0000928816-13-001044.txt : 20130829 0000928816-13-001044.hdr.sgml : 20130829 20130705143217 ACCESSION NUMBER: 0000928816-13-001044 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130628 FILED AS OF DATE: 20130705 DATE AS OF CHANGE: 20130705 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: 13955526 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 2013-06-28 0001005942 S000018606 1 N N N N 333-515 Putnam Investment Management, LLC 801-7974 Putnam Investment Limited 801-61441 KPMG, LLP Boston MA None Putnam Investor Services, Inc. 0001448300 84-06331 N N N Prime 42 42 1648750404.52 57549259.26 57541182.90 1648758480.88 0.0009 1.0001 2013-06-28 1.0001 2013-06-28 C000051613 1.00 1648758480.88 1.00 -73059632.00 377068763.00 450128395.00 0.0006 1.0001 2013-06-28 1.0001 2013-06-28 FEDERAL FARM CREDIT DISCOUNT NOTES FEDERAL FARM CREDIT DISCOUNT 313313PM4 GDC 11/20/2013 313313PM4 Government Agency Debt N First Tier Security N/A N/A 2013-11-20 2013-11-20 N N N 20000000.00 19989744.45 0.0121 N/A N 19994480.00 19994480.00 FHLMC FHLMC 313397MU2 GDC 10/10/2013 313397MU2 Government Agency Debt N First Tier Security N/A N/A 2013-10-10 2013-10-10 N N N 21930000.00 21921386.38 0.0133 N/A N 21926929.80 21926929.80 FHLMC FHLMC 313397MZ1 GDC 10/15/2013 313397MZ1 Government Agency Debt N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 25600000.00 25592839.11 0.0155 N/A N 25596236.80 25596236.80 FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 313589QR7 GDC 12/18/2013 313589QR7 Government Agency Debt N First Tier Security N/A N/A 2013-12-18 2013-12-18 N N N 30000000.00 29979458.32 0.0182 N/A N 29987250.00 29987250.00 FHLB FHLB 313385NH5 GDC 10/23/2013 313385NH5 Government Agency Debt N First Tier Security N/A N/A 2013-10-23 2013-10-23 N N N 20000000.00 19993666.67 0.0121 N/A N 19996840.00 19996840.00 FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 313589HR7 GDC 07/03/2013 313589HR7 Government Agency Debt N First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 49650000.00 49649627.62 0.0301 N/A N 49649950.30 49649950.30 FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 313589PM9 GDC 11/20/2013 313589PM9 Government Agency Debt N First Tier Security N/A N/A 2013-11-20 2013-11-20 N N N 25050000.00 25040119.16 0.0152 N/A N 25043086.20 25043086.20 FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 313589QW6 GDC 12/23/2013 313589QW6 Government Agency Debt N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 6000000.00 5995916.67 0.0036 N/A N 5997378.00 5997378.00 FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 313589RN5 GDC 01/08/2014 313589RN5 Government Agency Debt N First Tier Security N/A N/A 2014-01-08 2014-01-08 N N N 18000000.00 17990450.00 0.0109 N/A N 17990460.00 17990460.00 UNITED STATES OF AMERICA US TREASURY N/B 02.7500 10/31/2013 912828JQ4 Treasury Debt N First Tier Security N/A N/A 2013-10-31 2013-10-31 N N N 50000000.00 50426347.40 0.0306 N/A N 50439450.00 50439450.00 UNITED STATES OF AMERICA US TREASURY N/B 00.3750 07/31/2013 912828QW3 Treasury Debt N First Tier Security N/A N/A 2013-07-31 2013-07-31 N N N 25000000.00 25003740.03 0.0152 N/A N 25005850.00 25005850.00 UNITED STATES OF AMERICA TREASURY BILL 00.0000 07/25/2013 9127957A3 Treasury Debt N First Tier Security N/A N/A 2013-07-25 2013-07-25 N N N 42725000.00 42721582.00 0.0259 N/A N 42724487.30 42724487.30 UNITED STATES OF AMERICA TREASURY BILL 00.0000 10/17/2013 912795Z87 Treasury Debt N First Tier Security N/A N/A 2013-10-17 2013-10-17 N N N 39100000.00 39084511.00 0.0237 N/A N 39093822.20 39093822.20 FHLB FEDERAL HOME LOAN BANK 00.1700 09/20/2013 313381K46 Government Agency Debt N First Tier Security N/A N/A 2013-09-20 2013-09-20 N N N 28000000.00 27999689.68 0.0170 N/A N 28001848.00 28001848.00 FHLMC FHLMC 313397HP9 GDC 07/01/2013 313397HP9 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 36583000.00 36583000.00 0.0222 N/A N 36583000.00 36583000.00 HSBC USA INC HSBC USA INC 40427RUA7 DCP 07/10/2013 40427RUA7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N N 7500000.00 7499793.75 0.0045 N/A N 7499742.75 7499742.75 CANADA CANADA 13508TZ25 DCP 12/02/2013 13508TZ25 Other Instrument Non U.S. Sovereign Instrumentality N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 15000000.00 14989091.67 0.0091 N/A N 14993982.00 14993982.00 FHLB FHLB 313385JN7 GDC 07/24/2013 313385JN7 Government Agency Debt N First Tier Security N/A N/A 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Government Agency Debt 105181.47 102178.78 FMAC 2043-06-01 3.50% Government Agency Debt 10086.24 10248.18 FNMA 2028-04-01 4.50% Government Agency Debt 269362.90 24821.09 FNMA 2033-09-01 4.50% Government Agency Debt 861961.27 185470.47 FNMA 2020-04-01 4.50% Government Agency Debt 596024.89 80486.03 FNMA 2041-01-01 4.00% Government Agency Debt 788910.70 588559.24 FNMA 2041-04-01 3.06% Government Agency Debt 1128738.29 576586.85 FNMA 2041-05-01 4.50% Government Agency Debt 362885.70 184661.23 FNMA 2041-12-01 4.00% Government Agency Debt 317751.25 290006.73 FNMA 2041-08-01 4.50% Government Agency Debt 119027.37 70311.79 FNMA 2041-08-01 4.50% Government Agency Debt 219810.25 137783.62 FNMA 2027-01-01 3.00% Government Agency Debt 638944.31 563507.64 FNMA 2041-09-01 3.21% Government Agency Debt 517176.76 389435.94 FNMA 2027-01-01 3.00% Government Agency Debt 643024.40 584663.91 FNMA 2041-11-01 4.00% Government Agency Debt 42740.78 31107.21 FNMA 2041-11-01 4.50% Government Agency Debt 624921.92 560788.77 FNMA 2042-04-01 3.50% Government Agency Debt 239016.47 236705.02 FNMA 2041-03-01 3.30% Government Agency Debt 668019.99 375108.84 FNMA 2026-12-01 3.50% Government Agency Debt 168592.51 85626.60 FNMA 2027-10-01 2.50% Government Agency Debt 618716.23 581946.95 FNMA 2042-05-01 2.16% Government Agency Debt 514950.75 387923.37 FNMA 2042-10-01 3.50% Government Agency Debt 329216.41 319158.45 FNMA 2042-09-01 4.00% Government Agency Debt 540530.10 556727.64 FNMA 2042-11-01 2.29% Government Agency Debt 14021.09 13329.50 FNMA 2042-12-01 3.00% Government Agency Debt 571465.24 553790.72 FNMA 2042-12-01 3.50% Government Agency Debt 541894.58 546066.08 FNMA 2043-01-01 3.50% Government Agency Debt 174281.67 162965.97 FNMA 2043-06-01 3.50% Government Agency Debt 377108.06 383510.55 FNMA 2043-04-01 3.50% Government Agency Debt 575848.96 584897.88 FNMA 2043-04-01 3.50% Government Agency Debt 561593.20 569788.32 FNMA 2043-06-01 3.00% Government Agency Debt 15890.47 15541.32 FNMA 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REPO TRIPA MORTG 0.05 07/03/2013 TRIPARTY1 Government Agency Repurchase Agreement Y FMAC 2042-02-01 4.00% Government Agency Debt 3524193.23 2766070.93 FMAC 2037-06-01 5.50% Government Agency Debt 16465261.95 2728065.05 FMAC 2025-05-01 4.00% Government Agency Debt 325804.34 113289.35 FMAC 2043-05-01 4.00% Government Agency Debt 2570569.34 2695518.97 FMAC 2042-08-01 4.00% Government Agency Debt 2660494.29 2680262.13 FNMA 2023-08-01 4.50% Government Agency Debt 19921875.00 2693307.67 FNMA 2017-05-01 6.50% Government Agency Debt 159375000.00 2765813.21 FNMA 2025-12-01 3.00% Government Agency Debt 4781250.00 2670110.00 FNMA 2041-01-01 4.00% Government Agency Debt 3346179.33 2633816.37 FNMA 2026-02-01 3.50% Government Agency Debt 4551750.00 2727114.38 FNMA 2026-05-01 4.00% Government Agency Debt 4225793.06 2648453.82 FNMA 2026-05-01 4.00% Government Agency Debt 4164991.10 2620466.34 FNMA 2041-05-01 5.00% Government Agency Debt 3095233.83 2639706.16 FNMA 2041-06-01 5.00% Government Agency Debt 4083187.50 2623077.48 FNMA 2042-02-01 4.00% Government Agency Debt 3750065.86 2642180.99 FNMA 2023-04-01 2.69% Government Agency Debt 2999653.45 2892512.55 FNMA 2042-08-01 3.50% Government Agency Debt 2801649.54 2759196.23 FNMA 2042-09-01 3.50% Government Agency Debt 2769140.63 2704242.99 FNMA 2042-10-01 4.00% Government Agency Debt 2637236.30 2724883.14 FNMA 2028-02-01 3.00% Government Agency Debt 2686915.88 2714416.86 FNMA 2028-04-01 2.50% Government Agency Debt 2818893.12 2803659.80 FNMA 2036-05-01 2.71% Government Agency Debt 5984043.16 1243456.10 FNMA 2038-05-01 6.00% Government Agency Debt 18830156.25 2703123.66 FNMA 2026-12-01 3.00% Government Agency Debt 3015565.05 2706872.38 FNMA 2026-12-01 3.50% Government Agency Debt 3396805.99 2772217.10 FNMA 2043-02-01 3.00% Government Agency Debt 2785482.94 2669642.82 FNMA 2028-05-01 2.50% Government Agency Debt 2789062.50 2788555.34 FNMA 2024-11-01 4.00% Government Agency Debt 10335468.75 2750743.73 FNMA 2035-07-01 5.00% Government Agency Debt 5620152.19 2625241.38 FNMA 2041-07-01 4.00% Government Agency Debt 4056754.36 2637952.96 FNMA 2027-07-01 2.50% Government Agency Debt 4401857.81 2688389.29 FNMA 2042-06-01 4.00% Government Agency Debt 2693083.29 2688774.81 FNMA 2028-04-01 3.00% Government Agency Debt 2629165.95 2687698.69 FNMA 2040-02-01 6.00% Government Agency Debt 9118076.84 2662860.09 FNMA 2040-10-01 4.00% Government Agency Debt 3126609.59 2758099.93 GNMA 2042-09-20 3.00% Government Agency Debt 3108789.07 2859846.14 GNMA 2042-12-20 3.00% Government Agency Debt 2786952.77 2699951.96 GNMA 2040-10-20 4.50% Government Agency Debt 4362890.63 2859614.69 GNMA 2041-12-20 4.00% Government Agency Debt 3427149.00 2499550.41 GNMA 2040-02-15 5.00% Government Agency Debt 3984375.00 2789240.76 First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 102000000.00 102000000.00 0.0619 N/A N 102000000.00 102000000.00 FANNIE MAE DISCOUNT NOTES FANNIE MAE DISCOUNT NOTES 313589QZ9 GDC 12/26/2013 313589QZ9 Government Agency Debt N First Tier Security N/A N/A 2013-12-26 2013-12-26 N N N 30000000.00 29979233.33 0.0182 N/A N 29986650.00 29986650.00 FHLMC FHLMC 313397QT1 GDC 12/20/2013 313397QT1 Government Agency Debt N First Tier Security N/A N/A 2013-12-20 2013-12-20 N N N 25000000.00 24983277.79 0.0152 N/A N 24989250.00 24989250.00 J.P. MORGAN SECURITIES, INC. REPO TRIPA MORTG 0.05 07/03/2013 TRIPARTY1 Government Agency Repurchase Agreement Y FNMA 2018-05-01 4.50% Government Agency Debt 535789.69 46595.19 FNMA 2037-11-01 6.00% Government Agency Debt 537474.92 219837.75 FNMA 2035-07-01 6.00% Government Agency Debt 508677.88 85391.40 FNMA 2029-04-01 7.50% Government Agency Debt 529411.76 16029.17 FNMA 2031-10-01 7.50% Government Agency Debt 512156.33 101655.45 FNMA 2031-10-01 7.00% Government Agency Debt 528800.61 12858.95 FNMA 2041-02-01 4.00% Government Agency Debt 527004.42 475869.00 FNMA 2026-02-01 4.00% Government Agency Debt 526962.07 372571.46 FNMA 2026-11-01 3.00% Government Agency Debt 513698.82 207148.41 FNMA 2041-04-01 4.50% Government Agency Debt 516705.88 341461.69 FNMA 2041-05-01 4.50% Government Agency Debt 256235.29 154818.94 FNMA 2041-04-01 4.50% Government Agency Debt 526203.11 238783.67 FNMA 2041-08-01 4.00% Government Agency Debt 520411.76 234868.31 FNMA 2026-05-01 4.50% Government Agency Debt 539507.86 286345.00 FNMA 2042-07-01 4.00% Government Agency Debt 533449.27 513296.61 FNMA 2041-09-01 4.00% Government Agency Debt 510148.38 351896.50 FNMA 2041-09-01 4.00% Government Agency Debt 516930.35 349204.93 FNMA 2041-09-01 4.00% Government Agency Debt 523796.61 224130.50 FNMA 2041-11-01 4.00% Government Agency Debt 516645.32 525913.09 FNMA 2041-12-01 3.50% Government Agency Debt 534619.48 524815.01 FNMA 2041-12-01 4.00% Government Agency Debt 515184.99 398094.23 FNMA 2042-01-01 3.50% Government Agency Debt 543459.39 482180.36 FNMA 2042-03-01 4.50% Government Agency Debt 531361.27 417633.28 FNMA 2042-09-01 3.50% Government Agency Debt 525602.96 527317.63 FNMA 2040-06-01 6.50% Government Agency Debt 543712.24 311683.78 FNMA 2041-04-01 4.50% Government Agency Debt 515620.38 327759.49 FNMA 2026-03-01 3.50% Government Agency Debt 512029.69 316169.31 FNMA 2040-01-01 6.00% Government Agency Debt 518474.54 254275.75 FNMA 2042-05-01 5.00% Government Agency Debt 526051.91 333995.23 FNMA 2042-09-01 4.00% Government Agency Debt 539553.60 558660.12 FNMA 2027-09-01 2.50% Government Agency Debt 514588.24 489856.85 FNMA 2042-09-01 3.50% Government Agency Debt 527288.19 512990.21 FNMA 2027-10-01 2.50% Government Agency Debt 522486.21 505609.50 FNMA 2042-10-01 3.50% Government Agency Debt 514696.66 470873.67 FNMA 2042-09-01 4.00% Government Agency Debt 511742.12 524990.81 FNMA 2042-10-01 3.50% Government Agency Debt 510146.68 513530.14 FNMA 2042-11-01 3.50% Government Agency Debt 521251.62 524404.01 FNMA 2042-11-01 4.00% Government Agency Debt 515298.92 534295.10 FNMA 2028-02-01 3.00% Government Agency Debt 531026.68 539681.45 FNMA 2043-04-01 3.50% Government Agency Debt 518977.27 527083.14 FNMA 2043-05-01 3.50% Government Agency Debt 514024.52 522748.27 FNMA 2043-01-01 3.50% Government Agency Debt 541927.48 479489.79 FNMA 2028-05-01 3.00% Government Agency Debt 520136.89 533348.39 FNMA 2043-06-01 3.50% Government Agency Debt 514338.78 523765.12 FNMA 2028-05-01 2.50% Government Agency Debt 478588.24 479673.25 FNMA 2043-06-01 4.00% Government Agency Debt 513994.45 541531.97 FNMA 2043-06-01 4.00% Government Agency Debt 543495.39 572942.57 FNMA 2043-06-01 3.50% Government Agency Debt 541860.56 552041.68 FNMA 2043-05-01 3.50% Government Agency Debt 512205.04 521915.34 FNMA 2043-06-01 4.00% Government Agency Debt 535832.05 564862.29 FNMA 2043-06-01 4.00% Government Agency Debt 534821.08 564792.67 FNMA 2033-07-01 3.00% Government Agency Debt 512108.47 491178.65 FNMA 2043-06-01 3.50% Government Agency Debt 542818.16 552763.93 FNMA 2032-07-01 6.50% Government Agency Debt 520569.32 26076.36 FNMA 2032-09-01 7.00% Government Agency Debt 522530.68 317545.85 FNMA 2032-10-01 7.00% Government Agency Debt 511874.68 51011.08 FNMA 2033-03-01 6.00% Government Agency Debt 543152.33 200697.03 FNMA 2033-03-01 6.00% Government Agency Debt 528633.74 125108.06 FNMA 2036-10-01 6.50% Government Agency Debt 527942.96 68061.70 FNMA 2033-11-01 5.50% Government Agency Debt 533647.06 92389.28 FNMA 2033-09-01 5.00% Government Agency Debt 517308.14 95808.33 FNMA 2035-11-01 5.50% Government Agency Debt 533944.80 96168.63 FNMA 2035-05-01 5.50% Government Agency Debt 536711.29 79430.43 FNMA 2036-05-01 6.50% Government Agency Debt 527764.66 23776.37 FNMA 2018-03-01 4.50% Government Agency Debt 533727.53 119544.74 FNMA 2036-04-01 5.50% Government Agency Debt 514056.71 64951.89 FNMA 2036-08-01 8.00% Government Agency Debt 511878.07 21257.54 FNMA 2027-06-01 6.00% Government Agency Debt 517291.20 363293.61 FNMA 2038-12-01 7.00% Government Agency Debt 510597.74 292709.41 FNMA 2038-11-01 6.50% Government Agency Debt 531716.19 247622.42 FNMA 2037-07-01 6.00% Government Agency Debt 510336.42 100002.63 FNMA 2037-10-01 6.50% Government Agency Debt 508281.04 69962.64 FNMA 2038-06-01 5.50% Government Agency Debt 536491.91 232405.54 FNMA 2038-05-01 6.00% Government Agency Debt 521888.19 78785.56 FNMA 2038-07-01 6.00% Government Agency Debt 533030.82 237079.65 FNMA 2030-11-01 8.00% Government Agency Debt 542510.26 330759.27 FNMA 2039-04-01 4.50% Government Agency Debt 531281.65 76358.13 FNMA 2041-07-01 4.00% Government Agency Debt 536283.53 374383.90 FNMA 2039-10-01 4.50% Government Agency Debt 518823.53 274311.24 FNMA 2040-01-05 5.00% Government Agency Debt 543907.48 339113.83 FNMA 2040-10-01 4.50% Government Agency Debt 521227.06 272001.78 FNMA 2041-03-01 4.50% Government Agency Debt 523482.35 329286.75 FNMA 2040-11-01 4.00% Government Agency Debt 529417.27 325135.99 FNMA 2040-11-01 4.00% Government Agency Debt 512030.54 230289.95 FNMA 2025-11-01 4.00% Government Agency Debt 538327.91 367800.04 FNMA 2040-11-01 4.00% Government Agency Debt 516911.29 362329.70 First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 27000000.00 27000000.00 0.0164 N/A N 26999913.60 26999913.60 MANHATTAN ASSET FUNDING CO LLC MANHATTAN ASSET FUNDING CO LL 56274LV19 DCP 08/01/2013 56274LV19 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 6000000.00 5999018.34 0.0036 N/A N 5999008.20 5999008.20 BNP PARIBAS SECURITIES CORP REPO TRIPA CORPO 0.13 07/01/2013 TRIPARTY2 Other Repurchase Agreement N AT & T INC 2041-08-15 5.55% Other Note 70338.06 74161.23 ANHUESER-BUSCH INBEV FIN INC 2023-01-17 2.63% Other Note 14067.61 13331.19 B A T INTL FIN P L C 2015-06-05 1.40% Other Note 70338.06 70895.14 BB & T CORP 2014-03-28 2.05% Other Note 773681.23 783736.51 BAA FDG LTD 2023-07-15 4.88% Other Note 46174.40 49971.00 THE BANK OF NOVA SCOTIA 2015-10-09 0.75% Other Note 81592.15 81244.23 THE BEAR STEARNS 2017-01-22 5.55% Other Note 150523.45 168518.52 CATERPILLAR INC. 2036-08-15 6.05% Other Note 58226.69 68672.06 DIAGEO CAPITAL PLC 2020-07-15 4.83% Other Note 267284.62 307682.05 DIAGEO CAPITAL PLC 2016-04-29 0.63% Other Note 64915.28 64360.53 E.I DU PONT DE NEMOURS 2015-03-15 4.75% Other Note 925978.32 1000880.96 GENERAL ELEC CAPT 2016-01-08 0.48% Other Note 75563.05 75208.73 GLAXOSMITHKLINE CAPITAL PLC 2022-05-08 2.85% Other Note 562704.47 539982.46 GOLDMAN SACHS GRP INC MTN BE 2020-03-15 5.38% Other Note 343249.73 377962.14 GOLDMAN SACHS GROUP INC 2015-01-15 5.35% Other Note 109536.33 121419.23 IBM CORPORATION 2014-10-31 0.88% Other Note 154743.73 155716.36 JP MORGAN CHASE CO 2023-01-25 3.20% Other Note 281352.24 271060.37 KOREA EXPRESSWAY 2015-03-23 4.50% Other Note 507284.27 536511.45 LOWE'S CO INC 2036-10-15 5.80% Other Note 509465.31 574412.52 NATIONAL BK OF CANADA 2014-01-30 1.65% Other Note 120725.71 122365.57 ORACLE CORP 2039-07-08 6.13% Other Note 168811.34 206833.33 ORACLE CORP 2022-10-15 2.50% Other Note 196946.56 182430.62 PNC FDG CORP 2015-02-08 3.63% Other Note 9847.33 10412.44 PACIFICORP 2036-08-01 6.10% Other Note 62741.55 76235.27 SBC COMMUNICATIONS INC 2014-09-15 5.10% Other Note 349158.12 371993.65 STRYKER CORP 2020-01-15 4.38% Other Note 422028.35 470852.40 TAEGET CORP 2016-07-15 5.88% Other Note 91439.48 104342.64 TARGET CORP 2022-01-15 2.90% Other Note 84405.67 82579.98 TARGET CORP 2042-07-01 4.00% Other Note 111134.13 102434.18 TEVA PHARMACEUTICAL FIN 2036-02-01 6.15% Other Note 37982.55 45745.52 TRANSCANADA PIPELINE 2021-01-01 9.88% Other Note 351163.32 505658.36 UNITED TECH 2022-06-01 3.10% Other Note 509247.55 504106.69 UNITEDHEALTH GROUP INC COM 2038-02-15 6.88% Other Note 154743.73 196016.87 UNITED HEALTH GROUP INC COM 2022-03-15 2.88% Other Note 389672.85 371486.81 VERIZON COMMUNICATIONS 2021-11-01 3.50% Other Note 658364.23 664636.61 VERIZON GLOBAL FDG CORP 2015-09-15 4.90% Other Note 19975.45 21928.23 VIRGINIA ELEC PWR CO 2022-09-01 3.45% Other Note 156579.55 160405.18 VODAFONE GROUP PLC ADRS 2022-09-26 2.50% Other Note 817848.46 730198.74 VODAFONE GROUP PLC ADRS 2018-02-19 1.50% Other Note 338010.95 325364.27 WOORI BANK GBL NT PGM 2016-01-20 4.75% Other Note 633059.13 683740.09 DANONE 2022-06-15 3.00% Other Note 182878.95 175670.47 CNOOC FIN 2012 LTD 2022-05-02 3.88% Other Note 542730.15 525265.09 COSL FIN BVI LTD 2022-09-06 3.25% Other Note 419763.75 375331.76 HUTCHISON WHAMPOA INTL 11 LTD 2017-01-13 3.50% Other Note 748485.29 785274.59 GCB REGS KOREA HIGHWAY 2014-04-07 0.00% Other Note 398456.94 407964.13 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 12900000.00 12900000.00 0.0078 N/A N 12900000.00 12900000.00 CREDIT SUISSE SECURITIES (USA) LLC REPO TRIPA CORPO 0.13 07/01/2013 TRIPARTY2 Other Repurchase Agreement N AMERICAN EXPRESS COMPANY 2066-09-01 6.80% Other Note 57381.28 62538.14 ANGLO AMERICAN CAPITAL PLC 2022-09-27 4.13% Other Note 2827042.60 2708976.96 ASSURED GUARANTY US HOLDINGS I 2066-12-15 6.40% Other Note 63756.98 58747.10 BMC SOFTWARE INC 2018-06-01 7.25% Other Note 503680.17 516168.05 BANCO BRADESCO SA 2015-03-23 4.10% Other Note 519329.61 539230.04 BARRICK GOLD CORP 2016-05-30 2.90% Other Note 2426532.82 2419524.21 BRAZIL MINAS SPE 2028-02-15 5.33% Other Note 637569.83 626565.33 COMPUTER SCIENCES CORPORATION 2018-03-15 6.50% Other Note 29849.86 33812.39 CONTINENTAL AIRLINES 2019-03-15 6.65% Other Note 28980.16 9675.52 DOW CHEMICAL COMPANY 2021-04-01 9.00% Other Note 579.61 737.20 EASTMAN CHEMICAL COMPANY 2022-08-15 3.60% Other Note 1478002.79 1427617.70 FEDEX CORPORATION 2042-08-01 3.88% Other Note 56801.68 49011.53 HARTFORD FINANCIAL SERVICES GR 2041-10-01 6.10% Other Note 591780.73 665085.60 HESS CORPORATION < CO 2041-02-15 5.60% Other Note 36225.56 36789.91 INGERSOLL-RAND GLOBAL HOLDINGS 2043-06-15 5.75% Other Note 260824.02 255103.57 KERRY GROUP FINL SVCS 2023-04-09 3.20% Other Note 1449022.35 1346043.59 KINDER MORGAN 2038-01-15 6.95% Other Note 1449.02 1698.04 KINDER MORGAN 2018-02-15 5.95% Other Note 26082.40 30812.91 KINDER MORGAN 2020-02-15 6.85% Other Note 136208.10 165590.50 KINDER MORGAN 2022-03-01 4.15% Other Note 2318.44 2373.27 MACY'S RETAIL HOLDINGS INC. 2042-01-15 5.13% Other Note 6375.70 6212.73 MOLSON COORS BREWING COMPANY 2042-05-01 5.00% Other Note 16518.85 15877.74 NOMURA HOLDINGS INC ADR 2020-03-04 6.70% Other Note 276763.27 323347.12 PNC BANK CORP. 2038-05-21 8.25% Other Note 83753.49 84003.01 PETROLEOS MEXICANOS 2040-09-27 6.63% Other Note 272416.20 277183.50 PLAINS EXPLORATION & PRODUCTIO 2020-11-15 6.50% Other Note 6764615.92 7211178.85 PRUDENTIAL FINANCIAL INC. 2044-03-15 5.20% Other Note 289804.47 276434.82 TALISMAN ENERGY INC. 2042-05-15 5.50% Other Note 107517.46 105195.20 TIME WARNER CABLE INC. 2017-05-01 5.85% Other Note 78247.21 88414.84 TIME WARNER CABLE INC. 2042-09-15 4.50% Other Note 1093432.26 882935.61 U.S.WEST COMMUNICATIONS INC. 2033-09-15 6.88% Other Note 1086187.15 1072251.48 BNP PARIBAS 2035-06-29 5.19% Other Note 114182.96 110704.49 SOFTBANK CORP 2020-04-15 4.50% Other Note 115921.79 113057.94 MYLAN INC. 2023-01-15 3.13% Other Note 289804.47 265031.28 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 20750000.00 20750000.00 0.0126 N/A N 20750000.00 20750000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.14 07/01/2013 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2036-01-01 2.66% Government Agency Debt 13812758.69 1713044.73 FMAC 2036-09-01 2.70% Government Agency Debt 17477300.55 1817341.15 FMAC 2041-12-01 2.88% Government Agency Debt 2686773.57 1828055.74 FMAC 2042-05-01 2.66% Government Agency Debt 2350926.88 1915114.95 FMAC 2037-09-01 6.03% Government Agency Debt 16795015.23 1939961.02 FMAC 2036-01-01 2.61% Government Agency Debt 12947614.24 1682483.27 FMAC 2036-01-01 2.84% Government Agency Debt 9983687.21 1806160.22 FMAC 2037-08-01 3.05% Government Agency Debt 8106456.65 1969341.69 FMAC 2038-09-01 5.39% Government Agency Debt 8426418.14 1748863.78 FMAC 2035-10-01 2.10% Government Agency Debt 8393137.07 1943156.42 FMAC 2037-03-01 2.13% Government Agency Debt 15186926.84 1673208.30 FMAC 2035-12-01 2.30% Government Agency Debt 9146560.44 1900739.95 FMAC 2036-11-01 2.86% Government Agency Debt 11339507.72 1774652.25 FMAC 2036-12-01 2.64% Government Agency Debt 6144626.98 1839887.56 FMAC 2037-03-01 5.42% Government Agency Debt 21137226.20 1728073.65 FMAC 2035-06-01 2.40% Government Agency Debt 7993151.38 1717631.41 FMAC 2037-05-01 5.61% Government Agency Debt 25188502.25 1763021.74 FMAC 2037-03-01 2.62% Government Agency Debt 11986011.94 1852239.44 FMAC 2041-09-01 3.07% Government Agency Debt 4311535.41 2016788.05 FMAC 2041-09-01 2.78% Government Agency Debt 4433176.40 1865442.07 FNMA 2015-09-01 2.58% Government Agency Debt 1986533.21 1871207.31 FNMA 2020-11-01 3.42% Government Agency Debt 1874024.57 1927987.06 FNMA 2021-11-01 3.58% Government Agency Debt 1679233.48 1702268.28 FNMA 2041-09-01 3.84% Government Agency Debt 2486728.17 1702113.81 FNMA 2041-04-01 3.19% Government Agency Debt 3737973.73 2009565.04 FNMA 2041-07-01 3.24% Government Agency Debt 2764852.89 1666497.77 FNMA 2023-01-01 2.29% Government Agency Debt 2015080.18 1887209.53 FNMA 2023-06-01 2.44% Government Agency Debt 1937835.44 1842063.74 FNMA 2033-07-01 2.35% Government Agency Debt 12386435.57 1862634.78 FNMA 2044-09-01 2.22% Government Agency Debt 11470041.25 1723397.01 FNMA 2036-10-01 2.79% Government Agency Debt 8655330.91 1912439.53 FNMA 2034-09-01 2.74% Government Agency Debt 10075400.90 1680097.16 FNMA 2037-09-01 5.74% Government Agency Debt 11351173.35 1709141.90 FNMA 2036-04-01 2.52% Government Agency Debt 15118082.29 1920164.42 FNMA 2036-05-01 2.51% Government Agency Debt 15886502.56 1773574.29 FNMA 2036-05-01 2.62% Government Agency Debt 10078191.11 1805903.05 FNMA 2037-03-01 2.61% Government Agency Debt 8396167.42 1957295.48 FNMA 2035-11-01 2.86% Government Agency Debt 11133317.99 1915051.34 FNMA 2039-12-01 3.76% Government Agency Debt 4343021.71 2042106.24 FNMA 2040-01-01 4.03% Government Agency Debt 4654341.86 1785093.05 FNMA 2040-05-01 4.18% Government Agency Debt 5713351.46 1999187.64 FNMA 2037-10-01 4.98% Government Agency Debt 9438348.75 1907256.47 FNMA 2038-03-01 2.65% Government Agency Debt 8089023.19 1667735.31 FNMA 2039-04-01 4.10% Government Agency Debt 7509532.14 1741561.19 FNMA 2039-12-01 3.92% Government Agency Debt 5877317.19 1748799.47 FNMA 2040-01-01 3.58% Government Agency Debt 3761483.00 1817951.97 FNMA 2040-04-01 3.46% Government Agency Debt 3786649.68 1729285.22 FNMA 2034-04-01 1.85% Government Agency Debt 2508562.57 1683011.64 FNMA 2040-05-01 4.29% Government Agency Debt 5037700.45 1962439.33 FNMA 2041-03-01 2.98% Government Agency Debt 2871489.26 1784034.07 GNMA 2042-11-20 3.50% Government Agency Debt 196528.08 200085.53 GNMA 2042-12-15 3.50% Government Agency Debt 904593.00 896500.95 GNMA 2043-01-15 3.50% Government Agency Debt 2037029.78 2049247.71 GNMA 2024-04-15 5.50% Government Agency Debt 5742499.93 2029225.40 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 94517000.00 94517000.00 0.0573 N/A N 94517000.00 94517000.00 GOLDMAN, SACHS & CO. REPO TRIPA MORTG 0.13 07/01/2013 TRIPARTY2 Government Agency Repurchase Agreement Y GNMA 2042-09-15 3.00% Government Agency Debt 37544716.19 34969076.70 GNMA 2042-10-15 3.00% Government Agency Debt 103296354.40 99301683.88 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 131638000.00 131638000.00 0.0798 N/A N 131638000.00 131638000.00 J.P. MORGAN SECURITIES, INC. REPO TRIPA TREAS 0.1 07/01/2013 TRIPARTY2 Treasury Repurchase Agreement Y U.S. TREASURY 2016-06-30 3.25% Treasury Debt 44559600.00 48680490.57 U.S. TREASURY 2016-12-31 0.88% Treasury Debt 16303600.00 16364032.45 U.S. TREASURY 2014-05-31 0.25% Treasury Debt 36930000.00 36960332.53 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 100000000.00 100000000.00 0.0607 N/A N 100000000.00 100000000.00 UBS SECURITIES LLC - CNTRPTY REPO TRIPA TREAS 0.06 07/01/2013 TRIPARTY2 Treasury Repurchase Agreement Y U.S. TREASURY 2042-08-15 2.75% Treasury Debt 58952500.00 51000019.46 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 50000000.00 50000000.00 0.0303 N/A N 50000000.00 50000000.00 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS AUSTRALIA & NEW ZEALAND BANKI 99BN019M1 TD 07/01/2013 99BN019M1 Other Instrument Time Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 17000000.00 17000000.00 0.0103 N/A N 17000000.00 17000000.00 BANK OF NOVA SCOTIA REPO TRIPA TREAS 0.1 07/01/2013 TRIPARTY2 Treasury Repurchase Agreement Y U.S. TREASURY 2016-05-15 0.25% Treasury Debt 77311035.16 76500654.16 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 75000000.00 75000000.00 0.0455 N/A N 75000000.00 75000000.00 BARCLAYS CAPITAL, INC. REPO TRIPA TREAS 0.1 07/01/2013 TRIPARTY2 Treasury Repurchase Agreement Y U.S. TREASURY 2014-01-31 1.75% Treasury Debt 75256100.00 76511800.42 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 75000000.00 75000000.00 0.0455 N/A N 75000000.00 75000000.00