0000928816-12-001418.txt : 20121030 0000928816-12-001418.hdr.sgml : 20121030 20120907152617 ACCESSION NUMBER: 0000928816-12-001418 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120831 FILED AS OF DATE: 20120907 DATE AS OF CHANGE: 20120907 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: 121079867 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 2012-08-31 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 39 59 1574107250.00 25575607.02 26507008.43 1573175848.59 0.0026 0.9981 2012-08-31 0.9981 2012-08-31 C000017192 500.00 1457129385.96 1.00 -1781381.69 53609261.14 55390642.83 0.0001 0.9981 2012-08-31 0.9981 2012-08-31 C000017193 500.00 17976236.85 1.00 -140265.91 877249.93 1017515.84 0.0001 0.9981 2012-08-31 0.9981 2012-08-31 C000017194 500.00 23662201.98 1.00 -192138.21 1386891.29 1579029.50 0.0001 0.9981 2012-08-31 0.9981 2012-08-31 C000017195 500.00 29403905.84 1.00 939830.95 2958356.44 2018525.49 0.0001 0.9982 2012-08-31 0.9982 2012-08-31 C000017196 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REPO TRIPA CORPO 0.3 09/21/2012 TRIPARTY1 Other Repurchase Agreement N ALLEGHENY LUDLUM CORPORATION 2025-12-15 6.95% Other Note 370232.56 442223.98 ALLEGHENY TECHNOLOGIES INC NEW 2021-01-15 5.95% Other Note 93488.37 102506.23 AMERICAN AIRLINES INC. 2019-07-02 10.38% Other Note 178.14 175.47 BANQUE PSA FIN 2014-04-04 3.38% Other Note 4186.05 4219.06 BANQUE PSA FIN 2016-04-04 4.38% Other Note 1860.47 1794.13 CANADIAN PACIFIC RAILWAY 2022-01-15 4.50% Other Note 32790.70 36411.94 CLIFFS NATURAL RESOURCES INC. 2020-03-15 5.90% Other Note 120930.23 129989.58 CLIFFS NATURAL RESOURCES INC. 2020-10-01 4.80% Other Note 325581.40 325696.43 CLIFFS NATURAL RESOURCES INC. 2040-10-01 6.25% Other Note 296511.63 289700.11 CLIFFS NATURAL RESOURCES INC. 2021-04-01 4.88% Other Note 16976.74 16947.89 DELHAIZE AMERICA INC CLASS 2031-04-15 9.00% Other Note 516279.07 606633.05 DELHAIZE GROUP 2014-02-01 5.88% Other Note 23023.26 24309.78 DELHAIZE GROUP 2040-10-01 5.70% Other Note 129069.77 108834.86 DOMTAR CORPORATION 2015-08-15 7.13% Other Note 325581.40 375167.29 DOMTAR CORPORATION 2022-04-01 4.40% Other Note 1288372.09 1319092.66 ENERGIZER HOLDINGS INC 2022-05-24 4.70% Other Note 20930.23 22413.63 FAMILY DLR STORES INC 2021-02-01 5.00% Other Note 6976.74 7547.82 GLOBAL SANTA FE CORPORATION 2013-02-15 5.00% Other Note 11395.35 11615.32 GREAT PLAINS ENERGY INCORPROAT 2022-06-15 5.29% Other Note 2069767.44 2346507.71 LEXMARK INTERNATIONAL INC. 2013-06-01 5.90% Other Note 21860.47 22833.28 LEXMARK INTERNATIONAL INC. 2018-06-01 6.65% Other Note 345116.28 369208.94 LLOYDS TSB BNK PLC 2020-09-14 6.50% Other Note 1230465.12 1294279.79 NEXEN INC 2035-03-10 5.88% Other Note 24418.60 29089.23 PPL WEM HLDGS PLC 2021-05-01 5.38% Other Note 3837209.30 4347175.79 PENSKE TRUCK LEASING CO. L.P. 2022-07-11 4.88% Other Note 813953.49 815625.81 PENTAIR INC. 2021-05-15 5.00% Other Note 11627.91 13104.38 PROLOGIS TRUST 2016-04-01 5.75% Other Note 1860.47 2100.11 PROLOGIS TRUST 2018-05-15 6.63% Other Note 63720.93 75963.33 PROLOGIS TRUST 2014-08-15 7.63% Other Note 1860.47 2053.37 PUBLIC SERVICE COMPANY OF NEW 2018-05-15 7.95% Other Note 697.67 861.15 REYNOLDS AMERICAN INC 2016-06-01 7.63% Other Note 23255.81 28387.46 REYNOLDS AMERICAN INC 2037-06-15 7.25% Other Note 18604.65 23921.60 ROWAN COMPANIES INC. 2019-08-01 7.88% Other Note 2093.02 2560.32 ROWAN COMPANIES INC. 2017-09-01 5.00% Other Note 14418.60 15572.67 TOPAZ SOLAR FARMS LLC 2039-09-30 5.75% Other Note 232558.14 233701.94 UBS AG (STAMFORD) 2022-08-17 7.63% Other Note 813953.49 819230.70 URS CORP / URS FOX US LP 2017-04-01 3.85% Other Note 11627.91 11847.74 URS CORP / URS FOX US LP 2022-04-01 5.00% Other Note 49767.44 51388.20 UNITED BUSINESS MEDIA LIMITED 2020-11-03 5.75% Other Note 331395.35 349117.55 WYNDHAM WORLDWIDE CORPORATION 2016-12-01 6.00% Other Note 232.56 262.13 WYNDHAM WORLDWIDE CORPORATION 2020-03-01 7.38% Other Note 1518604.65 1818596.40 WYNDHAM WORLDWIDE CORPORATION 2017-03-01 2.95% Other Note 7906.98 8058.53 WYNDHAM WORLDWIDE CORPORATION 2022-03-01 4.25% Other Note 1403720.93 1442047.53 VITERRA INC 2020-08-01 5.95% Other Note 22093.02 24065.87 BANQUE PSA FIN 2016-04-04 4.38% Other Note 13953.49 13455.95 BANQUE PSA FIN 2021-04-04 5.75% Other Note 35348.84 32021.43 ING U S INC 2022-07-15 5.50% Other Note 7441.86 7682.61 PENSKE TRUCK LEASING CO L P / 2022-07-11 4.88% Other Note 348837.21 349553.92 First Tier Security N/A N/A 2012-09-21 2012-09-21 N N N 17500000.00 17500000.00 0.0111 N/A Y 17500661.60 17500661.60 RBS HOLDINGS USA INC RBS HOLDINGS USA INC 74927JJ53 DCP 09/05/2012 74927JJ53 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-09-05 2012-09-05 N N N 8000000.00 7999813.33 0.0051 N/A N 7999811.20 7999811.20 BRYANT PARK FUNDING LLC BRYANT PARK FUNDING LLC 11765JJH4 DCP 09/17/2012 11765JJH4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-17 2012-09-17 N N N 4218000.00 4217625.07 0.0027 N/A N 4217561.75 4217561.75 CHARTA LLC CHARTA LLC 16115UJ77 DCP 09/07/2012 16115UJ77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-09-07 2012-09-07 N N N 8000000.00 7999640.00 0.0051 N/A N 7999735.20 7999735.20 FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384V48 GDC 12/31/2012 313384V48 Government Agency Debt N First Tier Security N/A N/A 2012-12-31 2012-12-31 N N N 19000000.00 18990101.53 0.0121 N/A N 18993160.00 18993160.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.19 09/04/2012 TRIPARTY1 Government Agency Repurchase Agreement Y FMAC 2040-12-01 4.50% Government Agency Debt 2131353.57 1513417.81 FMAC 2026-11-01 3.50% Government Agency Debt 1478311.69 1508825.01 FMAC 2040-11-01 3.37% Government Agency Debt 2536378.66 1544689.19 FMAC 2040-12-01 2.99% Government Agency Debt 85267.58 48362.58 FMAC 2039-06-01 5.00% Government Agency Debt 2584085.32 1502454.23 FMAC 2041-05-01 5.00% Government Agency Debt 1858342.78 1550519.10 FMAC 2041-09-01 4.50% Government Agency Debt 1437838.10 1311508.33 FNMA 2026-05-01 4.00% Government Agency Debt 1695878.34 1533450.68 FNMA 2041-03-01 4.00% Government Agency Debt 1667757.71 1537977.67 FNMA 2026-08-01 4.00% Government Agency Debt 1563639.22 1519642.25 FNMA 2026-07-01 3.50% Government Agency Debt 1996302.86 1488117.86 FNMA 2041-10-01 4.00% Government Agency Debt 1659100.40 1519377.22 FNMA 2027-05-01 3.00% Government Agency Debt 1485405.21 1538934.11 FNMA 2034-09-01 5.00% Government Agency Debt 6116978.33 1550967.30 FNMA 2019-06-01 4.62% Government Agency Debt 1336464.22 1514117.60 FNMA 2040-08-01 4.50% Government Agency Debt 1870226.48 1535096.25 FNMA 2042-06-01 4.50% Government Agency Debt 1402713.35 1509484.27 FNMA 2039-02-01 5.50% Government Agency Debt 3959912.91 1516423.97 FNMA 2040-08-01 3.16% Government Agency Debt 1922559.47 1513175.65 FNMA 2040-06-01 5.50% Government Agency Debt 297253.43 259741.47 FNMA 2030-05-01 4.50% Government Agency Debt 2371641.25 1541855.26 FNMA 2040-11-01 4.00% Government Agency Debt 1518893.93 1543206.86 GNMA 2040-05-20 4.00% Government Agency Debt 1963904.84 1555977.08 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 31500000.00 31500000.00 0.0200 N/A N 31500000.00 31500000.00 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.19 09/04/2012 TRIPARTY1 Government Agency Repurchase Agreement Y FNMA 2041-09-01 5.50% Government Agency Debt 35927100.39 23842129.48 FNMA 2038-05-01 5.00% Government Agency Debt 670045.62 207721.40 FNMA 2038-09-01 5.50% Government Agency Debt 30972730.68 8111034.61 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 31500000.00 31500000.00 0.0200 N/A N 31500000.00 31500000.00 BARCLAYS CAPITAL, INC. 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2021-05-01 3.50% Government Agency Debt 301894.57 282358.14 FNMA 2026-07-01 4.50% Government Agency Debt 291617.70 256065.24 FNMA 2041-06-01 5.00% Government Agency Debt 300810.89 313747.54 FNMA 2026-12-01 3.50% Government Agency Debt 336115.09 349849.29 FNMA 2026-06-01 4.50% Government Agency Debt 336261.24 299587.85 FNMA 2041-08-01 4.00% Government Agency Debt 325150.34 336804.94 FNMA 2036-07-01 4.50% Government Agency Debt 289173.31 231624.67 FNMA 2041-09-01 4.50% Government Agency Debt 305233.86 327385.40 FNMA 2026-09-01 4.00% Government Agency Debt 329346.00 239152.43 FNMA 2026-09-01 3.50% Government Agency Debt 327054.60 328394.65 FNMA 2041-09-01 4.00% Government Agency Debt 276654.29 274678.68 FNMA 2031-10-01 4.00% Government Agency Debt 332487.16 276403.63 FNMA 2026-09-01 4.50% Government Agency Debt 323240.62 334992.65 FNMA 2026-10-01 4.50% Government Agency Debt 289976.10 289570.19 FNMA 2036-11-01 4.50% Government Agency Debt 307073.59 327415.52 FNMA 2041-10-01 4.50% Government Agency Debt 286938.23 312532.54 FNMA 2026-11-01 4.50% Government Agency Debt 283478.78 299868.54 FNMA 2041-11-01 4.00% Government Agency Debt 288898.80 306371.40 FNMA 2041-12-01 4.50% Government Agency Debt 305083.84 338127.86 FNMA 2026-11-01 4.00% Government Agency Debt 278437.70 257687.03 FNMA 2041-11-01 4.50% Government Agency Debt 306541.44 328540.15 FNMA 2026-11-01 3.50% Government Agency Debt 314667.82 299666.62 FNMA 2026-12-01 4.00% Government Agency Debt 309225.00 290437.57 FNMA 2026-12-01 4.00% Government Agency Debt 314246.70 312109.26 FNMA 2026-12-01 4.50% Government Agency Debt 276951.60 276189.44 FNMA 2027-02-01 4.00% Government Agency Debt 277665.70 296764.95 FNMA 2027-02-01 4.00% Government Agency Debt 282965.33 299783.54 FNMA 2027-01-01 4.00% Government Agency Debt 334074.72 353973.50 FNMA 2027-01-01 4.00% Government Agency Debt 297369.91 311640.90 FNMA 2027-02-01 3.50% Government Agency Debt 290935.75 304836.15 FNMA 2042-04-01 4.00% Government Agency Debt 308191.25 313331.77 FNMA 2042-06-01 3.50% Government Agency Debt 311686.26 333367.02 FNMA 2042-06-01 4.00% Government Agency Debt 282223.42 309706.92 FNMA 2042-03-01 4.00% Government Agency Debt 329580.16 356484.96 FNMA 2022-01-01 3.50% Government Agency Debt 316157.80 319172.80 FNMA 2032-03-01 3.50% Government Agency Debt 322064.82 337497.74 FNMA 2042-02-01 4.50% Government Agency Debt 323257.49 350665.68 FNMA 2042-02-01 4.00% Government Agency Debt 300817.50 296548.91 FNMA 2042-02-01 5.00% Government Agency Debt 302820.02 340589.97 FNMA 2042-02-01 5.00% Government Agency Debt 291326.77 317528.48 FNMA 2027-02-01 3.00% Government Agency Debt 304556.24 314598.14 FNMA 2027-02-01 3.50% Government Agency Debt 335889.60 351101.68 FNMA 2027-02-01 4.00% Government Agency Debt 323795.57 340987.68 FNMA 2027-02-01 4.50% Government Agency Debt 276144.71 275424.83 FNMA 2027-02-01 3.50% Government Agency Debt 300606.60 315233.09 FNMA 2027-01-01 3.50% Government Agency Debt 293726.93 284108.98 FNMA 2032-04-01 4.00% Government Agency Debt 324376.74 347089.93 FNMA 2027-04-01 3.50% Government Agency Debt 194204.47 192488.56 FNMA 2027-03-01 4.50% Government Agency Debt 290749.70 314629.38 FNMA 2027-03-01 4.50% Government Agency Debt 282298.88 301356.41 FNMA 2042-03-01 4.50% Government Agency Debt 316347.72 342320.75 FNMA 2027-02-01 4.00% Government Agency Debt 321188.62 305859.65 FNMA 2027-03-01 3.50% Government Agency Debt 289686.08 301490.90 FNMA 2027-05-01 3.00% Government Agency Debt 291403.84 305810.19 FNMA 2042-03-01 4.50% Government Agency Debt 323050.92 353555.84 FNMA 2042-03-01 4.50% Government Agency Debt 337482.86 366572.56 FNMA 2027-03-01 4.00% Government Agency Debt 276855.38 293811.55 FNMA 2042-04-01 4.50% Government Agency Debt 290621.57 299881.53 FNMA 2042-04-01 4.00% Government Agency Debt 276130.80 296153.54 FNMA 2042-03-01 4.00% Government Agency Debt 318093.52 344011.48 FNMA 2027-03-01 4.00% Government Agency Debt 293258.39 310007.02 FNMA 2027-03-01 3.00% Government Agency Debt 306234.10 315509.93 FNMA 2042-03-01 4.50% Government Agency Debt 274938.36 307245.86 FNMA 2042-03-01 4.00% Government Agency Debt 302397.54 329523.03 FNMA 2042-03-01 4.00% Government Agency Debt 299037.73 324749.12 FNMA 2027-03-01 4.00% Government Agency Debt 282818.72 303480.93 FNMA 2027-03-01 4.00% Government Agency Debt 311413.80 330080.94 FNMA 2027-03-01 3.00% Government Agency Debt 291127.50 302230.15 FNMA 2027-03-01 3.50% Government Agency Debt 312354.30 329859.28 FNMA 2027-03-01 3.00% Government Agency Debt 290527.40 301550.51 FNMA 2032-04-01 4.00% Government Agency Debt 285596.90 304199.87 FNMA 2027-04-01 3.00% Government Agency Debt 298676.58 311278.27 FNMA 2042-04-01 4.50% Government Agency Debt 288559.31 313548.22 FNMA 2027-05-01 4.00% Government Agency Debt 319860.97 338522.48 FNMA 2022-03-01 2.50% Government Agency Debt 299088.58 298900.25 FNMA 2027-04-01 4.00% Government Agency Debt 283244.40 300254.00 FNMA 2027-04-01 4.00% Government Agency Debt 336870.00 350076.69 FNMA 2041-04-01 5.00% Government Agency Debt 296400.00 309770.53 FNMA 2039-10-01 6.50% Government Agency Debt 331044.37 320556.89 FNMA 2026-07-01 4.00% Government Agency Debt 336699.91 272281.06 FNMA 2027-04-01 3.50% Government Agency Debt 308552.40 327200.15 FNMA 2027-04-01 3.00% Government Agency Debt 283039.20 296908.36 FNMA 2042-03-01 4.50% Government Agency Debt 332665.22 365096.35 FNMA 2042-04-01 4.50% Government Agency Debt 301262.10 326675.21 FNMA 2042-04-01 4.00% Government Agency Debt 325251.80 353370.52 FNMA 2027-04-01 3.50% Government Agency Debt 329680.70 351312.76 FNMA 2027-05-01 3.50% Government Agency Debt 293562.54 309029.90 FNMA 2027-08-01 2.50% Government Agency Debt 283348.82 293693.55 FNMA 2027-08-01 3.50% Government Agency Debt 321723.73 349888.28 FNMA 2042-05-01 4.50% Government Agency Debt 294729.44 324182.93 FNMA 2042-05-01 4.50% Government Agency Debt 290542.00 325724.92 FNMA 2027-04-01 3.50% Government Agency Debt 302005.84 317015.10 FNMA 2032-04-01 3.50% Government Agency Debt 322916.40 343508.03 FNMA 2042-04-01 4.00% Government Agency Debt 286572.06 307582.68 FNMA 2042-04-01 4.50% Government Agency Debt 298959.98 330539.35 FNMA 2042-05-01 4.00% Government Agency Debt 298628.70 326223.76 FNMA 2042-05-01 4.50% Government Agency Debt 304088.16 340539.84 FNMA 2042-04-01 4.50% Government Agency Debt 297433.52 326781.96 FNMA 2027-05-01 3.50% Government Agency Debt 326581.50 338700.97 FNMA 2027-04-01 3.50% Government Agency Debt 318449.20 338396.69 FNMA 2027-05-01 4.00% Government Agency Debt 284583.90 305670.83 FNMA 2042-04-01 3.50% Government Agency Debt 312132.23 329285.53 FNMA 2042-05-01 3.50% Government Agency Debt 336451.62 355018.49 FNMA 2042-07-01 3.50% Government Agency Debt 306092.28 328123.20 FNMA 2042-05-01 4.50% Government Agency Debt 333143.80 373222.40 FNMA 2042-05-01 4.00% Government Agency Debt 317440.98 341248.39 FNMA 2042-05-01 3.50% Government Agency Debt 279403.97 294570.33 FNMA 2042-05-01 4.00% Government Agency Debt 336414.00 361661.03 FNMA 2027-05-01 3.50% Government Agency Debt 305761.00 321493.42 FNMA 2027-05-01 3.50% Government Agency Debt 306648.60 325611.88 FNMA 2027-05-01 4.00% Government Agency Debt 277773.54 292477.95 FNMA 2027-05-01 3.50% Government Agency Debt 314491.80 333142.68 FNMA 2027-05-01 4.00% Government Agency Debt 280839.00 302294.14 FNMA 2027-06-01 4.00% Government Agency Debt 318951.48 348047.00 FNMA 2027-06-01 3.50% Government Agency Debt 322420.27 344285.68 FNMA 2027-07-01 3.50% Government Agency Debt 305412.61 329331.66 FNMA 2027-08-01 3.50% Government Agency Debt 335097.98 363386.19 FNMA 2032-06-01 4.00% Government Agency Debt 328399.34 353162.65 FNMA 2042-05-01 4.50% Government Agency Debt 304991.50 341897.01 FNMA 2027-06-01 3.50% Government Agency Debt 332395.50 355857.96 FNMA 2027-06-01 3.50% Government Agency Debt 280981.50 300085.58 FNMA 2027-06-01 3.50% Government Agency Debt 336670.50 354992.91 FNMA 2027-05-01 4.00% Government Agency Debt 311077.50 336517.92 FNMA 2027-06-01 3.50% Government Agency Debt 308512.50 331187.89 FNMA 2042-06-01 3.50% Government Agency Debt 329449.74 351292.11 FNMA 2042-05-01 4.50% Government Agency Debt 320941.92 356656.98 FNMA 2042-08-01 3.50% Government Agency Debt 334826.44 360348.35 FNMA 2022-08-01 2.50% Government Agency Debt 310257.61 325069.78 FNMA 2027-05-01 3.50% Government Agency Debt 337009.76 361066.37 FNMA 2042-05-01 4.50% Government Agency Debt 317281.61 355577.12 FNMA 2027-06-01 3.50% Government Agency Debt 310123.78 331970.20 FNMA 2027-05-01 4.00% Government Agency Debt 288528.07 311171.17 FNMA 2042-05-01 4.50% Government Agency Debt 322109.74 350709.84 FNMA 2027-07-01 3.00% Government Agency Debt 318077.10 334972.64 FNMA 2042-06-01 5.00% Government Agency Debt 294774.82 322882.27 FNMA 2042-06-01 4.50% Government Agency Debt 330988.74 360856.49 FNMA 2042-06-01 5.00% Government Agency Debt 301770.31 330520.56 FNMA 2042-07-01 3.50% Government Agency Debt 295913.22 316165.23 FNMA 2042-07-01 5.00% Government Agency Debt 318814.91 349603.13 FNMA 2042-07-01 5.00% Government Agency Debt 278847.65 314814.69 FNMA 2042-06-01 3.50% Government Agency Debt 303602.52 321368.86 FNMA 2042-05-01 3.50% Government Agency Debt 316052.00 280881.31 FNMA 2042-06-01 3.50% Government Agency Debt 291941.92 308635.03 FNMA 2027-06-01 3.50% Government Agency Debt 298218.30 319209.17 FNMA 2042-06-01 4.00% Government Agency Debt 326427.60 358052.90 FNMA 2042-06-01 4.00% Government Agency Debt 325640.09 354802.13 FNMA 2042-06-01 4.50% Government Agency Debt 329978.70 359088.44 FNMA 2027-06-01 4.00% Government Agency Debt 321890.40 350305.15 FNMA 2027-06-01 4.00% Government Agency Debt 293276.40 318323.35 FNMA 2042-06-01 4.50% Government Agency Debt 316591.00 355238.49 FNMA 2027-06-01 3.50% Government Agency Debt 287815.80 306436.90 FNMA 2027-06-01 4.00% Government Agency Debt 328304.27 356975.00 FNMA 2027-07-01 4.00% Government Agency Debt 331900.06 360451.01 FNMA 2042-06-01 4.00% Government Agency Debt 291968.14 318540.88 FNMA 2027-06-01 4.00% Government Agency Debt 316453.74 340488.30 FNMA 2042-06-01 4.00% Government Agency Debt 302390.93 317408.59 FNMA 2042-07-01 4.50% Government Agency Debt 309839.92 336429.66 FNMA 2042-07-01 4.00% Government Agency Debt 322089.90 353453.26 FNMA 2027-06-01 4.00% Government Agency Debt 284980.85 309679.23 FNMA 2027-07-01 3.00% Government Agency Debt 330423.30 349943.29 FNMA 2027-07-01 3.50% Government Agency Debt 319636.62 345876.28 FNMA 2032-08-01 4.00% Government Agency Debt 318930.73 344738.90 FNMA 2042-07-01 4.00% Government Agency Debt 289883.08 315121.81 FNMA 2027-07-01 3.50% Government Agency Debt 334557.40 357805.97 FNMA 2042-07-01 4.00% Government Agency Debt 30780.00 33821.02 FNMA 2042-07-01 4.00% Government Agency Debt 330413.72 360500.11 FNMA 2042-07-01 4.00% Government Agency Debt 295263.88 322039.11 FNMA 2027-07-01 3.00% Government Agency Debt 329488.50 346810.49 FNMA 2042-07-01 4.00% Government Agency Debt 332877.26 365436.91 FNMA 2042-07-01 4.50% Government Agency Debt 295437.16 331888.32 FNMA 2032-07-01 3.00% Government Agency Debt 318321.74 328961.94 FNMA 2042-07-01 3.50% Government Agency Debt 289275.00 306168.77 FNMA 2027-08-01 3.50% Government Agency Debt 313902.42 338640.61 FNMA 2027-08-01 3.50% Government Agency Debt 292081.68 315308.67 FNMA 2032-08-01 3.50% Government Agency Debt 333242.98 355637.20 FNMA 2042-07-01 4.50% Government Agency Debt 291999.60 325212.98 FNMA 2027-07-01 3.50% Government Agency Debt 327272.11 353246.11 FNMA 2042-07-01 3.50% Government Agency Debt 325897.27 349377.54 FNMA 2027-08-01 3.00% Government Agency Debt 303978.95 321515.32 FNMA 2042-08-01 4.00% Government Agency Debt 299275.31 326628.65 FNMA 2042-07-01 4.50% Government Agency Debt 315397.64 344249.32 FNMA 2042-07-01 4.50% Government Agency Debt 319572.10 348819.13 FNMA 2042-07-01 5.00% Government Agency Debt 293488.67 331541.15 FNMA 2042-08-01 4.50% Government Agency Debt 280960.30 310281.27 FNMA 2027-07-01 3.50% Government Agency Debt 282428.62 299397.08 FNMA 2042-07-01 4.00% Government Agency Debt 304841.93 332611.93 FNMA 2042-08-01 3.50% Government Agency Debt 321541.56 345711.70 FNMA 2042-08-01 4.50% Government Agency Debt 296060.28 323103.82 FNMA 2042-08-01 4.50% Government Agency Debt 314323.31 343491.66 FNMA 2027-08-01 3.50% Government Agency Debt 312263.56 337453.11 FNMA 2042-09-01 4.50% Government Agency Debt 325036.80 365966.19 FNMA 2027-09-01 3.00% Government Agency Debt 309225.23 327064.25 FNMA 2042-09-01 4.50% Government Agency Debt 286704.30 324240.29 FNMA 2027-08-01 4.00% Government Agency Debt 322720.78 353822.37 FNMA 2042-08-01 4.00% Government Agency Debt 279345.60 306492.17 FNMA 2042-08-01 5.00% Government Agency Debt 302007.89 331480.54 FNMA 2042-07-01 4.00% Government Agency Debt 291320.16 314441.28 FNMA 2042-08-01 3.50% Government Agency Debt 289012.80 306402.58 FNMA 2042-08-01 3.50% Government Agency Debt 293732.63 311417.88 FNMA 2027-08-01 4.00% Government Agency Debt 335767.85 367243.28 FNMA 2027-08-01 3.50% Government Agency Debt 305730.44 331539.51 FNMA 2042-08-01 4.00% Government Agency Debt 333514.75 364362.07 FNMA 2018-11-01 7.00% Government Agency Debt 322848.68 400.76 FNMA 2035-07-01 5.00% Government Agency Debt 325812.00 89429.91 FNMA 2033-09-01 6.50% Government Agency Debt 319200.00 32971.79 FNMA 2035-07-01 5.50% Government Agency Debt 282360.44 73505.54 FNMA 2024-09-01 5.50% Government Agency Debt 286080.49 302084.77 FNMA 2037-05-01 6.00% Government Agency Debt 289560.00 160019.10 FNMA 2036-12-01 5.50% Government Agency Debt 286824.00 56436.89 FNMA 2037-04-01 6.00% Government Agency Debt 299299.25 164096.28 FNMA 2037-04-01 5.50% Government Agency Debt 290988.88 77634.47 FNMA 2040-02-01 4.50% Government Agency Debt 296400.00 245449.77 FNMA 2025-03-01 4.00% Government Agency Debt 296400.00 214907.43 FNMA 2024-09-01 5.00% Government Agency Debt 293650.09 206663.24 FNMA 2037-10-01 6.50% Government Agency Debt 336257.14 80904.42 FNMA 2037-10-01 7.50% Government Agency Debt 324345.73 85213.00 FNMA 2038-07-01 5.50% Government Agency Debt 295260.00 101725.99 FNMA 2023-10-01 6.00% Government Agency Debt 299995.33 174077.16 FNMA 2023-04-01 5.00% Government Agency Debt 332394.59 203545.33 FNMA 2040-06-01 5.50% Government Agency Debt 292193.40 300473.25 FNMA 2031-02-01 3.50% Government Agency Debt 319200.00 320531.62 FNMA 2032-06-01 3.00% Government Agency Debt 329300.86 338452.66 FNMA 2027-06-01 3.50% Government Agency Debt 337673.93 330653.81 FNMA 2052-08-01 3.50% Government Agency Debt 323826.58 342693.43 FNMA 2039-09-01 5.00% Government Agency Debt 296400.00 227735.55 FNMA 2040-01-01 5.50% Government Agency Debt 327178.40 230475.33 FNMA 2026-08-01 4.50% Government Agency Debt 288730.08 301925.58 FNMA 2039-06-01 6.00% Government Agency Debt 324993.94 107808.09 FNMA 2040-05-01 5.50% Government Agency Debt 336725.45 344199.02 FNMA 2040-11-01 4.00% Government Agency Debt 334707.42 350746.08 FNMA 2040-09-01 4.00% Government Agency Debt 336749.39 264996.00 FNMA 2025-10-01 4.00% Government Agency Debt 307098.90 298827.09 FNMA 2040-10-01 5.50% Government Agency Debt 321319.72 280717.32 FNMA 2040-11-01 4.00% Government Agency Debt 286322.40 299345.58 FNMA 2040-11-01 4.50% Government Agency Debt 289821.06 315958.69 FNMA 2040-11-01 4.00% Government Agency Debt 293071.20 309768.86 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 74100000.00 74100000.00 0.0471 N/A N 74100000.00 74100000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.2 09/04/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2018-09-01 4.50% Government Agency Debt 18260710.00 2772242.23 FMAC 2035-04-01 2.93% Government Agency Debt 11115000.00 2757676.81 FMAC 2037-09-01 6.05% Government Agency Debt 12351971.31 2727237.97 FMAC 2032-11-01 7.00% Government Agency Debt 4524651.72 2742165.59 FMAC 2026-12-01 3.00% Government Agency Debt 3098704.41 2740436.25 FMAC 2037-02-01 2.62% Government Agency Debt 12350000.00 2744053.05 FMAC 2038-10-01 5.53% Government Agency Debt 9729054.84 2739564.08 FMAC 2027-08-01 2.50% Government Agency Debt 2644345.69 2748689.81 FMAC 2041-06-01 5.00% Government Agency Debt 2740976.54 2757706.13 FMAC 2041-07-01 5.00% Government Agency Debt 2700339.60 2753524.79 FMAC 2036-09-01 4.50% Government Agency Debt 2772425.07 2764261.25 FMAC 2042-07-01 3.50% Government Agency Debt 2548768.05 2738196.66 FNMA 2035-08-01 5.00% Government Agency Debt 9196985.47 2757350.92 FNMA 2020-08-01 3.76% Government Agency Debt 2556450.00 2767022.17 FNMA 2041-07-01 3.66% Government Agency Debt 1207545.95 1003381.78 FNMA 2041-10-01 4.00% Government Agency Debt 2699414.59 2738252.31 FNMA 2041-11-01 4.00% Government Agency Debt 2655760.80 2775090.29 FNMA 2042-01-01 4.00% Government Agency Debt 2573651.08 2749794.46 FNMA 2027-03-01 4.00% Government Agency Debt 2623578.92 2738813.08 FNMA 2042-04-01 4.50% Government Agency Debt 2531977.49 2748728.66 FNMA 2027-06-01 3.00% Government Agency Debt 2624322.64 2739415.74 FNMA 2015-06-01 4.88% Government Agency Debt 2559922.33 2712125.48 FNMA 2036-06-01 2.64% Government Agency Debt 11577144.41 2763254.28 FNMA 2041-01-01 4.00% Government Agency Debt 2883258.91 2711158.41 FNMA 2026-11-01 3.00% Government Agency Debt 2914600.00 2770243.72 FNMA 2042-05-01 4.00% Government Agency Debt 372367.57 393383.19 FNMA 2027-07-01 2.50% Government Agency Debt 2578482.40 2713559.90 FNMA 2040-02-01 3.51% Government Agency Debt 6179511.46 2769291.88 FNMA 2040-11-01 4.50% Government Agency Debt 2889900.00 2745379.28 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 74100000.00 74100000.00 0.0471 N/A N 74100000.00 74100000.00 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.21 09/04/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2037-12-01 5.50% Government Agency Debt 100992950.79 23436440.80 FNMA 2040-09-01 5.50% Government Agency Debt 36395427.21 22670559.29 FNMA 2042-07-01 4.00% Government Agency Debt 12626912.04 13607746.53 FNMA 2039-04-01 4.50% Government Agency Debt 22092939.50 16276273.55 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 74501000.00 74501000.00 0.0474 N/A N 74501000.00 74501000.00 GOLDMAN, SACHS & CO. REPO TRIPA MORTG 0.19 09/04/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2041-01-01 4.00% Government Agency Debt 7936364.01 8200715.38 FNMA 2042-03-01 4.00% Government Agency Debt 14434680.00 15494114.60 FNMA 2042-07-01 2.42% Government Agency Debt 5161452.69 5326329.11 FNMA 2032-05-01 3.00% Government Agency Debt 15008284.84 15502023.04 FNMA 2022-08-01 2.50% Government Agency Debt 14934884.94 15515702.98 FNMA 2025-08-01 4.00% Government Agency Debt 24995051.58 15543115.18 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 74100000.00 74100000.00 0.0471 N/A N 74100000.00 74100000.00 J.P. MORGAN SECURITIES REPO TRIPA CORPO 0.25 09/04/2012 TRIPARTY2 Other Repurchase Agreement N BRUCE MANSFIELD UNIT 1 2034-06-01 6.85% Other Note 3825120.00 3968249.74 ENTERGY CORP NEW 2020-09-15 5.13% Other Note 12115584.00 13266167.65 ENTERGY CORP NEW 2017-01-15 4.70% Other Note 7032896.00 7606120.16 WYNDHAM WORLDWIDE CORPORATION 2020-03-01 7.38% Other Note 2055040.00 2461001.51 First Tier Security N/A N/A 2012-09-04 2012-09-04 N N N 26000000.00 26000000.00 0.0165 N/A N 26000000.00 26000000.00 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 7597956.45 0.0048 N/A N 7597815.00 7597815.00