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. 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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. 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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