0000928816-13-001552.txt : 20131129 0000928816-13-001552.hdr.sgml : 20131128 20131004152709 ACCESSION NUMBER: 0000928816-13-001552 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130930 FILED AS OF DATE: 20131004 DATE AS OF CHANGE: 20131004 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: 131136597 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 2013-09-30 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 41 62 1430298421.88 47003651.87 48002550.96 1429299522.79 0.0014 0.9979 2013-09-30 0.9979 2013-09-30 C000017192 500.00 1303871033.33 1.00 -34104845.05 75879664.23 109984509.28 0.0001 0.9979 2013-09-30 0.9979 2013-09-30 C000017193 500.00 13939959.23 1.00 -185934.79 624334.91 810269.70 0.0001 0.9979 2013-09-30 0.9979 2013-09-30 C000017194 500.00 25991512.55 1.00 -5994302.87 3184948.28 9179251.15 0.0001 0.9980 2013-09-30 0.9980 2013-09-30 C000017195 500.00 29248382.78 1.00 -1181694.11 3367232.09 4548926.20 0.0001 0.9979 2013-09-30 0.9979 2013-09-30 C000017196 500.00 35282932.88 1.00 4131047.34 6018566.66 1887519.32 0.0001 0.9979 2013-09-30 0.9979 2013-09-30 C000017191 500.00 20965702.02 1.00 406583.59 946364.66 539781.07 0.0001 0.9980 2013-09-30 0.9980 2013-09-30 WISCONSIN HEALTH & EDUCATIONAL FACILITIES AUTHORITY WI H/E VAR-WHEATON-B 00.0700 08/15/2033 97710VND6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-10-07 2013-10-07 Y WHEATON FRANCISCAN HEALTHCARE SYSTEM N/A N/A Y US BANCORP/MN N/A N/A N 17880000.00 17880000.00 0.0125 N/A N 17880000.00 17880000.00 PUTNAM MONEY MARKET LIQUIDITY FUND PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P 746763168 Investment Company N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 58235503.00 58235503.00 0.0407 N/A N 58235503.00 58235503.00 KENTUCKY ECONOMIC DEVELOPMENT FINANCE AUTHORITY KY ECON-VAR-C-CATHOLI 00.0500 05/01/2034 49126PCJ7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-10-07 2013-10-07 Y CATHOLIC HEALTH INITIATIVES N/A N/A Y CATHOLIC HEALTH INITIATIVES N/A N/A N 11000000.00 11000000.00 0.0077 N/A N 11000000.00 11000000.00 COUNTY OF WAKE NC WAKE CNTY VAR-SCH-A 00.0600 03/01/2026 930863H57 Variable Rate Demand Note N First Tier Security N/A N/A 2013-10-07 2013-10-07 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. 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2013-10-01 2013-11-01 N N N 9000000.00 9001162.50 0.0063 N/A N 9001053.09 9001053.09 PRUDENTIAL PLC PRUDENTIAL PLC 7443M3AD6 DCP 01/13/2014 7443M3AD6 Other Commercial Paper N First Tier Security N/A N/A 2014-01-13 2014-01-13 N N N 14750000.00 14740199.45 0.0103 N/A N 14740105.70 14740105.70 REGENCY MARKETS NO. 1 LLC REGENCY MARKETS NO. 1 LLC 7588R0XM4 DCP 10/21/2013 7588R0XM4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-21 2013-10-21 N N N 22275000.00 22273143.75 0.0156 N/A N 22273050.90 22273050.90 BANK OF AMERICA NA BANK OF AMERICA NA 00.1700 10/23/2013 06052WN82 Certificate of Deposit N First Tier Security N/A N/A 2013-10-23 2013-10-23 N N N 7350000.00 7350000.00 0.0051 N/A N 7349905.92 7349905.92 BANK OF MONTREAL/CHICAGO IL BANK OF MONTREAL/CHICAGO IL 00.1600 12/23/2013 06366AXM9 Certificate of Deposit N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 10150000.00 10150000.00 0.0071 N/A N 10149289.50 10149289.50 RBS HOLDINGS USA INC RBS HOLDINGS USA INC 74927JX24 DCP 10/02/2013 74927JX24 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-02 2013-10-02 N N N 7100000.00 7099980.28 0.0050 N/A N 7099960.24 7099960.24 WESTPAC BANKING CORP WESTPAC BANKING CORP 00.2398 09/19/2014 9612C4JU6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-21 2014-09-19 N N N 2925000.00 2925000.00 0.0020 N/A N 2924160.53 2924160.53 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257J6F9 DCP 10/07/2013 86257J6F9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-07 2013-10-07 N N N 7150000.00 7149916.58 0.0050 N/A N 7149930.65 7149930.65 FAIRWAY FINANCE LLC FAIRWAY FINANCE LLC - 03/31/2014 30601YNB7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-30 2014-03-31 N N N 11900000.00 11900000.00 0.0083 N/A N 11898833.80 11898833.80 BNP PARIBAS SECURITIES CORP REPO TRIPA CORPO 0.11 10/01/2013 TRIPARTY2 Other Repurchase Agreement N C.R. BARD INC 2021-01-15 4.40% Other Note 2188.52 2345.91 BAXTER INTERNATIONAL 2018-06-15 1.85% Other Note 7619.00 7663.07 BAXTER INTERNATIONAL 2023-06-15 3.20% Other Note 368251.67 362877.65 BRISTOL MYERS SQUIBB CO 2030-05-01 6.13% Other Note 5925.89 7255.01 BRISTOL-MYERS SQUIBB COMPANY 2022-08-01 2.00% Other Note 192845.36 174003.94 CATERPILLAR INC 2042-08-15 3.80% Other Note 173374.58 149877.77 JPMORGAN CHASE CO 2015-10-15 1.10% Other Note 55364.73 55721.93 COCA COLA COMPANY 2018-04-01 1.15% Other Note 11851.78 11681.07 DANAHER CORP 2019-03-01 5.40% Other Note 90.41 104.95 TARGET CORP 2022-01-15 2.90% Other Note 10158.67 9917.09 TARGET CORP 2042-07-01 4.00% Other Note 10158.67 9165.44 THE HOME DEPOT INC 2036-12-16 5.88% Other Note 54462.64 63147.92 IBM CORP 2020-05-15 1.63% Other Note 48416.88 45799.48 LOWE'S CO INC 2036-10-15 5.80% Other Note 28198.09 31868.45 MCDONALDS CORP 2020-07-15 3.50% Other Note 279024.71 293590.27 MEDTRONIC CORP 2020-03-15 4.45% Other Note 4976.39 5458.28 SCHERING PLOUGH 2037-09-15 6.55% Other Note 30476.00 38740.15 SCHERING-PLOUGH CORP 2017-09-15 6.00% Other Note 248867.19 290559.90 NATL AUSTRALIA BK LTD 2015-01-22 0.57% Other Note 1318.59 1323.64 PACIFIC CORP 2042-02-01 4.10% Other Note 6772.44 6289.43 PEPSICO 2018-11-01 7.90% Other Note 84655.56 110646.27 PEPSICO 2042-08-13 3.60% Other Note 8465.56 7082.88 PEPSICO 2023-03-01 2.75% Other Note 2539.67 2378.42 PFIZER INC 2039-03-15 7.20% Other Note 200566.11 272737.82 PRAXAIR INC 2018-11-07 1.25% Other Note 158576.28 153865.81 PROCTER AND GAMBLE CO 2015-12-15 4.85% Other Note 57513.29 63680.78 PUBLIC SERVICE CO FIRST MTGE BDS 2042-09-15 3.60% Other Note 2481.42 2105.86 RAYTHEON 2020-02-15 4.40% Other Note 66328.98 71883.37 RAYTHEON CO 2022-12-15 2.50% Other Note 2031.73 1878.94 AT&T INC 2015-02-15 3.00% Other Note 340653.96 321218.51 AT & T INC 2045-06-15 4.35% Other Note 1523.80 1259.16 AT AND T INC 2022-12-01 2.63% Other Note 10837.10 9820.98 UNITED HEALTH GROUP INC COM 2022-03-15 2.88% Other Note 59258.89 56196.98 VODAFONE GROUP PLC 2037-02-27 6.15% Other Note 1185.18 1306.57 WAL MART STORES INC 2020-10-25 3.25% Other Note 85343.81 89154.67 STRYKER CORP 2020-01-15 4.38% Other Note 253966.67 279656.56 APPLIED MATERIALS 2041-06-15 5.85% Other Note 7363.85 7826.17 TEVA PHARMACEUTICAL FINANCE COMPANY B.V. 2021-11-10 3.65% Other Note 287369.72 289072.22 BANK OF NOVA SCOTIA 2015-10-29 1.65% Other Note 191523.21 196851.54 HSBC BANK PLC SER D ADR 2014-07-07 1.63% Other Note 507.93 513.84 SOCIETE GENERALE 2015-09-14 3.10% Other Note 839.95 874.26 BOTTLING GROUP LLC 2019-01-15 5.13% Other Note 357272.35 410697.81 SPAREBANK BOLIGRED1 2018-05-02 1.25% Other Note 126983.33 124156.54 DAIMLER FIN NORTH AMER LLC 2016-03-28 3.00% Other Note 39449.49 41613.95 DAILMLER FIN NORTH AMER LLC 2015-07-31 1.30% Other Note 253966.67 255655.69 MACQUARIE BANK LIMITED 2015-07-27 3.45% Other Note 60843.81 62569.01 BAA FDG LTD 2017-06-25 2.50% Other Note 33862.22 34388.10 STADSHYPOTEK 2019-10-02 1.88% Other Note 3386.22 3309.93 JOHN DEERE CAPITAL CO 2021-07-12 3.90% Other Note 85863.42 91003.21 BANCO DE CREDITO E INVERSIONES 2017-09-13 3.00% Other Note 2001.60 1986.88 VIRGINIA ELEC PWR CO 2043-01-15 4.00% Other Note 62306.49 56241.16 VIRGINIA ELEC PWR 2043-08-15 4.65% Other Note 233570.27 233234.51 GEORGIA POWER CO 2042-03-15 4.30% Other Note 846.56 767.22 CB MERCK & CO.INC. 2028-12-01 5.95% Other Note 26881.53 32884.65 B A T INTL FIN P L C 2015-06-05 1.40% Other Note 846.56 854.28 B.A.T. INTERNATIONAL FINANCE P.L.C. 2022-06-07 3.25% Other Note 198878.76 196200.14 KOREA GAS CORP 2017-07-25 2.25% Other Note 436968.44 437183.65 WELLS FARGO BANK 2015-02-09 4.75% Other Note 173863.38 184350.67 VOLKSWAGEN INTER FIN 2015-03-22 1.63% Other Note 49100.22 49731.71 VOLKSWAGEN INTERNATIONAL FINANCE NV 2015-11-20 1.15% Other Note 33862.22 34174.86 DIAGEO CAPITAL PLC 2043-04-29 3.88% Other Note 3386.22 2960.99 GOLDMAN SACHS GROUP INC 2018-04-01 6.15% Other Note 16931.11 19900.81 GOLDMAN SACHS GROUP, INC 2021-07-27 5.25% Other Note 243670.69 266192.56 TRANSCANADA PIPELINE 2021-01-01 9.88% Other Note 211321.77 296810.55 RIO TINTO FIN USA LTD 2014-05-01 8.95% Other Note 209945.78 227789.71 RIO TINTO FINANCE USA LIMITED 2016-09-20 2.25% Other Note 234940.16 241132.01 PFD GOOGLE INC SR A 2016-05-19 2.13% Other Note 242.28 252.93 KOREA EXPRESSWAY 2015-03-23 4.50% Other Note 74910.69 78253.57 GCB REGS KOREA HIGHWAY 2015-05-20 5.13% Other Note 263069.68 283527.80 AMER EXP BANK,FSB 2017-09-13 6.00% Other Note 216545.02 251946.52 PHILLIP MORRIS INTERNATIONAL INC 2043-03-04 4.13% Other Note 278222.68 247008.65 ABN AMRO BK NV 2017-02-02 4.25% Other Note 37727.26 40682.70 ANHEUSER - BUSCH COMPANIES INC 2019-03-01 5.00% Other Note 105819.44 119572.56 ANHUESER-BUSCH INBEV FIN INC 2023-01-17 2.63% Other Note 1523.80 1430.46 ANHUESER BUSCH INBEV FIN INC 2043-01-17 4.00% Other Note 152380.00 139089.59 ANHUESER-BUSCH INBEV FIN INC 2018-01-17 1.25% Other Note 25396.67 24991.71 First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 7619000.00 7619000.00 0.0053 N/A N 7619000.00 7619000.00 CREDIT SUISSE SECURITIES (USA) LLC REPO TRIPA CORPO 0.11 10/01/2013 TRIPARTY2 Other Repurchase Agreement N ASSURED GUARANTY US HOLDINGS I 2066-12-15 6.40% Other Note 47375.50 41111.41 BANCO BRADESCO SA 2014-05-16 2.36% Other Note 43068.64 43438.53 BRAZIL MINAS SPE 2028-02-15 5.33% Other Note 4091.52 4056.21 CITY OF VERONA WISCONSIN 2013-10-24 8.75% Other Note 323014.80 335262.45 CONAGRA INC. 2014-04-15 5.88% Other Note 31224.76 32933.92 CONAGRA INC. 2022-09-15 3.25% Other Note 565275.91 541938.34 ENERGY TRANSFER PARTNERS 2042-02-01 6.50% Other Note 569582.77 606178.80 FISERV INC. 2015-10-01 3.13% Other Note 400969.04 416150.23 FISERV INC. 2020-10-01 4.63% Other Note 240107.67 251420.65 FORD MOTOR CREDIT COMPANY 2022-09-20 4.25% Other Note 5488021.53 5503773.27 INTERNATIONAL PAPER CAPITAL TR 2038-06-15 8.70% Other Note 193808.88 269158.52 INTERNATIONAL PAPER CAPITAL TR 2019-05-15 9.38% Other Note 1335127.86 1809547.26 INTERNATIONAL PAPER CAPITAL TR 2021-08-15 7.50% Other Note 642799.46 796997.39 INTERNATIONAL PAPER CAPITAL TR 2039-11-15 7.30% Other Note 1287752.36 1614653.33 LIBERTY MUTUAL GROUP INC 2023-06-15 4.25% Other Note 1306056.53 1289354.29 MURPHY OIL CORPORATION 2022-12-01 3.70% Other Note 244414.54 230789.24 MURPHY OIL CORPORATION 2042-12-01 5.13% Other Note 59219.38 52800.20 ODEBRECHT OFFSHORE DRILLING 2022-10-01 6.75% Other Note 107671.60 111453.57 PERRIGO COMPANY 2023-05-15 2.95% Other Note 3014.80 2947.18 REYNOLDS AMERICAN INC 2043-09-15 6.15% Other Note 43068.64 45706.20 RGS I&M FUNDING CORP 2022-12-07 9.81% Other Note 936742.93 1116180.41 SAFEWAY INC. 2014-08-15 5.63% Other Note 107671.60 112900.27 SAFEWAY INC. 2013-12-12 1.76% Other Note 107671.60 108029.11 TEMPLE-INLAND INC. 2016-01-15 6.38% Other Note 215343.20 238527.32 WATSON PHARMACEUTICALS INC. 2022-10-01 3.25% Other Note 83122.48 79252.24 WATSON PHARMACEUTICALS INC. 2042-10-01 4.63% Other Note 19380.89 17674.56 WEATHERFORD INTERNATIONAL LTD. 2042-04-15 5.95% Other Note 44145.36 43759.92 WESTVACO CORP 2020-06-15 9.75% Other Note 53835.80 70305.12 WESTVACO CORP 2030-01-15 8.20% Other Note 233216.69 278067.39 WESTVACO CORP 2031-02-15 7.95% Other Note 531682.37 619802.08 ZOETIS INC 2023-02-01 3.25% Other Note 118438.76 113401.23 ZOETIS INC 2016-02-01 1.15% Other Note 3230.15 3249.92 First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 16000000.00 16000000.00 0.0112 N/A N 16000000.00 16000000.00 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS AUSTRALIA & NEW ZEALAND BANKI 99BX759B7 TD 10/01/2013 99BX759B7 Other Instrument Time Deposit N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 21000000.00 21000000.00 0.0147 N/A N 21000000.00 21000000.00 UBS FINANCE DELAWARE LLC UBS FINANCE DELAWARE LLC 90262CX93 DCP 10/09/2013 90262CX93 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-09 2013-10-09 N N N 6000000.00 5999826.67 0.0042 N/A N 5999895.60 5999895.60 MERRILL LYNCH, PIERCE, FENNER AND SMITH REPO TRIPA MORTG 0.08 10/01/2013 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2018-05-01 5.00% Government Agency Debt 5333998.56 497845.22 FMAC 2033-01-01 5.00% Government Agency Debt 9601197.40 533665.78 FMAC 2023-06-01 2.24% Government Agency Debt 18010935.81 206095.60 FMAC 2022-07-01 2.32% Government Agency Debt 26669992.78 76137.77 FMAC 2023-02-01 2.53% Government Agency Debt 26669992.78 192981.35 FMAC 2036-11-01 5.50% Government Agency Debt 1173479.68 415521.77 FMAC 2025-08-01 5.00% Government Agency Debt 3501770.05 412150.37 FMAC 2030-09-01 5.00% Government Agency Debt 883492.58 455969.87 FMAC 2033-09-01 2.56% Government Agency Debt 6571981.22 601869.29 FMAC 2034-10-01 2.85% Government Agency Debt 8050071.69 627189.28 FMAC 2033-02-01 2.40% Government Agency Debt 5394326.08 598335.34 FMAC 2035-12-01 5.00% Government Agency Debt 2711070.91 544198.59 FMAC 2036-01-01 5.00% Government Agency Debt 2701078.19 606940.17 FMAC 2036-07-01 6.50% Government Agency Debt 8242845.06 582590.70 FMAC 2037-08-01 5.50% Government Agency Debt 975525.93 413674.44 FMAC 2038-02-01 5.00% Government Agency Debt 1722087.83 424267.63 FMAC 2038-04-01 5.00% Government Agency Debt 1676202.11 474497.12 FMAC 2041-12-01 3.18% Government Agency Debt 610742.83 391728.38 FMAC 2042-05-01 2.27% Government Agency Debt 357911.30 236453.71 FMAC 2037-02-01 6.03% Government Agency Debt 13242679.28 149079.59 FMAC 2036-08-01 5.00% Government Agency Debt 2600324.30 440264.52 FMAC 2037-04-01 5.00% Government Agency Debt 3205733.13 466875.70 FMAC 2038-06-01 5.50% Government Agency Debt 3842537.88 613551.54 FMAC 2040-07-01 4.50% Government Agency Debt 1072133.71 595063.94 FMAC 2037-01-01 5.00% Government Agency Debt 1195271.73 506685.87 FMAC 2039-04-01 6.50% Government Agency Debt 1885119.90 442931.89 FMAC 2024-04-01 4.50% Government Agency Debt 2739156.54 452288.23 FMAC 2042-04-01 4.50% Government Agency Debt 621190.54 507827.64 FMAC 2043-09-01 4.50% Government Agency Debt 412222.61 441676.33 FMAC 2036-10-01 6.00% Government Agency Debt 3974036.42 530917.57 FMAC 2036-03-01 2.61% Government Agency Debt 3843145.96 652244.98 FMAC 2035-11-01 2.02% Government Agency Debt 4429511.35 131218.73 FMAC 2037-01-01 1.94% Government Agency Debt 2240279.39 17686.49 FMAC 2037-05-01 2.21% Government Agency Debt 3782604.01 600112.63 FMAC 2037-06-01 2.45% Government Agency Debt 3121364.21 504280.40 FMAC 2036-08-01 2.95% Government Agency Debt 533399.86 122517.72 FMAC 2028-05-01 5.50% Government Agency Debt 3009361.44 412881.02 FMAC 2028-09-01 5.50% Government Agency Debt 3811405.47 407040.52 FMAC 2020-02-01 4.00% Government Agency Debt 1945674.12 527016.54 FMAC 2034-12-01 2.84% Government Agency Debt 2019304.64 447122.24 FMAC 2035-11-01 2.64% Government Agency Debt 4725112.49 479863.18 FMAC 2037-05-01 2.35% Government Agency Debt 3342763.56 203447.28 FMAC 2037-05-01 5.41% Government Agency Debt 3087319.96 177642.49 FMAC 2036-09-01 2.82% Government Agency Debt 6119387.71 604345.94 FMAC 2037-04-01 6.04% Government Agency Debt 3200399.13 628898.96 FMAC 2040-11-01 2.80% Government Agency Debt 2396378.86 336543.24 FMAC 2037-09-01 6.07% Government Agency Debt 1221485.67 394380.56 FMAC 2038-01-01 5.81% Government Agency Debt 1446147.29 249248.55 FMAC 2036-08-01 6.24% Government Agency Debt 3427051.40 653377.30 FMAC 2038-06-01 2.38% Government Agency Debt 1333499.64 242346.02 FMAC 2042-12-01 3.00% Government Agency Debt 556425.13 531286.40 FMAC 2036-10-01 4.01% Government Agency Debt 5333998.56 291593.52 FMAC 2037-01-01 5.88% Government Agency Debt 3467099.06 300672.28 FMAC 2037-01-01 2.60% Government Agency Debt 266699.93 176617.47 FMAC 2040-10-01 3.43% Government Agency Debt 776892.62 257330.99 FMAC 2040-11-01 2.76% Government Agency Debt 1059492.13 162209.32 FMAC 2041-02-01 3.24% Government Agency Debt 256031.93 130342.53 FMAC 2041-04-01 3.39% Government Agency Debt 586739.84 206933.52 FMAC 2039-05-01 5.00% Government Agency Debt 971892.41 415962.42 FMAC 2039-07-01 4.50% Government Agency Debt 916885.01 588552.94 FMAC 2039-07-01 4.00% Government Agency Debt 870831.80 537808.63 FMAC 2039-09-01 4.50% Government Agency Debt 1066799.71 550137.95 FMAC 2039-12-01 4.50% Government Agency Debt 760094.79 421447.95 FMAC 2040-09-01 4.50% Government Agency Debt 800099.78 537751.25 FMAC 2041-01-01 4.50% Government Agency Debt 647008.69 443952.84 FMAC 2041-03-01 4.50% Government Agency Debt 858059.01 531559.34 FMAC 2041-03-01 4.50% Government Agency Debt 1066799.71 408080.23 FMAC 2032-02-01 2.39% Government Agency Debt 26669992.78 271083.03 FMAC 2018-12-01 4.50% Government Agency Debt 2677240.56 464979.59 FMAC 2019-12-01 4.50% Government Agency Debt 5200648.59 461418.63 FMAC 2036-06-01 2.40% Government Agency Debt 396818.02 373394.71 FMAC 2047-12-01 6.50% Government Agency Debt 4122368.52 515017.22 FMAC 2028-06-01 3.00% Government Agency Debt 619760.49 634726.06 FMAC 2028-09-01 3.50% Government Agency Debt 545485.63 575136.29 FMAC 2042-10-01 2.65% Government Agency Debt 845764.68 649459.63 FMAC 2041-09-01 4.50% Government Agency Debt 533399.86 465223.23 FMAC 2041-09-01 4.00% Government Agency Debt 750625.88 638053.97 FMAC 2041-09-01 4.50% Government Agency Debt 1042539.62 573039.65 FMAC 2041-10-01 4.50% Government Agency Debt 892373.16 545835.50 FMAC 2042-03-01 3.50% Government Agency Debt 589113.47 583009.73 FMAC 2042-04-01 4.50% Government Agency Debt 580409.99 408133.73 FMAC 2042-05-01 4.50% Government Agency Debt 689154.21 444662.24 FMAC 2042-05-01 4.50% Government Agency Debt 735361.04 626500.47 FMAC 2028-06-01 3.00% Government Agency Debt 575766.74 581707.33 FMAC 2028-09-01 4.00% Government Agency Debt 569879.07 618741.77 FMAC 2043-06-01 4.00% Government Agency Debt 521613.85 543810.66 FMAC 2043-07-01 4.00% Government Agency Debt 453049.57 473033.14 FMAC 2043-09-01 3.50% Government Agency Debt 613309.02 619089.94 FMAC 2043-09-01 4.50% Government Agency Debt 540705.30 580609.35 FMAC 2043-08-01 4.00% Government Agency Debt 576099.58 603050.80 FMAC 2042-08-01 3.50% Government Agency Debt 616559.56 615970.29 FMAC 2042-08-01 3.50% Government Agency Debt 586739.84 531039.86 FMAC 2042-07-01 4.50% Government Agency Debt 595210.76 429960.98 FMAC 2042-08-01 3.50% Government Agency Debt 637839.55 638001.58 FMAC 2043-01-01 3.50% Government Agency Debt 623667.65 547115.56 FMAC 2033-06-01 3.00% Government Agency Debt 584606.24 581141.27 FMAC 2033-02-01 3.00% Government Agency Debt 559132.66 544647.19 FMAC 2043-04-01 4.00% Government Agency Debt 543965.97 568237.96 FMAC 2043-05-01 3.50% Government Agency Debt 312138.66 315843.35 FMAC 2043-05-01 3.50% Government Agency Debt 568289.01 575971.11 FMAC 2043-08-01 3.00% Government Agency Debt 627519.86 603804.34 FMAC 2043-08-01 3.50% Government Agency Debt 426335.30 432024.61 FMAC 2043-09-01 4.00% Government Agency Debt 558587.00 587602.36 FMAC 2043-08-01 3.50% Government Agency Debt 647344.20 654905.40 FMAC 2032-05-01 2.73% Government Agency Debt 5368249.23 13207.30 FMAC 2022-11-01 2.35% Government Agency Debt 4218204.47 8906.60 FNMA 2021-05-01 1.84% Government Agency Debt 26669992.78 95955.06 FNMA 2024-06-01 2.29% Government Agency Debt 42992028.36 262937.46 FNMA 2016-12-01 5.00% Government Agency Debt 6843413.47 520527.65 FNMA 2024-03-01 2.36% Government Agency Debt 1060786.16 8742.13 FNMA 2024-10-01 2.88% Government Agency Debt 10667997.11 12547.04 FNMA 2024-11-01 2.20% Government Agency Debt 53339985.56 376810.09 FNMA 2035-04-01 5.50% Government Agency Debt 3293768.64 419544.66 FNMA 2028-11-01 2.52% Government Agency Debt 26892443.46 290524.89 FNMA 2031-03-15 7.87% Government Agency Debt 866561.41 127377.66 FNMA 2024-08-01 5.43% Government Agency Debt 373379.90 402014.08 FNMA 2024-11-01 5.14% Government Agency Debt 480059.87 488273.49 FNMA 2029-12-01 4.98% Government Agency Debt 533399.86 515086.81 FNMA 2020-05-01 4.74% Government Agency Debt 579271.71 614131.47 FNMA 2020-11-01 3.34% Government Agency Debt 186689.95 183372.74 FNMA 2021-11-01 3.59% Government Agency Debt 282701.92 284078.89 FNMA 2022-06-01 2.84% Government Agency Debt 605408.84 593446.31 FNMA 2028-03-01 2.06% Government Agency Debt 3337117.52 53259.07 FNMA 2026-01-01 3.00% Government Agency Debt 1063065.91 631791.09 FNMA 2041-02-01 4.00% Government Agency Debt 768095.79 518984.49 FNMA 2041-02-01 4.00% Government Agency Debt 480059.87 417835.53 FNMA 2041-04-01 4.50% Government Agency Debt 1068172.68 652471.56 FNMA 2041-04-01 4.50% Government Agency Debt 742087.22 469311.13 FNMA 2041-05-01 5.00% Government Agency Debt 1114054.67 443023.62 FNMA 2041-05-01 5.00% Government Agency Debt 896027.48 521413.35 FNMA 2041-07-01 4.50% Government Agency Debt 640079.83 476658.85 FNMA 2026-10-01 3.50% Government Agency Debt 723926.55 473831.94 FNMA 2041-06-01 4.50% Government Agency Debt 785431.82 604883.56 FNMA 2041-07-01 4.50% Government Agency Debt 800099.78 498191.08 FNMA 2041-09-01 4.50% Government Agency Debt 585232.45 525292.60 FNMA 2041-08-01 4.50% Government Agency Debt 707305.28 557021.99 FNMA 2033-03-01 5.50% Government Agency Debt 911812.92 431542.96 FNMA 2041-09-01 4.00% Government Agency Debt 820434.05 420884.51 FNMA 2026-10-01 3.50% Government Agency Debt 933244.92 608124.91 FNMA 2031-10-01 3.50% Government Agency Debt 967723.36 538084.33 FNMA 2026-11-01 3.00% Government Agency Debt 572697.02 421448.30 FNMA 2027-03-01 3.00% Government Agency Debt 791498.71 645942.99 FNMA 2042-04-01 5.00% Government Agency Debt 537660.12 499403.35 FNMA 2042-04-01 4.00% Government Agency Debt 559752.48 422361.58 FNMA 2041-07-01 6.00% Government Agency Debt 960119.74 476042.94 FNMA 2027-07-01 3.00% Government Agency Debt 703047.68 633736.66 FNMA 2043-05-01 4.00% Government Agency Debt 425176.76 437267.52 FNMA 2042-11-01 4.50% Government Agency Debt 478038.82 504391.53 FNMA 2040-10-01 6.00% Government Agency Debt 666082.54 605382.69 FNMA 2028-09-01 5.50% Government Agency Debt 427212.75 452291.65 FNMA 2021-05-01 2.21% Government Agency Debt 533399.86 504181.24 FNMA 2021-05-01 2.21% Government Agency Debt 533399.86 504182.83 FNMA 2022-04-01 2.84% Government Agency Debt 293369.92 286040.83 FNMA 2021-07-01 2.43% Government Agency Debt 586739.84 560940.51 FNMA 2025-07-01 3.30% Government Agency Debt 373379.90 350557.84 FNMA 2023-07-01 3.43% Government Agency Debt 589406.84 590648.45 FNMA 2042-04-01 4.00% Government Agency Debt 564053.81 454919.29 FNMA 2042-07-01 3.50% Government Agency Debt 641499.20 641584.32 FNMA 2039-04-01 4.50% Government Agency Debt 742170.96 553507.67 FNMA 2042-06-01 4.50% Government Agency Debt 582792.68 523102.29 FNMA 2042-05-01 4.00% Government Agency Debt 559003.05 575367.27 FNMA 2042-09-01 3.00% Government Agency Debt 477575.29 430911.57 FNMA 2042-10-01 4.00% Government Agency Debt 648072.82 599956.78 FNMA 2027-09-01 3.00% Government Agency Debt 780897.39 655149.20 FNMA 2043-01-01 4.00% Government Agency Debt 594768.04 498375.36 FNMA 2042-10-01 3.50% Government Agency Debt 614127.26 614914.33 FNMA 2042-11-01 4.50% Government Agency Debt 538503.96 535785.12 FNMA 2042-10-01 4.00% Government Agency Debt 624459.21 523724.24 FNMA 2037-11-01 3.00% Government Agency Debt 566305.29 543132.04 FNMA 2042-11-01 4.00% Government Agency Debt 693968.15 632374.11 FNMA 2042-12-01 4.00% Government Agency Debt 606955.70 630943.37 FNMA 2043-01-01 2.50% Government Agency Debt 561703.65 496992.03 FNMA 2025-09-01 4.00% Government Agency Debt 530781.40 504299.67 FNMA 2042-11-01 4.00% Government Agency Debt 599570.24 622716.45 FNMA 2043-01-01 1.62% Government Agency Debt 266699.93 258054.82 FNMA 2017-12-01 3.42% Government Agency Debt 306704.92 313298.63 FNMA 2042-11-01 4.00% Government Agency Debt 612217.15 547011.81 FNMA 2042-12-01 4.00% Government Agency Debt 624913.67 649915.50 FNMA 2038-02-01 3.00% Government Agency Debt 547801.65 527431.18 FNMA 2043-01-01 2.50% Government Agency Debt 671380.26 638216.66 FNMA 2043-03-01 4.00% Government Agency Debt 600194.85 627316.55 FNMA 2043-04-01 4.00% Government Agency Debt 576367.35 602447.91 FNMA 2033-03-01 3.00% Government Agency Debt 617983.74 606889.24 FNMA 2033-04-01 3.00% Government Agency Debt 602528.48 596308.16 FNMA 2043-04-01 4.00% Government Agency Debt 604318.03 632034.15 FNMA 2028-06-01 3.00% Government Agency Debt 610819.11 616399.26 FNMA 2043-05-01 3.50% Government Agency Debt 568460.76 577861.34 FNMA 2043-06-01 3.00% Government Agency Debt 606347.62 590660.26 FNMA 2043-09-01 4.50% Government Agency Debt 570658.90 618756.89 FNMA 2028-07-01 3.00% Government Agency Debt 618582.75 632879.01 FNMA 2043-08-01 4.00% Government Agency Debt 569205.92 601286.92 FNMA 2043-09-01 4.00% Government Agency Debt 560821.94 591205.72 FNMA 2043-08-01 4.50% Government Agency Debt 606350.29 650541.96 FNMA 2028-09-01 3.50% Government Agency Debt 390592.18 413270.92 FNMA 2043-09-01 4.00% Government Agency Debt 580548.14 612622.39 FNMA 2043-09-01 4.50% Government Agency Debt 558894.24 599834.91 FNMA 2033-09-01 3.50% Government Agency Debt 609917.67 633496.74 FNMA 2032-07-01 2.36% Government Agency Debt 5603149.46 184048.30 FNMA 2033-01-01 2.63% Government Agency Debt 4490324.81 33373.90 FNMA 2018-02-01 5.00% Government Agency Debt 10667997.11 630863.36 FNMA 2017-12-01 5.50% Government Agency Debt 5333998.56 457689.31 FNMA 2037-09-01 6.04% Government Agency Debt 6412909.11 263939.54 FNMA 2033-05-01 2.33% Government Agency Debt 3540686.37 297437.05 FNMA 2033-04-01 1.99% Government Agency Debt 4267198.85 355617.81 FNMA 2034-04-01 1.74% Government Agency Debt 12617801.88 388199.82 FNMA 2018-06-01 5.50% Government Agency Debt 3686913.14 543280.42 FNMA 2034-07-01 1.82% Government Agency Debt 2716357.43 483322.40 FNMA 2034-02-01 2.41% Government Agency Debt 3703718.44 225769.99 FNMA 2035-04-01 6.00% Government Agency Debt 3587114.03 441706.02 FNMA 2033-08-01 2.63% Government Agency Debt 878991.22 42004.86 FNMA 2033-08-01 2.36% Government Agency Debt 2666999.28 73015.99 FNMA 2033-10-01 2.41% Government Agency Debt 640079.83 63609.25 FNMA 2033-09-01 2.29% Government Agency Debt 4807484.89 118501.73 FNMA 2033-10-01 2.56% Government Agency Debt 1333499.64 127616.31 FNMA 2036-07-01 2.53% Government Agency Debt 10021953.88 509261.25 FNMA 2036-11-01 6.50% Government Agency Debt 5548322.35 599824.03 FNMA 2033-10-01 4.50% Government Agency Debt 2400299.35 439593.01 FNMA 2033-10-01 1.01% Government Agency Debt 4615977.28 58741.35 FNMA 2034-03-01 2.70% Government Agency Debt 5334814.12 397544.23 FNMA 2034-04-01 2.20% Government Agency Debt 1474286.26 202452.15 FNMA 2034-05-01 4.05% Government Agency Debt 7505901.42 99589.39 FNMA 2034-09-01 2.31% Government Agency Debt 4447423.99 535579.41 FNMA 2034-10-01 2.32% Government Agency Debt 18850350.90 565016.01 FNMA 2034-06-01 2.16% Government Agency Debt 2670620.00 393307.26 FNMA 2034-11-01 2.78% Government Agency Debt 414697.05 77144.39 FNMA 2034-12-01 2.50% Government Agency Debt 2666999.28 370210.73 FNMA 2035-02-01 2.42% Government Agency Debt 2666999.28 152419.83 FNMA 2035-03-01 2.51% Government Agency Debt 1040129.72 138504.74 FNMA 2035-09-01 2.13% Government Agency Debt 2456242.33 316587.75 FNMA 2036-01-01 5.50% Government Agency Debt 2453728.41 446383.62 FNMA 2036-12-01 2.40% Government Agency Debt 6694168.72 347371.42 FNMA 2021-02-01 5.17% Government Agency Debt 319317.16 313487.23 FNMA 2016-12-01 5.36% Government Agency Debt 389381.89 434358.92 FNMA 2020-12-01 5.40% Government Agency Debt 586275.78 587265.04 FNMA 2036-04-01 2.41% Government Agency Debt 3549387.19 500365.51 FNMA 2036-05-01 6.00% Government Agency Debt 1704310.15 571935.20 FNMA 2037-09-01 6.00% Government Agency Debt 4939282.66 549987.18 FNMA 2037-08-01 6.50% Government Agency Debt 3218534.73 490719.57 FNMA 2047-11-01 6.00% Government Agency Debt 4000498.92 603922.59 FNMA 2037-01-01 5.50% Government Agency Debt 2593136.20 515934.68 FNMA 2040-11-01 4.50% Government Agency Debt 567537.45 446332.69 FNMA 2036-08-01 2.44% Government Agency Debt 5149463.01 637323.22 FNMA 2036-05-01 6.00% Government Agency Debt 1615417.46 415068.00 FNMA 2036-10-01 2.75% Government Agency Debt 533399.86 91917.20 FNMA 2036-09-01 6.12% Government Agency Debt 7238236.04 648115.37 FNMA 2037-02-01 5.72% Government Agency Debt 1574557.97 283635.93 FNMA 2037-06-01 6.00% Government Agency Debt 3213310.08 623707.23 FNMA 2018-05-01 4.50% Government Agency Debt 2650821.26 433020.49 FNMA 2038-12-01 5.50% Government Agency Debt 1860713.12 537993.46 FNMA 2029-06-01 4.50% Government Agency Debt 1973579.47 498544.10 FNMA 2024-06-01 5.00% Government Agency Debt 1786889.52 506188.76 FNMA 2040-01-01 4.50% Government Agency Debt 1066799.71 552232.16 FNMA 2040-04-01 4.50% Government Agency Debt 817097.64 417298.12 FNMA 2038-06-01 5.06% Government Agency Debt 2293619.38 175823.11 FNMA 2047-07-01 6.50% Government Agency Debt 2805683.24 486734.85 FNMA 2037-09-01 5.89% Government Agency Debt 8992741.79 599622.87 FNMA 2038-02-01 2.73% Government Agency Debt 10818394.00 584237.97 FNMA 2038-03-01 5.50% Government Agency Debt 1468470.61 545400.52 FNMA 2034-09-01 2.50% Government Agency Debt 305332.48 2721.07 FNMA 2038-12-01 6.00% Government Agency Debt 2945613.76 538582.08 FNMA 2039-08-01 3.63% Government Agency Debt 2213609.40 393294.93 FNMA 2040-05-01 4.50% Government Agency Debt 1205252.71 586812.39 FNMA 2041-02-01 5.50% Government Agency Debt 540435.40 456466.02 FNMA 2026-01-01 3.00% Government Agency Debt 1027276.92 630718.17 FNMA 2041-09-01 4.00% Government Agency Debt 824325.20 637978.95 FNMA 2042-02-01 5.00% Government Agency Debt 759748.62 447188.64 FNMA 2042-06-01 3.00% Government Agency Debt 537498.50 437113.19 FNMA 2039-09-01 4.50% Government Agency Debt 661415.82 456543.09 FNMA 2039-11-01 4.09% Government Agency Debt 1699193.78 226540.05 FNMA 2039-03-01 6.00% Government Agency Debt 1866899.49 496865.77 FNMA 2042-09-01 4.50% Government Agency Debt 607358.41 548553.99 FNMA 2042-12-01 4.00% Government Agency Debt 611599.47 629698.54 FNMA 2043-08-01 4.50% Government Agency Debt 554887.34 595677.64 FNMA 2040-05-01 3.49% Government Agency Debt 1172817.73 401404.35 FNMA 2040-06-01 4.50% Government Agency Debt 602741.84 436686.61 FNMA 2039-03-01 2.44% Government Agency Debt 318158.08 110873.63 FNMA 2039-09-01 3.17% Government Agency Debt 1666874.55 604264.24 FNMA 2039-10-01 6.50% Government Agency Debt 1749018.13 503780.25 FNMA 2035-11-01 5.50% Government Agency Debt 1440179.61 522678.72 FNMA 2041-02-01 5.00% Government Agency Debt 836156.55 444510.83 FNMA 2026-01-01 3.50% Government Agency Debt 607055.97 423196.04 FNMA 2025-10-01 4.50% Government Agency Debt 838975.03 573078.85 FNMA 2040-11-01 4.50% Government Agency Debt 562095.17 430385.34 FNMA 2040-06-01 5.00% Government Agency Debt 508845.33 436988.43 First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 125621000.00 125621000.00 0.0879 N/A N 125621000.00 125621000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.1 10/01/2013 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2031-09-01 7.00% Government Agency Debt 20633.32 183.54 FMAC 2040-09-01 3.00% Government Agency Debt 25943017.84 4486390.43 FMAC 2037-02-01 5.50% Government Agency Debt 584727.03 78507.22 FMAC 2037-12-01 6.50% Government Agency Debt 19663.43 2585.67 FMAC 2038-01-01 5.00% Government Agency Debt 1460505.52 269856.23 FMAC 2038-05-01 5.50% Government Agency Debt 26407.03 5705.18 FMAC 2035-12-01 5.00% Government Agency Debt 143352.43 21003.10 FMAC 2036-08-01 6.50% Government Agency Debt 32301.45 2913.24 FMAC 2037-07-01 5.50% Government Agency Debt 584727.03 71036.09 FMAC 2037-07-01 5.50% Government Agency Debt 93031.20 15812.39 FMAC 2037-09-01 5.50% Government Agency Debt 414967.57 48185.92 FMAC 2038-01-01 6.50% Government Agency Debt 27896.38 2949.49 FMAC 2038-02-01 6.50% Government Agency Debt 9431.08 2241.00 FMAC 2038-08-01 5.00% Government Agency Debt 1664084.83 261549.79 FMAC 2038-02-01 5.00% Government Agency Debt 57566.56 11575.81 FMAC 2039-02-01 5.00% Government Agency Debt 62520.90 9474.61 FMAC 2041-05-01 5.00% Government Agency Debt 5685531.00 4695496.27 FMAC 2035-09-01 5.00% Government Agency Debt 56963.73 8865.42 FMAC 2031-06-01 5.00% Government Agency Debt 9431.08 6862.58 FMAC 2037-04-01 2.84% Government Agency Debt 16245397.81 4671100.15 FMAC 2038-08-01 6.50% Government Agency Debt 2027765.43 418379.71 FMAC 2030-02-01 7.50% Government Agency Debt 113172.97 1168.10 FMAC 2041-02-01 4.00% Government Agency Debt 352992.92 271061.32 FMAC 2041-02-01 3.01% Government Agency Debt 6599463.50 2622362.37 FMAC 2041-01-01 3.30% Government Agency Debt 10074706.72 4598485.51 FMAC 2028-04-01 2.50% Government Agency Debt 51305.08 50325.86 FMAC 2043-06-01 2.36% Government Agency Debt 2509559.75 2443235.48 FMAC 2028-02-01 3.00% Government Agency Debt 4861641.19 4755027.97 FMAC 2043-04-01 3.50% Government Agency Debt 81107.30 81287.77 FMAC 2043-04-01 3.00% Government Agency Debt 864646.79 827404.85 FMAC 2043-04-01 3.50% Government Agency Debt 207483.78 202323.57 FMAC 2043-07-01 4.00% Government Agency Debt 436479.49 455864.64 FMAC 2013-12-01 6.50% Government Agency Debt 1507639.42 489.01 FMAC 2024-06-01 6.50% Government Agency Debt 162973.61 1285.99 FNMA 2018-12-01 6.00% Government Agency Debt 980832.43 13614.46 FNMA 2029-08-01 6.50% Government Agency Debt 7760985.26 88211.94 FNMA 2022-06-01 5.50% Government Agency Debt 844030.45 29827.87 FNMA 2027-01-01 6.00% Government Agency Debt 637918.32 90421.67 FNMA 2025-07-01 5.50% Government Agency Debt 309339.46 46977.97 FNMA 2025-10-01 5.50% Government Agency Debt 392332.97 67486.27 FNMA 2026-05-01 5.50% Government Agency Debt 271992.38 32848.50 FNMA 2026-06-01 5.50% Government Agency Debt 377243.24 44452.84 FNMA 2028-09-01 6.00% Government Agency Debt 2476601.89 291564.15 FNMA 2027-09-01 6.00% Government Agency Debt 1521117.56 202615.35 FNMA 2020-12-01 3.74% Government Agency Debt 4480397.28 4516375.90 FNMA 2029-10-01 7.00% Government Agency Debt 29244.65 717.38 FNMA 2030-09-01 7.00% Government Agency Debt 33041.60 98.43 FNMA 2032-02-01 5.50% Government Agency Debt 631735.31 14028.45 FNMA 2022-02-01 5.50% Government Agency Debt 641313.51 21021.13 FNMA 2026-02-01 3.50% Government Agency Debt 3176868.72 1604251.66 FNMA 2041-08-01 4.50% Government Agency Debt 2899668.49 2450537.87 FNMA 2042-03-01 2.76% Government Agency Debt 951620.60 581807.89 FNMA 2040-05-01 5.50% Government Agency Debt 164152.87 51561.10 FNMA 2023-06-01 2.78% Government Agency Debt 5153897.19 4796632.33 FNMA 2042-08-01 4.00% Government Agency Debt 1804096.40 1856354.10 FNMA 2042-07-01 2.20% Government Agency Debt 6381047.58 4397846.12 FNMA 2043-01-01 3.00% Government Agency Debt 234605.69 221779.27 FNMA 2043-04-01 3.00% Government Agency Debt 198411.46 192822.87 FNMA 2043-04-01 3.00% Government Agency Debt 424021.41 411820.81 FNMA 2043-02-01 3.00% Government Agency Debt 120717.84 116972.50 FNMA 2028-03-01 3.00% Government Agency Debt 4852188.23 4786873.26 FNMA 2043-08-01 3.00% Government Agency Debt 125268.90 122534.86 FNMA 2043-04-01 3.00% Government Agency Debt 1886.22 1790.62 FNMA 2043-08-01 3.50% Government Agency Debt 467400.61 478183.75 FNMA 2043-08-01 3.50% Government Agency Debt 494753.00 499703.72 FNMA 2043-07-01 3.00% Government Agency Debt 18893.47 18431.24 FNMA 2043-08-01 3.50% Government Agency Debt 369321.14 371965.95 FNMA 2034-12-01 5.50% Government Agency Debt 214565.02 26633.58 FNMA 2035-02-01 5.50% Government Agency Debt 106672.69 13256.56 FNMA 2035-04-01 6.00% Government Agency Debt 3416926.70 383267.39 FNMA 2035-06-01 5.50% Government Agency Debt 91779.13 11106.57 FNMA 2035-07-01 5.50% Government Agency Debt 90146.42 11676.74 FNMA 2035-12-01 6.00% Government Agency Debt 57039.93 7701.69 FNMA 2036-02-01 6.00% Government Agency Debt 65001.65 14137.12 FNMA 2036-06-01 6.50% Government Agency Debt 1965508.22 261830.70 FNMA 2036-05-01 6.00% Government Agency Debt 94310.81 11203.90 FNMA 2036-09-01 6.50% Government Agency Debt 289127.14 12000.46 FNMA 2037-12-01 6.00% Government Agency Debt 17353.19 6351.53 FNMA 2037-03-01 5.50% Government Agency Debt 75448.65 13132.52 FNMA 2038-06-01 6.50% Government Agency Debt 73159.54 10589.91 FNMA 2038-06-01 6.00% Government Agency Debt 24520.81 3841.17 FNMA 2036-06-01 6.00% Government Agency Debt 1835208.40 74770.62 FNMA 2036-09-01 6.00% Government Agency Debt 2292550.95 156561.35 FNMA 2036-10-01 6.50% Government Agency Debt 476061.36 68575.94 FNMA 2037-07-01 6.00% Government Agency Debt 790047.70 87634.60 FNMA 2037-09-01 6.50% Government Agency Debt 92424.59 13714.90 FNMA 2037-12-01 6.00% Government Agency Debt 1221814.66 146799.50 FNMA 2036-12-01 6.50% Government Agency Debt 105628.11 18597.39 FNMA 2037-02-01 6.50% Government Agency Debt 965982.25 117556.49 FNMA 2037-02-01 6.00% Government Agency Debt 381529.48 71318.17 FNMA 2036-11-01 6.00% Government Agency Debt 1588934.96 73523.90 FNMA 2037-05-01 6.50% Government Agency Debt 386241.63 15484.74 FNMA 2038-07-01 6.50% Government Agency Debt 105204.09 18821.70 FNMA 2037-11-01 6.00% Government Agency Debt 1301676.30 118363.65 FNMA 2038-01-01 6.00% Government Agency Debt 1911179.91 230493.01 FNMA 2038-02-01 6.00% Government Agency Debt 1512469.64 203779.82 FNMA 2037-05-01 6.00% Government Agency Debt 776565.78 78993.98 FNMA 2037-08-01 6.50% Government Agency Debt 1014742.45 144999.79 FNMA 2037-09-01 6.50% Government Agency Debt 124257.89 13838.59 FNMA 2037-08-01 6.50% Government Agency Debt 507746.77 87529.26 FNMA 2037-07-01 6.50% Government Agency Debt 317348.33 14185.26 FNMA 2037-09-01 6.50% Government Agency Debt 1303296.18 102695.35 FNMA 2037-10-01 6.00% Government Agency Debt 1504647.12 152816.79 FNMA 2037-10-01 6.00% Government Agency Debt 41144.79 8895.62 FNMA 2037-10-01 6.00% Government Agency Debt 3615854.61 263126.92 FNMA 2037-10-01 6.50% Government Agency Debt 3879575.93 487493.66 FNMA 2038-10-01 6.00% Government Agency Debt 4244737.58 282166.65 FNMA 2038-02-01 6.50% Government Agency Debt 158018.90 18411.09 FNMA 2038-05-01 5.50% Government Agency Debt 88652.16 13601.91 FNMA 2038-05-01 6.00% Government Agency Debt 71676.22 25329.46 FNMA 2038-09-01 6.50% Government Agency Debt 807210.76 90107.69 FNMA 2038-11-01 6.50% Government Agency Debt 61045.12 15356.75 FNMA 2038-10-01 6.00% Government Agency Debt 3849929.13 198899.40 FNMA 2038-11-01 6.00% Government Agency Debt 1689716.62 270230.19 FNMA 2043-01-01 2.50% Government Agency Debt 45269.19 40997.16 FNMA 2028-05-01 3.00% Government Agency Debt 4543424.82 4544441.97 FNMA 2043-07-01 3.50% Government Agency Debt 142220.70 142897.99 FNMA 2042-09-01 3.00% Government Agency Debt 4369555.30 3746250.73 FNMA 2028-07-01 3.00% Government Agency Debt 2430581.61 2464747.09 FNMA 2038-10-01 6.00% Government Agency Debt 39610.54 7606.17 FNMA 2040-02-01 5.00% Government Agency Debt 469667.84 302490.02 FNMA 2025-10-01 4.00% Government Agency Debt 7128538.47 4708076.54 FNMA 2039-09-01 6.00% Government Agency Debt 277366.59 105985.79 FNMA 2040-10-01 3.29% Government Agency Debt 12873053.71 4558477.31 FNMA 2038-12-01 6.00% Government Agency Debt 479940.17 94460.42 GNMA 2041-03-20 5.00% Government Agency Debt 1390070.05 953552.63 GNMA 2041-12-15 4.50% Government Agency Debt 1172702.50 974928.18 GNMA 2042-01-15 4.00% Government Agency Debt 931498.45 967233.59 GNMA 2042-06-15 3.25% Government Agency Debt 989873.07 938539.69 GNMA 2042-05-20 4.00% Government Agency Debt 1126521.51 978162.05 GNMA 2043-02-20 3.00% Government Agency Debt 971128.23 952044.01 GNMA 2042-08-15 4.00% Government Agency Debt 898687.34 939068.65 GNMA 2043-02-20 3.50% Government Agency Debt 933652.13 955684.21 GNMA 2048-06-15 2.65% Government Agency Debt 917531.02 926297.20 GNMA 2042-10-20 4.00% Government Agency Debt 936100.44 975305.13 GNMA 2042-12-20 4.00% Government Agency Debt 927192.97 976203.59 GNMA 2048-07-15 2.72% Government Agency Debt 4711013.62 4764571.47 GNMA 2043-01-15 3.50% Government Agency Debt 924311.96 942089.38 GNMA 2042-06-20 3.50% Government Agency Debt 1131729.73 872902.33 GNMA 2042-09-20 5.00% Government Agency Debt 1197408.53 938875.37 GNMA 2043-08-20 5.00% Government Agency Debt 883324.49 943606.77 GNMA 2028-07-20 2.50% Government Agency Debt 942773.49 952240.72 GNMA 2028-09-20 3.00% Government Agency Debt 917248.08 952916.80 GNMA 2043-09-15 3.42% Government Agency Debt 920441.45 921764.58 GNMA 2043-04-20 3.50% Government Agency Debt 930392.37 955258.11 GNMA 2048-07-15 3.75% Government Agency Debt 890294.05 903594.31 GNMA 2048-08-15 3.26% Government Agency Debt 977739.04 964824.47 GNMA 2048-08-15 3.26% Government Agency Debt 885578.51 873881.25 GNMA 2039-01-20 5.50% Government Agency Debt 377706.88 414443.44 GNMA 2048-06-15 2.75% Government Agency Debt 943108.11 968436.01 GNMA 2035-12-20 5.00% Government Agency Debt 3980889.88 946079.54 GNMA 2038-12-20 5.50% Government Agency Debt 16992921.89 828227.89 GNMA 2027-02-20 3.00% Government Agency Debt 1572420.38 951070.72 GNMA 2040-06-20 5.00% Government Agency Debt 3562950.39 895928.46 GNMA 2033-07-15 5.00% Government Agency Debt 8963620.49 977783.65 GNMA 2040-12-15 4.00% Government Agency Debt 1029506.24 954625.89 GNMA 2040-02-15 4.50% Government Agency Debt 1718342.97 985391.13 GNMA 2040-06-15 4.50% Government Agency Debt 1465139.57 970320.92 GNMA 2040-03-20 5.00% Government Agency Debt 1147390.61 986634.51 GNMA 2040-11-20 4.50% Government Agency Debt 1086668.40 942436.21 GNMA 2033-05-15 5.00% Government Agency Debt 6913367.98 969372.74 GNMA 2033-06-15 3.00% Government Agency Debt 982635.66 968922.11 GNMA 2041-01-20 4.50% Government Agency Debt 2080628.52 967873.12 GNMA 2039-04-15 5.00% Government Agency Debt 2395494.59 981104.88 GNMA 2040-01-15 4.00% Government Agency Debt 1062349.04 977865.14 GNMA 2040-10-15 4.00% Government Agency Debt 965681.59 971043.45 GNMA 2039-05-15 4.50% Government Agency Debt 1854150.54 942372.10 First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 125622000.00 125622000.00 0.0879 N/A N 125622000.00 125622000.00 CITIBANK NA CITIBANK NA 00.1400 11/01/2013 17304UKS8 Certificate of Deposit N First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 7150000.00 7150000.00 0.0050 N/A N 7150254.54 7150254.54 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.15 10/01/2013 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2040-02-01 3.58% Government Agency Debt 3890476.19 1196473.01 GNMA 2042-08-20 3.50% Government Agency Debt 2291631.62 2118035.12 U.S. TREASURY 2016-04-15 0.25% Treasury Debt 94036157.14 93585492.71 First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 95000000.00 95000000.00 0.0665 N/A N 95000000.00 95000000.00