0000928816-12-001884.txt : 20130129 0000928816-12-001884.hdr.sgml : 20130129 20121206142322 ACCESSION NUMBER: 0000928816-12-001884 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121130 FILED AS OF DATE: 20121206 DATE AS OF CHANGE: 20121206 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: 121246265 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 2012-11-30 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 45 60 1496879124.37 5065512.75 5904903.44 1496039733.68 0.0024 0.9980 2012-11-30 0.9980 2012-11-30 C000017192 500.00 1382580329.67 1.00 -5395972.58 55191964.64 60587937.22 0.0001 0.9980 2012-11-30 0.9980 2012-11-30 C000017193 500.00 17232907.32 1.00 -210004.81 610189.97 820194.78 0.0001 0.9980 2012-11-30 0.9980 2012-11-30 C000017194 500.00 22822361.26 1.00 -260174.94 1317954.06 1578129.00 0.0001 0.9980 2012-11-30 0.9980 2012-11-30 C000017195 500.00 28418389.77 1.00 684241.85 2337804.81 1653562.96 0.0001 0.9980 2012-11-30 0.9980 2012-11-30 C000017196 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ASSET FUNDING CO LLC MANHATTAN ASSET FUNDING CO LL 56274LMJ0 DCP 12/18/2012 56274LMJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-18 2012-12-18 N N N 2450000.00 2449745.47 0.0016 N/A N 2449742.75 2449742.75 MANHATTAN ASSET FUNDING CO LLC MANHATTAN ASSET FUNDING CO LL 56274LMC5 DCP 12/12/2012 56274LMC5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-12 2012-12-12 N N N 3400000.00 3399771.45 0.0023 N/A N 3399762.00 3399762.00 CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY CALIFORNIA EDUCATIONAL FACILI 00.1800 01/18/2013 13018AEQ9 Other Commercial Paper N First Tier Security N/A N/A 2013-01-18 2013-01-18 N N N 8250000.00 8250000.00 0.0055 N/A N 8250000.08 8250000.08 TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 89232CNU6 DCP 01/28/2013 89232CNU6 Other Commercial Paper N First Tier Security N/A N/A 2013-01-28 2013-01-28 N N N 8175000.00 8172102.42 0.0055 N/A N 8173418.96 8173418.96 BRYANT PARK FUNDING LLC BRYANT PARK FUNDING LLC 11765JML1 DCP 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MORGAN SECURITIES REPO TRIPA CORPO 0.29 12/21/2012 TRIPARTY1 Other Repurchase Agreement N ALLEGHENY TECHNOLOGIES INC NEW 2019-06-01 9.38% Other Note 28128.57 36014.98 AMERICAN AIRLINES INC. 2019-07-02 10.38% Other Note 101203.02 100227.50 BANQUE PSA FIN 2016-04-04 4.38% Other Note 11251.43 11219.54 CANADIAN PACIFIC RAILWAY 2037-05-15 5.95% Other Note 1278.57 1567.22 CANADIAN PACIFIC RAILWAY 2023-03-15 4.45% Other Note 12785.71 14143.07 CANADIAN PACIFIC RAILWAY 2022-01-15 4.50% Other Note 36055.71 41213.31 CANADIAN PACIFIC RAILWAY 2042-01-15 5.75% Other Note 1278.57 1599.28 CLIFFS NATURAL RESOURCES INC. 2020-03-15 5.90% Other Note 523958.57 553207.99 CLIFFS NATURAL RESOURCES INC. 2020-10-01 4.80% Other Note 18667.14 18461.31 CLIFFS NATURAL RESOURCES INC. 2040-10-01 6.25% Other Note 33754.29 32788.67 DELHAIZE GROUP 2019-04-10 4.13% Other Note 19945.71 20457.90 DOMTAR CORPORATION 2042-09-01 6.25% Other Note 572800.00 633356.58 ENERGIZER HOLDINGS INC 2021-05-19 4.70% Other Note 12785.71 13961.08 ENERGIZER HOLDINGS INC 2022-05-24 4.70% Other Note 66485.71 71709.72 ENTERGY CORP NEW 2015-09-15 3.63% Other Note 86687.14 91784.47 ENTERGY CORP NEW 2017-01-15 4.70% Other Note 515264.29 573358.33 FAMILY DLR STORES INC 2021-02-01 5.00% Other Note 4091.43 4511.76 GENWORTH FINANCIAL 2015-10-01 4.95% Other Note 50375.71 52801.43 GENWORTH FINANCIAL 2016-12-15 8.63% Other Note 1790.00 2118.91 GENWORTH FINANCIAL 2020-06-15 7.70% Other Note 1022.86 1134.29 GLOBAL SANTA FE CORPORATION 2013-02-15 5.00% Other Note 12530.00 12817.35 GREAT PLAINS ENERGY INCORPROAT 2021-06-01 4.85% Other Note 15854.29 17662.34 GREAT PLAINS ENERGY INCORPROAT 2022-06-15 5.29% Other Note 1717888.57 1957716.12 HRPT PROPERTIES TRUST 2016-08-15 6.25% Other Note 18922.86 21289.90 HILLENBRAND INC 2020-07-15 5.50% Other Note 1278.57 1447.04 INSURANCE NOTE CAPITAL RMI 200 2050-12-16 0.00% Other Note 511428.57 381136.92 LEXMARK INTERNATIONAL INC. 2013-06-01 5.90% Other Note 8950.00 9130.44 LLOYDS TSB BNK PLC 2020-09-14 6.50% Other Note 800897.14 893426.62 MYLAN LABS INC 2017-07-15 7.63% Other Note 773535.71 870096.09 MYLAN LABS INC 2020-07-15 7.88% Other Note 1598725.71 1884348.01 MYLAN LABS INC 2018-11-15 6.00% Other Note 171328.57 188204.44 NEXEN INC 2037-05-15 6.40% Other Note 102285.71 131371.35 NEXEN INC 2039-07-30 7.50% Other Note 2186357.14 3209069.38 PPL WEM HLDGS PLC 2021-05-01 5.38% Other Note 25571.43 29110.33 PENSKE TRUCK LEASING CO. L.P. 2014-07-11 2.50% Other Note 641842.86 654951.78 PROLOGIS TRUST 2018-05-15 6.63% Other Note 90267.14 107873.08 PROLOGIS TRUST 2017-03-15 6.25% Other Note 25571.43 29925.15 PUBLIC SERVICE COMPANY OF NEW 2018-05-15 7.95% Other Note 767.14 934.96 ROWAN COMPANIES INC. 2019-08-01 7.88% Other Note 2301.43 2927.03 ROWAN COMPANIES INC. 2017-09-01 5.00% Other Note 7671.43 8529.09 URS CORP / URS FOX US LP 2017-04-01 3.85% Other Note 102285.71 106643.18 UNITED BUSINESS MEDIA LIMITED 2020-11-03 5.75% Other Note 10228.57 10893.35 WYNDHAM WORLDWIDE CORPORATION 2020-03-01 7.38% Other Note 3416598.57 4211647.13 WYNDHAM WORLDWIDE CORPORATION 2018-02-01 5.75% Other Note 107400.00 121681.04 WYNDHAM WORLDWIDE CORPORATION 2017-03-01 2.95% Other Note 127857.14 129718.92 ZIONS BANCORPORATION 2014-09-23 7.75% Other Note 20457.14 22763.96 VITERRA INC 2020-08-01 5.95% Other Note 49864.29 56651.42 BANQUE PSA FIN 2021-04-04 5.75% Other Note 69042.86 67983.36 ASCIANO FINANCE LIMITED 2015-09-23 3.13% Other Note 6392.86 6541.72 ADT CORP 2022-07-15 3.50% Other Note 11507.14 11670.86 MYLAN INC. 2017-07-15 7.63% Other Note 255714.29 287635.07 MYLAN INC. 2020-07-15 7.88% Other Note 767142.86 925006.45 MYLAN INC. 2018-11-15 6.00% Other Note 135528.57 148878.14 First Tier Security N/A N/A 2012-12-21 2012-12-21 N N N 17900000.00 17900000.00 0.0120 N/A Y 17900179.10 17900179.10 HSBC USA INC HSBC USA INC 40427RVG3 DCP 08/16/2013 40427RVG3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-16 2013-08-16 N N N 9175000.00 9150670.99 0.0061 N/A N 9151456.95 9151456.95 LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 53127TP56 DCP 02/05/2013 53127TP56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-05 2013-02-05 N N N 16750000.00 16743244.17 0.0112 N/A N 16742923.10 16742923.10 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.19 12/04/2012 TRIPARTY1 Government Agency Repurchase Agreement Y FNMA 2042-05-01 4.00% Government Agency Debt 4913213.00 4689550.31 FNMA 2027-10-01 2.50% Government Agency Debt 24849955.90 25910449.75 First Tier Security N/A N/A 2012-12-04 2012-12-04 N N N 30000000.00 30000000.00 0.0201 N/A N 29999913.00 29999913.00 WORKING CAPITAL MANAGEMENT CO WORKING CAPITAL MANAGEMENT CO 98137RM49 DCP 12/04/2012 98137RM49 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-04 2012-12-04 N N N 2170000.00 2169967.45 0.0015 N/A N 2169954.21 2169954.21 BARCLAYS CAPITAL, INC. REPO TRIPA MORTG 0.18 12/05/2012 TRIPARTY1 Government Agency Repurchase Agreement Y FMAC 2032-04-01 7.50% Government Agency Debt 2761788.99 77910.51 FMAC 2032-06-01 7.50% Government Agency Debt 2525252.53 85742.74 FMAC 2020-07-01 5.50% Government Agency Debt 455050.51 78557.28 FMAC 2034-04-01 6.50% Government Agency Debt 189184.24 88215.73 FMAC 2032-03-01 6.50% Government Agency Debt 1089010.61 92924.02 FMAC 2036-12-01 7.00% Government Agency Debt 335858.59 93624.51 FMAC 2029-09-01 5.00% Government Agency Debt 156983.23 86966.63 FMAC 2031-09-01 8.00% Government Agency Debt 289946.36 82530.93 FMAC 2036-05-01 7.00% Government Agency Debt 248023.03 105794.14 FMAC 2036-10-01 6.00% Government Agency Debt 440058.38 85921.26 FMAC 2036-12-01 7.00% Government Agency Debt 353973.64 108379.61 FMAC 2037-08-01 6.00% Government Agency Debt 176214.85 77639.18 FMAC 2037-11-01 6.50% Government Agency Debt 260983.33 94248.18 FMAC 2037-11-01 7.00% Government Agency Debt 202162.32 102714.26 FMAC 2038-01-01 7.00% Government Agency Debt 550937.78 109227.20 FMAC 2038-02-01 6.00% Government Agency Debt 252020.20 78890.30 FMAC 2038-03-01 7.00% Government Agency Debt 384343.43 101272.23 FMAC 2019-06-01 4.00% Government Agency Debt 372727.27 81215.89 FMAC 2020-12-01 4.00% Government Agency Debt 454545.45 86969.48 FMAC 2021-08-01 6.00% Government Agency Debt 626262.63 90350.07 FMAC 2021-05-01 5.00% Government Agency Debt 389293.23 78643.33 FMAC 2037-01-01 6.00% Government Agency Debt 598003.13 109424.38 FMAC 2037-04-01 7.50% Government Agency Debt 243434.34 116743.99 FMAC 2038-03-01 5.00% Government Agency Debt 404040.40 85044.72 FMAC 2038-08-01 6.00% Government Agency Debt 277641.31 92771.79 FMAC 2038-03-01 5.00% Government Agency Debt 384263.64 94681.37 FMAC 2038-06-01 5.00% Government Agency Debt 426731.21 108956.05 FMAC 2039-05-01 4.50% Government Agency Debt 258521.41 107901.36 FMAC 2038-11-01 6.50% Government Agency Debt 182573.84 101954.33 FMAC 2036-11-01 7.50% Government Agency Debt 118686.87 91386.49 FMAC 2039-11-01 6.00% Government Agency Debt 198027.27 114135.98 FMAC 2039-09-01 5.00% Government Agency Debt 136084.95 107669.65 FMAC 2024-03-01 4.00% Government Agency Debt 324903.23 92113.62 FMAC 2025-06-01 4.50% Government Agency Debt 192103.03 78917.55 FMAC 2026-04-01 4.50% Government Agency Debt 102020.20 86715.42 FMAC 2024-12-01 5.50% Government Agency Debt 111122.63 102789.49 FMAC 2035-10-01 6.50% Government Agency Debt 317886.67 90570.79 FMAC 2020-10-01 5.50% Government Agency Debt 519698.38 105580.64 FMAC 2026-11-01 3.00% Government Agency Debt 132646.57 95474.27 FMAC 2027-02-01 5.00% Government Agency Debt 404545.45 78143.13 FMAC 2028-08-01 5.50% Government Agency Debt 606060.61 90850.81 FMAC 2031-05-01 4.00% Government Agency Debt 94109.29 78320.06 FMAC 2032-09-01 3.00% Government Agency Debt 105050.51 110163.35 FMAC 2024-03-01 4.00% Government Agency Debt 179943.84 78488.26 FMAC 2024-07-01 4.00% Government Agency Debt 182482.12 82556.70 FMAC 2026-02-01 4.00% Government Agency Debt 111232.73 88338.61 FMAC 2025-12-01 3.50% Government Agency Debt 122438.08 108872.10 FMAC 2025-12-01 3.00% Government Agency Debt 92982.32 86216.60 FMAC 2026-01-01 3.50% Government Agency Debt 130259.49 93506.61 FMAC 2026-01-01 3.50% Government Agency Debt 105092.12 86511.28 FMAC 2026-02-01 3.50% Government Agency Debt 104426.16 89499.60 FMAC 2026-03-01 3.50% Government Agency Debt 112644.55 96637.64 FMAC 2026-05-01 4.00% Government Agency Debt 173019.29 111033.58 FMAC 2027-04-01 3.50% Government Agency Debt 103681.82 105959.38 FMAC 2022-03-01 2.50% Government Agency Debt 101010.10 93087.24 FMAC 2022-04-01 3.00% Government Agency Debt 107575.76 107270.65 FMAC 2022-07-01 3.00% Government Agency Debt 101888.48 104452.24 FMAC 2038-08-01 6.50% Government Agency Debt 167128.99 94301.16 FMAC 2039-01-01 6.50% Government Agency Debt 237866.77 116618.16 FMAC 2039-01-01 7.00% Government Agency Debt 215597.98 81902.34 FMAC 2039-06-01 5.00% Government Agency Debt 227316.57 116659.08 FMAC 2039-08-01 5.00% Government Agency Debt 143939.39 82701.10 FMAC 2039-10-01 5.00% Government Agency Debt 134343.43 91770.26 FMAC 2039-12-01 5.50% Government Agency Debt 102514.04 89995.84 FMAC 2040-07-01 6.00% Government Agency Debt 101099.90 90714.40 FMAC 2041-01-01 4.50% Government Agency Debt 130303.03 103968.89 FMAC 2041-03-01 4.50% Government Agency Debt 103769.09 102169.57 FMAC 2018-05-01 4.50% Government Agency Debt 847535.86 97888.52 FMAC 2018-11-01 5.00% Government Agency Debt 707070.71 95821.10 FMAC 2018-10-01 5.00% Government Agency Debt 909090.91 98917.22 FMAC 2019-09-01 5.50% Government Agency Debt 424242.42 97068.24 FMAC 2020-08-01 5.00% Government Agency Debt 505050.51 96327.98 FMAC 2034-08-01 6.00% Government Agency Debt 1086984.24 100281.17 FMAC 2031-03-01 7.50% Government Agency Debt 505050.51 120096.22 FMAC 2027-09-01 3.00% Government Agency Debt 114830.20 120267.41 FMAC 2027-10-01 3.00% Government Agency Debt 114511.41 120356.99 FMAC 2041-08-01 4.50% Government Agency Debt 125252.53 83275.25 FMAC 2041-08-01 4.50% Government Agency Debt 146396.46 96542.57 FMAC 2041-08-01 4.50% Government Agency Debt 109850.71 83293.72 FMAC 2041-10-01 4.50% Government Agency Debt 99224.85 87071.77 FMAC 2042-01-01 4.50% Government Agency Debt 93457.07 100782.40 FMAC 2042-09-01 3.50% Government Agency Debt 108728.28 118167.28 FMAC 2042-11-01 3.50% Government Agency Debt 106200.10 115767.08 FMAC 2042-08-01 4.00% Government Agency Debt 101010.10 108799.99 FMAC 2042-08-01 4.00% Government Agency Debt 84534.65 91983.01 FMAC 2042-10-01 3.00% Government Agency Debt 113358.48 119069.40 FMAC 2042-09-01 3.50% Government Agency Debt 103242.73 112145.10 FMAC 2042-11-01 4.00% Government Agency Debt 111206.46 120405.00 FMAC 2042-11-01 3.50% Government Agency Debt 110774.04 119991.49 FMAC 2042-11-01 3.50% Government Agency Debt 104595.96 114296.24 FMAC 2023-07-01 5.50% Government Agency Debt 808080.81 110167.55 FMAC 2025-04-15 10.50% Government Agency Debt 202020.20 95205.20 FMAC 2041-05-20 7.00% Government Agency Debt 116049.19 106794.62 FMAC 2040-09-01 9.00% Government Agency Debt 151515.15 103522.87 FMAC 2040-09-01 7.00% Government Agency Debt 107070.71 89674.52 FNMA 2032-12-01 6.00% Government Agency Debt 2532532.12 115485.34 FNMA 2018-04-01 4.50% Government Agency Debt 945454.55 98939.09 FNMA 2032-06-01 7.00% Government Agency Debt 3660733.64 120563.64 FNMA 2020-04-01 5.00% Government Agency Debt 505050.51 89334.95 FNMA 2033-08-01 5.50% Government Agency Debt 593434.34 86981.00 FNMA 2018-07-01 5.00% Government Agency Debt 1010101.01 117502.40 FNMA 2018-08-01 4.00% Government Agency Debt 696969.70 102761.71 FNMA 2023-07-01 4.50% Government Agency Debt 505050.51 86868.75 FNMA 2023-09-01 5.00% Government Agency Debt 515151.52 79054.15 FNMA 2024-03-01 5.00% Government Agency Debt 454545.45 92135.06 FNMA 2016-12-01 6.00% Government Agency Debt 787775.56 110617.27 FNMA 2020-09-01 5.00% Government Agency Debt 505050.51 93527.42 FNMA 2035-12-01 7.00% Government Agency Debt 707070.71 93950.97 FNMA 2037-12-01 7.50% Government Agency Debt 400812.02 80994.03 FNMA 2018-07-01 5.00% Government Agency Debt 400199.19 80612.93 FNMA 2018-07-01 6.00% Government Agency Debt 397212.32 115788.56 FNMA 2020-07-01 4.13% Government Agency Debt 101010.10 112881.86 FNMA 2018-06-01 5.00% Government Agency Debt 949494.95 93768.49 FNMA 2018-06-01 5.00% Government Agency Debt 1035353.54 104826.27 FNMA 2033-10-01 4.50% Government Agency Debt 399501.31 95005.73 FNMA 2041-04-01 4.00% Government Agency Debt 101578.89 106274.84 FNMA 2040-12-01 4.00% Government Agency Debt 102097.27 95019.95 FNMA 2041-03-01 4.00% Government Agency Debt 110340.91 101561.60 FNMA 2026-02-01 3.50% Government Agency Debt 96418.89 86682.51 FNMA 2041-01-01 4.00% Government Agency Debt 102531.11 93354.06 FNMA 2026-01-01 3.00% Government Agency Debt 45942.93 40997.15 FNMA 2026-01-01 3.50% Government Agency Debt 154040.40 109049.09 FNMA 2041-01-01 4.00% Government Agency Debt 101190.61 93179.06 FNMA 2041-02-01 5.50% Government Agency Debt 158304.65 113182.37 FNMA 2026-01-01 4.00% Government Agency Debt 89901.62 81554.71 FNMA 2041-01-01 4.00% Government Agency Debt 91606.67 80091.62 FNMA 2041-01-01 5.50% Government Agency Debt 106415.45 117427.17 FNMA 2026-08-01 3.50% Government Agency Debt 98674.65 83278.24 FNMA 2041-01-01 4.00% Government Agency Debt 90714.65 92482.64 FNMA 2026-03-01 3.00% Government Agency Debt 126878.18 95532.99 FNMA 2026-11-01 3.00% Government Agency Debt 101010.10 98454.65 FNMA 2041-03-01 4.00% Government Agency Debt 98302.42 93581.04 FNMA 2041-04-01 4.00% Government Agency Debt 101010.10 78358.28 FNMA 2026-04-01 3.50% Government Agency Debt 119627.47 98557.65 FNMA 2041-02-01 4.00% Government Agency Debt 203109.09 111625.04 FNMA 2041-04-01 4.00% Government Agency Debt 127685.86 111538.74 FNMA 2026-03-01 3.50% Government Agency Debt 121297.37 87303.17 FNMA 2041-05-01 4.50% Government Agency Debt 116649.39 77617.70 FNMA 2041-05-01 5.50% Government Agency Debt 102486.67 80701.65 FNMA 2026-06-01 4.00% Government Agency Debt 102721.62 103084.90 FNMA 2041-05-01 4.00% Government Agency Debt 149013.64 111260.84 FNMA 2041-08-01 4.00% Government Agency Debt 95959.60 100983.96 FNMA 2026-08-01 3.50% Government Agency Debt 182500.30 118716.77 FNMA 2027-05-01 3.50% Government Agency Debt 97793.33 100796.11 FNMA 2041-08-01 4.00% Government Agency Debt 99712.32 92495.14 FNMA 2041-09-01 4.00% Government Agency Debt 107435.66 93774.72 FNMA 2041-09-01 4.00% Government Agency Debt 122243.23 103851.20 FNMA 2026-10-01 4.00% Government Agency Debt 103232.32 101425.79 FNMA 2041-11-01 4.50% Government Agency Debt 137775.25 118529.18 FNMA 2042-01-01 4.50% Government Agency Debt 103757.58 111472.56 FNMA 2042-01-01 4.00% Government Agency Debt 80808.08 82014.88 FNMA 2021-11-01 3.00% Government Agency Debt 112605.45 106676.06 FNMA 2027-01-01 3.50% Government Agency Debt 103297.68 91729.52 FNMA 2042-01-01 5.50% Government Agency Debt 76029.70 82318.23 FNMA 2042-02-01 5.50% Government Agency Debt 109730.71 118622.36 FNMA 2042-03-01 4.50% Government Agency Debt 105974.14 116320.13 FNMA 2042-02-01 3.50% Government Agency Debt 79675.05 85629.23 FNMA 2042-03-01 4.00% Government Agency Debt 109838.38 120146.29 FNMA 2042-04-01 4.00% Government Agency Debt 95582.02 104392.52 FNMA 2042-03-01 4.00% Government Agency Debt 90557.07 92399.16 FNMA 2027-04-01 3.50% Government Agency Debt 118446.97 108024.37 FNMA 2042-03-01 4.00% Government Agency Debt 107027.58 116898.57 FNMA 2042-03-01 4.00% Government Agency Debt 114666.87 120563.59 FNMA 2041-08-01 5.50% Government Agency Debt 104941.52 96100.80 FNMA 2042-06-01 4.00% Government Agency Debt 71790.81 79110.16 FNMA 2042-05-01 4.50% Government Agency Debt 104067.58 113646.69 FNMA 2027-05-01 4.00% Government Agency Debt 114631.92 110650.36 FNMA 2027-06-01 2.50% Government Agency Debt 117521.31 120187.45 FNMA 2042-05-01 5.00% Government Agency Debt 103721.82 114893.15 FNMA 2042-06-01 3.50% Government Agency Debt 82828.28 84644.52 FNMA 2027-05-01 3.50% Government Agency Debt 101169.29 105865.93 FNMA 2042-06-01 4.00% Government Agency Debt 101000.00 108869.03 FNMA 2042-06-01 4.50% Government Agency Debt 103766.77 114624.67 FNMA 2042-06-01 4.50% Government Agency Debt 71150.30 78707.13 FNMA 2042-07-01 3.00% Government Agency Debt 103649.90 101366.48 FNMA 2042-06-01 4.50% Government Agency Debt 108810.00 120112.84 FNMA 2042-07-01 4.00% Government Agency Debt 101538.99 109682.98 FNMA 2027-06-01 3.50% Government Agency Debt 104342.32 109411.61 FNMA 2042-10-01 4.00% Government Agency Debt 101010.10 109841.06 FNMA 2042-07-01 4.00% Government Agency Debt 71366.77 77192.96 FNMA 2042-07-01 4.50% Government Agency Debt 106227.27 117609.74 FNMA 2042-09-01 3.50% Government Agency Debt 75442.12 81077.79 FNMA 2042-08-01 4.00% Government Agency Debt 85851.52 92979.07 FNMA 2042-08-01 4.00% Government Agency Debt 108054.14 111110.30 FNMA 2042-09-01 4.50% Government Agency Debt 105422.42 118673.10 FNMA 2042-09-01 4.00% Government Agency Debt 110281.41 119597.63 FNMA 2042-10-01 3.50% Government Agency Debt 105614.55 113542.84 FNMA 2027-09-01 4.00% Government Agency Debt 92012.53 98266.32 FNMA 2042-10-01 3.00% Government Agency Debt 101010.10 106518.55 FNMA 2042-10-01 4.00% Government Agency Debt 110143.43 119841.68 FNMA 2042-11-01 4.50% Government Agency Debt 102012.63 114792.97 FNMA 2032-10-01 3.50% Government Agency Debt 110786.16 118387.19 FNMA 2042-10-01 2.50% Government Agency Debt 75386.67 77258.54 FNMA 2042-09-01 4.50% Government Agency Debt 81368.79 90144.58 FNMA 2027-10-01 3.00% Government Agency Debt 93876.16 97879.54 FNMA 2027-10-01 3.00% Government Agency Debt 102378.69 109050.79 FNMA 2042-12-01 3.00% Government Agency Debt 88157.47 92965.03 FNMA 2042-11-01 3.00% Government Agency Debt 82295.35 86783.22 FNMA 2042-11-01 3.00% Government Agency Debt 73605.15 78238.72 FNMA 2042-11-01 3.00% Government Agency Debt 101010.10 106518.55 FNMA 2042-12-01 3.00% Government Agency Debt 98994.04 104392.55 FNMA 2032-06-01 7.00% Government Agency Debt 888888.89 103314.78 FNMA 2017-12-01 5.00% Government Agency Debt 707070.71 98111.31 FNMA 2033-04-01 6.00% Government Agency Debt 183593.74 77311.25 FNMA 2033-05-01 6.00% Government Agency Debt 131037.37 78111.02 FNMA 2032-08-01 7.00% Government Agency Debt 967888.89 117166.24 FNMA 2033-09-01 7.50% Government Agency Debt 1080808.08 87821.01 FNMA 2019-07-01 5.50% Government Agency Debt 626262.63 105660.64 FNMA 2018-07-01 5.00% Government Agency Debt 1014141.41 104376.46 FNMA 2035-01-01 7.00% Government Agency Debt 554545.45 119979.09 FNMA 2020-06-01 5.00% Government Agency Debt 429292.93 78442.50 FNMA 2035-08-01 6.50% Government Agency Debt 723453.64 111203.99 FNMA 2033-09-01 6.50% Government Agency Debt 608141.31 82519.65 FNMA 2029-11-01 8.00% Government Agency Debt 258932.42 83094.43 FNMA 2019-01-01 4.00% Government Agency Debt 404040.40 85673.55 FNMA 2035-06-01 6.50% Government Agency Debt 363636.36 104255.75 FNMA 2028-04-01 8.00% Government Agency Debt 249806.26 92999.54 FNMA 2031-11-01 6.50% Government Agency Debt 147410.91 86867.68 FNMA 2019-06-01 4.50% Government Agency Debt 482998.99 96788.21 FNMA 2034-12-01 6.00% Government Agency Debt 579832.83 102300.24 FNMA 2034-11-01 7.00% Government Agency Debt 741204.14 106230.87 FNMA 2020-03-01 5.00% Government Agency Debt 466007.47 103740.77 FNMA 2032-07-01 7.00% Government Agency Debt 609263.23 99167.38 FNMA 2035-07-01 5.50% Government Agency Debt 188888.89 101191.84 FNMA 2035-10-01 7.00% Government Agency Debt 523733.64 100776.54 FNMA 2036-10-01 6.00% Government Agency Debt 517171.72 100716.48 FNMA 2036-10-01 7.00% Government Agency Debt 630924.65 86268.62 FNMA 2022-03-01 4.00% Government Agency Debt 414141.41 92838.90 FNMA 2035-01-01 7.00% Government Agency Debt 202020.20 98405.93 FNMA 2030-12-01 8.00% Government Agency Debt 267337.58 119100.18 FNMA 2037-10-01 7.50% Government Agency Debt 1160590.71 110145.32 FNMA 2037-07-01 7.00% Government Agency Debt 505050.51 99419.81 FNMA 2026-08-01 4.50% Government Agency Debt 101010.10 90422.51 FNMA 2036-07-01 7.00% Government Agency Debt 251716.57 108449.77 FNMA 2036-12-01 8.00% Government Agency Debt 134319.60 103142.19 FNMA 2036-09-01 7.00% Government Agency Debt 323232.32 92953.02 FNMA 2036-10-01 7.00% Government Agency Debt 894184.65 87864.34 FNMA 2037-12-01 7.50% Government Agency Debt 108434.34 80692.49 FNMA 2037-03-01 5.50% Government Agency Debt 358398.28 84479.21 FNMA 2027-09-01 7.50% Government Agency Debt 219264.85 99702.08 FNMA 2037-12-01 7.00% Government Agency Debt 428449.90 102868.42 FNMA 2038-01-01 5.50% Government Agency Debt 493506.26 110341.08 FNMA 2039-03-01 4.50% Government Agency Debt 150371.11 96701.71 FNMA 2038-08-01 5.00% Government Agency Debt 349837.37 83059.29 FNMA 2047-12-01 6.00% Government Agency Debt 621872.12 105853.46 FNMA 2024-05-01 4.00% Government Agency Debt 314141.41 120593.97 FNMA 2037-06-01 5.50% Government Agency Debt 249718.18 100620.50 FNMA 2037-05-01 5.50% Government Agency Debt 245540.91 92267.34 FNMA 2037-06-01 6.00% Government Agency Debt 389132.63 103004.28 FNMA 2037-05-01 6.00% Government Agency Debt 220878.69 101832.10 FNMA 2037-09-01 7.00% Government Agency Debt 202028.79 80818.89 FNMA 2037-08-01 7.00% Government Agency Debt 292930.40 78728.07 FNMA 2037-11-01 7.00% Government Agency Debt 235740.71 97988.20 FNMA 2038-09-01 6.50% Government Agency Debt 462104.34 77884.29 FNMA 2038-10-01 7.00% Government Agency Debt 245381.41 114566.85 FNMA 2038-05-01 5.50% Government Agency Debt 180203.03 110329.66 FNMA 2038-07-01 5.50% Government Agency Debt 325858.38 101984.53 FNMA 2030-11-01 8.00% Government Agency Debt 129386.57 87910.28 FNMA 2020-12-01 9.00% Government Agency Debt 185226.77 105408.27 FNMA 2030-09-01 9.50% Government Agency Debt 182280.20 102507.05 FNMA 2024-01-01 5.00% Government Agency Debt 512838.08 112782.79 FNMA 2035-11-01 4.50% Government Agency Debt 202020.20 80424.47 FNMA 2039-07-01 5.00% Government Agency Debt 160808.08 110209.12 FNMA 2039-07-01 6.50% Government Agency Debt 149553.54 104222.79 FNMA 2024-07-01 5.00% Government Agency Debt 275377.47 98154.75 FNMA 2040-06-01 5.50% Government Agency Debt 115247.47 91902.79 FNMA 2027-06-01 3.00% Government Agency Debt 99494.95 98553.23 FNMA 2022-08-01 2.50% Government Agency Debt 107665.35 107699.42 FNMA 2042-09-01 3.00% Government Agency Debt 103535.35 108868.36 FNMA 2039-11-01 4.00% Government Agency Debt 151515.15 109053.05 FNMA 2023-05-01 6.00% Government Agency Debt 123724.14 94854.27 FNMA 2021-08-01 4.00% Government Agency Debt 101010.10 80135.38 FNMA 2041-08-01 5.50% Government Agency Debt 111681.72 94359.68 FNMA 2029-10-01 4.50% Government Agency Debt 202020.20 108294.15 FNMA 2020-10-01 3.50% Government Agency Debt 202020.20 105637.56 FNMA 2021-11-01 3.50% Government Agency Debt 101010.10 85037.85 FNMA 2021-11-01 3.00% Government Agency Debt 120261.52 98627.90 FNMA 2042-04-01 3.00% Government Agency Debt 112632.83 106518.62 FNMA 2027-06-01 3.50% Government Agency Debt 90762.73 94585.89 FNMA 2022-06-01 3.50% Government Agency Debt 101010.10 98181.16 FNMA 2042-06-01 4.00% Government Agency Debt 77508.18 81816.20 FNMA 2042-08-01 4.00% Government Agency Debt 104072.42 115597.28 FNMA 2042-11-01 3.50% Government Agency Debt 79863.64 85660.49 FNMA 2042-11-01 4.00% Government Agency Debt 70522.93 78758.75 FNMA 2038-12-01 7.00% Government Agency Debt 126262.63 79381.73 FNMA 2039-01-01 7.00% Government Agency Debt 148787.88 77248.52 FNMA 2033-07-01 8.00% Government Agency Debt 135880.71 87231.55 FNMA 2039-01-01 7.00% Government Agency Debt 202020.20 102095.20 FNMA 2022-11-01 6.50% Government Agency Debt 95991.52 104377.44 FNMA 2025-03-01 4.00% Government Agency Debt 202020.20 84050.11 FNMA 2040-07-01 4.50% Government Agency Debt 118181.82 100864.99 FNMA 2041-03-01 4.00% Government Agency Debt 111513.33 99764.68 FNMA 2040-08-01 4.50% Government Agency Debt 95454.55 78692.92 FNMA 2041-03-01 4.00% Government Agency Debt 96436.06 100075.43 FNMA 2040-08-01 4.00% Government Agency Debt 111925.56 102537.43 FNMA 2040-10-01 4.00% Government Agency Debt 131509.39 91323.96 FNMA 2040-09-01 4.00% Government Agency Debt 133800.81 115237.80 FNMA 2041-01-01 4.00% Government Agency Debt 101490.51 93057.50 FNMA 2025-09-01 3.50% Government Agency Debt 272576.06 107459.56 FNMA 2030-10-01 4.00% Government Agency Debt 150371.62 109500.67 FNMA 2040-09-01 4.00% Government Agency Debt 129176.87 118011.44 FNMA 2040-11-01 4.00% Government Agency Debt 97162.02 80114.62 FNMA 2040-10-01 4.00% Government Agency Debt 85080.10 78910.85 FNMA 2025-10-01 3.50% Government Agency Debt 135701.11 79957.61 FNMA 2040-10-01 4.00% Government Agency Debt 120672.53 89086.16 FNMA 2040-10-01 4.00% Government Agency Debt 126262.63 92564.45 FNMA 2040-11-01 4.00% Government Agency Debt 110303.03 114727.11 FNMA 2040-11-01 4.00% Government Agency Debt 91927.17 90737.34 FNMA 2040-12-01 4.00% Government Agency Debt 94838.79 87953.37 FNMA 2039-05-01 4.50% Government Agency Debt 122962.83 78592.69 FNMA 2039-06-01 4.50% Government Agency Debt 202290.00 90314.26 FNMA 2039-10-01 4.50% Government Agency Debt 295303.54 92294.86 First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 30000000.00 30000000.00 0.0201 N/A N 29999814.00 29999814.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.20 12/05/2012 TRIPARTY1 Government Agency Repurchase Agreement Y FMAC 2042-03-01 2.40% Government Agency Debt 4129977.98 3758492.25 FMAC 2042-06-01 3.50% Government Agency Debt 3583813.94 3827392.21 FNMA 2022-05-01 2.84% Government Agency Debt 3561574.34 3807182.59 FNMA 2022-06-01 2.84% Government Agency Debt 3684914.95 3938652.97 FNMA 2022-09-01 2.87% Government Agency Debt 3149554.75 3359499.52 FNMA 2041-11-01 4.00% Government Agency Debt 5078719.19 4059600.32 FNMA 2040-07-01 4.50% Government Agency Debt 4676767.68 3990070.87 GNMA 2040-07-20 3.50% Government Agency Debt 4991919.19 3877051.04 First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 30000000.00 30000000.00 0.0201 N/A N 30000000.00 30000000.00 GENERAL ELECTRIC CAPITAL CORP GENERAL ELECTRIC CAPITAL CORP 36959HQU4 DCP 03/28/2013 36959HQU4 Other Commercial Paper N First Tier Security N/A N/A 2013-03-28 2013-03-28 N N N 4575000.00 4571580.19 0.0031 N/A N 4571325.82 4571325.82 COFCO CAPITAL CORP COFCO CAPITAL CORP 1921E0N30 DCP 01/03/2013 1921E0N30 Other Commercial Paper N First Tier Security N/A N/A 2013-01-03 2013-01-03 N N N 13630000.00 13624502.54 0.0091 N/A N 13627682.90 13627682.90 CREDIT SUISSE SECURITIES (USA) LLC REPO TRIPA CORPO 0.28 12/03/2012 TRIPARTY2 Other Repurchase Agreement N AOL TIME WARNER INC. 2032-05-01 7.70% Other Note 695527.66 980223.03 BANK ONE CAPITAL III 2030-09-01 8.75% Other Note 497872.34 723519.00 CBS CORP NEW 2021-02-15 4.30% Other Note 622340.43 694713.12 CIGNA CORPORATION 2042-02-15 5.38% Other Note 746808.51 881896.54 COMPUTER SCIENCES CORPORATION 2022-09-15 4.45% Other Note 697021.28 713247.95 DOW CHEMICAL COMPANY 2019-05-15 8.55% Other Note 318887.23 432469.27 DOW CHEMICAL COMPANY 2021-11-15 4.13% Other Note 672127.66 734752.07 DOW CHEMICAL COMPANY 2042-11-15 4.38% Other Note 542680.85 531748.22 ENTERPRISE PRODUCTS OPERATING 2014-01-31 9.75% Other Note 421946.81 484235.99 ENTERPRISE PRODUCTS OPERATING 2020-09-01 5.20% Other Note 614872.34 733453.18 KINDER MORGAN 2039-09-01 6.50% Other Note 536706.38 670651.88 THE KROGER CO. 2013-04-15 5.00% Other Note 468000.00 479709.36 MARKS AND SPENCER PLC 2017-12-01 6.25% Other Note 1297509.59 1492276.59 METLIFE CAPITAL TRUST I 2036-12-15 6.40% Other Note 797840.43 870154.07 NABORS INDUSTRIES INC. 2018-02-15 6.15% Other Note 613378.72 731412.74 PITNEY BOWES INC GBL 2037-01-15 5.25% Other Note 535212.77 557433.46 PROGRESS ENERGY INC 2021-01-15 4.40% Other Note 738095.74 839566.70 PROVIDENT COMPANIES INC. 2028-03-15 7.25% Other Note 504095.74 610774.57 SOUTHERN COPPER CORP + 2035-07-27 7.50% Other Note 1219787.23 1575849.28 TECK CORPORATION 2035-10-01 6.13% Other Note 1132659.57 1273243.25 TECK RESOURCES LTD 2022-01-15 4.75% Other Note 763736.17 846793.93 TELECOM ITALIA CAPITAL 2034-09-30 6.00% Other Note 391576.60 365145.18 TIME WARNER INC 2040-03-15 6.20% Other Note 449329.79 568952.87 TIME WARNER CABLE INC. 2042-09-15 4.50% Other Note 642255.32 635563.00 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 17550000.00 17550000.00 0.0117 N/A N 17550000.00 17550000.00 J.P. MORGAN SECURITIES REPO TRIPA CORPO 0.28 12/03/2012 TRIPARTY2 Other Repurchase Agreement N ASCIANO FINANCE LIMITED 2023-04-07 6.00% Other Note 39166.67 44126.08 BANCO BRADESCO SA 2016-05-16 4.13% Other Note 1566666.67 1631846.52 BANCO BRADESCO SA 2014-05-16 2.41% Other Note 587500.00 591087.99 CNA FINANCIAL CORPORATION 2023-11-15 7.25% Other Note 1958.33 2437.60 INTERNATIONAL PAPER CAPITAL TR 2041-11-15 6.00% Other Note 1958.33 2388.27 LIBERTY MUTUAL GROUP INC 2042-05-01 6.50% Other Note 1010500.00 1123640.09 NATIONAL CITY PREFERRED CAPITA 2038-01-29 12.00% Other Note 3233208.33 3368841.38 NISOURCE FINANCE CORP 2043-02-15 5.25% Other Note 1165208.33 1277695.57 PNC BANK CORP. 2038-05-21 8.25% Other Note 824458.33 839704.60 REYNOLDS AMERICAN INC 2037-06-15 7.25% Other Note 35250.00 47943.21 REYNOLDS AMERICAN INC 2042-11-01 4.75% Other Note 586325.00 596139.15 REYNOLDS AMERICAN INC 2022-11-01 3.25% Other Note 64625.00 65852.77 SAFEWAY INC. 2031-02-01 7.25% Other Note 2131841.67 2402362.37 THE WILLIAMS COMPANY INC 2031-01-15 7.50% Other Note 7840383.33 9958266.19 CANADIAN OIL SANDS LIMITED 2022-04-01 4.50% Other Note 26241.67 28844.97 CANADIAN OIL SANDS LIMITED 2042-04-01 6.00% Other Note 137083.33 162780.51 BNP PARIBAS 2037-06-24 7.20% Other Note 195833.33 199941.62 RCI BANQUE S A 2014-04-11 3.40% Other Note 62666.67 63922.09 TATE & LYLE INTERNATIONAL FINA 2014-11-15 5.00% Other Note 19583.33 20973.60 COX COMMUNICATIONS INC. 2022-12-15 3.25% Other Note 491541.67 497976.07 COX COMMUNICATIONS INC. 2042-12-15 4.70% Other Note 391666.67 401924.62 FLORIDA GAS TRANSMISSION COMPA 2022-07-15 3.88% Other Note 191916.67 206160.71 HYATT HOTELS CORPORATION 2015-08-15 5.75% Other Note 39166.67 43568.25 KRAFT FOODS GROUP INC 2017-06-05 2.25% Other Note 718316.67 753061.65 KRAFT FOODS GROUP INC 2022-06-06 3.50% Other Note 86166.67 93401.32 KRAFT FOODS GROUP INC 2015-06-04 1.63% Other Note 60708.33 62117.64 KRAFT FOODS GROUP INC 2039-01-26 6.88% Other Note 47000.00 64879.19 MARATHON PETE CORP 2016-03-01 3.50% Other Note 17625.00 19113.25 PHILLIPS 66 2017-05-01 2.95% Other Note 97916.67 104916.90 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 23500000.00 23500000.00 0.0157 N/A N 23500000.00 23500000.00 MERRILL LYNCH, PIERCE, FENNER AND SMITH REPO TRIPA MORTG 0.23 12/03/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2023-06-01 6.00% Government Agency Debt 19084947.03 5156790.17 FMAC 2041-07-01 3.18% Government Agency Debt 6794871.10 5153154.69 FMAC 2042-05-01 3.50% Government Agency Debt 4969801.62 5222238.06 FMAC 2042-10-01 4.00% Government Agency Debt 4559744.22 5101816.98 FMAC 2042-10-01 3.00% Government Agency Debt 4867760.35 5107847.35 FNMA 2041-01-01 3.16% Government Agency Debt 59391.11 46629.44 FNMA 2041-04-01 3.28% Government Agency Debt 8424643.87 5332468.79 FNMA 2026-07-01 3.50% Government Agency Debt 5848341.48 5253895.91 FNMA 2041-11-01 4.00% Government Agency Debt 4967805.60 5081633.12 FNMA 2041-07-01 4.50% Government Agency Debt 5588696.78 5144048.14 FNMA 2042-10-01 3.50% Government Agency Debt 4873606.34 5156172.79 FNMA 2027-04-01 3.00% Government Agency Debt 5097937.92 5124597.76 FNMA 2042-08-01 3.50% Government Agency Debt 4718429.17 5058738.86 FNMA 2042-11-01 3.50% Government Agency Debt 4691808.94 5117400.33 FNMA 2042-12-01 3.50% Government Agency Debt 4565192.96 4896554.96 FNMA 2026-09-01 3.50% Government Agency Debt 6239923.82 5320300.03 FNMA 2039-09-01 3.90% Government Agency Debt 6121375.41 2460132.74 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 78171000.00 78171000.00 0.0523 N/A N 78171000.00 78171000.00 MORGAN (J.P.) SECURITIES INC. REPO TRIPA MORTG 0.24 12/03/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2042-07-01 3.50% Government Agency Debt 44887177.82 48512164.73 FNMA 2039-12-01 5.50% Government Agency Debt 57428422.00 31231677.40 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 78180000.00 78180000.00 0.0523 N/A N 78180000.00 78180000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.24 12/03/2012 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2026-04-01 4.00% Government Agency Debt 5706521.64 4137617.74 FMAC 2041-09-01 3.23% Government Agency Debt 5409237.46 4197189.75 FMAC 2041-01-01 4.50% Government Agency Debt 1277523.33 956931.94 FMAC 2027-12-01 2.50% Government Agency Debt 3921915.10 4104797.49 FMAC 2041-06-01 3.44% Government Agency Debt 6483483.07 4146960.80 FMAC 2042-02-01 3.50% Government Agency Debt 3941492.25 4113258.29 FMAC 2042-05-01 4.00% Government Agency Debt 3782284.11 4169496.40 FNMA 2026-10-01 3.00% Government Agency Debt 4145068.21 4069871.51 FNMA 2041-11-01 4.00% Government Agency Debt 449609.29 435543.48 FNMA 2027-03-01 3.00% Government Agency Debt 4052176.92 4059914.72 FNMA 2038-05-01 5.30% Government Agency Debt 4945166.76 4161836.94 FNMA 2037-10-01 3.50% Government Agency Debt 3821871.44 4081556.81 FNMA 2027-11-01 2.50% Government Agency Debt 3891028.33 4079766.11 FNMA 2042-12-01 3.00% Government Agency Debt 3924081.12 4138075.65 FNMA 2024-07-01 4.00% Government Agency Debt 7904544.50 4087126.01 FNMA 2041-01-01 4.00% Government Agency Debt 4144012.48 4142193.00 FNMA 2042-06-01 3.00% Government Agency Debt 4052176.92 4100198.65 FNMA 2030-11-01 4.00% Government Agency Debt 6444172.90 4146671.23 FNMA 2040-06-01 3.67% Government Agency Debt 6996758.81 4174407.67 FNMA 2040-10-01 4.50% Government Agency Debt 4511423.64 4156341.45 FNMA 2025-09-01 4.00% Government Agency Debt 5697572.27 4083844.53 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 78180000.00 78180000.00 0.0523 N/A N 78180000.00 78180000.00 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.25 12/03/2012 TRIPARTY2 Government Agency Repurchase Agreement Y GNMA 2042-09-20 3.00% Government Agency Debt 74869727.45 79743600.06 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 78180000.00 78180000.00 0.0523 N/A N 78180000.00 78180000.00 MORGAN (J.P.) SECURITIES INC. REPO TRIPA MORTG 0.22 12/07/2012 TRIPARTY1 Government Agency Repurchase Agreement Y FNMA 2042-07-01 3.50% Government Agency Debt 8471370.97 9155499.72 FNMA 2032-10-01 3.00% Government Agency Debt 18782077.98 19742827.62 FNMA 2040-12-01 4.00% Government Agency Debt 3316330.65 1702163.02 First Tier Security N/A N/A 2012-12-07 2012-12-07 N N N 30000000.00 30000000.00 0.0201 N/A N 30000000.00 30000000.00 DUKE UNIVERSITY DUKE UNIVERSITY 26441TQ76 DCP 03/07/2013 26441TQ76 Other Commercial Paper N First Tier Security N/A N/A 2013-03-07 2013-03-07 N N N 3500000.00 3498226.66 0.0023 N/A N 3497227.30 3497227.30 THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 88602TM42 DCP 12/04/2012 88602TM42 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-04 2012-12-04 N N N 7550000.00 7549886.75 0.0050 N/A N 7549815.78 7549815.78