0000928816-12-001165.txt : 20121001 0000928816-12-001165.hdr.sgml : 20121001 20120806113831 ACCESSION NUMBER: 0000928816-12-001165 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120731 FILED AS OF DATE: 20120806 DATE AS OF CHANGE: 20120806 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: 121008892 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 2012-07-31 0000081248 S000006251 6 N N N N 2-55091 Putnam Investment Management, LLC 801-7974 Putnam Investment Limited 801-61441 PricewaterhouseCoopers, LLP Boston MA None Putnam Investor Services, Inc. 0001448300 84-06331 N N N Prime 44 64 1576942410.63 42265255.27 42938304.51 1576269361.39 0.0025 0.9981 2012-07-31 0.9981 2012-07-31 C000017192 500.00 1460011987.82 1.00 -28922824.62 39616765.17 68539589.79 0.0001 0.9981 2012-07-31 0.9981 2012-07-31 C000017193 500.00 18142670.94 1.00 -576623.62 573362.81 1149986.43 0.0001 0.9981 2012-07-31 0.9981 2012-07-31 C000017194 500.00 24056554.94 1.00 -5807071.05 595832.13 6402903.18 0.0001 0.9981 2012-07-31 0.9981 2012-07-31 C000017195 500.00 28442901.13 1.00 -230253.83 2555894.76 2786148.59 0.0001 0.9981 2012-07-31 0.9981 2012-07-31 C000017196 500.00 19083202.43 1.00 -1467949.13 2514312.76 3982261.89 0.0001 0.9981 2012-07-31 0.9981 2012-07-31 C000017191 500.00 26532044.13 1.00 -521001.45 802541.95 1323543.40 0.0001 0.9981 2012-07-31 0.9981 2012-07-31 FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384S26 GDC 12/05/2012 313384S26 Government Agency Debt N First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 28400000.00 28385090.00 0.0180 N/A N 28388072.00 28388072.00 FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 313396U50 GDC 12/24/2012 313396U50 Government Agency Debt N First Tier Security N/A N/A 2012-12-24 2012-12-24 N N N 28801000.00 28782375.97 0.0183 N/A N 28787089.10 28787089.10 FNMA FNMA 313588S97 GDC 12/12/2012 313588S97 Government Agency Debt N First Tier Security N/A N/A 2012-12-12 2012-12-12 N N N 4050000.00 4047606.00 0.0026 N/A N 4048205.85 4048205.85 GENERAL ELECTRIC CAPITAL CORP GENERAL ELECTRIC CAPITAL CORP 36959HHU4 DCP 08/28/2012 36959HHU4 Other Commercial Paper N First Tier Security N/A N/A 2012-08-28 2012-08-28 N N N 3000000.00 2999550.00 0.0019 N/A N 2999612.70 2999612.70 GENERAL ELECTRIC CAPITAL CORP GENERAL ELECTRIC CAPITAL CORP 36959HJL2 DCP 09/20/2012 36959HJL2 Other Commercial Paper N First Tier Security N/A N/A 2012-09-20 2012-09-20 N N N 9000000.00 8997125.00 0.0057 N/A N 8998317.00 8998317.00 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 67983TJJ6 DCP 09/18/2012 67983TJJ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-18 2012-09-18 N N N 7600000.00 7597669.33 0.0048 N/A N 7598913.96 7598913.96 THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 88602TKF9 DCP 10/15/2012 88602TKF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 7600000.00 7596516.67 0.0048 N/A N 7595908.92 7595908.92 WISCONSIN HEALTH & EDUCATIONAL FACILITIES AUTHORITY WI H/E VAR-WHEATON-B 00.1600 08/15/2033 97710VND6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-08-07 2012-08-07 Y WHEATON FRANCISCAN HEALTHCARE SYSTEM N/A N/A Y US BANCORP N/A N/A N 4100000.00 4100000.00 0.0026 N/A N 4100000.00 4100000.00 PUTNAM MONEY MARKET LIQUIDITY FUND PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P 746763168 Investment Company N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 171.00 171.00 0.0000 N/A N 171.00 171.00 WELLS FARGO & CO WELLS FARGO & COMPANY 05.2500 10/23/2012 949746NW7 Other Note N First Tier Security N/A N/A 2012-10-23 2012-10-23 N N N 9400000.00 9504091.68 0.0060 N/A N 9507959.00 9507959.00 ROYAL BANK OF CANADA ROYAL BANK OF CANADA P/P 144A 00.7288 08/15/2013 78008FAM6 Other Note N First Tier Security N/A N/A 2012-08-15 2013-08-15 N N N 29425000.00 29426952.47 0.0187 N/A N 29454836.90 29454836.90 KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY KY ECON-VAR-C-CATHOLI 00.1400 05/01/2034 49126PCJ7 Variable Rate Demand Note N First Tier Security N/A N/A 2012-08-07 2012-08-07 Y CATHOLIC HEALTH INITIATIVES N/A N/A Y CATHOLIC HEALTH INITIATIVES N/A N/A N 11000000.00 11000000.00 0.0070 N/A N 11000000.00 11000000.00 GENERAL ELECTRIC CAPITAL CORP GENERAL ELEC CAP CORP 02.1250 12/21/2012 36967HAV9 Other Note N 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 8502404.00 0.0054 N/A N 8500056.17 8500056.17 COUNTY OF WAKE NC WAKE CNTY VAR-SCH-B 00.1600 03/01/2024 930863F34 Variable Rate Demand Note N First Tier Security N/A N/A 2012-08-07 2012-08-07 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 0.0010 N/A N 1500000.00 1500000.00 CITIGROUP FUNDING INC CITIGROUP FUNDING INC 02.2500 12/10/2012 17313YAJ0 Other Note N 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 28986938.57 0.0184 N/A N 28979877.90 28979877.90 SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKE P/P 144A 01.4679 09/14/2012 86959LAC7 Other Note N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 2000000.00 2002178.00 0.0013 N/A N 2002330.00 2002330.00 CITIGROUP FUNDING INC CITIGROUP FUNDING INC 01.8750 10/22/2012 17313YAL5 Other Note N 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 15383994.89 0.0098 N/A N 15382882.50 15382882.50 UNITED STATES OF AMERICA US TREASURY N/B 01.3750 10/15/2012 912828LR9 Treasury Debt N First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 33300000.00 33382657.84 0.0212 N/A N 33384548.70 33384548.70 HARRIS COUNTY HEALTH FACILITIES DEVELOPMENT CORP HARRIS HLTH-VAR-B1-TX 00.1700 10/01/2029 414152SX7 Variable Rate Demand Note N First Tier Security N/A N/A 2012-08-07 2012-08-07 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 NATIONAL AUSTRALIA BANK LTD NATL AUSTRALIA BANK P/P 144A 02.3500 11/16/2012 6325C0AY7 Other Note N First Tier Security N/A N/A 2012-11-16 2012-11-16 N N N 15275000.00 15352532.65 0.0097 N/A N 15356950.30 15356950.30 UNITED STATES OF AMERICA US TREASURY N/B 00.5000 11/30/2012 912828PV6 Treasury Debt N First Tier Security N/A N/A 2012-11-30 2012-11-30 N N N 20000000.00 20022619.12 0.0127 N/A N 20023440.00 20023440.00 UNITED STATES OF AMERICA US TREASURY N/B 00.6250 01/31/2013 912828PR5 Treasury Debt N First Tier Security N/A N/A 2013-01-31 2013-01-31 N N N 18000000.00 18038345.54 0.0114 N/A N 18041490.00 18041490.00 TORONTO-DOMINION BANK/NY TORONTO DOMINION BANK NY 00.4751 10/19/2012 89112XBQ7 Certificate of Deposit N First Tier Security N/A N/A 2012-10-19 2012-10-19 N N N 13400000.00 13400000.00 0.0085 N/A N 13403390.30 13403390.30 UNITED STATES OF AMERICA TREASURY BILL 00.0000 10/18/2012 9127955G2 Treasury Debt N First Tier Security N/A N/A 2012-10-18 2012-10-18 N N N 35000000.00 34988841.67 0.0222 N/A N 34993000.00 34993000.00 HIGHLANDS COUNTY HEALTH FACILITIES AUTHORITY HIGHLANDS HLTH-VAR-H 00.1400 11/15/2035 431022QW5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-08-07 2012-08-07 Y ADVENTIST HEALTH SYSTEM/SUNBELT CORP N/A N/A Y US BANCORP N/A N/A N 11750000.00 11750000.00 0.0075 N/A N 11750000.00 11750000.00 NORDEA BANK FINLAND PLC/NEW YORK NORDEA BANK FINLAND NY 00.8679 09/13/2012 65556Q7E7 Certificate of Deposit N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 17150000.00 17148024.69 0.0109 N/A N 17158060.60 17158060.60 FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANK 00.2300 01/14/2013 31331K2V1 Government Agency Debt N First Tier Security N/A N/A 2012-08-01 2013-01-14 N N N 24300000.00 24300000.00 0.0154 N/A N 24306804.00 24306804.00 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA & NEW ZEALAND BANKI 00.6376 01/10/2013 05253MAS3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-10 2013-01-10 N N N 10400000.00 10400000.00 0.0066 N/A N 10411533.70 10411533.70 CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY CANADIAN IMP BK COMM NY 00.4388 10/15/2012 13606YBL9 Certificate of Deposit N First Tier Security N/A N/A 2012-08-13 2012-10-15 N N N 8500000.00 8500000.00 0.0054 N/A N 8503332.09 8503332.09 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALI 00.0000 10/18/2012 20272ABM7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-18 2012-10-18 N N N 3100000.00 3099977.98 0.0020 N/A N 3100359.63 3100359.63 SVENSKA HANDELSBANKEN/NEW YORK NY SVENSKA HNDLSBK 86959JCC0 Other Note N First Tier Security N/A N/A 2012-09-08 2013-01-07 N N N 23500000.00 23500000.00 0.0149 N/A Y 23498026.00 23498026.00 FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384A66 GDC 08/03/2012 313384A66 Government Agency Debt N First Tier Security N/A N/A 2012-08-03 2012-08-03 N N N 6500000.00 6499958.47 0.0041 N/A N 6499987.00 6499987.00 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA & NEW ZEALAND BANKI 05253AH86 DCP 08/08/2012 05253AH86 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-08 2012-08-08 N N N 9800000.00 9799333.05 0.0062 N/A N 9799695.22 9799695.22 FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 313396L76 GDC 10/23/2012 313396L76 Government Agency Debt N First Tier Security N/A N/A 2012-10-23 2012-10-23 N N N 20000000.00 19992161.11 0.0127 N/A N 19995400.00 19995400.00 HSBC BANK PLC HSBC BANK PLC P/P 144A 00.8551 01/18/2013 44328MAG9 Other Note N First Tier Security N/A N/A 2012-10-18 2013-01-18 N N N 8650000.00 8660443.97 0.0055 N/A N 8657317.90 8657317.90 TORONTO-DOMINION BANK/NY TORONTO DOMINION BANK NY 00.3168 09/20/2012 89112Y6Z1 Certificate of Deposit N First Tier Security N/A N/A 2012-08-20 2012-09-20 N N N 8370000.00 8370254.47 0.0053 N/A N 8370418.58 8370418.58 NATIONAL AUSTRALIA BANK LTD NATL AUSTRALIABK P/P 144A 00.9396 01/08/2013 6325C0BA8 Other Note N First Tier Security N/A N/A 2012-10-09 2013-01-08 N N N 1109000.00 1110668.83 0.0007 N/A N 1110661.28 1110661.28 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BK AUST P/P 144A 01.0179 03/19/2013 2027A0EN5 Other Note N First Tier Security N/A N/A 2012-09-19 2013-03-19 N N N 7850000.00 7873020.12 0.0050 N/A N 7873667.75 7873667.75 STANDARD CHARTERED BANK/NEW YORK STANDARD CHARTERED BANK/NEW Y 00.0000 09/10/2012 85325BLG7 Certificate of Deposit N First Tier Security N/A N/A 2012-09-10 2012-09-10 N N N 9200000.00 9200000.00 0.0058 N/A N 9205942.92 9205942.92 JPMORGAN CHASE & CO JPMORGAN CHASE & CO 01.1169 02/26/2013 46623EJA8 Other Note N First Tier Security N/A N/A 2012-08-28 2013-02-26 N N N 7000000.00 7026368.02 0.0045 N/A N 7020377.00 7020377.00 STANDARD CHARTERED BANK/NEW YORK STANDARD CHARTERED BANK/NEW Y 85324THL3 DCP 08/20/2012 85324THL3 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N N 8000000.00 7997762.22 0.0051 N/A N 7999035.20 7999035.20 NATIONAL AUSTRALIA BANK LTD/NEW YORK NATIONAL AUSTRALIA BK-NY 00.5321 04/24/2013 63253TNQ7 Certificate of Deposit N First Tier Security N/A N/A 2012-10-24 2013-04-24 N N N 8350000.00 8350000.00 0.0053 N/A N 8349281.90 8349281.90 DNB BANK ASA DNB BANK ASA 2332K0HW5 DCP 08/30/2012 2332K0HW5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-30 2012-08-30 N N N 10000000.00 9997100.00 0.0063 N/A N 9998667.00 9998667.00 CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY CANADIAN IMP BK COMM NY 00.4681 04/26/2013 13606YFZ4 Certificate of Deposit N First Tier Security N/A N/A 2012-10-26 2013-04-26 N N N 15000000.00 15000000.00 0.0095 N/A N 15003090.10 15003090.10 JOHNS HOPKINS UNIVERSITY JOHNS HOPKINS UNIVERSITY 00.1900 08/09/2012 47803LJG9 Other Commercial Paper N 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 0.0013 N/A N 1999980.00 1999980.00 COUNTY OF ST JOSEPH IN COUNTY OF ST JOSEPH IN 00.1800 08/01/2012 79061QH13 Other Commercial Paper N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 9500000.00 9500000.00 0.0060 N/A N 9500000.10 9500000.10 DNB BANK ASA/NEW YORK DNB BANK ASA/NEW YORK 00.2600 08/20/2012 23330LDY9 Certificate of Deposit N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N N 15000000.00 15000000.00 0.0095 N/A N 15000916.60 15000916.60 THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 88602TJE4 DCP 09/14/2012 88602TJE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 8500000.00 8497714.44 0.0054 N/A N 8497450.00 8497450.00 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257EKV9 DCP 08/07/2012 86257EKV9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-07 2012-08-07 N N N 4000000.00 3999880.00 0.0025 N/A N 3999898.80 3999898.80 JOHNS HOPKINS UNIVERSITY JOHNS HOPKINS UNIVERSITY 00.1800 08/15/2012 57421QLG6 Other Commercial Paper N 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 0.0021 N/A N 3249902.53 3249902.53 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257EKX5 DCP 08/14/2012 86257EKX5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-14 2012-08-14 N N N 1500000.00 1499902.50 0.0010 N/A N 1499924.10 1499924.10 MANHATTAN ASSET FUNDING CO LLC MANHATTAN ASSET FUNDING CO LL 56274LHL1 DCP 08/20/2012 56274LHL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N N 14105000.00 14102648.35 0.0089 N/A N 14103353.90 14103353.90 CATHOLIC HEALTH INITIATIVES CATHOLIC HEALTH INITIATIVES 00.2000 09/06/2012 1491M0MG7 Other Commercial Paper N First Tier Security N/A N/A 2012-09-06 2012-09-06 N N N 5000000.00 5000000.00 0.0032 N/A N 4999676.00 4999676.00 LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 53127THM8 DCP 08/21/2012 53127THM8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-21 2012-08-21 N N N 5500000.00 5499358.33 0.0035 N/A N 5499326.25 5499326.25 TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 89232CHH2 DCP 08/17/2012 89232CHH2 Other Commercial Paper N First Tier Security N/A N/A 2012-08-17 2012-08-17 N N N 8000000.00 7999288.89 0.0051 N/A N 7999546.40 7999546.40 GOTHAM FUNDING CORP GOTHAM FUNDING CORP 38346LHX7 DCP 08/31/2012 38346LHX7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-31 2012-08-31 N N N 8350000.00 8348190.83 0.0053 N/A N 8348403.48 8348403.48 FAIRWAY FINANCE LLC FAIRWAY FINANCE LLC 30601VK26 DCP 10/02/2012 30601VK26 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-02 2012-10-02 N N N 8803000.00 8799664.64 0.0056 N/A N 8798887.24 8798887.24 FAIRWAY FINANCE LLC FAIRWAY FINANCE LLC 30601VJE2 DCP 09/14/2012 30601VJE2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 5000000.00 4998777.78 0.0032 N/A N 4998562.50 4998562.50 WESTPAC BANKING CORP WESTPAC BANKING CORP P/P 144A 00.8879 06/14/2013 9612E0CG0 Other Note N First Tier Security N/A N/A 2012-09-14 2013-06-14 N N N 10000000.00 10029490.35 0.0064 N/A N 10021040.00 10021040.00 CONNECTICUT STATE HEALTH & EDUCATIONAL FACILITY AUTHORITY CONNECTICUT STATE HEALTH & ED 00.1500 08/01/2012 20774NKG5 Other Commercial Paper N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 23390000.00 23390000.00 0.0148 N/A N 23390000.20 23390000.20 TRINITY HEALTH TRINITY HEALTH 00.1700 08/08/2012 89651JH89 Other Commercial Paper N First Tier Security N/A N/A 2012-08-08 2012-08-08 N N N 17200000.00 17199431.44 0.0109 N/A N 17199449.60 17199449.60 JUPITER SECURITIZATION CO LLC JUPITER SECURITIZATION CO LLC 4820P2J55 DCP 09/05/2012 4820P2J55 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 11250000.00 11247703.13 0.0071 N/A N 11247390.00 11247390.00 UNIVERSITY OF VIRGINIA UNIVERSITY OF VIRGINIA 00.1700 08/08/2012 91521MNJ5 Other Commercial Paper N First Tier Security N/A N/A 2012-08-08 2012-08-08 N N N 7400000.00 7400000.00 0.0047 N/A N 7399852.00 7399852.00 VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 92646KJE3 DCP 09/14/2012 92646KJE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 16000000.00 15994524.45 0.0101 N/A N 15995000.00 15995000.00 UNIVERSITY OF TEXAS UNIVERSITY OF TEXAS 00.1600 08/16/2012 91513VGS3 Other Commercial Paper N 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 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257YFQ2 DCP 09/10/2012 86257YFQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-10 2012-09-10 N N N 18150000.00 18146370.00 0.0115 N/A N 18146079.60 18146079.60 LELAND STANFORD JUNIOR UNIVERSITY LELAND STANFORD JUNIOR UNIVER 00.2000 09/14/2012 5255M4JE3 Other Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 12000000.00 11997066.64 0.0076 N/A N 11997240.00 11997240.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALI 00.3438 12/20/2012 20272ACW4 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 13500000.00 13500000.00 0.0086 N/A N 13494156.50 13494156.50 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 15963THL6 DCP 08/20/2012 15963THL6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-20 2012-08-20 N N N 11450000.00 11448851.82 0.0073 N/A N 11449046.20 11449046.20 AMERICAN UNIVERSITY AMERICAN UNIVERSITY 03035PJD0 DCP 09/13/2012 03035PJD0 Other Commercial Paper N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 3500000.00 3499289.30 0.0022 N/A N 3499265.00 3499265.00 DUKE UNIVERSITY DUKE UNIVERSITY 00.1600 09/13/2012 26441TJD1 Other Commercial Paper N First Tier Security N/A N/A 2012-09-13 2012-09-13 N N N 19000000.00 18996368.91 0.0121 N/A N 18994032.10 18994032.10 FNMA FNMA 313588K79 GDC 10/15/2012 313588K79 Government Agency Debt N First Tier Security N/A N/A 2012-10-15 2012-10-15 N N N 4050000.00 4048818.75 0.0026 N/A N 4049157.60 4049157.60 BANK OF MONTREAL/CHICAGO IL BANK OF MONTREAL CHICAGO 00.4668 06/21/2013 06366VTQ9 Certificate of Deposit N First Tier Security N/A N/A 2012-08-21 2013-06-21 N N N 9250000.00 9250000.00 0.0059 N/A N 9247576.50 9247576.50 JOHNS HOPKINS UNIVERSITY JOHNS HOPKINS UNIVERSITY 00.1800 09/19/2012 57421QLM3 Other Commercial Paper N 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 0.0078 N/A N 12366876.30 12366876.30 FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 313396T60 GDC 12/17/2012 313396T60 Government Agency Debt N First Tier Security N/A N/A 2012-12-17 2012-12-17 N N N 4000000.00 3997500.67 0.0025 N/A N 3998160.00 3998160.00 HSBC USA INC HSBC BANK USA NA 40427RLM1 DCP 11/21/2012 40427RLM1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-21 2012-11-21 N N N 9200000.00 9190268.44 0.0058 N/A N 9190816.56 9190816.56 FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 313312N48 GDC 11/05/2012 313312N48 Government Agency Debt N First Tier Security N/A N/A 2012-11-05 2012-11-05 N N N 4625000.00 4623273.33 0.0029 N/A N 4623644.88 4623644.88 WESTPAC BANKING CORP/NY WESTPAC BANKING CORP/NY 9612C0LE7 DCP 11/14/2012 9612C0LE7 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-14 2012-11-14 N N N 15000000.00 14985562.50 0.0095 N/A N 14985586.50 14985586.50 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 67983TKV7 DCP 10/29/2012 67983TKV7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-29 2012-10-29 N N N 8500000.00 8494746.54 0.0054 N/A N 8496387.50 8496387.50 FNMA FNMA 313588T96 GDC 12/20/2012 313588T96 Government Agency Debt N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 6500000.00 6495672.08 0.0041 N/A N 6496945.00 6496945.00 NORDEA NORTH AMERICA INC/DE NORDEA NORTH AMERICA INC/DE 6555P0MS5 DCP 12/26/2012 6555P0MS5 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-26 2012-12-26 N N N 8000000.00 7986933.31 0.0051 N/A N 7990220.80 7990220.80 GENERAL ELECTRIC CAPITAL CORP GENERAL ELECTRIC CAPITAL CORP 36959HKP1 DCP 10/23/2012 36959HKP1 Other Commercial Paper N First Tier Security N/A N/A 2012-10-23 2012-10-23 N N N 4175000.00 4172689.83 0.0026 N/A N 4173207.67 4173207.67 PRUDENTIAL PLC PRUDENTIAL PLC 7443M2H17 DCP 08/01/2012 7443M2H17 Other Commercial Paper N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 9100000.00 9100000.00 0.0058 N/A N 9099957.23 9099957.23 STANDARD CHARTERED BANK/NEW YORK STANDARD CHARTERED BANK/NEW Y 85324TMA1 DCP 12/10/2012 85324TMA1 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-10 2012-12-10 N N N 7400000.00 7387343.95 0.0047 N/A N 7384913.62 7384913.62 BRYANT PARK FUNDING LLC BRYANT PARK FUNDING LLC 11765JH94 DCP 08/09/2012 11765JH94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-09 2012-08-09 N N N 14000000.00 13999440.00 0.0089 N/A N 13999290.20 13999290.20 JUPITER SECURITIZATION CO LLC JUPITER SECURITIZATION CO LLC 4820P2JC0 DCP 09/12/2012 4820P2JC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 5000000.00 4998833.33 0.0032 N/A N 4998531.00 4998531.00 STATE STREET CORP STATE STREET CORP 85747JL96 DCP 11/09/2012 85747JL96 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-09 2012-11-09 N N N 9100000.00 9094186.11 0.0058 N/A N 9094876.70 9094876.70 JOHNS HOPKINS UNIVERSITY JOHNS HOPKINS UNIVERSITY 00.2000 08/08/2012 47803LJJ3 Other Commercial Paper N First Tier Security N/A N/A 2012-08-08 2012-08-08 N Y JOHNS HOPKINS UNIVERSITY N/A N/A N 6000000.00 6000000.00 0.0038 N/A N 6000000.06 6000000.06 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 15963TKC2 DCP 10/12/2012 15963TKC2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N N 4600000.00 4597976.00 0.0029 N/A N 4598554.22 4598554.22 WORKING CAPITAL MANAGEMENT CO WORKING CAPITAL MANAGEMENT CO 98137RH29 DCP 08/02/2012 98137RH29 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-02 2012-08-02 N N N 9000000.00 8999945.00 0.0057 N/A N 8999910.00 8999910.00 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257FJR7 DCP 10/12/2012 86257FJR7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-12 2012-10-12 N N N 7500000.00 7497300.00 0.0048 N/A N 7496811.00 7496811.00 COFCO CAPITAL CORP COFCO CAPITAL CORP 1921E0HG8 DCP 08/16/2012 1921E0HG8 Other Commercial Paper N First Tier Security N/A N/A 2012-08-16 2012-08-16 N N N 16000000.00 15997333.33 0.0101 N/A N 15998720.00 15998720.00 CAFCO LLC CAFCO LLC 12476EH28 DCP 08/02/2012 12476EH28 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-02 2012-08-02 N N N 4000000.00 3999951.11 0.0025 N/A N 3999955.60 3999955.60 MANHATTAN ASSET FUNDING CO LLC MANHATTAN ASSET FUNDING CO LL 56274LJH8 DCP 09/17/2012 56274LJH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N N 2500000.00 2499184.03 0.0016 N/A N 2499146.75 2499146.75 VARIABLE FUNDING CAPITAL CO LLC VARIABLE FUNDING CAPITAL CO L 92217LJH3 DCP 09/17/2012 92217LJH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N N 15000000.00 14996670.84 0.0095 N/A N 14995480.50 14995480.50 RBS HOLDINGS USA INC RBS HOLDINGS USA INC 74927JH14 DCP 08/01/2012 74927JH14 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 8000000.00 8000000.00 0.0051 N/A N 7999962.40 7999962.40 TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 89232CJC1 DCP 09/12/2012 89232CJC1 Other Commercial Paper N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 8000000.00 7998413.33 0.0051 N/A N 7998910.40 7998910.40 STATE STREET CORP STATE STREET CORP 85747JLF2 DCP 11/15/2012 85747JLF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-11-15 2012-11-15 N N N 7000000.00 6995465.55 0.0044 N/A N 6995699.90 6995699.90 ALPINE SECURITIZATION CORP ALPINE SECURITIZATION CORP 02086LH25 DCP 08/02/2012 02086LH25 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-02 2012-08-02 N N N 8000000.00 7999964.44 0.0051 N/A N 7999920.00 7999920.00 INDIANA FINANCE AUTHORITY INDIANA FINANCE AUTHORITY 00.1600 09/17/2012 45506BAK5 Other Commercial Paper N First Tier Security N/A N/A 2012-09-17 2012-09-17 N Y INDIANA FINANCE AUTHORITY N/A N/A N 6700000.00 6700000.00 0.0043 N/A N 6699933.00 6699933.00 ROCHE HOLDINGS INC ROCHE HOLDINGS INC 77119LJE0 DCP 09/14/2012 77119LJE0 Other Commercial Paper N First Tier Security N/A N/A 2012-09-14 2012-09-14 N N N 17000000.00 16996883.34 0.0108 N/A N 16996812.50 16996812.50 J.P. MORGAN SECURITIES REPO TRIPA CORPO 0.31 08/22/2012 TRIPARTY1 Other Repurchase Agreement N ADVANCE AUTO PARTS INC 2020-05-01 5.75% Other Note 2464.07 2872.50 ALLEGHENY LUDLUM CORPORATION 2025-12-15 6.95% Other Note 351622.18 422673.59 ALLEGHENY TECHNOLOGIES INC NEW 2019-06-01 9.38% Other Note 423326.49 549160.30 AMERICAN AIRLINES INC. 2019-07-02 10.38% Other Note 188.75 183.61 CLIFFS NATURAL RESOURCES INC. 2040-10-01 6.25% Other Note 130595.48 134899.84 DELHAIZE AMERICA INC CLASS 2031-04-15 9.00% Other Note 401642.71 469026.32 DELHAIZE GROUP 2017-06-15 6.50% Other Note 228911.70 251047.07 DOMTAR CORPORATION 2015-08-15 7.13% Other Note 344969.20 396604.89 GREAT PLAINS ENERGY INCORPROAT 2022-06-15 5.29% Other Note 400410.68 449631.56 LEXMARK INTERNATIONAL INC. 2018-06-01 6.65% Other Note 505626.28 542445.30 LLOYDS TSB BNK PLC 2020-09-14 6.50% Other Note 1375934.29 1399002.65 NEXEN INC 2037-05-15 6.40% Other Note 458562.63 588268.61 NEXEN INC 2039-07-30 7.50% Other Note 407802.87 575736.06 NEXEN INC 2019-07-30 6.20% Other Note 2464065.71 2966168.48 PPL WEM HLDGS PLC 2021-05-01 5.38% Other Note 4558521.56 5100672.43 PPL WEM HLDGS PLC 2016-05-01 3.90% Other Note 425051.33 447411.17 PROLOGIS TRUST 2018-05-15 6.63% Other Note 55934.29 65532.86 PUBLIC SERVICE COMPANY OF NEW 2018-05-15 7.95% Other Note 739.22 906.91 ROWAN COMPANIES INC. 2019-08-01 7.88% Other Note 11581.11 14631.51 TOPAZ SOLAR FARMS LLC 2039-09-30 5.75% Other Note 246406.57 248369.60 URS CORP / URS FOX US LP 2017-04-01 3.85% Other Note 16016.43 16154.93 URS CORP / URS FOX US LP 2022-04-01 5.00% Other Note 547022.59 563236.31 UNITED BUSINESS MEDIA LIMITED 2020-11-03 5.75% Other Note 278439.43 294278.69 WYNDHAM WORLDWIDE CORPORATION 2020-03-01 7.38% Other Note 830390.14 1024397.12 WYNDHAM WORLDWIDE CORPORATION 2021-03-01 5.63% Other Note 549486.65 619266.66 WYNDHAM WORLDWIDE CORPORATION 2017-03-01 2.95% Other Note 196632.44 200206.85 WYNDHAM WORLDWIDE CORPORATION 2022-03-01 4.25% Other Note 1492731.01 1552144.62 SOUTHWESTERN ENERGY COMPANY 2022-03-15 4.10% Other Note 4928.13 5214.67 First Tier Security N/A N/A 2012-08-22 2012-08-22 N N N 18000000.00 18000000.00 0.0114 N/A Y 18000734.50 18000734.50 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257NAK4 DCP 10/22/2012 86257NAK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-22 2012-10-22 N N N 17000000.00 16993030.00 0.0108 N/A N 16993806.90 16993806.90 BARCLAYS CAPITAL, INC. REPO TRIPA MORTG 0.18 08/01/2012 TRIPARTY1 Government Agency Repurchase Agreement Y FMAC 2026-01-01 3.50% Government Agency Debt 5311313.11 5262020.81 FMAC 2042-03-01 3.50% Government Agency Debt 791401.66 830244.20 FNMA 2041-10-01 4.00% Government Agency Debt 5165984.51 5324760.32 FNMA 2042-02-01 4.00% Government Agency Debt 1090350.30 1103373.60 FNMA 2042-03-01 3.50% Government Agency Debt 5163934.43 5299122.92 FNMA 2027-04-01 3.00% Government Agency Debt 5112824.49 5303788.16 FNMA 2042-08-01 3.00% Government Agency Debt 3563596.34 3713794.80 FNMA 2031-12-01 4.00% Government Agency Debt 5093093.82 5193719.01 GNMA 2039-02-15 4.50% Government Agency Debt 31784.02 20036.21 GNMA 2041-07-15 4.00% Government Agency Debt 80731.40 79140.00 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 31500000.00 31500000.00 0.0200 N/A N 31500000.00 31500000.00 HSBC USA INC HSBC USA INC 40427RKV2 DCP 10/29/2012 40427RKV2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-10-29 2012-10-29 N N N 5750000.00 5745593.26 0.0036 N/A N 5745975.00 5745975.00 LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 53127TKR3 DCP 10/25/2012 53127TKR3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-10-25 2012-10-25 N N N 18000000.00 17990649.99 0.0114 N/A N 17985337.20 17985337.20 CAFCO LLC CAFCO LLC 12476EH69 DCP 08/06/2012 12476EH69 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-08-06 2012-08-06 N N N 4000000.00 3999861.11 0.0025 N/A N 3999866.80 3999866.80 J.P. MORGAN SECURITIES REPO TRIPA CORPO 0.25 08/01/2012 TRIPARTY2 Other Repurchase Agreement N DOMTAR CORPORATION 2022-04-01 4.40% Other Note 7231250.00 7458729.08 ENTERGY CORP NEW 2020-09-15 5.13% Other Note 7551666.67 8143009.88 ENTERGY CORP NEW 2017-01-15 4.70% Other Note 6416666.67 6864097.29 WYNDHAM WORLDWIDE CORPORATION 2020-03-01 7.38% Other Note 3494166.67 4310521.12 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 25500000.00 25500000.00 0.0162 N/A N 25500000.00 25500000.00 US BANK NA/CAYMAN ISLANDS US BANK NA/CAYMAN ISLANDS 99692U9K6 TD 08/01/2012 99692U9K6 Other Instrument Time Deposit N First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 16000000.00 16000000.00 0.0102 N/A N 16000000.00 16000000.00 AMERICAN UNIVERSITY AMERICAN UNIVERSITY 03035PJC2 DCP 09/12/2012 03035PJC2 Other Commercial Paper N First Tier Security N/A N/A 2012-09-12 2012-09-12 N N N 4400000.00 4398665.33 0.0028 N/A N 4398665.33 4398665.33 MORGAN (J.P.) SECURITIES INC. REPO TRIPA MORTG 0.19 08/01/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2037-07-01 5.50% Government Agency Debt 296742.76 95554.46 FNMA 2013-01-01 7.00% Government Agency Debt 306251.89 310.92 FNMA 2015-03-01 7.00% Government Agency Debt 280609.01 1366.35 FNMA 2014-12-01 7.00% Government Agency Debt 275601.92 2292.37 FNMA 2025-12-01 4.00% Government Agency Debt 283413.40 233195.02 FNMA 2026-01-01 3.50% Government Agency Debt 308460.98 258207.10 FNMA 2026-03-01 4.00% Government Agency Debt 288760.07 272271.73 FNMA 2041-04-01 6.00% Government Agency Debt 295703.58 321558.14 FNMA 2041-06-01 4.50% Government Agency Debt 289099.42 309677.10 FNMA 2026-10-01 4.00% Government Agency Debt 302229.62 308882.73 FNMA 2027-04-01 3.50% Government Agency Debt 318517.64 341206.81 FNMA 2041-07-01 5.00% Government Agency Debt 277664.66 301094.34 FNMA 2041-06-01 5.00% Government Agency Debt 286744.20 259591.89 FNMA 2041-05-01 4.50% Government Agency Debt 271761.87 238738.97 FNMA 2021-05-01 3.50% Government Agency Debt 291398.08 275032.27 FNMA 2026-07-01 4.50% Government Agency Debt 281478.52 286932.02 FNMA 2041-06-01 5.00% Government Agency Debt 290352.07 303172.26 FNMA 2026-12-01 3.50% Government Agency Debt 324428.79 340267.18 FNMA 2026-06-01 4.00% Government Agency Debt 308949.32 313678.24 FNMA 2026-06-01 4.50% Government Agency Debt 324569.86 289803.30 FNMA 2041-08-01 4.00% Government Agency Debt 313845.28 327557.61 FNMA 2036-07-01 4.50% Government Agency Debt 279119.12 224161.04 FNMA 2041-09-01 4.50% Government Agency Debt 294621.26 316588.48 FNMA 2026-09-01 4.00% Government Agency Debt 317895.05 266707.28 FNMA 2026-09-01 3.50% Government Agency Debt 315683.32 319002.01 FNMA 2031-10-01 4.00% Government Agency Debt 320927.00 267861.29 FNMA 2026-09-01 4.50% Government Agency Debt 312001.95 324056.85 FNMA 2026-10-01 4.50% Government Agency Debt 279894.00 280107.44 FNMA 2036-11-01 4.50% Government Agency Debt 296397.03 316735.29 FNMA 2026-10-01 4.00% Government Agency Debt 302919.77 313038.17 FNMA 2041-10-01 4.50% Government Agency Debt 276961.75 302938.86 FNMA 2026-11-01 4.50% Government Agency Debt 273622.58 289988.84 FNMA 2041-11-01 4.00% Government Agency Debt 278854.15 296580.98 FNMA 2041-12-01 4.50% Government Agency Debt 294476.46 327688.63 FNMA 2041-11-01 3.50% Government Agency Debt 303455.20 299662.14 FNMA 2026-11-01 4.00% Government Agency Debt 70691.32 65795.55 FNMA 2041-11-01 4.50% Government Agency Debt 295883.38 317714.70 FNMA 2026-11-01 3.50% Government Agency Debt 303727.21 291439.23 FNMA 2042-01-01 4.00% Government Agency Debt 281312.37 305763.40 FNMA 2026-12-01 4.00% Government Agency Debt 298473.64 282141.34 FNMA 2026-12-01 4.00% Government Agency Debt 303320.74 319302.18 FNMA 2027-02-01 4.00% Government Agency Debt 273126.98 291073.98 FNMA 2027-01-01 4.00% Government Agency Debt 322459.36 343498.16 FNMA 2027-01-01 4.00% Government Agency Debt 287030.73 302349.77 FNMA 2027-02-01 3.50% Government Agency Debt 280820.28 296616.18 FNMA 2042-04-01 4.00% Government Agency Debt 297475.83 302940.22 FNMA 2042-06-01 3.50% Government Agency Debt 300849.32 323814.93 FNMA 2042-06-01 4.00% Government Agency Debt 272410.86 299412.79 FNMA 2027-06-01 3.00% Government Agency Debt 273316.02 291290.66 FNMA 2042-02-01 4.50% Government Agency Debt 279535.28 309433.19 FNMA 2042-04-01 4.00% Government Agency Debt 286807.58 310249.19 FNMA 2042-03-01 4.00% Government Agency Debt 318121.07 345390.43 FNMA 2022-01-01 3.50% Government Agency Debt 305165.39 310621.30 FNMA 2032-03-01 3.50% Government Agency Debt 310867.03 327507.89 FNMA 2042-02-01 4.50% Government Agency Debt 312018.23 337376.62 FNMA 2027-04-01 3.00% Government Agency Debt 280691.10 295816.07 FNMA 2042-02-01 4.00% Government Agency Debt 294800.62 320974.44 FNMA 2042-02-01 4.00% Government Agency Debt 290358.45 286932.33 FNMA 2042-02-01 5.00% Government Agency Debt 292291.35 327356.39 FNMA 2042-02-01 5.00% Government Agency Debt 281197.71 306517.71 FNMA 2027-02-01 3.00% Government Agency Debt 293967.21 305346.64 FNMA 2027-02-01 3.50% Government Agency Debt 324211.14 341842.46 FNMA 2027-02-01 4.00% Government Agency Debt 312537.60 331445.95 FNMA 2027-02-01 3.50% Government Agency Debt 290154.89 306756.68 FNMA 2027-01-01 3.50% Government Agency Debt 283514.41 276784.09 FNMA 2042-02-01 4.00% Government Agency Debt 280312.13 299413.58 FNMA 2032-04-01 4.00% Government Agency Debt 313098.57 336368.90 FNMA 2042-06-01 4.00% Government Agency Debt 286094.55 307214.21 FNMA 2042-06-01 3.50% Government Agency Debt 301936.04 322402.78 FNMA 2027-03-01 4.50% Government Agency Debt 280640.70 304257.81 FNMA 2027-03-01 4.50% Government Agency Debt 272483.71 291604.81 FNMA 2042-02-01 4.50% Government Agency Debt 308221.98 341143.23 FNMA 2042-03-01 4.50% Government Agency Debt 311386.40 344373.93 FNMA 2042-03-01 4.50% Government Agency Debt 305348.71 329365.48 FNMA 2027-02-01 4.00% Government Agency Debt 310021.29 297612.88 FNMA 2027-03-01 3.50% Government Agency Debt 279614.06 292573.34 FNMA 2027-05-01 3.00% Government Agency Debt 281272.09 296746.77 FNMA 2042-03-01 4.50% Government Agency Debt 311818.85 342690.95 FNMA 2042-03-01 4.50% Government Agency Debt 325749.01 352676.69 FNMA 2042-04-01 4.50% Government Agency Debt 280517.02 315112.72 FNMA 2042-03-01 4.00% Government Agency Debt 307033.81 334536.08 FNMA 2027-03-01 4.00% Government Agency Debt 283062.16 300682.11 FNMA 2027-03-01 3.00% Government Agency Debt 295586.72 306078.13 FNMA 2042-03-01 4.00% Government Agency Debt 291883.56 318583.16 FNMA 2042-03-01 4.00% Government Agency Debt 288640.57 314121.02 FNMA 2042-03-01 4.00% Government Agency Debt 315710.83 342618.04 FNMA 2027-03-01 4.00% Government Agency Debt 272985.47 294934.64 FNMA 2027-03-01 4.00% Government Agency Debt 300586.33 321351.81 FNMA 2027-03-01 3.00% Government Agency Debt 281005.36 293244.12 FNMA 2027-03-01 3.50% Government Agency Debt 301494.13 320875.88 FNMA 2032-05-01 3.00% Government Agency Debt 281856.38 294690.64 FNMA 2027-03-01 3.00% Government Agency Debt 280426.13 292714.21 FNMA 2032-04-01 4.00% Government Agency Debt 275667.06 294808.76 FNMA 2027-04-01 3.00% Government Agency Debt 288291.97 301975.60 FNMA 2042-04-01 4.50% Government Agency Debt 278526.46 301667.49 FNMA 2027-05-01 4.00% Government Agency Debt 308739.81 330213.67 FNMA 2032-03-01 3.00% Government Agency Debt 311660.61 324046.48 FNMA 2032-03-01 3.00% Government Agency Debt 323467.96 336688.35 FNMA 2022-03-01 2.50% Government Agency Debt 288689.64 290748.46 FNMA 2027-04-01 4.00% Government Agency Debt 273396.35 291976.70 FNMA 2027-04-01 4.00% Government Agency Debt 325157.45 345524.84 FNMA 2041-04-01 5.00% Government Agency Debt 286094.55 301488.17 FNMA 2041-07-01 5.50% Government Agency Debt 306407.92 195433.74 FNMA 2039-10-01 6.50% Government Agency Debt 319534.38 322982.83 FNMA 2042-02-01 4.00% Government Agency Debt 271236.56 284778.55 FNMA 2027-06-01 3.50% Government Agency Debt 321540.78 334816.98 FNMA 2027-04-01 3.50% Government Agency Debt 297824.42 318452.34 FNMA 2027-04-01 3.00% Government Agency Debt 273198.28 288537.15 FNMA 2042-03-01 4.50% Government Agency Debt 321098.87 352883.37 FNMA 2042-04-01 4.50% Government Agency Debt 290787.60 314436.64 FNMA 2042-04-01 4.00% Government Agency Debt 313943.21 341408.78 FNMA 2027-04-01 3.50% Government Agency Debt 318218.12 341739.86 FNMA 2027-05-01 3.50% Government Agency Debt 283355.74 300172.20 FNMA 2042-05-01 4.50% Government Agency Debt 284482.07 313368.64 FNMA 2042-05-01 4.50% Government Agency Debt 280440.22 315366.70 FNMA 2027-04-01 3.50% Government Agency Debt 291505.47 308272.01 FNMA 2032-04-01 3.50% Government Agency Debt 311689.00 333980.43 FNMA 2042-04-01 4.00% Government Agency Debt 276608.31 298342.35 FNMA 2042-04-01 4.50% Government Agency Debt 288565.52 319468.45 FNMA 2042-05-01 4.00% Government Agency Debt 288245.76 315929.23 FNMA 2042-05-01 4.50% Government Agency Debt 293515.40 329827.67 FNMA 2042-04-01 4.50% Government Agency Debt 287092.14 315873.60 FNMA 2027-05-01 3.50% Government Agency Debt 315226.67 329466.16 FNMA 2027-04-01 3.50% Government Agency Debt 307377.12 329056.44 FNMA 2027-05-01 4.00% Government Agency Debt 274689.28 297340.69 FNMA 2042-04-01 3.50% Government Agency Debt 301279.78 319452.95 FNMA 2042-05-01 3.50% Government Agency Debt 324753.62 344325.73 FNMA 2042-05-01 4.00% Government Agency Debt 299243.01 323204.90 FNMA 2042-07-01 3.50% Government Agency Debt 295449.84 318631.88 FNMA 2042-07-01 4.00% Government Agency Debt 297829.48 320618.50 FNMA 2027-04-01 3.00% Government Agency Debt 299429.85 310761.25 FNMA 2042-05-01 4.50% Government Agency Debt 321560.81 361467.11 FNMA 2042-05-01 4.00% Government Agency Debt 306403.96 330965.96 FNMA 2042-05-01 3.50% Government Agency Debt 269689.44 285910.40 FNMA 2042-05-01 4.00% Government Agency Debt 324717.31 350758.19 FNMA 2027-05-01 3.50% Government Agency Debt 295130.07 311840.13 FNMA 2027-05-01 3.50% Government Agency Debt 295986.81 316621.19 FNMA 2027-05-01 3.50% Government Agency Debt 303557.32 325126.35 FNMA 2027-05-01 4.00% Government Agency Debt 271074.58 294582.81 FNMA 2027-06-01 4.00% Government Agency Debt 307861.94 338063.03 FNMA 2027-06-01 3.50% Government Agency Debt 311210.13 335583.29 FNMA 2027-07-01 3.50% Government Agency Debt 294793.80 321374.34 FNMA 2032-06-01 4.00% Government Agency Debt 316981.31 342191.71 FNMA 2042-05-01 4.50% Government Agency Debt 294387.33 331105.17 FNMA 2027-05-01 3.00% Government Agency Debt 293643.04 309316.41 FNMA 2027-06-01 3.50% Government Agency Debt 320838.53 346577.26 FNMA 2027-06-01 3.50% Government Agency Debt 271212.13 291696.86 FNMA 2027-06-01 3.50% Government Agency Debt 324964.89 344385.02 FNMA 2027-05-01 4.00% Government Agency Debt 300261.73 327134.60 FNMA 2027-06-01 3.50% Government Agency Debt 297785.91 322081.67 FNMA 2042-06-01 3.50% Government Agency Debt 317995.19 341335.62 FNMA 2042-05-01 4.50% Government Agency Debt 309783.17 344223.63 FNMA 2042-05-01 4.00% Government Agency Debt 306700.17 331247.83 FNMA 2027-05-01 3.50% Government Agency Debt 325292.36 351200.44 FNMA 2042-05-01 4.50% Government Agency Debt 306250.13 344279.20 FNMA 2042-05-01 4.00% Government Agency Debt 315092.65 340049.72 FNMA 2027-06-01 3.00% Government Agency Debt 314670.77 334022.90 FNMA 2027-06-01 3.50% Government Agency Debt 299341.16 322345.66 FNMA 2027-05-01 4.00% Government Agency Debt 278496.31 301772.64 FNMA 2042-05-01 4.50% Government Agency Debt 310910.39 337414.32 FNMA 2027-07-01 3.00% Government Agency Debt 307017.96 324901.74 FNMA 2042-06-01 5.00% Government Agency Debt 284525.87 311624.14 FNMA 2042-06-01 4.50% Government Agency Debt 319480.68 347163.49 FNMA 2042-07-01 4.00% Government Agency Debt 279564.55 308906.10 FNMA 2042-06-01 5.00% Government Agency Debt 291278.14 319006.17 FNMA 2042-07-01 3.50% Government Agency Debt 285624.69 307388.68 FNMA 2042-07-01 5.00% Government Agency Debt 307730.12 337381.18 FNMA 2042-07-01 5.00% Government Agency Debt 269152.47 303076.89 FNMA 2042-06-01 3.50% Government Agency Debt 293046.64 311724.53 FNMA 2042-07-01 4.00% Government Agency Debt 301098.00 330441.34 FNMA 2042-05-01 3.50% Government Agency Debt 305063.27 272494.44 FNMA 2042-06-01 3.50% Government Agency Debt 305225.47 323816.64 FNMA 2042-06-01 3.50% Government Agency Debt 281791.46 299324.52 FNMA 2027-06-01 3.50% Government Agency Debt 287849.63 310211.64 FNMA 2042-06-01 4.00% Government Agency Debt 315078.12 346282.01 FNMA 2042-06-01 4.00% Government Agency Debt 314317.99 342771.86 FNMA 2042-06-01 4.50% Government Agency Debt 318505.76 345781.06 FNMA 2042-06-01 3.50% Government Agency Debt 287565.51 307571.91 FNMA 2027-06-01 4.00% Government Agency Debt 310698.68 340684.89 FNMA 2027-06-01 4.00% Government Agency Debt 283079.55 309625.92 FNMA 2042-06-01 4.50% Government Agency Debt 305583.53 344242.03 FNMA 2027-06-01 3.50% Government Agency Debt 277808.81 297867.38 FNMA 2027-06-01 4.00% Government Agency Debt 316889.54 346895.35 FNMA 2027-07-01 4.00% Government Agency Debt 320360.31 350460.58 FNMA 2027-07-01 3.50% Government Agency Debt 269880.69 287805.25 FNMA 2042-06-01 4.00% Government Agency Debt 281816.77 307739.89 FNMA 2027-06-01 4.00% Government Agency Debt 305451.04 330736.57 FNMA 2042-06-01 4.00% Government Agency Debt 291877.18 308688.30 FNMA 2027-06-01 3.00% Government Agency Debt 278005.99 295890.74 FNMA 2042-07-01 4.50% Government Agency Debt 299067.17 325451.66 FNMA 2027-06-01 3.50% Government Agency Debt 297371.95 315736.21 FNMA 2042-02-01 4.00% Government Agency Debt 286588.61 308338.38 FNMA 2042-07-01 4.00% Government Agency Debt 310891.24 341823.79 FNMA 2027-06-01 4.00% Government Agency Debt 275072.42 300884.14 FNMA 2027-07-01 3.00% Government Agency Debt 318934.90 340578.13 FNMA 2027-07-01 3.50% Government Agency Debt 308523.26 336341.74 FNMA 2032-08-01 4.00% Government Agency Debt 307841.91 333513.44 FNMA 2042-07-01 4.00% Government Agency Debt 279804.21 304476.29 FNMA 2027-07-01 3.50% Government Agency Debt 322925.26 347803.94 FNMA 2042-06-01 3.50% Government Agency Debt 318747.40 342074.65 FNMA 2042-07-01 4.00% Government Agency Debt 318925.66 348262.26 FNMA 2042-07-01 4.00% Government Agency Debt 284997.92 311213.66 FNMA 2042-07-01 4.00% Government Agency Debt 306070.55 338194.02 FNMA 2027-07-01 3.00% Government Agency Debt 302508.01 323768.65 FNMA 2027-07-01 3.00% Government Agency Debt 269082.92 287994.41 FNMA 2027-07-01 3.00% Government Agency Debt 318032.60 336557.98 FNMA 2042-07-01 4.00% Government Agency Debt 321303.54 353282.00 FNMA 2042-07-01 4.50% Government Agency Debt 285165.18 321384.51 FNMA 2032-07-01 3.00% Government Agency Debt 307254.10 320168.38 FNMA 2042-07-01 4.00% Government Agency Debt 274070.87 296840.53 FNMA 2042-07-01 3.50% Government Agency Debt 279217.27 297002.84 FNMA 2027-08-01 3.50% Government Agency Debt 302988.43 330307.86 FNMA 2027-08-01 3.50% Government Agency Debt 281926.37 306465.69 FNMA 2042-07-01 4.50% Government Agency Debt 281847.14 313934.77 FNMA 2042-07-01 3.50% Government Agency Debt 319373.94 343397.67 FNMA 2027-07-01 3.50% Government Agency Debt 315893.27 343389.13 FNMA 2042-07-01 3.50% Government Agency Debt 314566.23 339248.22 FNMA 2042-07-01 3.50% Government Agency Debt 269425.14 289691.65 FNMA 2042-08-01 4.00% Government Agency Debt 288869.88 315441.78 FNMA 2042-07-01 4.50% Government Agency Debt 304431.67 331194.31 FNMA 2042-07-01 4.50% Government Agency Debt 308460.98 335577.83 FNMA 2042-07-01 5.00% Government Agency Debt 283284.44 318990.07 FNMA 2027-07-01 3.50% Government Agency Debt 272608.93 290714.69 FNMA 2042-07-01 4.00% Government Agency Debt 294242.96 321309.10 FNMA 2042-08-01 4.00% Government Agency Debt 272910.21 301553.36 FNMA 2027-08-01 3.00% Government Agency Debt 286333.76 304847.03 FNMA 2042-08-01 4.50% Government Agency Debt 285766.64 310888.43 FNMA 2018-11-01 7.00% Government Agency Debt 311623.64 470.76 FNMA 2033-09-01 6.50% Government Agency Debt 308101.82 31978.66 FNMA 2033-11-01 5.50% Government Agency Debt 323216.41 57283.89 FNMA 2035-07-01 5.50% Government Agency Debt 272543.13 70517.53 FNMA 2042-07-01 5.50% Government Agency Debt 276133.83 303254.64 FNMA 2037-05-01 6.00% Government Agency Debt 279492.36 154744.45 FNMA 2036-12-01 5.50% Government Agency Debt 307661.67 65336.76 FNMA 2037-03-01 5.50% Government Agency Debt 323511.31 41725.22 FNMA 2037-04-01 6.00% Government Agency Debt 288892.99 168782.42 FNMA 2040-02-01 4.50% Government Agency Debt 286094.55 243381.81 FNMA 2025-03-01 4.00% Government Agency Debt 286094.55 212253.86 FNMA 2024-09-01 5.00% Government Agency Debt 283440.25 207556.50 FNMA 2037-10-01 6.50% Government Agency Debt 324565.90 81594.04 FNMA 2037-10-01 7.50% Government Agency Debt 313068.64 82546.92 FNMA 2038-04-01 5.50% Government Agency Debt 270689.45 101506.81 FNMA 2023-10-01 6.00% Government Agency Debt 289564.87 170826.42 FNMA 2023-04-01 5.00% Government Agency Debt 320837.65 197232.01 FNMA 2038-12-01 5.50% Government Agency Debt 318636.48 96996.48 FNMA 2021-11-01 4.50% Government Agency Debt 295626.56 100997.80 FNMA 2024-01-01 5.00% Government Agency Debt 286094.55 72324.42 FNMA 2040-06-01 5.50% Government Agency Debt 282034.20 288152.84 FNMA 2031-02-01 3.50% Government Agency Debt 308101.82 311117.31 FNMA 2032-06-01 3.00% Government Agency Debt 317851.48 327738.53 FNMA 2027-06-01 3.50% Government Agency Debt 315804.36 338813.68 FNMA 2042-06-01 3.50% Government Agency Debt 281414.48 298456.87 FNMA 2039-09-01 5.00% Government Agency Debt 286094.55 222856.61 FNMA 2040-01-01 5.50% Government Agency Debt 315802.82 221976.84 FNMA 2026-08-01 4.50% Government Agency Debt 278691.30 291861.70 FNMA 2039-06-01 6.00% Government Agency Debt 313694.31 104513.60 FNMA 2039-01-01 5.50% Government Agency Debt 309252.58 116585.71 FNMA 2040-05-01 5.50% Government Agency Debt 325017.93 330016.05 FNMA 2040-11-01 4.00% Government Agency Debt 323070.06 339589.93 FNMA 2040-09-01 4.00% Government Agency Debt 325041.04 262774.05 FNMA 2025-10-01 4.00% Government Agency Debt 296421.46 289806.73 FNMA 2040-10-01 5.50% Government Agency Debt 310147.83 269207.89 FNMA 2040-11-01 4.00% Government Agency Debt 276367.33 289775.64 FNMA 2040-11-01 4.00% Government Agency Debt 282881.48 299855.84 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 75650000.00 75650000.00 0.0480 N/A N 75650000.00 75650000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.18 08/01/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2024-01-01 6.00% Government Agency Debt 10327029.79 3331416.25 FMAC 2042-05-01 3.50% Government Agency Debt 3090382.98 3261380.02 FMAC 2036-02-01 2.40% Government Agency Debt 14912333.51 3305099.38 FMAC 2040-12-01 2.99% Government Agency Debt 5862614.38 3371460.83 FNMA 2034-07-01 2.41% Government Agency Debt 77259574.47 3382184.42 FNMA 2039-11-01 6.00% Government Agency Debt 3710510.82 3288328.22 FNMA 2026-06-01 4.00% Government Agency Debt 4141496.91 3356108.22 FNMA 2026-12-01 3.00% Government Agency Debt 3515322.48 3270812.73 FNMA 2041-11-01 4.50% Government Agency Debt 3157675.55 3326185.28 FNMA 2042-01-01 4.00% Government Agency Debt 3080338.46 3282283.40 FNMA 2035-05-01 2.86% Government Agency Debt 13002032.84 3330703.83 FNMA 2037-06-01 2.42% Government Agency Debt 14325702.33 3352122.24 FNMA 2037-03-01 6.00% Government Agency Debt 13461202.72 3301517.48 FNMA 2039-08-01 4.50% Government Agency Debt 3930371.99 3318215.85 FNMA 2036-05-01 2.43% Government Agency Debt 8167937.32 3288778.65 FNMA 2029-05-01 5.50% Government Agency Debt 10610314.89 3380126.22 FNMA 2039-07-01 3.91% Government Agency Debt 5152778.65 3274398.08 FNMA 2021-07-01 3.00% Government Agency Debt 4472814.30 3370315.31 FNMA 2021-01-01 3.50% Government Agency Debt 4474617.02 3380070.85 FNMA 2042-06-01 4.50% Government Agency Debt 3017908.09 3278497.04 FNMA 2039-09-01 5.50% Government Agency Debt 5047625.53 3364377.36 FNMA 2040-09-01 3.23% Government Agency Debt 5614050.75 3260184.40 FNMA 2040-10-01 3.79% Government Agency Debt 458688.03 423546.78 GNMA 2039-06-20 5.00% Government Agency Debt 4885181.35 3288327.04 GNMA 2040-09-20 3.50% Government Agency Debt 442392.96 376560.24 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 75650000.00 75650000.00 0.0480 N/A N 75650000.00 75650000.00 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.19 08/01/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2026-12-01 3.50% Government Agency Debt 6768339.17 5678707.43 FNMA 2042-07-01 3.50% Government Agency Debt 14766931.07 15685203.17 FNMA 2032-03-01 3.50% Government Agency Debt 26644567.48 27799922.10 FNMA 2040-11-01 4.00% Government Agency Debt 46198833.20 27999167.43 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 75650000.00 75650000.00 0.0480 N/A N 75650000.00 75650000.00 UBS SECURITIES LLC - CNTRPTY REPO TRIPA MORTG 0.19 08/01/2012 TRIPARTY2 Government Agency Repurchase Agreement Y GNMA 2042-06-20 3.00% Government Agency Debt 32474556.40 34296738.47 GNMA 2042-07-20 3.50% Government Agency Debt 20837265.44 22694629.82 GNMA 2042-01-20 3.50% Government Agency Debt 18827187.91 20203252.15 First Tier Security N/A N/A 2012-08-01 2012-08-01 N N N 75681000.00 75681000.00 0.0480 N/A N 75681000.00 75681000.00 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.18 08/07/2012 TRIPARTY1 Government Agency Repurchase Agreement Y FNMA 2041-12-01 3.50% Government Agency Debt 4923079.56 5148572.14 FNMA 2042-03-01 3.00% Government Agency Debt 4974024.61 5138967.03 FNMA 2038-08-01 7.50% Government Agency Debt 23027825.36 5142667.37 FNMA 2038-06-01 5.50% Government Agency Debt 12517502.37 2159145.84 FNMA 2032-07-01 3.00% Government Agency Debt 5059295.73 5310678.80 FNMA 2031-12-01 4.00% Government Agency Debt 3887385.11 3964188.90 FNMA 2030-10-01 4.50% Government Agency Debt 6200787.40 5265779.93 First Tier Security N/A N/A 2012-08-07 2012-08-07 N N N 31500000.00 31500000.00 0.0200 N/A N 31500000.00 31500000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.17 08/07/2012 TRIPARTY1 Government Agency Repurchase Agreement Y FMAC 2037-09-01 6.06% Government Agency Debt 5181748.03 1230111.09 FMAC 2041-07-01 5.00% Government Agency Debt 1165878.83 1227988.86 FMAC 2038-05-01 5.03% Government Agency Debt 2837283.65 1240087.20 FMAC 2027-07-01 3.00% Government Agency Debt 1158655.28 1231758.32 FMAC 2036-01-01 2.20% Government Agency Debt 5180921.05 1212363.21 FMAC 2040-12-01 2.94% Government Agency Debt 1661003.29 1219430.76 FMAC 2041-05-01 3.31% Government Agency Debt 1527022.91 1230642.80 FMAC 2031-11-01 4.00% Government Agency Debt 1165135.68 1227136.18 FMAC 2041-05-01 4.50% Government Agency Debt 1560672.47 1243175.56 FMAC 2041-09-01 4.50% Government Agency Debt 1155893.74 1246095.91 FNMA 2023-08-01 4.50% Government Agency Debt 5807294.41 1216284.21 FNMA 2022-05-01 2.75% Government Agency Debt 1154629.29 1208515.45 FNMA 2026-03-01 3.50% Government Agency Debt 1190641.56 1125503.93 FNMA 2041-05-01 5.00% Government Agency Debt 1324320.10 1209488.66 FNMA 2041-07-01 5.00% Government Agency Debt 384022.10 416145.64 FNMA 2041-12-01 4.00% Government Agency Debt 1243421.05 1213829.52 FNMA 2027-01-01 3.00% Government Agency Debt 1189036.92 1229958.17 FNMA 2042-03-01 3.50% Government Agency Debt 1164784.10 1231425.60 FNMA 2022-04-01 2.93% Government Agency Debt 1139802.63 1208389.84 FNMA 2036-04-01 2.91% Government Agency Debt 5180921.05 1208024.68 FNMA 2038-04-01 5.00% Government Agency Debt 2597046.31 1223098.67 FNMA 2040-02-01 3.50% Government Agency Debt 2592353.12 1207043.22 FNMA 2040-10-01 4.50% Government Agency Debt 1295230.26 1238336.44 GNMA 2038-12-20 5.50% Government Agency Debt 8285423.97 1216910.50 GNMA 2041-06-20 4.50% Government Agency Debt 1321802.69 1211770.47 GNMA 2034-12-15 5.00% Government Agency Debt 1185776.99 1224811.25 GNMA 2040-09-15 4.50% Government Agency Debt 1554276.32 1231673.95 First Tier Security N/A N/A 2012-08-07 2012-08-07 N N N 31500000.00 31500000.00 0.0200 N/A N 31500000.00 31500000.00