0000928816-11-000788.txt : 20110801 0000928816-11-000788.hdr.sgml : 20110801 20110606120248 ACCESSION NUMBER: 0000928816-11-000788 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110531 FILED AS OF DATE: 20110606 DATE AS OF CHANGE: 20110606 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM FUNDS TRUST CENTRAL INDEX KEY: 0001005942 IRS NUMBER: 043299786 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-07513 FILM NUMBER: 11894411 BUSINESS ADDRESS: STREET 1: ONE POST STREET 2: ONE POST OFFICE SQUARE CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 6172921010 MAIL ADDRESS: STREET 1: ONE POST OFFICE SQUARE CITY: BOSTON STATE: MA ZIP: 02109 0001005942 S000018606 PUTNAM MONEY MARKET LIQUIDITY FUND C000051613 CLASS P N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2011-05-31 0001005942 S000018606 1 N N N N 333-515 Putnam Investment Management, LLC 801-7974 Putnam Investment Limited 801-61441 KPMG, LLP Boston MA Putnam Investor Services, Inc. 0001448300 84-06331 N N N Prime 32 32 4279115689.25 2213213940.23 2213372298.53 4278957330.95 0.0012 1.0000 2011-05-31 1.0000 2011-05-31 C000051613 1.00 4278957330.95 1.00 -770992321.00 186651954.00 957644275.00 0.0007 1.0000 2011-05-31 1.0000 2011-05-31 UNITED STATES OF AMERICA US TREASURY N/B 01.0000 07/31/2011 912828LG3 Treasury Debt First Tier Security N/A N/A 2011-07-31 2011-07-31 N N N 50000000.00 50059242.90 0.0117 N/A N 50076150.00 50076150.00 UNITED STATES OF AMERICA US TREASURY N/B 01.0000 08/31/2011 912828LV0 Treasury Debt First Tier Security N/A N/A 2011-08-31 2011-08-31 N N N 10000000.00 10017349.14 0.0023 N/A N 10022270.00 10022270.00 UNITED STATES OF AMERICA US TREASURY N/B 01.0000 09/30/2011 912828LW8 Treasury Debt First Tier Security N/A N/A 2011-09-30 2011-09-30 N N N 30000000.00 30067299.54 0.0070 N/A N 30087900.00 30087900.00 UNITED STATES OF AMERICA US TREASURY N/B 01.0000 10/31/2011 912828LT5 Treasury Debt First Tier Security N/A N/A 2011-10-31 2011-10-31 N N N 57700000.00 57881514.28 0.0135 N/A N 57909624.10 57909624.10 WESTPAC BANKING CORP WESTPAC BANKING CORP P/P 144A 00.2903 07/01/2011 91621CBC4 Other Note First Tier Security N/A N/A 2011-06-06 2011-07-01 N N N 25000000.00 25000000.00 0.0058 N/A N 25000000.00 25000000.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 06/02/2011 912795W64 Treasury Debt First Tier Security N/A N/A 2011-06-02 2011-06-02 N N N 150000000.00 149999448.61 0.0351 N/A N 149999850.00 149999850.00 JPMORGAN CHASE BANK NA JP MORGAN CHASE BANK NA 00.2353 06/21/2011 48125LAG7 Other Note First Tier Security N/A N/A 2011-06-21 2011-06-21 N N N 30000000.00 30000000.00 0.0070 N/A N 30001890.00 30001890.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 07/28/2011 912795X63 Treasury Debt First Tier Security N/A N/A 2011-07-28 2011-07-28 N N N 100000000.00 99983295.84 0.0234 N/A N 99996000.00 99996000.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 08/25/2011 9127952A8 Treasury Debt First Tier Security N/A N/A 2011-08-25 2011-08-25 N N N 50000000.00 49972315.97 0.0117 N/A N 49993850.00 49993850.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 10/20/2011 9127952K6 Treasury Debt First Tier Security N/A N/A 2011-10-20 2011-10-20 N N N 150000000.00 149925387.50 0.0350 N/A N 149954850.00 149954850.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 11/17/2011 9127952P5 Treasury Debt First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 50000000.00 49939911.11 0.0117 N/A N 49976550.00 49976550.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 06/09/2011 9127952U4 Treasury Debt First Tier Security N/A N/A 2011-06-09 2011-06-09 N N N 50000000.00 49999666.67 0.0117 N/A N 49999800.00 49999800.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 06/16/2011 9127952V2 Treasury Debt First Tier Security N/A N/A 2011-06-16 2011-06-16 N N N 100000000.00 99996125.00 0.0234 N/A N 99998900.00 99998900.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 01/12/2012 9127952Y6 Treasury Debt First Tier Security N/A N/A 2012-01-12 2012-01-12 N N N 30000000.00 29947500.02 0.0070 N/A N 29979390.00 29979390.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 07/07/2011 9127952X8 Treasury Debt First Tier Security N/A N/A 2011-07-07 2011-07-07 N N N 400000000.00 399952800.00 0.0935 N/A N 399992000.00 399992000.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 07/21/2011 9127953A7 Treasury Debt First Tier Security N/A N/A 2011-07-21 2011-07-21 N N N 250000000.00 249968750.00 0.0584 N/A N 249993000.00 249993000.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 07/14/2011 9127952Z3 Treasury Debt First Tier Security N/A N/A 2011-07-14 2011-07-14 N N N 100000000.00 99988533.34 0.0234 N/A N 99997400.00 99997400.00 MERRILL LYNCH, PIERCE, FENNER & SMITH INC. REPO TRIPA CORPO 0.3 07/5/2011 TRIPARTY1 Other Repurchase Agreement N 144A BA COVERD BOND 2012-06-14 5.50% Other Note 49032707.00 52500000.32 First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 50000000.00 50000000.00 0.0117 N/A Y 50000000.00 50000000.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 08/11/2011 9127953D1 Treasury Debt First Tier Security N/A N/A 2011-08-11 2011-08-11 N N N 100000000.00 99974952.78 0.0234 N/A N 99991100.00 99991100.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 08/18/2011 9127953E9 Treasury Debt First Tier Security N/A N/A 2011-08-18 2011-08-18 N N N 50000000.00 49994583.34 0.0117 N/A N 49994900.00 49994900.00 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257C2J0 DCP 06/06/2011 86257C2J0 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-06 2011-06-06 N N N 45000000.00 44998437.50 0.0105 N/A N 44999550.00 44999550.00 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257MH52 DCP 06/07/2011 86257MH52 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-06-07 2011-06-07 N N N 32800000.00 32798633.33 0.0077 N/A N 32799344.00 32799344.00 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257LZ70 DCP 07/01/2011 86257LZ70 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-07-01 2011-07-01 N N N 40000000.00 39993000.00 0.0093 N/A N 39996000.00 39996000.00 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257L2J0 DCP 07/05/2011 86257L2J0 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-07-05 2011-07-05 N N N 3200000.00 3199395.56 0.0007 N/A N 3199648.00 3199648.00 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257L2R2 DCP 07/08/2011 86257L2R2 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-07-08 2011-07-08 N N N 4550000.00 4549064.72 0.0011 N/A N 4549454.00 4549454.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 10/13/2011 9127953P4 Treasury Debt First Tier Security N/A N/A 2011-10-13 2011-10-13 N N N 125000000.00 124948819.43 0.0292 N/A N 124967500.00 124967500.00 FNMA FNMA 313588HC2 GDC 06/20/2011 313588HC2 Government Agency Debt First Tier Security N/A N/A 2011-06-20 2011-06-20 N N N 167262000.00 167259351.67 0.0391 N/A N 167260160.12 167260160.12 FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384GK9 GDC 06/03/2011 313384GK9 Government Agency Debt First Tier Security N/A N/A 2011-06-03 2011-06-03 N N N 15000000.00 14999975.00 0.0035 N/A N 14999985.00 14999985.00 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 86257L3V2 DCP 08/04/2011 86257L3V2 Asset Backed Commercial Paper First Tier Security N/A N/A 2011-08-04 2011-08-04 N N N 17700000.00 17694336.00 0.0041 N/A N 17694867.00 17694867.00 BNP PARIBAS SECURITIES CORP REPO TRIPA CORPO 0.19 06/01/2011 TRIPARTY2 Other Repurchase Agreement N ALLSTATE CORP 2057-05-15 6.50% Other Note 11886.00 12187.77 ALLSTATE CORPORATION 2067-05-15 6.13% Other Note 1188600.00 1206693.13 ARCELORMITTAL CLASS A NY REGISTRY 2039-10-15 7.00% Other Note 59430.00 61790.82 FEDERATIVE 2024-04-15 8.88% Other Note 8914500.00 12514534.16 BRITISH TELECOM PLC 2030-12-15 9.88% Other Note 148575.00 219422.20 CSX CORP 2041-04-15 5.50% Other Note 2775381.00 2786615.13 CSX CORP 2021-05-01 4.25% Other Note 2971500.00 2973545.38 CLIFFS NATURAL RESOURCES INC 2040-10-01 6.25% Other Note 713160.00 737012.83 DOW CHEMICAL COMPANY 2039-05-15 9.40% Other Note 148575.00 229941.77 GOLD FIELDS OROGEN HLDS BVI LTD 2020-10-07 4.88% Other Note 620427.81 607642.34 GOLDMAN SACHS CAPITAL I 2034-02-15 6.35% Other Note 1010310.00 990934.78 HSBC FINANCE CAPITAL TRUST 2035-11-30 5.91% Other Note 3156327.30 3090241.43 KRAFT FOODS INC 2039-01-26 6.88% Other Note 162243.90 192979.63 KRAFT FOODS INC 2040-02-09 6.50% Other Note 44572.50 50887.19 LIBERTY MUTUAL GROUP INC,MA 2014-06-15 7.30% Other Note 3641518.57 4105707.00 LIBERTY MUTUAL GROUP INC 2021-06-01 5.00% Other Note 2971500.00 2919769.49 PNC BANK CORP,PA 2056-11-21 8.25% Other Note 540813.00 575150.12 PETROBRAS INTL FIN CO 2040-01-20 6.88% Other Note 356580.00 394027.09 REPUBLIC SERVICES INC 2019-09-15 5.50% Other Note 11936515.50 13285832.48 SOUTHERN COPPER CORP 2035-07-27 7.50% Other Note 3565800.00 3936369.83 SOUTHERN COPPER CORP 2040-04-16 6.75% Other Note 416010.00 420318.82 WASTE MANAGEMENT 2039-11-30 6.13% Other Note 5960829.00 6610109.82 WELLS FARGO CAPITAL XV 2099-12-31 9.75% Other Note 1243275.60 1356854.01 YUM BRANDS INC COM 2037-11-15 6.88% Other Note 3800548.50 4435679.27 ARCELORMITTAL 2018-06-01 6.13% Other Note 594300.00 662063.27 CENTRAIS ELETRICAS BRASILEIRAS 2015-11-30 7.75% Other Note 1485750.00 1769280.63 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 63000000.00 63000000.00 0.0147 N/A N 63000000.00 63000000.00 J.P. MORGAN SECURITIES REPO TRIPA CORPO 0.21 06/01/2011 TRIPARTY2 Other Repurchase Agreement N ROPER INDUSTRIES INC. 2013-08-15 6.63% Other Note 464.20 526.23 NEXEN INC 2037-05-15 6.40% Other Note 370663.70 383379.97 PLAINS ALL AMERICAN PIPELINE 2037-01-15 6.65% Other Note 1160500.00 1307875.72 GANNETT CO. INC. 2016-04-01 10.00% Other Note 1392600.00 1638239.13 EMBRAER OVERSEAS LIMITED 2017-01-24 6.38% Other Note 2498556.50 2728736.16 CLIFFS NATURAL RESOURCES INC. 2040-10-01 6.25% Other Note 3086930.00 3195536.95 CLIFFS NATURAL RESOURCES INC. 2021-04-01 4.88% Other Note 1160500.00 1193194.73 CLIFFS NATURAL RESOURCES INC. 2020-03-15 5.90% Other Note 324940.00 360528.69 FAIRFAX FINANCIAL HOLDINGS LIM 2021-05-15 5.80% Other Note 1160500.00 1160399.42 GREAT PLAINS ENERGY INCORPROAT 2021-06-01 4.85% Other Note 769411.50 781762.01 AVIATION CAPITAL GROUP CORP. 2021-04-06 6.75% Other Note 696300.00 710243.34 PENTAIR INC. 2021-05-15 5.00% Other Note 185680.00 187370.92 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 13000000.00 13000000.00 0.0030 N/A N 13000000.00 13000000.00 MERRILL LYNCH, PIERCE, FENNER AND SMITH REPO TRIPA MORTG 0.13 06/01/2011 TRIPARTY2 Government Agency Repurchase Agreement N FMAC 2036-02-01 2.27% Government Agency Debt 80668795.00 16522824.43 FMAC 2037-07-01 5.88% Government Agency Debt 40001067.00 19116930.63 FMAC 2041-02-01 3.25% Government Agency Debt 18000000.00 18459443.28 FNMA 2020-10-01 3.54% Government Agency Debt 17500000.00 17375085.00 FNMA 2041-04-01 3.65% Government Agency Debt 15668951.00 16269021.17 FNMA 2035-05-01 3.78% Government Agency Debt 36514832.00 17089585.30 FNMA 2035-07-01 2.80% Government Agency Debt 39469602.00 18578009.70 FNMA 2034-10-01 2.48% Government Agency Debt 109179423.00 18326738.93 FNMA 2036-01-01 2.23% Government Agency Debt 170000614.00 19245299.33 FNMA 2035-12-01 2.56% Government Agency Debt 60033360.00 16561139.64 FNMA 2036-09-01 5.72% Government Agency Debt 75000418.00 19548100.90 FNMA 2036-09-01 2.47% Government Agency Debt 63706912.00 17926544.60 FNMA 2037-08-01 5.64% Government Agency Debt 48539412.00 18305575.04 FNMA 2037-08-01 5.60% Government Agency Debt 51534107.00 17451758.54 FNMA 2037-09-01 3.41% Government Agency Debt 55256485.00 16314488.78 FNMA 2036-09-01 3.06% Government Agency Debt 29913098.00 18005762.98 FNMA 2038-03-01 5.10% Government Agency Debt 50011447.00 18383194.43 FNMA 2038-06-01 5.27% Government Agency Debt 23061185.00 11916870.89 FNMA 2038-05-01 4.80% Government Agency Debt 47425578.00 19111151.09 FNMA 2038-07-01 5.21% Government Agency Debt 34400000.00 18245556.51 FNMA 2039-12-01 3.74% Government Agency Debt 26948617.00 18047621.25 FNMA 2039-08-01 2.81% Government Agency Debt 25000000.00 16774428.42 FNMA 2037-12-01 5.54% Government Agency Debt 30574165.00 18586256.87 FNMA 2040-09-01 3.58% Government Agency Debt 19279845.00 17138612.48 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 415000000.00 415000000.00 0.0970 N/A N 415000000.00 415000000.00 BNP PARIBAS SECURITIES CORP. REPO TRIPA MORTG 0.12 06/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2038-06-01 6.50% Government Agency Debt 35474743.00 12426176.32 FMAC 2036-05-01 6.00% Government Agency Debt 34048956.00 11970392.49 FMAC 2025-09-01 4.00% Government Agency Debt 12822717.00 12830968.35 FMAC 2025-11-01 3.50% Government Agency Debt 13157855.00 12840572.03 FMAC 2026-03-01 4.50% Government Agency Debt 12101056.00 12845225.81 FMAC 2026-03-01 4.50% Government Agency Debt 12224672.00 12828830.90 FMAC 2038-04-01 5.50% Government Agency Debt 19072430.00 12578679.76 FMAC 2041-03-01 4.50% Government Agency Debt 12055377.00 12512753.67 FMAC 2041-05-01 5.00% Government Agency Debt 11920093.00 12813986.54 FNMA 2025-12-01 3.50% Government Agency Debt 12267400.00 12263706.26 FNMA 2041-05-01 4.50% Government Agency Debt 11751000.00 12259818.30 FNMA 2035-04-01 5.00% Government Agency Debt 29834775.00 12046995.64 FNMA 2033-09-01 5.00% Government Agency Debt 32300517.00 12254934.83 FNMA 2033-09-01 5.00% Government Agency Debt 31980350.00 12056270.18 FNMA 2036-06-01 6.00% Government Agency Debt 35782142.00 12194392.11 FNMA 2037-02-01 6.00% Government Agency Debt 30000000.00 12068629.47 FNMA 2025-05-01 4.00% Government Agency Debt 13263540.00 12426873.68 FNMA 2037-07-01 6.50% Government Agency Debt 45248563.00 12290564.12 FNMA 2038-01-01 6.00% Government Agency Debt 25409542.00 11989215.53 FNMA 2023-02-01 5.50% Government Agency Debt 5158274.00 2108022.27 FNMA 2039-04-01 5.00% Government Agency Debt 15280000.00 12525033.62 FNMA 2025-11-01 3.50% Government Agency Debt 12795172.00 12600421.57 FNMA 2041-04-01 5.00% Government Agency Debt 9017479.00 9682616.49 FNMA 2024-10-01 4.00% Government Agency Debt 16940000.00 12911525.54 FNMA 2039-10-01 5.00% Government Agency Debt 13061961.00 12263204.65 FNMA 2041-05-01 5.00% Government Agency Debt 11541562.00 12359012.36 FNMA 2020-12-01 3.50% Government Agency Debt 12500000.00 12282127.34 FNMA 2021-04-01 3.50% Government Agency Debt 12340434.00 12658646.54 FNMA 2040-07-01 5.00% Government Agency Debt 12098192.00 12298133.04 FNMA 2025-11-01 3.50% Government Agency Debt 12743170.00 12609366.47 FNMA 2025-11-01 3.50% Government Agency Debt 12817125.00 12502904.50 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 365000000.00 365000000.00 0.0853 N/A N 365000000.00 365000000.00 MORGAN (J.P.) SECURITIES INC. REPO TRIPA MORTG 0.13 06/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2038-09-01 6.00% Government Agency Debt 1323628.00 556998.76 FNMA 2014-05-01 6.00% Government Agency Debt 1166300.00 22085.32 FNMA 2013-04-01 5.50% Government Agency Debt 1205730.00 60013.59 FNMA 2015-01-01 5.50% Government Agency Debt 1321899.00 208339.28 FNMA 2015-06-01 5.00% Government Agency Debt 1400000.00 250945.06 FNMA 2026-05-01 6.50% Government Agency Debt 1204540.00 426923.38 FNMA 2021-06-01 5.50% Government Agency Debt 1285349.00 278522.53 FNMA 2017-05-01 5.50% Government Agency Debt 1240480.00 394610.41 FNMA 2017-05-01 5.50% Government Agency Debt 1172564.00 378698.28 FNMA 2037-11-01 7.00% Government Agency Debt 1216261.00 155425.44 FNMA 2017-12-01 5.00% Government Agency Debt 1250000.00 330477.13 FNMA 2018-03-01 5.50% Government Agency Debt 1250000.00 414967.69 FNMA 2028-09-01 5.50% Government Agency Debt 1262000.00 521937.77 FNMA 2023-10-01 5.50% Government Agency Debt 1310527.00 478813.08 FNMA 2037-02-01 5.50% Government Agency Debt 1347757.00 427524.03 FNMA 2013-04-01 5.50% Government Agency Debt 1400000.00 27215.38 FNMA 2013-01-01 7.00% Government Agency Debt 1391594.00 15129.76 FNMA 2013-03-01 6.00% Government Agency Debt 1260000.00 7754.82 FNMA 2014-02-01 6.00% Government Agency Debt 1136221.00 20822.22 FNMA 2015-03-01 7.00% Government Agency Debt 1275074.00 13999.51 FNMA 2014-12-01 7.00% Government Agency Debt 1252322.00 19024.69 FNMA 2017-11-01 5.50% Government Agency Debt 1312705.00 194256.99 FNMA 2018-01-01 5.50% Government Agency Debt 1181550.00 137952.58 FNMA 2018-04-01 5.50% Government Agency Debt 1154844.00 261880.05 FNMA 2019-01-01 5.50% Government Agency Debt 1200000.00 190381.48 FNMA 2020-05-01 6.00% Government Agency Debt 1207525.00 285098.28 FNMA 2034-09-01 5.50% Government Agency Debt 1135756.00 455997.25 FNMA 2035-03-01 6.00% Government Agency Debt 1279838.00 425211.11 FNMA 2034-06-01 4.75% Government Agency Debt 1172363.00 544411.06 FNMA 2035-07-01 5.50% Government Agency Debt 1238423.00 343550.19 FNMA 2020-09-01 5.50% Government Agency Debt 1183715.00 508452.28 FNMA 2035-12-01 6.00% Government Agency Debt 1179750.00 640180.42 FNMA 2041-01-01 3.50% Government Agency Debt 1247653.00 1177311.55 FNMA 2021-04-01 5.50% Government Agency Debt 1390436.00 440542.29 FNMA 2021-07-01 5.50% Government Agency Debt 1183718.00 311354.40 FNMA 2036-08-01 6.00% Government Agency Debt 1275256.00 497321.96 FNMA 2037-02-01 4.50% Government Agency Debt 1200000.00 693241.52 FNMA 2038-07-01 6.00% Government Agency Debt 1318192.00 552485.60 FNMA 2023-06-01 5.50% Government Agency Debt 1181492.00 505361.01 FNMA 2018-08-01 5.50% Government Agency Debt 1249415.00 422675.70 FNMA 2021-11-01 5.50% Government Agency Debt 1278988.00 358894.53 FNMA 2036-10-01 6.50% Government Agency Debt 1137617.00 390026.09 FNMA 2022-05-01 5.00% Government Agency Debt 1138565.00 328741.33 FNMA 2022-01-01 5.50% Government Agency Debt 1160806.00 289426.01 FNMA 2036-11-01 5.50% Government Agency Debt 1130954.00 727200.19 FNMA 2036-11-01 6.00% Government Agency Debt 1224661.00 374735.67 FNMA 2022-04-01 5.50% Government Agency Debt 1229700.00 233045.31 FNMA 2037-02-01 6.00% Government Agency Debt 1200062.00 525390.64 FNMA 2017-02-01 6.00% Government Agency Debt 1217328.00 363832.68 FNMA 2025-06-01 5.00% Government Agency Debt 1273051.00 1212288.47 FNMA 2024-10-01 4.50% Government Agency Debt 1389544.00 958027.44 FNMA 2023-01-01 5.50% Government Agency Debt 1144834.00 313414.01 FNMA 2022-06-01 5.50% Government Agency Debt 1146480.00 416876.89 FNMA 2037-08-01 6.00% Government Agency Debt 1381211.00 523771.03 FNMA 2022-10-01 5.50% Government Agency Debt 1207483.00 303299.96 FNMA 2022-07-01 5.50% Government Agency Debt 1312512.00 374573.52 FNMA 2022-07-01 5.00% Government Agency Debt 1200093.00 321656.44 FNMA 2037-09-01 6.00% Government Agency Debt 1295171.00 420937.93 FNMA 2037-09-01 6.00% Government Agency Debt 1208837.00 253722.77 FNMA 2037-11-01 6.00% Government Agency Debt 1242233.00 417572.13 FNMA 2023-01-01 5.00% Government Agency Debt 1295805.00 451779.61 FNMA 2038-01-01 6.00% Government Agency Debt 1389740.00 605079.56 FNMA 2038-01-01 6.00% Government Agency Debt 1362323.00 525273.95 FNMA 2038-08-01 5.50% Government Agency Debt 1381478.00 441420.76 FNMA 2038-09-01 6.00% Government Agency Debt 1381922.00 643094.87 FNMA 2038-01-01 6.00% Government Agency Debt 1296158.00 696346.65 FNMA 2023-03-01 5.50% Government Agency Debt 1245985.00 632931.73 FNMA 2023-05-01 5.50% Government Agency Debt 1322370.00 808278.78 FNMA 2023-07-01 5.00% Government Agency Debt 1328949.00 632292.72 FNMA 2038-07-01 6.50% Government Agency Debt 1248529.00 596393.46 FNMA 2023-07-01 5.00% Government Agency Debt 1128587.00 471735.35 FNMA 2039-03-01 6.00% Government Agency Debt 1271605.00 1032862.02 FNMA 2024-02-01 5.00% Government Agency Debt 1249676.00 406235.67 FNMA 2024-04-01 5.50% Government Agency Debt 1265931.00 1052704.92 FNMA 2040-11-01 4.50% Government Agency Debt 1319500.00 1346981.14 FNMA 2040-12-01 4.50% Government Agency Debt 1405638.00 1456500.55 FNMA 2040-06-01 5.50% Government Agency Debt 1281550.00 1380398.50 FNMA 2025-04-01 6.50% Government Agency Debt 1179228.00 1157500.67 FNMA 2040-07-01 5.00% Government Agency Debt 1225458.00 1307450.51 FNMA 2038-09-01 6.00% Government Agency Debt 1200940.00 1216861.75 FNMA 2039-11-01 6.00% Government Agency Debt 1160646.00 955269.79 FNMA 2025-01-01 5.50% Government Agency Debt 1168032.00 1127457.60 FNMA 2024-01-01 5.50% Government Agency Debt 1228698.00 722077.41 FNMA 2039-06-01 5.50% Government Agency Debt 1131493.00 730593.74 FNMA 2040-06-01 5.50% Government Agency Debt 1169600.00 1052360.91 FNMA 2026-03-01 3.50% Government Agency Debt 1208339.00 1230208.09 FNMA 2040-07-01 5.50% Government Agency Debt 1189767.00 1157762.98 FNMA 2040-08-01 4.50% Government Agency Debt 1375213.00 1406707.98 FNMA 2025-03-01 5.00% Government Agency Debt 1288709.00 1040018.33 FNMA 2040-11-01 5.00% Government Agency Debt 1225463.00 1300797.51 FNMA 2040-03-01 5.00% Government Agency Debt 1229959.00 1017080.89 FNMA 2040-09-01 4.50% Government Agency Debt 1352500.00 1396825.35 FNMA 2040-09-01 4.50% Government Agency Debt 1158009.00 1193688.91 FNMA 2026-05-01 3.50% Government Agency Debt 1357938.00 1383573.29 FNMA 2040-10-01 4.50% Government Agency Debt 1303857.00 1349768.31 FNMA 2030-05-01 4.50% Government Agency Debt 1200300.00 1248628.18 FNMA 2025-10-01 4.00% Government Agency Debt 1346925.00 1364080.51 FNMA 2025-10-01 5.00% Government Agency Debt 1363041.00 1343008.61 FNMA 2040-11-01 4.50% Government Agency Debt 538045.00 557126.64 FNMA 2040-11-01 4.00% Government Agency Debt 1187467.00 1187098.46 FNMA 2040-12-01 5.00% Government Agency Debt 1132212.00 1207023.95 FNMA 2040-11-01 5.00% Government Agency Debt 1182479.00 1255204.08 FNMA 2018-01-01 5.00% Government Agency Debt 1140943.00 817412.40 FNMA 2025-12-01 4.00% Government Agency Debt 1138128.00 1167662.91 FNMA 2020-11-01 3.00% Government Agency Debt 1330674.00 1311289.26 FNMA 2041-04-01 4.00% Government Agency Debt 1136700.00 1148697.36 FNMA 2040-12-01 4.50% Government Agency Debt 1127864.00 1167628.14 FNMA 2025-12-01 4.00% Government Agency Debt 1287817.00 1320928.14 FNMA 2040-12-01 4.50% Government Agency Debt 1157800.00 1202272.14 FNMA 2040-12-01 4.50% Government Agency Debt 1305675.00 1347064.29 FNMA 2040-11-01 5.00% Government Agency Debt 1145449.00 1212315.68 FNMA 2040-12-01 5.50% Government Agency Debt 1192057.00 1289175.46 FNMA 2051-01-01 4.00% Government Agency Debt 1178745.00 1172099.30 FNMA 2040-12-01 5.00% Government Agency Debt 1132754.00 1204529.18 FNMA 2030-12-01 4.50% Government Agency Debt 1286708.00 1338324.90 FNMA 2040-11-01 5.00% Government Agency Debt 1274133.00 1354742.04 FNMA 2041-01-01 5.50% Government Agency Debt 1146109.00 1243285.52 FNMA 2026-01-01 4.50% Government Agency Debt 1201775.00 1263403.19 FNMA 2041-01-01 5.00% Government Agency Debt 1244325.00 1242045.31 FNMA 2026-02-01 5.00% Government Agency Debt 1229997.00 1309459.49 FNMA 2040-12-01 5.50% Government Agency Debt 1230304.00 1345787.85 FNMA 2041-01-01 4.50% Government Agency Debt 860000.00 898039.22 FNMA 2021-01-01 3.50% Government Agency Debt 1147230.00 1125723.80 FNMA 2041-01-01 5.00% Government Agency Debt 1182250.00 1259193.00 FNMA 2041-03-01 4.50% Government Agency Debt 1178435.00 1226293.16 FNMA 2025-07-01 5.50% Government Agency Debt 1151386.00 1203811.31 FNMA 2041-03-01 4.00% Government Agency Debt 1278565.00 1203045.59 FNMA 2041-03-01 5.50% Government Agency Debt 1285951.00 1401800.23 FNMA 2026-02-01 4.50% Government Agency Debt 1145346.00 1195688.42 FNMA 2041-02-01 5.00% Government Agency Debt 1289500.00 1372449.05 FNMA 2041-03-01 5.00% Government Agency Debt 1403010.00 1498593.41 FNMA 2041-03-01 5.00% Government Agency Debt 1361405.00 1461430.83 FNMA 2026-03-01 4.50% Government Agency Debt 1204225.00 1281185.02 FNMA 2041-05-01 5.00% Government Agency Debt 1220300.00 1311012.87 FNMA 2040-12-01 4.50% Government Agency Debt 1365509.00 1420058.66 FNMA 2031-01-01 4.50% Government Agency Debt 1337884.00 1396468.16 FNMA 2026-02-01 4.50% Government Agency Debt 1337575.00 1410796.02 FNMA 2026-03-01 5.00% Government Agency Debt 1123586.00 1204720.76 FNMA 2041-03-01 5.50% Government Agency Debt 1199530.00 1302761.47 FNMA 2026-02-01 4.50% Government Agency Debt 1213874.00 1273279.48 FNMA 2031-02-01 4.00% Government Agency Debt 1382105.00 1386356.96 FNMA 2041-02-01 5.00% Government Agency Debt 1148125.00 1217940.26 FNMA 2021-02-01 3.50% Government Agency Debt 1125431.00 1147840.32 FNMA 2041-03-01 6.00% Government Agency Debt 1315740.00 1450773.32 FNMA 2041-04-01 5.50% Government Agency Debt 1284900.00 1402166.50 FNMA 2041-04-01 5.00% Government Agency Debt 1138345.00 1223825.55 FNMA 2041-04-01 6.00% Government Agency Debt 1252680.00 1394992.83 FNMA 2041-05-01 5.50% Government Agency Debt 1279246.00 1401589.20 FNMA 2041-04-01 5.50% Government Agency Debt 1240960.00 1354184.51 FNMA 2026-04-01 4.50% Government Agency Debt 1278857.00 1359347.19 FNMA 2026-05-01 3.50% Government Agency Debt 1354938.00 1386717.78 FNMA 2026-02-01 4.50% Government Agency Debt 1158557.00 1224691.06 FNMA 2041-04-01 5.00% Government Agency Debt 1208657.00 1231203.71 FNMA 2041-04-01 5.00% Government Agency Debt 1170468.00 1257229.84 FNMA 2041-05-01 5.00% Government Agency Debt 1310838.00 1403498.37 FNMA 2041-03-01 5.00% Government Agency Debt 1403315.00 1501708.22 FNMA 2041-03-01 5.00% Government Agency Debt 1406378.00 1512591.91 FNMA 2041-04-01 5.00% Government Agency Debt 1326550.00 1418696.64 FNMA 2041-04-01 4.50% Government Agency Debt 1159850.00 1214875.97 FNMA 2041-03-01 4.00% Government Agency Debt 1280972.00 1295483.13 FNMA 2041-03-01 4.50% Government Agency Debt 1295509.00 1351972.91 FNMA 2041-04-01 6.00% Government Agency Debt 1131780.00 1255946.07 FNMA 2041-04-01 6.00% Government Agency Debt 1343663.00 1481719.81 FNMA 2041-04-01 5.50% Government Agency Debt 1398043.00 1534778.46 FNMA 2041-05-01 5.00% Government Agency Debt 1252544.00 1341083.69 FNMA 2041-04-01 3.50% Government Agency Debt 1130175.00 1092820.96 FNMA 2031-04-01 4.00% Government Agency Debt 1198993.00 1207399.49 FNMA 2031-04-01 5.00% Government Agency Debt 1148295.00 1229375.07 FNMA 2041-05-01 5.00% Government Agency Debt 1212768.00 1298496.01 FNMA 2041-04-01 5.00% Government Agency Debt 1306909.00 1407782.97 FNMA 2041-04-01 4.50% Government Agency Debt 1167585.00 1216535.95 FNMA 2041-03-01 5.50% Government Agency Debt 1247898.00 1332149.11 FNMA 2041-03-01 4.00% Government Agency Debt 1217584.00 1232035.88 FNMA 2031-04-01 4.00% Government Agency Debt 1155382.00 1165793.18 FNMA 2026-04-01 4.50% Government Agency Debt 1225819.00 1300910.75 FNMA 2026-04-01 4.50% Government Agency Debt 1126285.00 1195320.54 FNMA 2041-05-01 5.50% Government Agency Debt 1271650.00 1390714.38 FNMA 2041-05-01 6.50% Government Agency Debt 1207999.00 1376648.96 FNMA 2041-06-01 5.50% Government Agency Debt 1130493.00 1234927.73 FNMA 2026-04-01 4.00% Government Agency Debt 1354837.00 1423176.37 FNMA 2041-05-01 4.50% Government Agency Debt 1265608.00 1320251.81 FNMA 2041-05-01 5.00% Government Agency Debt 1234270.00 1321517.94 FNMA 2026-05-01 4.00% Government Agency Debt 1219710.00 1275897.07 FNMA 2026-05-01 4.00% Government Agency Debt 1279875.00 1346432.98 FNMA 2026-05-01 4.00% Government Agency Debt 1201155.00 1259490.27 FNMA 2041-05-01 4.00% Government Agency Debt 1190349.00 1204181.76 FNMA 2026-05-01 4.50% Government Agency Debt 1123868.00 1198722.39 FNMA 2024-03-01 5.00% Government Agency Debt 1184209.00 727155.67 FNMA 2019-03-01 6.00% Government Agency Debt 1254311.00 736553.16 FNMA 2041-04-01 5.50% Government Agency Debt 1298476.00 1416445.17 FNMA 2041-05-01 3.00% Government Agency Debt 1224669.00 1144556.88 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 175000000.00 175000000.00 0.0409 N/A N 175000000.00 175000000.00 DEUTSCHE BANK SECURITIES, INC. - MM REPO TRIPA MORTG 0.13 06/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2041-01-01 3.50% Government Agency Debt 76241676.48 73227545.90 FNMA 2038-04-01 5.50% Government Agency Debt 210115350.68 88375532.13 FNMA 2024-07-01 4.50% Government Agency Debt 117207769.95 61785788.36 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 219006000.00 219006000.00 0.0512 N/A N 219006000.00 219006000.00 GOLDMAN, SACHS & CO. REPO TRIPA MORTG 0.13 06/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FHLB 2030-09-30 4.00% Government Agency Debt 3367721.50 3263685.10 FHLB 2011-06-24 0.00% Government Agency Debt 38665000.00 38664613.35 FHLB 2013-10-18 3.63% Government Agency Debt 20600712.00 22087874.54 FNMA 2030-12-20 4.55% Government Agency Debt 27838800.00 28357398.18 FMAC 2012-12-28 0.63% Government Agency Debt 29385400.00 29577804.99 FNMA 2014-09-16 3.00% Government Agency Debt 27117311.10 28977829.81 FNMA 2040-09-01 3.61% Government Agency Debt 100419831.69 92582373.68 GNMA 2034-03-20 5.00% Government Agency Debt 5683755.00 2397550.41 GNMA 2017-01-15 7.00% Government Agency Debt 1548258.73 162051.18 GNMA 2034-06-20 6.00% Government Agency Debt 38665.00 6385.06 GNMA 2032-08-15 6.50% Government Agency Debt 1969087.82 1183799.46 GNMA 2033-04-15 6.00% Government Agency Debt 1956758.32 501132.78 GNMA 2039-04-20 5.00% Government Agency Debt 1170139.00 831313.07 GNMA 2039-04-20 5.50% Government Agency Debt 1346773.87 428703.52 GNMA 2039-03-20 6.00% Government Agency Debt 474082.39 136799.71 GNMA 2039-06-20 5.00% Government Agency Debt 1170828.01 594300.45 GNMA 2039-06-20 5.50% Government Agency Debt 1069303.77 360470.91 GNMA 2038-06-20 6.00% Government Agency Debt 4253150.00 546717.19 GNMA 2038-07-20 6.00% Government Agency Debt 1082620.00 190874.91 GNMA 2038-07-20 7.00% Government Agency Debt 3433527.78 390462.55 GNMA 2038-09-20 6.00% Government Agency Debt 2134132.46 484623.60 GNMA 2038-09-20 6.00% Government Agency Debt 4794460.00 687851.41 GNMA 2038-09-20 6.50% Government Agency Debt 6347198.46 731844.32 GNMA 2038-08-20 6.00% Government Agency Debt 9588920.00 1625419.37 GNMA 2038-08-20 6.50% Government Agency Debt 1159950.00 168217.55 GNMA 2038-08-20 7.00% Government Agency Debt 1231798.08 168722.00 GNMA 2038-10-20 6.00% Government Agency Debt 232093.62 126072.65 GNMA 2038-10-20 6.50% Government Agency Debt 386650.00 40770.73 GNMA 2038-11-20 6.50% Government Agency Debt 2100696.52 318420.35 GNMA 2039-02-20 6.00% Government Agency Debt 1237280.00 213696.31 GNMA 2039-03-20 6.50% Government Agency Debt 2037278.18 680983.14 GNMA 2039-09-20 5.00% Government Agency Debt 1314953.35 870307.83 GNMA 2039-12-20 5.50% Government Agency Debt 1787716.49 1260790.86 GNMA 2040-02-20 5.50% Government Agency Debt 677413.12 421165.43 GNMA 2040-05-20 5.00% Government Agency Debt 695637.48 574471.98 GNMA 2040-06-20 5.50% Government Agency Debt 1773375.64 1312790.53 GNMA 2040-07-20 5.00% Government Agency Debt 327749.29 307641.43 GNMA 2040-08-20 5.00% Government Agency Debt 1175059.51 1161934.45 GNMA 2040-08-20 5.50% Government Agency Debt 864497.59 935112.06 GNMA 2039-12-20 5.00% Government Agency Debt 1860412.10 1902685.80 GNMA 2020-08-20 4.00% Government Agency Debt 1770805.19 1773961.05 GNMA 2039-06-20 4.50% Government Agency Debt 1081539.70 1134951.22 GNMA 2039-10-20 5.50% Government Agency Debt 903925.84 981726.09 GNMA 2026-01-20 4.00% Government Agency Debt 617005.24 623553.89 GNMA 2041-01-20 4.50% Government Agency Debt 11745969.98 12357857.70 GNMA 2041-03-20 4.50% Government Agency Debt 51261470.07 53913404.79 GNMA 2041-05-20 4.50% Government Agency Debt 1368048.90 1443562.46 GNMA 2016-10-20 9.25% Government Agency Debt 3665397.92 42641.06 GNMA 2016-07-20 9.25% Government Agency Debt 2760912.22 10349.34 GNMA 2016-08-20 9.25% Government Agency Debt 4129573.57 8130.27 GNMA 2016-09-20 9.25% Government Agency Debt 4998335.13 45194.77 GNMA 2016-12-20 9.25% Government Agency Debt 1549042.08 4245.17 GNMA 2017-11-20 9.75% Government Agency Debt 1528196.23 825.82 GNMA 2018-06-20 9.25% Government Agency Debt 1089951.66 9437.80 GNMA 2034-04-20 6.00% Government Agency Debt 85063.00 17777.70 GNMA 2033-09-20 6.00% Government Agency Debt 2934645.66 233784.90 GNMA 2033-11-20 6.50% Government Agency Debt 1546600.00 202261.91 GNMA 2033-11-20 6.50% Government Agency Debt 1546600.00 117301.79 GNMA 2029-10-15 4.00% Government Agency Debt 968453.08 851416.07 GNMA 2030-01-15 4.50% Government Agency Debt 310692.61 288782.12 GNMA 2037-07-15 5.80% Government Agency Debt 541310.00 574553.11 GNMA 2034-02-20 5.00% Government Agency Debt 1268070.49 276042.86 GNMA 2034-02-20 6.00% Government Agency Debt 2687217.50 350076.50 GNMA 2017-05-20 7.75% Government Agency Debt 115995.00 3723.25 GNMA 2033-10-20 2.63% Government Agency Debt 7515165.26 435146.04 GNMA 2034-12-20 2.00% Government Agency Debt 7860538.05 1151005.67 GNMA 2039-11-20 5.00% Government Agency Debt 2190410.14 892820.81 GNMA 2040-03-20 4.50% Government Agency Debt 2181630.87 1914112.04 GNMA 2020-12-20 5.50% Government Agency Debt 8506300.00 2992185.28 GNMA 2034-11-20 6.00% Government Agency Debt 1150675.81 290579.88 GNMA 2034-11-20 6.00% Government Agency Debt 981492.47 95172.51 GNMA 2034-01-20 5.00% Government Agency Debt 13698209.91 6263661.09 GNMA 2034-02-20 6.50% Government Agency Debt 8398771.09 412736.56 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 348000000.00 348000000.00 0.0813 N/A N 348000000.00 348000000.00 CREDIT SUISSE SECURITIES (USA), LLC REPO TRIPA TREAS 0.1 06/01/2011 TRIPARTY2 Treasury Repurchase Agreement Y U.S. TREASURY 2012-06-30 0.63% Treasury Debt 50660000.00 51003832.55 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 50000000.00 50000000.00 0.0117 N/A N 50000000.00 50000000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.14 06/01/2011 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2037-11-01 6.00% Government Agency Debt 44420154.56 17124874.83 FMAC 2025-05-01 4.00% Government Agency Debt 19332500.00 16985357.54 FMAC 2037-03-01 5.51% Government Agency Debt 48669280.31 17166009.17 FMAC 2038-12-01 5.02% Government Agency Debt 32671925.00 17503795.14 FMAC 2041-05-01 3.55% Government Agency Debt 58899.17 61794.06 FNMA 2023-06-01 4.50% Government Agency Debt 29911244.00 16998813.65 FNMA 2041-05-01 4.50% Government Agency Debt 16272001.31 16953766.35 FNMA 2038-03-01 5.50% Government Agency Debt 27085122.49 17078888.12 FNMA 2024-04-01 4.00% Government Agency Debt 26278060.21 17414460.42 FNMA 2039-09-01 5.50% Government Agency Debt 22205743.32 17084865.39 FNMA 2020-06-01 3.50% Government Agency Debt 20492450.00 16926123.66 FNMA 2031-02-01 4.00% Government Agency Debt 17012600.00 17311198.26 FNMA 2040-06-01 3.67% Government Agency Debt 20028470.00 17313419.54 FNMA 2026-01-01 4.00% Government Agency Debt 17012600.00 17327816.11 FNMA 2040-11-01 4.50% Government Agency Debt 16722750.15 17127232.83 GNMA 2033-10-20 5.00% Government Agency Debt 50866614.58 17437245.15 GNMA 2041-01-20 5.00% Government Agency Debt 16085674.68 17121670.94 GNMA 2039-05-15 5.00% Government Agency Debt 19020562.38 17270425.58 GNMA 2040-04-15 5.00% Government Agency Debt 19401959.35 17031797.87 GNMA 2040-06-15 5.00% Government Agency Debt 18503362.33 17052557.66 GNMA 2039-01-15 5.00% Government Agency Debt 15696669.98 11442508.99 GNMA 2039-05-15 4.50% Government Agency Debt 19642053.54 17210079.07 First Tier Security N/A N/A 2011-06-01 2011-06-01 N N N 348000000.00 348000000.00 0.0813 N/A N 348000000.00 348000000.00