0000928816-11-000890.txt : 20110829
0000928816-11-000890.hdr.sgml : 20110829
20110707124242
ACCESSION NUMBER: 0000928816-11-000890
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110707
DATE AS OF CHANGE: 20110707
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: 11955603
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
2011-06-30
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
37
37
3562929536.00
1006356303.69
1006216979.09
3563068860.60
0.0009
1.0000
2011-06-30
1.0000
2011-06-30
C000051613
1.00
3563068860.60
1.00
-737631453.00
609373628.00
1347005081.00
0.0004
1.0000
2011-06-30
1.0000
2011-06-30
FHLMC
FHLMC 313396JY0 GDC 08/03/2011
313396JY0
Government Agency Debt
First Tier Security
N/A
N/A
2011-08-03
2011-08-03
N
N
N
10300000.00
10299339.09
0.0029
N/A
N
10299814.60
10299814.60
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
50029621.45
0.0140
N/A
N
50039050.00
50039050.00
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
10011629.64
0.0028
N/A
N
10015620.00
10015620.00
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
30050613.70
0.0084
N/A
N
30070320.00
30070320.00
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
57845689.09
0.0162
N/A
N
57875811.90
57875811.90
UNITED STATES OF AMERICA
US TREASURY N/B 00.8750 01/31/2012
912828MJ6
Treasury Debt
First Tier Security
N/A
N/A
2012-01-31
2012-01-31
N
N
N
50000000.00
50213550.42
0.0141
N/A
N
50218750.00
50218750.00
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
99992087.50
0.0281
N/A
N
99998900.00
99998900.00
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
49982086.80
0.0140
N/A
N
49998850.00
49998850.00
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
149941262.50
0.0421
N/A
N
149983800.00
149983800.00
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
49950577.78
0.0140
N/A
N
49989400.00
49989400.00
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
29954500.02
0.0084
N/A
N
29985390.00
29985390.00
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
399992133.32
0.1123
N/A
N
399999200.00
399999200.00
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
249987500.01
0.0702
N/A
N
249997250.00
249997250.00
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
99996533.34
0.0281
N/A
N
99999500.00
99999500.00
MERRILL LYNCH, PIERCE, FENNER & SMITH INC.
REPO TRIPA CORPO 0.21 08/04/2011
TRIPARTY1
Other Repurchase Agreement
N
CREDIT SUISSE
2014-01-14
1.24%
Other Note
12195000.00
12275723.11
DANSKE BANK A/S
2015-04-01
3.75%
Other Note
11320000.00
11562483.83
HSBC BANK USA NA
2017-08-09
6.00%
Other Note
2610465.00
2914714.70
NO TRUST CO BANK NOTE
2018-08-15
6.50%
Other Note
11303000.00
13404397.23
UBS AG STAMFORD BRANCH
2020-08-04
4.88%
Other Note
11969000.00
12342682.15
First Tier Security
N/A
N/A
2011-08-04
2011-08-04
N
N
N
50000000.00
50000000.00
0.0140
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
99985536.12
0.0281
N/A
N
99998300.00
99998300.00
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
49996666.67
0.0140
N/A
N
49999000.00
49999000.00
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
40000000.00
0.0112
N/A
N
40000000.00
40000000.00
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
3199928.89
0.0009
N/A
N
3199968.00
3199968.00
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
4549823.05
0.0013
N/A
N
4549909.00
4549909.00
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
124960277.77
0.0351
N/A
N
124988500.00
124988500.00
FNMA
FNMA 313588KV6 GDC 08/24/2011
313588KV6
Government Agency Debt
First Tier Security
N/A
N/A
2011-08-24
2011-08-24
N
N
N
31385000.00
31381469.20
0.0088
N/A
N
31384058.45
31384058.45
UNITED STATES OF AMERICA
TREASURY BILL 00.0000 04/05/2012
9127953H2
Treasury Debt
First Tier Security
N/A
N/A
2012-04-05
2012-04-05
N
N
N
95000000.00
94917462.51
0.0266
N/A
N
94910225.00
94910225.00
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
17696991.00
0.0050
N/A
N
17698053.00
17698053.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257C5F5 DCP 09/01/2011
86257C5F5
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-09-01
2011-09-01
N
N
N
45000000.00
44987600.00
0.0126
N/A
N
44987850.00
44987850.00
STRAIGHT-A FUNDING LLC
STRAIGHT-A FUNDING LLC 86257MQ78 DCP 08/16/2011
86257MQ78
Asset Backed Commercial Paper
First Tier Security
N/A
N/A
2011-08-16
2011-08-16
N
N
N
18000000.00
17996550.00
0.0051
N/A
N
17997120.00
17997120.00
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384KH1 GDC 08/12/2011
313384KH1
Government Agency Debt
First Tier Security
N/A
N/A
2011-08-12
2011-08-12
N
N
N
16750000.00
16748632.09
0.0047
N/A
N
16749614.75
16749614.75
FHLMC
FHLMC 313396JK0 GDC 07/21/2011
313396JK0
Government Agency Debt
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
12300000.00
12299726.67
0.0035
N/A
N
12299864.70
12299864.70
FNMA
FNMA 313588KE4 GDC 08/09/2011
313588KE4
Government Agency Debt
First Tier Security
N/A
N/A
2011-08-09
2011-08-09
N
N
N
47578000.00
47576453.70
0.0134
N/A
N
47576953.28
47576953.28
FNMA
FNMA 313588LZ6 GDC 09/21/2011
313588LZ6
Government Agency Debt
First Tier Security
N/A
N/A
2011-09-21
2011-09-21
N
N
N
50000000.00
49993166.67
0.0140
N/A
N
49996600.00
49996600.00
FHLMC
FHLMC 313396JP9 GDC 07/25/2011
313396JP9
Government Agency Debt
First Tier Security
N/A
N/A
2011-07-25
2011-07-25
N
N
N
25700000.00
25699314.67
0.0072
N/A
N
25699665.90
25699665.90
FNMA
FNMA 313588JK2 GDC 07/21/2011
313588JK2
Government Agency Debt
First Tier Security
N/A
N/A
2011-07-21
2011-07-21
N
N
N
8445000.00
8444812.33
0.0024
N/A
N
8444907.11
8444907.11
BARCLAYS CAPITAL, INC.
REPO TRIPA MORTG 0.03 07/01/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2041-04-01
4.00%
Government Agency Debt
5666012.00
5688465.43
FMAC
2036-11-01
5.86%
Government Agency Debt
18234154.00
5735031.31
FMAC
2026-03-01
4.00%
Government Agency Debt
11427878.00
11800051.66
FNMA
2041-05-01
5.00%
Government Agency Debt
1057060.00
1131349.01
FNMA
2041-03-01
4.00%
Government Agency Debt
238635.00
239152.78
FNMA
2034-07-01
5.00%
Government Agency Debt
21774.00
10447.45
FNMA
2036-09-01
6.00%
Government Agency Debt
40793137.00
11826816.95
FNMA
2037-11-01
5.93%
Government Agency Debt
2057446.00
583987.17
FNMA
2039-03-01
4.84%
Government Agency Debt
19995950.00
12013454.16
FNMA
2039-05-01
4.00%
Government Agency Debt
12869377.00
11904961.44
FNMA
2041-01-01
4.00%
Government Agency Debt
11960462.00
11859291.52
FNMA
2041-02-01
3.50%
Government Agency Debt
5537717.00
5269430.29
FNMA
2036-08-01
5.17%
Government Agency Debt
13265888.00
11953247.26
FNMA
2040-10-01
5.00%
Government Agency Debt
11803963.00
11984313.96
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
100000000.00
100000000.00
0.0281
N/A
N
100000000.00
100000000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.04 07/01/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2038-03-01
4.62%
Government Agency Debt
29791078.00
15846582.69
FNMA
2035-04-01
6.50%
Government Agency Debt
83923855.00
21534671.63
FNMA
2036-12-01
5.50%
Government Agency Debt
60620647.00
21592008.18
FNMA
2025-06-01
4.00%
Government Agency Debt
23000000.00
21538883.50
FNMA
2037-09-01
5.94%
Government Agency Debt
26778905.00
21487854.52
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
100000000.00
100000000.00
0.0281
N/A
N
100000000.00
100000000.00
BARCLAYS CAPITAL, INC.
REPO TRIPA MORTG 0.05 07/05/2011
TRIPARTY1
Government Agency Repurchase Agreement
Y
FMAC
2039-01-01
6.00%
Government Agency Debt
12379754.00
7613783.20
FMAC
2038-05-01
5.50%
Government Agency Debt
25000000.00
12669810.11
FMAC
2025-05-01
4.50%
Government Agency Debt
13856418.00
12655961.53
FMAC
2037-04-01
5.66%
Government Agency Debt
30047960.00
12668885.39
FNMA
2041-03-01
4.00%
Government Agency Debt
52000.00
52112.83
FNMA
2041-06-01
6.00%
Government Agency Debt
11237544.00
12520616.81
FNMA
2038-04-01
4.75%
Government Agency Debt
25365970.00
12629531.17
FNMA
2034-01-01
5.50%
Government Agency Debt
11705254.00
5989348.70
FNMA
2034-11-01
4.66%
Government Agency Debt
14115965.00
12596642.59
FNMA
2025-10-01
4.00%
Government Agency Debt
13004092.00
12603307.72
First Tier Security
N/A
N/A
2011-07-05
2011-07-05
N
N
N
100000000.00
100000000.00
0.0281
N/A
N
100000000.00
100000000.00
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.05 07/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2041-01-01
2.90%
Government Agency Debt
29606133.12
28484052.18
FMAC
2040-12-01
2.97%
Government Agency Debt
29600000.00
28680746.19
FNMA
2041-01-01
3.00%
Government Agency Debt
27399012.67
26681761.62
FNMA
2038-02-01
5.50%
Government Agency Debt
27277131.71
28591136.46
FNMA
2036-04-01
2.00%
Government Agency Debt
40179876.50
28279920.65
FNMA
2025-06-01
4.00%
Government Agency Debt
10762614.46
10242383.35
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
148000000.00
148000000.00
0.0415
N/A
N
148000000.00
148000000.00
BNP PARIBAS SECURITIES CORP.
REPO TRIPA MORTG 0.05 07/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
GNMA
2039-04-20
4.50%
Government Agency Debt
92478023.22
81733118.70
GNMA
2041-04-20
5.00%
Government Agency Debt
110605588.50
120226881.35
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
198000000.00
198000000.00
0.0556
N/A
N
198000000.00
198000000.00
MORGAN (J.P.) SECURITIES INC.
REPO TRIPA MORTG 0.05 07/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2034-08-01
6.00%
Government Agency Debt
12066601.00
2461291.50
FNMA
2035-09-01
5.00%
Government Agency Debt
12076516.00
4929202.97
FNMA
2020-07-01
5.50%
Government Agency Debt
12000000.00
7726546.53
FNMA
2039-01-01
6.00%
Government Agency Debt
12207313.00
647882.23
FNMA
2040-12-01
4.00%
Government Agency Debt
8607826.00
8533956.75
FNMA
2039-04-01
3.50%
Government Agency Debt
11939493.00
10535681.61
FNMA
2040-12-01
4.00%
Government Agency Debt
11791165.00
11528665.43
FNMA
2025-06-01
4.00%
Government Agency Debt
12015186.00
11085924.99
FNMA
2040-10-01
4.00%
Government Agency Debt
11935000.00
11584886.51
FNMA
2041-04-01
4.50%
Government Agency Debt
10115000.00
10530284.23
FNMA
2041-04-01
5.00%
Government Agency Debt
11920907.00
12756331.77
FNMA
2041-04-01
4.50%
Government Agency Debt
11838791.00
12351646.72
FNMA
2041-06-01
4.50%
Government Agency Debt
12115503.00
12650942.56
FNMA
2041-04-01
5.50%
Government Agency Debt
11910961.00
13022030.56
FNMA
2041-05-01
4.50%
Government Agency Debt
12223104.00
12690281.82
FNMA
2026-05-01
4.50%
Government Agency Debt
12091986.00
12861884.66
FNMA
2041-06-01
4.50%
Government Agency Debt
12136810.00
12621484.74
FNMA
2041-07-01
4.50%
Government Agency Debt
11803019.00
12288686.19
FNMA
2021-07-01
4.00%
Government Agency Debt
11918063.00
12634136.36
FNMA
2030-03-01
4.50%
Government Agency Debt
11990000.00
10561569.65
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
200000000.00
200000000.00
0.0561
N/A
N
200000000.00
200000000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.08 07/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2036-12-01
6.00%
Government Agency Debt
66551528.70
19748994.25
FMAC
2034-09-01
5.50%
Government Agency Debt
67372453.14
19385844.47
FMAC
2026-01-01
3.50%
Government Agency Debt
19854250.00
19778561.64
FNMA
2041-03-01
3.36%
Government Agency Debt
18984679.30
19536334.24
FNMA
2041-04-01
4.50%
Government Agency Debt
18874262.10
19443869.83
FNMA
2026-05-01
4.50%
Government Agency Debt
18349125.01
19477665.80
FNMA
2036-12-01
6.00%
Government Agency Debt
63268958.87
19618285.40
FNMA
2026-02-01
3.50%
Government Agency Debt
19370000.00
19228050.53
FNMA
2025-02-01
4.00%
Government Agency Debt
24267197.90
19542744.94
FNMA
2039-07-01
5.50%
Government Agency Debt
23700685.00
19203053.38
FNMA
2040-09-01
5.00%
Government Agency Debt
19638200.00
19307322.83
FNMA
2030-11-01
4.50%
Government Agency Debt
18715569.65
19022681.37
GNMA
2026-04-20
3.50%
Government Agency Debt
18625000.00
19149058.69
GNMA
2039-10-15
5.00%
Government Agency Debt
15944720.21
13548033.57
GNMA
2025-05-15
4.50%
Government Agency Debt
18820760.67
18280025.80
GNMA
2038-10-15
5.00%
Government Agency Debt
32010965.56
19689473.62
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
298000000.00
298000000.00
0.0836
N/A
N
298000000.00
298000000.00
DEUTSCHE BANK SECURITIES, INC. - MM
REPO TRIPA MORTG 0.05 07/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2041-04-01
5.00%
Government Agency Debt
4325625.71
4611236.01
FNMA
2039-01-01
6.50%
Government Agency Debt
71898296.05
30621902.08
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
34537000.00
34537000.00
0.0097
N/A
N
34537000.00
34537000.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.03 07/01/2011
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2033-11-01
2.54%
Government Agency Debt
3655296.82
1721008.60
FMAC
2033-01-01
7.00%
Government Agency Debt
5870133.58
1755659.24
FMAC
2034-11-01
5.50%
Government Agency Debt
3610463.26
1813583.68
FMAC
2034-10-01
5.50%
Government Agency Debt
2278396.04
1782553.75
FMAC
2037-02-01
5.50%
Government Agency Debt
3431000.00
1763027.31
FMAC
2038-07-01
5.50%
Government Agency Debt
3831171.25
1744813.13
FMAC
2039-10-01
5.50%
Government Agency Debt
2228515.47
1770229.16
FMAC
2039-10-01
5.50%
Government Agency Debt
2010566.00
1756027.59
FMAC
2021-04-01
6.00%
Government Agency Debt
6552064.05
1737454.76
FMAC
2027-09-01
6.50%
Government Agency Debt
5607821.28
1731942.12
FMAC
2024-12-01
5.00%
Government Agency Debt
1821574.17
1691933.99
FMAC
2025-06-01
4.00%
Government Agency Debt
1799625.38
1751819.06
FMAC
2025-10-01
4.00%
Government Agency Debt
1710076.28
1726127.81
FMAC
2026-02-01
4.50%
Government Agency Debt
1704865.96
1778676.61
FMAC
2026-02-01
4.50%
Government Agency Debt
1724616.17
1803212.81
FMAC
2026-02-01
3.00%
Government Agency Debt
1773362.44
1735214.99
FMAC
2021-05-01
3.50%
Government Agency Debt
1734859.76
1769328.35
FMAC
2026-03-01
4.00%
Government Agency Debt
1696966.42
1758219.47
FMAC
2026-03-01
4.00%
Government Agency Debt
1724811.05
1783066.49
FMAC
2026-04-01
4.00%
Government Agency Debt
1731272.31
1793962.08
FMAC
2026-05-01
3.50%
Government Agency Debt
1709714.65
1743210.17
FMAC
2026-05-01
4.50%
Government Agency Debt
1710152.44
1816216.04
FMAC
2026-05-01
4.00%
Government Agency Debt
1704262.79
1786020.82
FMAC
2025-11-01
3.50%
Government Agency Debt
1749008.52
1782258.78
FMAC
2026-06-01
4.00%
Government Agency Debt
1722482.77
1809556.38
FMAC
2035-11-01
2.21%
Government Agency Debt
7370743.19
1776669.34
FMAC
2038-12-01
6.50%
Government Agency Debt
2388308.12
1761528.46
FMAC
2034-02-01
6.00%
Government Agency Debt
6862000.00
1770221.32
FMAC
2040-04-01
5.50%
Government Agency Debt
1940548.21
1814363.68
FMAC
2040-05-01
5.50%
Government Agency Debt
1585700.47
1702774.88
FMAC
2040-07-01
5.50%
Government Agency Debt
1580764.63
1695361.75
FMAC
2040-10-01
5.00%
Government Agency Debt
113100.86
119460.81
FMAC
2040-12-01
5.00%
Government Agency Debt
1666237.02
1765513.38
FMAC
2040-12-01
5.50%
Government Agency Debt
1590221.15
1715054.96
FMAC
2041-01-01
4.50%
Government Agency Debt
1716457.94
1771911.77
FMAC
2041-02-01
5.00%
Government Agency Debt
1673908.05
1781520.24
FMAC
2041-03-01
5.00%
Government Agency Debt
1641834.37
1751933.72
FMAC
2014-02-01
4.00%
Government Agency Debt
15286214.59
1736142.28
FMAC
2014-06-01
4.00%
Government Agency Debt
12759728.43
1810402.58
FMAC
2035-05-01
6.00%
Government Agency Debt
5396145.05
1748220.52
FMAC
2041-04-01
5.50%
Government Agency Debt
1654290.27
1798624.73
FNMA
2018-07-01
4.50%
Government Agency Debt
4856570.89
1756358.34
FNMA
2029-09-01
6.00%
Government Agency Debt
42781701.68
1750924.23
FNMA
2018-09-01
6.00%
Government Agency Debt
19777634.44
1780334.16
FNMA
2040-12-01
5.00%
Government Agency Debt
1638638.74
1737372.47
FNMA
2040-12-01
5.50%
Government Agency Debt
1660210.81
1693831.38
FNMA
2041-01-01
5.00%
Government Agency Debt
1659537.65
1774520.06
FNMA
2041-01-01
4.00%
Government Agency Debt
1796013.22
1796451.78
FNMA
2041-02-01
5.00%
Government Agency Debt
1715175.43
1730679.38
FNMA
2026-03-01
4.50%
Government Agency Debt
1634254.61
1724375.30
FNMA
2041-02-01
5.00%
Government Agency Debt
1659419.62
1763424.25
FNMA
2041-02-01
4.00%
Government Agency Debt
1798838.30
1798977.90
FNMA
2041-02-01
5.50%
Government Agency Debt
634649.91
688930.22
FNMA
2026-02-01
4.50%
Government Agency Debt
1683180.67
1740774.04
FNMA
2026-04-01
3.50%
Government Agency Debt
1762882.11
1764513.44
FNMA
2041-05-01
5.00%
Government Agency Debt
1605815.73
1721176.93
FNMA
2041-03-01
5.00%
Government Agency Debt
1796739.22
1756427.49
FNMA
2041-03-01
5.00%
Government Agency Debt
1676538.25
1787421.35
FNMA
2026-05-01
3.50%
Government Agency Debt
1674900.29
1706446.53
FNMA
2041-03-01
5.00%
Government Agency Debt
1651784.27
1760947.55
FNMA
2041-05-01
5.00%
Government Agency Debt
1626004.42
1750727.40
FNMA
2041-05-01
5.00%
Government Agency Debt
1682861.58
1798059.89
FNMA
2041-06-01
5.00%
Government Agency Debt
1581602.48
1705030.39
FNMA
2026-06-01
4.50%
Government Agency Debt
1586712.61
1699048.69
FNMA
2041-05-01
5.00%
Government Agency Debt
1577287.65
1697634.40
FNMA
2041-05-01
5.50%
Government Agency Debt
1609902.05
1769787.57
FNMA
2041-06-01
5.00%
Government Agency Debt
1678552.25
1793809.66
FNMA
2041-06-01
5.50%
Government Agency Debt
1581216.84
1733185.30
FNMA
2026-05-01
4.50%
Government Agency Debt
1652245.40
1762346.22
FNMA
2026-05-01
4.00%
Government Agency Debt
1697172.97
1776975.51
FNMA
2026-05-01
4.00%
Government Agency Debt
1704246.32
1775587.04
FNMA
2026-07-01
3.50%
Government Agency Debt
1753976.61
1795071.30
FNMA
2026-06-01
4.50%
Government Agency Debt
1598467.22
1708638.37
FNMA
2032-11-01
6.00%
Government Agency Debt
6569865.45
1738302.82
FNMA
2034-06-01
5.50%
Government Agency Debt
6486353.53
1772719.29
FNMA
2033-08-01
5.00%
Government Agency Debt
4700470.00
1731052.36
FNMA
2019-05-01
5.00%
Government Agency Debt
6793380.00
1725942.65
FNMA
2035-07-01
4.90%
Government Agency Debt
7891300.00
1812637.24
FNMA
2035-02-01
2.72%
Government Agency Debt
34310000.00
1753574.48
FNMA
2020-12-01
6.00%
Government Agency Debt
7254705.40
1793510.86
FNMA
2019-09-01
5.00%
Government Agency Debt
6872389.75
1716959.13
FNMA
2034-08-01
6.00%
Government Agency Debt
4342132.93
1806403.81
FNMA
2035-07-01
5.00%
Government Agency Debt
3291512.01
1703937.46
FNMA
2035-08-01
5.50%
Government Agency Debt
3362380.00
1759733.53
FNMA
2035-09-01
5.50%
Government Agency Debt
3803064.50
1777688.64
FNMA
2035-10-01
5.50%
Government Agency Debt
4203227.52
1778790.98
FNMA
2036-05-01
5.50%
Government Agency Debt
2750070.02
1741786.65
FNMA
2037-05-01
5.50%
Government Agency Debt
3449845.80
1731995.01
FNMA
2035-12-01
5.50%
Government Agency Debt
3577990.90
1779469.11
FNMA
2037-08-01
5.50%
Government Agency Debt
3431000.00
1778026.10
FNMA
2036-08-01
6.50%
Government Agency Debt
4720614.09
1688198.40
FNMA
2037-05-01
6.00%
Government Agency Debt
3511231.88
1741619.18
FNMA
2037-04-01
5.50%
Government Agency Debt
4646920.32
1691568.47
FNMA
2037-05-01
5.55%
Government Agency Debt
1909323.37
1757659.00
FNMA
2038-10-01
6.00%
Government Agency Debt
3432707.95
1779286.02
FNMA
2024-12-01
5.00%
Government Agency Debt
2442399.21
1759741.93
FNMA
2036-02-01
7.00%
Government Agency Debt
2124238.46
1706250.28
FNMA
2024-05-01
4.50%
Government Agency Debt
2134361.97
1741964.04
FNMA
2022-09-01
6.00%
Government Agency Debt
4700391.09
1706644.93
FNMA
2022-08-01
6.00%
Government Agency Debt
8767473.78
1701828.99
FNMA
2037-11-01
6.00%
Government Agency Debt
3005537.47
1757747.31
FNMA
2037-07-01
6.00%
Government Agency Debt
3934709.91
1705313.54
FNMA
2037-12-01
5.50%
Government Agency Debt
2755620.00
1808251.12
FNMA
2038-10-01
6.00%
Government Agency Debt
2775813.50
1817075.03
FNMA
2038-11-01
5.50%
Government Agency Debt
2368762.40
1766992.23
FNMA
2036-09-01
5.50%
Government Agency Debt
3022711.00
1818667.02
FNMA
2022-02-01
5.50%
Government Agency Debt
3408832.31
1798081.38
FNMA
2039-01-01
4.50%
Government Agency Debt
2063509.07
1752797.43
FNMA
2040-07-01
5.50%
Government Agency Debt
1753835.25
1784216.17
FNMA
2040-10-01
4.50%
Government Agency Debt
1669888.97
1707990.01
FNMA
2041-02-01
4.00%
Government Agency Debt
1812087.45
1815912.67
FNMA
2041-06-01
5.00%
Government Agency Debt
1595066.41
1704646.41
FNMA
2040-05-01
5.50%
Government Agency Debt
1674549.64
1739789.32
FNMA
2040-01-01
5.50%
Government Agency Debt
1824111.05
1697220.11
FNMA
2040-02-01
3.75%
Government Agency Debt
2191036.60
1711041.07
FNMA
2040-02-01
5.00%
Government Agency Debt
1921360.00
1798267.30
FNMA
2040-06-01
5.50%
Government Agency Debt
1668366.29
1788454.78
FNMA
2037-05-01
6.00%
Government Agency Debt
2033459.00
1774586.14
FNMA
2030-05-01
5.00%
Government Agency Debt
1709869.73
1728015.78
FNMA
2040-06-01
5.50%
Government Agency Debt
1676779.11
1808324.28
FNMA
2040-07-01
5.50%
Government Agency Debt
1691647.69
1812724.15
FNMA
2040-06-01
5.50%
Government Agency Debt
1712123.21
1707031.11
FNMA
2025-10-01
4.50%
Government Agency Debt
1716748.88
1758436.75
FNMA
2040-07-01
5.00%
Government Agency Debt
1831746.40
1769911.67
FNMA
2025-08-01
3.50%
Government Agency Debt
1936188.78
1796716.46
FNMA
2040-09-01
5.00%
Government Agency Debt
1632867.11
1724722.78
FNMA
2040-10-01
5.00%
Government Agency Debt
1624931.89
1728287.41
FNMA
2040-12-01
4.50%
Government Agency Debt
1747950.40
1811869.55
FNMA
2040-10-01
5.00%
Government Agency Debt
1631946.92
1724377.36
FNMA
2040-10-01
4.50%
Government Agency Debt
1751751.26
1811870.54
FNMA
2025-12-01
4.00%
Government Agency Debt
1728525.45
1744055.62
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
223000000.00
223000000.00
0.0626
N/A
N
223000000.00
223000000.00
BARCLAYS CAPITAL, INC.
REPO TRIPA TREAS 0.01 07/01/2011
TRIPARTY2
Treasury Repurchase Agreement
Y
U.S. TREASURY
2026-11-15
6.50%
Treasury Debt
2587412.70
3417001.90
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
3350000.00
3350000.00
0.0009
N/A
N
3350000.00
3350000.00
BNP PARIBAS SECURITIES CORP
REPO TRIPA CORPO 0.1 07/01/2011
TRIPARTY2
Other Repurchase Agreement
N
ALLSTATE CORP
2057-05-15
6.50%
Other Note
130746.00
130500.85
ALLSTATE CORPORATION
2067-05-15
6.13%
Other Note
1399576.50
1392797.30
ANHWUSER BUSCH INBEV WORLDWIDE INC
2021-02-15
4.38%
Other Note
7886955.30
8231499.13
ARCELORMITTAL CLASS A NY REGISTRY
2039-10-15
7.00%
Other Note
3212191.50
3275546.62
ARCELORMITTAL CLASS A N.Y. REGISTRY NEW
2041-03-01
6.75%
Other Note
285264.00
282171.02
AXA
2036-12-14
6.38%
Other Note
5268469.50
4591919.58
FEDERATIVE REPUBLIC OF BRAZIL
2019-10-14
8.88%
Other Note
1128761.12
1573195.14
FEDERATIVE REPUBLIC OF BRAZIL,BR
2041-01-07
5.63%
Other Note
891450.00
937833.26
BRITISH TELECOM PLC
2030-12-15
9.88%
Other Note
148575.00
204964.35
CSX CORP
2041-04-15
5.50%
Other Note
1705641.00
1679490.68
DOW CHEMICAL COMPANY
2039-05-15
9.40%
Other Note
148575.00
221905.68
ENERGY TRANSFER PARTNERS
2038-07-01
7.50%
Other Note
1280716.50
1490973.86
ENERGY TRANSFER PARTNERS
2021-06-01
4.65%
Other Note
74287.50
73251.93
FUEL TR
2022-12-15
3.98%
Other Note
2576290.50
2557583.20
GOLDMAN SACHS CAPITAL
2043-06-01
5.79%
Other Note
1469109.60
1193161.72
GOLDMAN SACHS CAPITAL I
2034-02-15
6.35%
Other Note
416010.00
398859.47
HSBC FINANCE CAPITAL TRUST
2035-11-30
5.91%
Other Note
1485750.00
1389066.06
KRAFT FOODS INC
2031-11-01
6.50%
Other Note
154518.00
175792.47
KRAFT FOODS INC
2038-02-01
6.88%
Other Note
489703.20
577661.17
KRAFT FOODS INC
2039-01-26
6.88%
Other Note
281103.90
331663.17
KRAFT FOODS INC
2040-02-09
6.50%
Other Note
252577.50
285535.92
LIBERTY MUTUAL GROUP INC
2021-06-01
5.00%
Other Note
5408130.00
5168435.67
NEXEN INC
2037-05-15
6.40%
Other Note
2971500.00
2981216.81
NISOURCE FINANCE CORP
2040-12-15
6.25%
Other Note
41601.00
42854.83
PNC BANK CORP,PA
2056-11-21
8.25%
Other Note
540813.00
577586.93
PETROBRAS INTL FIN CO
2040-01-20
6.88%
Other Note
356580.00
391155.98
PLAINS ALL AMERICAN PIPELINE, L.P
2037-01-15
6.65%
Other Note
168781.20
183660.81
SOUTHERN COPPER CORP
2035-07-27
7.50%
Other Note
3565800.00
3831220.32
SOUTHERN COPPER CORP
2040-04-16
6.75%
Other Note
118860.00
116306.29
UBS PREF FDG TR V
2049-05-12
6.24%
Other Note
1809643.50
1783048.53
WASTE MANAGEMENT INC
2032-05-15
7.75%
Other Note
4427535.00
5533610.73
WASTE MANAGEMENT
2039-11-30
6.13%
Other Note
17829.00
18779.72
WELLS FARGO & COMPANY
2099-12-31
7.98%
Other Note
4905946.50
5326754.07
WELLS FARGO CAPITAL XV
2099-12-31
9.75%
Other Note
760704.00
821908.98
WELLS FARGO CAP XIII
2099-12-01
7.70%
Other Note
2191778.40
2279680.89
WILLIAMS PARTNERS LP
2040-04-15
6.30%
Other Note
424924.50
446810.24
YUM BRANDS INC COM
2037-11-15
6.88%
Other Note
468902.70
536801.57
ARCELORMITTAL
2018-06-01
6.13%
Other Note
594300.00
614925.20
BANCO NACIONAL DE SESENVOLVIMENTO ECO
2020-07-12
5.50%
Other Note
2550152.59
2716903.67
CENTRAIS ELETRICAS BRASILEIRAS
2015-11-30
7.75%
Other Note
1485750.00
1778556.24
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
63000000.00
63000000.00
0.0177
N/A
N
63000000.00
63000000.00
J.P. MORGAN SECURITIES
REPO TRIPA CORPO 0.12 07/01/2011
TRIPARTY2
Other Repurchase Agreement
N
PLAINS ALL AMERICAN PIPELINE
2019-05-01
8.75%
Other Note
247186.50
316112.94
NEXEN INC
2019-07-30
6.20%
Other Note
2775916.00
3192257.34
ARCELORMITTAL CLASS A N.Y. REG
2015-08-05
3.75%
Other Note
312870.80
324129.19
GANNETT CO. INC.
2016-04-01
10.00%
Other Note
1392600.00
1635918.13
EMBRAER OVERSEAS LIMITED
2017-01-24
6.38%
Other Note
2025072.50
2242641.21
ALLEGHENY TECHNOLOGIES INC NEW
2019-06-01
9.38%
Other Note
478590.20
608225.91
CANADIAN PACIFIC RAILWAY
2023-03-15
4.45%
Other Note
580250.00
584137.84
TATE & LYLE INTERNATIONAL FINA
2014-11-15
5.00%
Other Note
175235.50
186695.90
CLIFFS NATURAL RESOURCES INC.
2020-03-15
5.90%
Other Note
668448.00
735493.70
GREAT PLAINS ENERGY INCORPROAT
2021-06-01
4.85%
Other Note
783337.50
793249.53
ALLEGHENY TECHNOLOGIES INC NEW
2021-01-15
5.95%
Other Note
134618.00
147664.25
PLAINS ALL AMERICAN PIPELINE
2021-02-01
5.00%
Other Note
1523968.60
1590650.66
TUPPERWARE CORPORATION
2021-06-01
4.75%
Other Note
1299760.00
1291460.30
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
13000000.00
13000000.00
0.0036
N/A
N
13000000.00
13000000.00
CREDIT SUISSE SECURITIES (USA), LLC
REPO TRIPA TREAS 0.01 07/01/2011
TRIPARTY2
Treasury Repurchase Agreement
Y
U.S. TREASURY
2012-02-29
0.88%
Treasury Debt
3400880.00
3427205.72
First Tier Security
N/A
N/A
2011-07-01
2011-07-01
N
N
N
3361000.00
3361000.00
0.0009
N/A
N
3361000.00
3361000.00