4.00% Government Agency Debt 376341.24 404709.34 FNMA 2042-06-01 4.00% Government Agency Debt 343882.68 368151.67 FNMA 2042-06-01 3.50% Government Agency Debt 362923.99 385272.83 FNMA 2027-03-01 4.50% Government Agency Debt 337327.22 365722.50 FNMA 2042-02-01 4.50% Government Agency Debt 370479.63 406464.11 FNMA 2042-03-01 4.50% Government Agency Debt 374283.23 410440.31 FNMA 2042-03-01 4.50% Government Agency Debt 367025.99 393700.34 FNMA 2027-02-01 4.00% Government Agency Debt 372642.38 395242.03 FNMA 2027-03-01 3.50% Government Agency Debt 336093.21 351559.11 FNMA 2027-05-01 3.00% Government Agency Debt 338086.14 355830.27 FNMA 2042-03-01 4.50% Government Agency Debt 374803.03 401988.04 FNMA 2027-03-01 3.00% Government Agency Debt 403440.78 420663.97 FNMA 2042-02-01 4.50% Government Agency Debt 402184.02 433295.74 FNMA 2042-03-01 4.50% Government Agency Debt 391546.94 421543.38 FNMA 2042-03-01 4.50% Government Agency Debt 412978.24 457935.10 FNMA 2042-03-01 4.50% Government Agency Debt 401636.46 432057.59 FNMA 2042-04-01 4.50% Government Agency Debt 337178.56 372944.30 FNMA 2042-03-01 4.00% Government Agency Debt 369051.46 398226.36 FNMA 2042-03-01 4.00% Government Agency Debt 400160.14 430937.70 FNMA 2027-03-01 4.00% Government Agency Debt 340237.79 360957.86 FNMA 2027-03-01 3.00% Government Agency Debt 355292.18 367548.70 FNMA 2042-03-01 4.00% Government Agency Debt 350841.02 378651.06 FNMA 2042-03-01 4.00% Government Agency Debt 346942.97 373636.17 FNMA 2042-03-01 4.00% Government Agency Debt 379481.15 407723.80 FNMA 2042-03-01 4.00% Government Agency Debt 410470.27 441187.06 FNMA 2027-03-01 4.00% Government Agency Debt 361301.66 385436.74 FNMA 2027-03-01 3.00% Government Agency Debt 337765.54 351828.22 FNMA 2027-03-01 3.50% Government Agency Debt 362392.83 384003.75 FNMA 2032-05-01 3.00% Government Agency Debt 338788.46 352361.06 FNMA 2027-03-01 3.00% Government Agency Debt 337069.31 350736.86 FNMA 2027-04-01 3.00% Government Agency Debt 346523.97 362137.52 FNMA 2042-04-01 4.50% Government Agency Debt 317591.79 342298.78 FNMA 2042-04-01 5.00% Government Agency Debt 342845.48 372469.87 FNMA 2032-03-01 3.50% Government Agency Debt 357819.72 376739.41 FNMA 2027-05-01 4.00% Government Agency Debt 371102.05 396848.16 FNMA 2032-03-01 3.00% Government Agency Debt 374612.83 387176.73 FNMA 2032-03-01 3.00% Government Agency Debt 388805.13 402269.99 FNMA 2022-03-01 2.50% Government Agency Debt 347001.96 351917.51 FNMA 2027-04-01 4.00% Government Agency Debt 390835.89 415182.02 FNMA 2041-04-01 5.00% Government Agency Debt 343882.68 362845.73 FNMA 2027-04-01 3.50% Government Agency Debt 357981.87 381331.67 FNMA 2042-03-01 4.50% Government Agency Debt 385957.52 421728.98 FNMA 2042-04-01 4.50% Government Agency Debt 411826.23 456514.14 FNMA 2042-04-01 4.50% Government Agency Debt 349523.68 376085.10 FNMA 2042-04-01 4.00% Government Agency Debt 377356.49 406271.47 FNMA 2027-04-01 3.50% Government Agency Debt 382494.89 408769.03 FNMA 2027-05-01 3.50% Government Agency Debt 340590.67 359851.24 FNMA 2027-04-01 3.50% Government Agency Debt 351056.87 368071.60 FNMA 2027-05-01 3.50% Government Agency Debt 397686.83 424816.18 FNMA 2042-05-01 4.50% Government Agency Debt 341944.51 374532.21 FNMA 2042-05-01 4.50% Government Agency Debt 337086.24 373256.45 FNMA 2027-04-01 3.50% Government Agency Debt 350386.56 370060.13 FNMA 2032-04-01 3.50% Government Agency Debt 374646.96 396122.21 FNMA 2037-04-01 3.50% Government Agency Debt 397330.52 418261.28 FNMA 2042-04-01 4.00% Government Agency Debt 398388.09 430067.66 FNMA 2042-04-01 4.50% Government Agency Debt 346852.77 381045.72 FNMA 2042-05-01 4.00% Government Agency Debt 346468.41 375137.14 FNMA 2042-05-01 4.50% Government Agency Debt 352802.47 390473.35 FNMA 2042-05-01 5.00% Government Agency Debt 406096.88 456018.10 FNMA 2042-04-01 4.50% Government Agency Debt 345081.77 377497.82 FNMA 2027-05-01 3.50% Government Agency Debt 378899.20 396988.34 FNMA 2027-04-01 3.50% Government Agency Debt 369464.11 393761.89 FNMA 2042-04-01 3.50% Government Agency Debt 362135.18 382131.34 FNMA 2042-05-01 4.50% Government Agency Debt 400947.37 432688.74 FNMA 2027-05-01 3.50% Government Agency Debt 405263.36 427634.52 FNMA 2042-05-01 3.50% Government Agency Debt 390350.49 411835.48 FNMA 2042-05-01 4.00% Government Agency Debt 359687.00 386446.45 FNMA 2027-04-01 3.00% Government Agency Debt 359911.58 372008.76 FNMA 2042-05-01 4.50% Government Agency Debt 386512.76 427945.09 FNMA 2042-05-01 4.00% Government Agency Debt 368294.38 395710.09 FNMA 2042-05-01 4.00% Government Agency Debt 390306.84 419367.62 FNMA 2027-05-01 3.50% Government Agency Debt 354743.29 374599.27 FNMA 2027-05-01 3.50% Government Agency Debt 355773.09 379376.93 FNMA 2027-05-01 3.50% Government Agency Debt 364872.75 390510.51 FNMA 2027-06-01 4.00% Government Agency Debt 370046.86 404805.37 FNMA 2027-06-01 4.00% Government Agency Debt 406398.70 439618.76 FNMA 2027-06-01 3.50% Government Agency Debt 374071.35 402709.68 FNMA 2032-06-01 4.00% Government Agency Debt 381008.26 411696.55 FNMA 2042-06-01 4.50% Government Agency Debt 413255.72 454897.68 FNMA 2042-05-01 4.50% Government Agency Debt 360501.47 396697.83 FNMA 2042-05-01 4.50% Government Agency Debt 353850.52 391938.41 FNMA 2027-06-01 3.50% Government Agency Debt 403905.82 432882.61 FNMA 2027-05-01 3.00% Government Agency Debt 352955.89 370568.41 FNMA 2027-06-01 3.00% Government Agency Debt 398103.72 418572.92 FNMA 2027-06-01 3.50% Government Agency Debt 385644.59 415070.34 FNMA 2027-06-01 3.50% Government Agency Debt 390604.43 413482.05 FNMA 2027-06-01 3.50% Government Agency Debt 410476.89 440888.92 FNMA 2027-05-01 4.00% Government Agency Debt 360911.49 391634.45 FNMA 2027-06-01 3.00% Government Agency Debt 401397.06 423446.03 FNMA 2027-06-01 3.00% Government Agency Debt 412837.77 434318.89 FNMA 2027-06-01 3.50% Government Agency Debt 406998.38 437976.05 FNMA 2027-06-01 3.50% Government Agency Debt 357935.58 385221.50 FNMA 2027-06-01 3.00% Government Agency Debt 393891.16 417205.17 FNMA 2042-06-01 3.50% Government Agency Debt 382226.92 406008.75 FNMA 2042-06-01 3.50% Government Agency Debt 392084.19 414924.94 FNMA 2042-05-01 4.50% Government Agency Debt 372356.17 410100.57 FNMA 2042-05-01 4.00% Government Agency Debt 397193.76 429820.71 FNMA 2042-05-01 4.00% Government Agency Debt 368650.43 396077.70 FNMA 2027-06-01 4.00% Government Agency Debt 412335.17 450218.21 FNMA 2027-05-01 3.00% Government Agency Debt 412552.35 435595.23 FNMA 2027-05-01 3.50% Government Agency Debt 390998.05 420302.13 FNMA 2042-05-01 4.50% Government Agency Debt 368109.48 407792.39 FNMA 2042-05-01 4.00% Government Agency Debt 378738.10 406562.68 FNMA 2027-06-01 3.00% Government Agency Debt 378231.01 399152.68 FNMA 2027-06-01 3.50% Government Agency Debt 359804.98 385641.59 FNMA 2042-05-01 4.50% Government Agency Debt 373711.07 403299.59 FNMA 2042-06-01 5.00% Government Agency Debt 341997.15 372658.55 FNMA 2042-06-01 4.50% Government Agency Debt 384012.47 414929.18 FNMA 2042-06-01 4.50% Government Agency Debt 343418.97 382443.28 FNMA 2042-06-01 4.50% Government Agency Debt 396520.80 439844.56 FNMA 2042-06-01 5.00% Government Agency Debt 350113.31 381502.35 FNMA 2042-06-01 3.00% Government Agency Debt 405821.24 419493.79 FNMA 2042-05-01 3.50% Government Agency Debt 366682.90 386828.32 FNMA 2042-06-01 3.50% Government Agency Debt 366877.85 388177.92 FNMA 2042-06-01 3.50% Government Agency Debt 338710.42 358827.26 FNMA 2027-06-01 3.50% Government Agency Debt 345992.27 371724.05 FNMA 2042-06-01 4.00% Government Agency Debt 378720.64 411010.69 FNMA 2042-06-01 4.00% Government Agency Debt 377806.97 407894.00 FNMA 2042-07-01 3.50% Government Agency Debt 394188.75 420557.02 FNMA 2042-06-01 4.50% Government Agency Debt 382840.62 413662.99 FNMA 2037-06-01 3.50% Government Agency Debt 346780.55 366563.93 FNMA 2042-06-01 3.50% Government Agency Debt 406173.06 432708.36 FNMA 2042-06-01 3.50% Government Agency Debt 345650.77 366611.89 FNMA 2027-06-01 4.00% Government Agency Debt 373456.59 408535.37 FNMA 2027-06-01 4.00% Government Agency Debt 340258.69 370836.92 FNMA 2042-06-01 4.50% Government Agency Debt 367308.23 407440.23 FNMA 2027-06-01 3.00% Government Agency Debt 394063.37 417940.85 FNMA 2027-06-01 4.00% Government Agency Debt 380897.95 415128.33 FNMA 2027-06-01 4.00% Government Agency Debt 367148.99 397160.68 FNMA 2042-06-01 4.00% Government Agency Debt 350833.34 370001.43 FNMA 2027-06-01 3.50% Government Agency Debt 357438.01 379106.22 FNMA 2042-07-01 4.00% Government Agency Debt 373688.05 405549.02 FNMA 2027-07-01 3.00% Government Agency Debt 383356.45 406585.17 FNMA 2042-07-01 4.00% Government Agency Debt 336321.76 363105.07 FNMA 2042-07-01 4.00% Government Agency Debt 406038.15 441828.78 FNMA 2042-07-01 4.00% Government Agency Debt 386203.53 419131.58 FNMA 2042-07-01 4.00% Government Agency Debt 405411.76 436176.79 FNMA 2042-07-01 4.50% Government Agency Debt 342765.59 380216.07 FNMA 2041-12-01 4.50% Government Agency Debt 406033.66 447351.51 FNMA 2042-07-01 4.00% Government Agency Debt 390697.55 426450.63 FNMA 2018-11-01 7.00% Government Agency Debt 374568.39 667.38 FNMA 2033-09-01 6.50% Government Agency Debt 370335.20 38465.76 FNMA 2034-08-01 5.50% Government Agency Debt 396787.71 164641.57 FNMA 2036-03-01 5.50% Government Agency Debt 395254.52 105972.61 FNMA 2034-08-01 5.00% Government Agency Debt 361076.82 126404.32 FNMA 2037-05-01 6.00% Government Agency Debt 335946.93 185863.90 FNMA 2037-04-01 6.00% Government Agency Debt 347246.38 202552.87 FNMA 2040-02-01 4.50% Government Agency Debt 343882.68 292935.63 FNMA 2016-08-01 4.50% Government Agency Debt 406204.01 128126.35 FNMA 2025-03-01 4.00% Government Agency Debt 343882.68 259269.55 FNMA 2037-07-01 6.50% Government Agency Debt 398715.04 101742.04 FNMA 2037-10-01 6.50% Government Agency Debt 390124.85 101934.20 FNMA 2037-09-01 7.50% Government Agency Debt 410686.39 181510.78 FNMA 2037-10-01 7.50% Government Agency Debt 376305.26 99020.39 FNMA 2039-02-01 4.50% Government Agency Debt 388805.40 168466.33 FNMA 2023-10-01 6.00% Government Agency Debt 348053.98 204918.17 FNMA 2023-04-01 5.00% Government Agency Debt 385643.53 237864.38 FNMA 2037-07-01 5.50% Government Agency Debt 398921.10 250452.65 FNMA 2038-11-01 5.50% Government Agency Debt 365916.04 165495.39 FNMA 2040-06-01 5.50% Government Agency Debt 339002.19 345026.36 FNMA 2020-10-01 4.00% Government Agency Debt 412282.27 215782.43 FNMA 2031-02-01 3.50% Government Agency Debt 370335.20 372793.06 FNMA 2041-12-01 4.00% Government Agency Debt 408691.34 425537.63 FNMA 2032-06-01 3.00% Government Agency Debt 382054.19 393335.49 FNMA 2027-06-01 3.50% Government Agency Debt 391768.61 419133.45 FNMA 2039-09-01 5.00% Government Agency Debt 343882.68 273243.71 FNMA 2040-01-01 5.50% Government Agency Debt 379591.72 322524.26 FNMA 2039-12-01 4.50% Government Agency Debt 383707.73 246450.86 FNMA 2040-01-01 4.50% Government Agency Debt 396787.71 346560.78 FNMA 2021-07-01 4.50% Government Agency Debt 410106.29 381271.25 FNMA 2026-08-01 4.50% Government Agency Debt 334984.06 347846.62 FNMA 2019-06-01 4.00% Government Agency Debt 363722.07 146187.19 FNMA 2039-06-01 6.00% Government Agency Debt 377057.31 125740.16 FNMA 2026-04-01 3.50% Government Agency Debt 396787.71 339540.76 FNMA 2040-07-01 4.50% Government Agency Debt 355835.78 334876.48 FNMA 2040-06-01 4.50% Government Agency Debt 396911.77 274020.11 FNMA 2040-05-01 5.50% Government Agency Debt 390668.18 395084.73 FNMA 2025-09-01 3.50% Government Agency Debt 394885.77 280561.16 FNMA 2025-10-01 4.00% Government Agency Debt 356295.52 348174.57 FNMA 2040-10-01 5.50% Government Agency Debt 372794.49 322326.27 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 94700000.00 94700000.00 0.0587 N/A N 94700000.00 94700000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.2 07/02/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2026-05-01 4.00% Government Agency Debt 6795032.47 6276621.90 FMAC 2041-02-01 2.97% Government Agency Debt 7826457.21 5978603.30 FMAC 2026-07-01 3.50% Government Agency Debt 8372002.69 6311978.62 FNMA 2020-11-01 3.42% Government Agency Debt 5682000.00 6112076.26 FNMA 2020-12-01 3.67% Government Agency Debt 5559012.99 6067567.55 FNMA 2041-01-01 3.50% Government Agency Debt 6250452.43 6148617.19 FNMA 2041-12-01 4.00% Government Agency Debt 6189355.25 6231345.93 FNMA 2041-12-01 4.50% Government Agency Debt 5957366.38 6400473.25 FNMA 2042-04-01 2.47% Government Agency Debt 6163172.54 6373265.98 FNMA 2035-02-01 5.50% Government Agency Debt 24289935.06 6197219.26 FNMA 2038-03-01 5.06% Government Agency Debt 13058146.10 6163979.82 FNMA 2032-03-01 3.00% Government Agency Debt 6039735.09 6212894.52 FNMA 2025-02-01 4.00% Government Agency Debt 10015269.07 6231699.69 FNMA 2040-02-01 5.00% Government Agency Debt 3273746.41 1369886.67 FNMA 2025-05-01 4.50% Government Agency Debt 7981762.14 6403634.67 FNMA 2040-07-01 5.00% Government Agency Debt 2376681.29 1757692.79 FNMA 2040-09-01 4.50% Government Agency Debt 11688975.04 6356442.67 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 94700000.00 94700000.00 0.0587 N/A N 94700000.00 94700000.00 J.P. MORGAN SECURITIES REPO TRIPA CORPO 0.2 07/02/2012 TRIPARTY2 Other Repurchase Agreement N ADVANCE AUTO PARTS INC 2020-05-01 5.75% Other Note 103765.06 118906.81 ALLEGHENY LUDLUM CORPORATION 2025-12-15 6.95% Other Note 218102.41 262229.48 ALLEGHENY TECHNOLOGIES INC NEW 2019-06-01 9.38% Other Note 603403.61 770413.67 ALLEGHENY TECHNOLOGIES INC NEW 2021-01-15 5.95% Other Note 332831.33 380538.61 AMERICAN AIRLINES INC. 2019-07-02 10.38% Other Note 299.94 329.35 DELHAIZE AMERICA INC CLASS 2031-04-15 9.00% Other Note 638253.01 804715.79 DELHAIZE GROUP 2017-06-15 6.50% Other Note 1183704.82 1337114.29 DELHAIZE GROUP 2014-02-01 5.88% Other Note 2419487.95 2606537.62 DELHAIZE GROUP 2040-10-01 5.70% Other Note 312861.45 270936.95 LLOYDS TSB BNK PLC 2020-09-14 6.50% Other Note 2504457.83 2485144.33 NEXEN INC 2035-03-10 5.88% Other Note 51686.75 52891.47 NEXEN INC 2037-05-15 6.40% Other Note 1918674.70 2073535.15 NEXEN INC 2039-07-30 7.50% Other Note 46987.95 56896.85 PPL WEM HLDGS PLC 2021-05-01 5.38% Other Note 13371987.95 14630194.76 PPL WEM HLDGS PLC 2016-05-01 3.90% Other Note 4089909.64 4322652.90 PROLOGIS TRUST 2018-05-15 6.63% Other Note 88885.54 103212.96 PUBLIC SERVICE COMPANY OF NEW 2018-05-15 7.95% Other Note 1174.70 1421.41 ROWAN COMPANIES INC. 2019-08-01 7.88% Other Note 18403.61 22920.32 ROWAN COMPANIES INC. 2017-09-01 5.00% Other Note 35240.96 38591.20 TOPAZ SOLAR FARMS LLC 2039-09-30 5.75% Other Note 391566.27 396987.63 URS CORP / URS FOX US LP 2017-04-01 3.85% Other Note 25451.81 25458.23 URS CORP / URS FOX US LP 2022-04-01 5.00% Other Note 516867.47 521330.33 UNITED BUSINESS MEDIA LIMITED 2020-11-03 5.75% Other Note 334789.16 349508.00 WYNDHAM WORLDWIDE CORPORATION 2020-03-01 7.38% Other Note 276054.22 336858.68 WYNDHAM WORLDWIDE CORPORATION 2021-03-01 5.63% Other Note 1895180.72 2110714.79 WYNDHAM WORLDWIDE CORPORATION 2017-03-01 2.95% Other Note 18795.18 18900.01 ASCIANO FINANCE LIMITED 2020-09-23 4.63% Other Note 18795.18 19038.45 SOUTHWESTERN ENERGY COMPANY 2022-03-15 4.10% Other Note 7831.33 8061.20 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 32500000.00 32500000.00 0.0202 N/A N 32500000.00 32500000.00 WISCONSIN HEALTH & EDUCATIONAL FACILITIES AUTHORITY WI H/E VAR-WHEATON-B 00.1700 08/15/2033 97710VND6 Variable Rate Demand Note First Tier Security N/A N/A 2012-07-06 2012-07-06 Y WHEATON FRANCISCAN HEALTHCARE SYSTEM N/A N/A Y US BANCORP N/A N/A N 4100000.00 4100000.00 0.0025 N/A N 4100000.00 4100000.00 WORKING CAPITAL MANAGEMENT CO WORKING CAPITAL MANAGEMENT CO 98137RGA2 DCP 07/10/2012 98137RGA2 Asset Backed Commercial Paper First Tier Security N/A N/A 2012-07-10 2012-07-10 N N N 8200000.00 8199549.00 0.0051 N/A N 8199498.98 8199498.98 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.15 07/03/2012 TRIPARTY1 Government Agency Repurchase Agreement Y FMAC 2042-03-01 2.26% Government Agency Debt 2212511.49 2285272.16 FNMA 2041-11-01 2.57% Government Agency Debt 839589.33 840394.31 FNMA 2042-02-01 2.84% Government Agency Debt 4157249.58 4275873.77 FNMA 2041-08-01 3.16% Government Agency Debt 4660828.47 4630126.73 FNMA 2035-07-01 5.00% Government Agency Debt 56472845.64 16477826.47 FNMA 2035-06-01 2.26% Government Agency Debt 16046330.72 4640506.59 First Tier Security N/A N/A 2012-07-03 2012-07-03 N N N 32500000.00 32500000.00 0.0202 N/A N 32499853.70 32499853.70 GOLDMAN, SACHS & CO. REPO TRIPA MORTG 0.18 07/02/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2040-09-01 3.01% Government Agency Debt 14265680.00 5043461.85 FMAC 2042-01-01 2.43% Government Agency Debt 5032720.00 5114530.92 FMAC 2037-10-01 2.53% Government Agency Debt 18497221.63 5274122.51 FMAC 2040-11-01 3.00% Government Agency Debt 7000400.00 4777310.99 FMAC 2041-09-01 2.77% Government Agency Debt 5790648.77 5039919.92 FNMA 2020-12-01 4.61% Government Agency Debt 4357614.29 4684131.59 FNMA 2041-02-01 3.08% Government Agency Debt 408110.08 286007.81 FNMA 2041-04-01 3.30% Government Agency Debt 5730596.31 5208819.82 FNMA 2041-09-01 3.75% Government Agency Debt 5767186.83 4886796.68 FNMA 2041-09-01 3.05% Government Agency Debt 5297600.00 4862955.51 FNMA 2034-11-01 2.16% Government Agency Debt 25678360.98 4734959.31 FNMA 2034-12-01 2.72% Government Agency Debt 19838504.32 4840289.62 FNMA 2038-02-01 5.49% Government Agency Debt 13425158.24 4784723.43 FNMA 2038-05-01 4.92% Government Agency Debt 9143143.35 4642520.65 FNMA 2038-07-01 4.91% Government Agency Debt 11336084.50 5079529.97 FNMA 2039-11-01 3.88% Government Agency Debt 10897920.00 4883201.32 FNMA 2039-11-01 3.97% Government Agency Debt 9232960.00 4764718.76 FNMA 2037-07-01 2.42% Government Agency Debt 3665884.33 2765862.17 FNMA 2040-09-01 3.60% Government Agency Debt 7637292.61 5189153.63 FNMA 2040-11-01 2.97% Government Agency Debt 6470640.00 4948894.28 FNMA 2040-11-01 2.99% Government Agency Debt 6338200.00 4680089.30 First Tier Security N/A N/A 2012-07-02 2012-07-02 N N N 94600000.00 94600000.00 0.0587 N/A N 94600000.00 94600000.00