0000928816-16-002371.txt : 20160414 0000928816-16-002371.hdr.sgml : 20160414 20160304151729 ACCESSION NUMBER: 0000928816-16-002371 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20160229 FILED AS OF DATE: 20160304 DATE AS OF CHANGE: 20160304 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: 161485019 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 2016-02-29 0001005942 S000018606 1 N N N N 333-515 Putnam Investment Management, LLC 801-7974 Putnam Investment Limited 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Government Agency Debt 812560.59 821459.82 FMAC 2018-10-30 1.050% Government Agency Debt 682824.03 687387.57 FNMA 2016-03-10 8.200% Government Agency Debt 43700.74 45486.40 FNMA 2017-05-11 5.000% Government Agency Debt 19971749.21 21271111.21 FNMA 2020-04-08 1.810% Government Agency Debt 19864716.54 20038913.55 FNMA 2021-02-26 1.375% Government Agency Debt 688969.44 689596.40 FNMA 2036-01-01 5.500% Government Agency Debt 256059.01 17842.45 FNMA 2028-09-01 6.500% Government Agency Debt 203993.68 1617.80 FNMA 2021-07-01 6.000% Government Agency Debt 59747.10 591.38 FNMA 2023-09-01 4.500% Government Agency Debt 1064741.67 73993.99 FNMA 2024-10-01 6.000% Government Agency Debt 4302464.79 362723.04 FNMA 2037-01-01 5.500% Government Agency Debt 106691.25 5669.32 FNMA 2026-06-01 6.000% Government Agency Debt 935996.23 69342.83 FNMA 2027-04-01 6.000% Government Agency Debt 428733.26 36458.93 FNMA 2026-02-01 7.000% Government Agency Debt 51211.80 598.01 FNMA 2024-05-01 6.000% Government Agency Debt 2281.83 79.60 FNMA 2028-08-01 6.500% Government Agency Debt 266301.37 3655.63 FNMA 2039-11-01 3.680% Government Agency Debt 853.53 881.04 FNMA 2033-04-01 5.500% Government Agency Debt 358481.93 14566.06 FNMA 2033-05-01 6.000% Government Agency Debt 95083.25 2481.22 FNMA 2033-04-01 6.000% Government Agency Debt 88425.71 1967.77 FNMA 2041-02-01 4.500% Government Agency Debt 3414.12 1141.27 FNMA 2041-05-01 4.500% Government Agency Debt 6145.42 2617.73 FNMA 2041-12-01 4.000% Government Agency Debt 170.71 69.90 FNMA 2042-03-01 4.000% Government Agency Debt 138271.87 65748.57 FNMA 2041-05-01 4.500% Government Agency Debt 25605.90 8390.91 FNMA 2027-05-01 3.000% Government Agency Debt 606689.15 373938.80 FNMA 2039-10-01 6.000% Government Agency Debt 10754.48 2153.86 FNMA 2041-08-01 4.500% Government Agency Debt 1365.65 725.11 FNMA 2042-09-01 4.500% Government Agency Debt 512.12 328.04 FNMA 2045-01-01 4.500% Government Agency Debt 2560.59 1979.84 FNMA 2044-12-01 4.500% Government Agency Debt 682.82 594.53 FNMA 2028-12-01 6.000% Government Agency Debt 67164.79 74705.63 FNMA 2027-05-01 3.000% Government Agency Debt 628198.10 364032.99 FNMA 2043-09-01 5.000% Government Agency Debt 702534.25 370709.86 FNMA 2043-11-01 4.500% Government Agency Debt 81374.70 53331.64 FNMA 2029-10-01 3.500% Government Agency Debt 67481.11 63285.55 FNMA 2029-09-01 3.000% Government Agency Debt 69873.04 58696.08 FNMA 2044-10-01 4.500% Government Agency Debt 76186.77 49136.53 FNMA 2044-12-01 4.000% Government Agency Debt 29088.47 25596.62 FNMA 2044-12-01 4.500% Government Agency Debt 75431.23 63126.89 FNMA 2045-04-01 3.500% Government Agency Debt 73621.06 71271.45 FNMA 2045-06-01 3.000% Government Agency Debt 351181.69 351713.32 FNMA 2045-08-01 3.500% Government Agency Debt 1536.35 1562.83 FNMA 2045-09-01 4.500% Government Agency Debt 218497.37 231374.77 FNMA 2045-11-01 3.500% Government Agency Debt 23451.25 24314.26 FNMA 2046-01-01 3.500% Government Agency Debt 324341.41 337876.87 FNMA 2046-01-01 3.500% Government Agency Debt 51211.80 53464.64 FNMA 2046-01-01 3.500% Government Agency Debt 51211.80 53557.40 FNMA 2046-01-01 3.500% Government Agency Debt 68282.40 71424.17 FNMA 2028-04-01 3.000% Government Agency Debt 563094.08 315134.03 FNMA 2043-05-01 3.000% Government Agency Debt 49089.76 40436.35 FNMA 2029-03-01 3.500% Government Agency Debt 384828.35 347110.66 FNMA 2043-09-01 4.500% Government Agency Debt 286721.39 230919.51 FNMA 2043-09-01 4.500% Government Agency Debt 219823.93 144325.98 FNMA 2028-09-01 3.000% Government Agency Debt 203113.86 147592.82 FNMA 2028-09-01 4.000% Government Agency Debt 184711.07 128256.41 FNMA 2028-07-01 2.500% Government Agency Debt 158872.32 131990.22 FNMA 2043-08-01 3.500% Government Agency Debt 4267.65 3925.01 FNMA 2043-10-01 4.500% Government Agency Debt 11630.54 6270.66 FNMA 2043-08-01 2.500% Government Agency Debt 7510.89 6675.87 FNMA 2043-08-01 3.500% Government Agency Debt 20143.31 17363.28 FNMA 2043-09-01 3.500% Government Agency Debt 170706.01 154495.84 FNMA 2043-09-01 4.500% Government Agency Debt 171259.26 140200.92 FNMA 2028-09-01 4.000% Government Agency Debt 173385.24 138255.84 FNMA 2028-09-01 4.000% Government Agency Debt 184087.65 124278.27 FNMA 2028-09-01 2.500% Government Agency Debt 256059.01 203558.17 FNMA 2028-10-01 4.000% Government Agency Debt 180209.04 132297.66 FNMA 2028-07-01 2.500% Government Agency Debt 211464.11 145851.96 FNMA 2043-08-01 3.500% Government Agency Debt 161819.39 155782.85 FNMA 2043-09-01 5.000% Government Agency Debt 310847.96 296055.97 FNMA 2028-10-01 4.000% Government Agency Debt 343254.44 306698.56 FNMA 2028-11-01 3.500% Government Agency Debt 336127.30 263639.80 FNMA 2028-12-01 3.000% Government Agency Debt 460906.22 357069.02 FNMA 2044-01-01 5.000% Government Agency Debt 312687.48 255582.77 FNMA 2030-06-01 3.000% Government Agency Debt 301221.16 301536.50 FNMA 2029-01-01 3.500% Government Agency Debt 384074.69 291361.61 FNMA 2044-02-01 4.500% Government Agency Debt 337403.66 362062.52 FNMA 2044-03-01 5.000% Government Agency Debt 341889.82 359588.64 FNMA 2029-05-01 3.500% Government Agency Debt 384088.51 292886.73 FNMA 2029-04-01 3.500% Government Agency Debt 521158.44 352590.94 FNMA 2044-07-01 4.500% Government Agency Debt 349251.17 339962.35 FNMA 2044-11-01 4.500% Government Agency Debt 374715.90 348817.11 FNMA 2044-09-01 4.500% Government Agency Debt 278825.56 248476.23 FNMA 2044-08-01 4.500% Government Agency Debt 7940.05 8571.15 FNMA 2044-09-01 3.500% Government Agency Debt 257363.37 251541.13 FNMA 2029-10-01 3.500% Government Agency Debt 380283.48 374529.51 FNMA 2032-05-01 4.000% Government Agency Debt 45237.09 36263.12 FNMA 2044-10-01 4.500% Government Agency Debt 357478.52 361085.48 FNMA 2045-03-01 3.500% Government Agency Debt 682.82 651.33 FNMA 2045-06-01 3.500% Government Agency Debt 348013.90 363668.97 FNMA 2034-12-01 4.000% Government Agency Debt 353881.92 368138.92 FNMA 2045-04-01 2.500% Government Agency Debt 259540.39 248719.41 FNMA 2030-01-01 3.500% Government Agency Debt 362459.04 361000.96 FNMA 2045-01-01 4.000% Government Agency Debt 340290.13 363389.41 FNMA 2045-04-01 3.000% Government Agency Debt 374870.39 368529.06 FNMA 2030-02-01 3.500% Government Agency Debt 358746.70 360290.90 FNMA 2030-04-01 3.500% Government Agency Debt 370632.10 363649.16 FNMA 2045-06-01 3.500% Government Agency Debt 349590.54 364156.25 FNMA 2025-04-01 3.500% Government Agency Debt 383685.31 369949.25 FNMA 2045-04-01 2.500% Government Agency Debt 273476.83 247534.71 FNMA 2045-07-01 4.000% Government Agency Debt 341333.49 362497.42 FNMA 2045-07-01 4.000% Government Agency Debt 342480.63 364467.07 FNMA 2045-07-01 4.000% Government Agency Debt 345468.16 370376.32 FNMA 2030-07-01 3.500% Government Agency Debt 352074.31 364708.19 FNMA 2045-07-01 4.000% Government Agency Debt 233064.91 249232.11 FNMA 2045-08-01 4.000% Government Agency Debt 231849.83 249392.47 FNMA 2046-01-01 3.500% Government Agency Debt 235926.28 248203.39 FNMA 2033-02-01 5.500% Government Agency Debt 8535319.95 248001.25 FNMA 2019-04-01 4.500% Government Agency Debt 17882.31 738.40 FNMA 2034-12-01 5.500% Government Agency Debt 80369.75 8426.75 FNMA 2035-05-01 5.500% Government Agency Debt 2312212.86 244906.78 FNMA 2045-10-01 4.500% Government Agency Debt 221552.50 244605.26 FNMA 2046-02-01 3.000% Government Agency Debt 49794.94 51281.49 FNMA 2030-07-01 2.500% Government Agency Debt 344086.29 341520.15 FNMA 2046-02-01 4.000% Government Agency Debt 340662.27 367017.53 FNMA 2045-12-01 4.000% Government Agency Debt 335913.23 360874.72 FNMA 2045-07-01 2.500% Government Agency Debt 379174.40 374661.23 FNMA 2045-11-01 4.000% Government Agency Debt 348391.84 373491.55 FNMA 2046-02-01 3.000% Government Agency Debt 78443.17 80664.05 FNMA 2046-01-01 3.500% Government Agency Debt 341412.01 356100.43 FNMA 2045-09-01 4.500% Government Agency Debt 323053.78 353400.19 FNMA 2046-03-01 3.500% Government Agency Debt 271551.09 286812.41 FNMA 2045-12-01 4.500% Government Agency Debt 327399.27 360157.77 FNMA 2030-11-01 3.000% Government Agency Debt 10080.53 10456.40 FNMA 2046-02-01 3.500% Government Agency Debt 232785.81 246446.74 FNMA 2046-02-01 4.000% Government Agency Debt 246408.66 267298.39 FNMA 2046-02-01 4.000% Government Agency Debt 181141.09 196636.77 FNMA 2045-12-01 3.500% Government Agency Debt 170706.01 178095.36 FNMA 2046-01-01 4.000% Government Agency Debt 328921.80 355612.06 FNMA 2046-01-01 4.000% Government Agency Debt 227910.61 245657.31 FNMA 2031-02-01 3.000% Government Agency Debt 171457.11 179802.16 FNMA 2046-02-01 3.500% Government Agency Debt 201763.06 213852.82 FNMA 2046-02-01 4.000% Government Agency Debt 184671.98 200469.15 FNMA 2046-02-01 4.000% Government Agency Debt 174949.93 189456.39 FNMA 2046-02-01 4.000% Government Agency Debt 177279.04 193292.44 FNMA 2046-02-01 4.000% Government Agency Debt 173251.40 186013.93 FNMA 2046-02-01 4.500% Government Agency Debt 171846.49 188427.45 FNMA 2046-02-01 4.000% Government Agency Debt 70321.66 76283.30 FNMA 2037-03-01 6.000% Government Agency Debt 4142864.07 305757.87 FNMA 2038-03-01 6.000% Government Agency Debt 1996270.18 195127.60 FNMA 2037-05-01 6.000% Government Agency Debt 6563227.03 365348.89 FNMA 2037-12-01 6.000% Government Agency Debt 1174412.60 215824.13 FNMA 2039-11-01 5.000% Government Agency Debt 401438.05 247452.71 FNMA 2038-06-01 2.375% Government Agency Debt 655.00 10.69 FNMA 2040-12-01 4.000% Government Agency Debt 106268.07 62031.33 FNMA 2040-12-01 5.000% Government Agency Debt 382152.20 247832.03 FNMA 2041-07-01 4.000% Government Agency Debt 358482.61 210012.88 FNMA 2041-08-01 4.000% Government Agency Debt 596617.49 349862.61 FNMA 2041-08-01 4.500% Government Agency Debt 29361.43 8780.20 FNMA 2027-04-01 3.000% Government Agency Debt 152543.06 91939.22 FNMA 2043-06-01 2.500% Government Agency Debt 397987.40 354805.76 FNMA 2031-01-01 4.000% Government Agency Debt 1075447.84 368762.35 FNMA 2021-03-01 3.500% Government Agency Debt 361762.22 90445.05 FNMA 2022-02-01 3.000% Government Agency Debt 81029.19 29568.53 FNMA 2028-09-01 3.000% Government Agency Debt 285543.18 247158.37 FNMA 2034-09-01 4.000% Government Agency Debt 120859.85 113560.65 FNMA 2035-12-01 4.000% Government Agency Debt 129736.56 138495.35 FNMA 2036-02-01 3.500% Government Agency Debt 343369.67 363281.52 FNMA 2031-02-01 3.000% Government Agency Debt 66738.71 69817.72 FNMA 2046-02-01 3.500% Government Agency Debt 206718.49 218002.95 FNMA 2031-09-01 4.000% Government Agency Debt 171218.12 60997.66 FNMA 2028-11-01 5.500% Government Agency Debt 988388.80 103630.94 FNMA 2027-12-01 5.500% Government Agency Debt 40579.55 5265.86 FNMA 2041-02-01 4.000% Government Agency Debt 853.53 344.35 FNMA 2030-09-01 4.000% Government Agency Debt 139603.03 48486.13 FNMA 2040-10-01 4.000% Government Agency Debt 812312.72 372785.92 FNMA 2040-11-01 5.000% Government Agency Debt 1112333.82 360510.89 GNMA 2031-03-20 4.500% Government Agency Debt 109760.04 42980.05 GNMA 2051-01-15 3.430% Government Agency Debt 3691.18 4020.83 GNMA 2041-11-15 3.500% Government Agency Debt 225.16 99.42 GNMA 2041-02-15 3.700% Government Agency Debt 213382.51 232712.28 GNMA 2042-09-20 4.000% Government Agency Debt 19.63 9.99 GNMA 2042-12-20 3.000% Government Agency Debt 453.91 331.59 GNMA 2045-02-20 4.500% Government Agency Debt 198589.64 136778.35 GNMA 2045-02-20 5.500% Government Agency Debt 3884.59 2956.02 GNMA 2045-02-20 4.500% Government Agency Debt 354431.42 258220.59 GNMA 2045-01-20 4.500% Government Agency Debt 23491.54 15340.14 GNMA 2045-07-20 3.000% Government Agency Debt 51553.21 52077.90 GNMA 2045-07-20 3.500% Government Agency Debt 74989.44 76453.14 GNMA 2045-12-20 3.500% Government Agency Debt 85773.79 90484.19 GNMA 2046-01-20 2.500% Government Agency Debt 32221.78 32292.37 GNMA 2031-02-20 4.000% Government Agency Debt 11250.55 12033.90 GNMA 2031-02-20 2.500% Government Agency Debt 46655.49 48406.52 GNMA 2031-02-20 3.000% Government Agency Debt 31979.38 33693.23 GNMA 2046-02-20 4.500% Government Agency Debt 127033.78 137397.07 GNMA 2046-01-20 5.000% Government Agency Debt 117331.53 129197.53 GNMA 2045-12-15 3.000% Government Agency Debt 246842.76 255513.41 GNMA 2045-07-15 4.000% Government Agency Debt 296172.87 315873.49 GNMA 2045-06-15 3.000% Government Agency Debt 18168.41 18142.09 GNMA 2045-10-20 3.500% Government Agency Debt 327127.50 340040.47 GNMA 2046-02-15 3.000% Government Agency Debt 217856.88 226864.03 GNMA 2046-02-15 3.500% Government Agency Debt 223281.41 237793.71 GNMA 2046-01-15 3.500% Government Agency Debt 4209.61 4447.55 GNMA 2046-02-20 3.500% Government Agency Debt 4301.11 4583.41 GNMA 2046-02-20 3.500% Government Agency Debt 343484.04 366135.29 GNMA 2046-02-20 4.000% Government Agency Debt 289628.00 316993.44 GNMA 2019-01-20 10.000% Government Agency Debt 7.68 0.00 GNMA 2024-09-20 8.000% Government Agency Debt 5464.64 13.02 GNMA 2025-08-20 7.000% Government Agency Debt 4267.65 23.51 GNMA 2026-09-20 7.000% Government Agency Debt 0.34 0.00 GNMA 2028-02-20 7.500% Government Agency Debt 42676.50 233.11 GNMA 2030-11-20 7.500% Government Agency Debt 0.17 0.00 GNMA 2031-07-20 7.500% Government Agency Debt 0.85 0.01 GNMA 2032-08-20 6.500% Government Agency Debt 22191.78 417.92 GNMA 2032-07-20 5.500% Government Agency Debt 13827.19 793.39 GNMA 2018-01-20 5.000% Government Agency Debt 0.51 0.01 GNMA 2018-10-20 5.000% Government Agency Debt 27312.96 1220.60 GNMA 2033-10-20 6.000% Government Agency Debt 170706.01 11482.19 GNMA 2035-06-20 5.500% Government Agency Debt 68282.40 7681.24 GNMA 2035-11-20 5.000% Government Agency Debt 4267.65 496.44 GNMA 2035-10-20 6.000% Government Agency Debt 17070.60 2040.53 GNMA 2036-01-20 6.000% Government Agency Debt 136564.81 12349.67 GNMA 2036-08-20 6.000% Government Agency Debt 341412.01 21229.01 GNMA 2036-09-20 5.500% Government Agency Debt 153635.41 10876.56 GNMA 2037-02-20 5.000% Government Agency Debt 17070.60 1430.72 GNMA 2038-10-20 6.000% Government Agency Debt 929.49 9.63 GNMA 2024-08-20 1.875% Government Agency Debt 606.18 3.53 GNMA 2039-09-15 5.500% Government Agency Debt 196603.81 19095.44 GNMA 2040-07-15 5.500% Government Agency Debt 96801.57 14944.57 GNMA 2023-03-15 9.500% Government Agency Debt 129433.39 318.80 GNMA 2017-12-15 9.500% Government Agency Debt 781596.74 659.85 GNMA 2023-12-15 7.000% Government Agency Debt 88320.73 816.92 GNMA 2043-04-20 3.000% Government Agency Debt 244361.89 187804.19 GNMA 2041-04-15 5.000% Government Agency Debt 43807.09 20501.50 GNMA 2036-12-15 6.000% Government Agency Debt 2109745.63 197003.07 GNMA 2037-12-15 6.500% Government Agency Debt 9506.45 639.59 GNMA 2038-09-15 5.500% Government Agency Debt 412288.29 41187.25 GNMA 2038-05-20 5.500% Government Agency Debt 153635.41 18600.66 GNMA 2039-03-15 5.000% Government Agency Debt 712178.29 51298.03 GNMA 2039-01-15 5.500% Government Agency Debt 411794.95 131548.76 GNMA 2039-06-15 4.500% Government Agency Debt 5724.46 842.88 First Tier Security N/A N/A 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2044-10-01 3.500% Government Agency Debt 10147682.90 9765606.70 FMAC 2044-01-01 3.500% Government Agency Debt 9773353.53 9124482.23 FNMA 2026-08-01 4.500% Government Agency Debt 19437462.56 9261810.81 FNMA 2043-11-01 4.500% Government Agency Debt 13469061.22 9795154.95 FNMA 2042-06-01 4.000% Government Agency Debt 13189251.46 9710416.90 FNMA 2032-05-01 3.500% Government Agency Debt 13038980.54 9642179.04 FNMA 2045-09-01 2.580% Government Agency Debt 10508061.81 10004872.23 FNMA 2046-02-01 3.500% Government Agency Debt 8964126.56 9415866.74 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 144887000.00 144887000.00 0.0788 N/A N 144887000.00 144887000.00 Bank of Montreal REPO TRIPA TREAS 0.28 03/01/2016 TRIPARTY2 Treasury Repurchase Agreement Y U.S. TREASURY 2037-02-15 4.750% Treasury Debt 1442600.00 2047295.97 U.S. TREASURY 2044-11-15 3.000% Treasury Debt 7481300.00 8116808.48 U.S. TREASURY 2018-08-31 1.500% Treasury Debt 1727000.00 1754524.93 U.S. TREASURY 2019-08-31 1.000% 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Treasury Debt 454896.37 457281.10 U.S. TREASURY 2021-02-28 1.125% Treasury Debt 12.95 12.88 U.S. TREASURY 2021-01-15 1.125% Treasury Debt 166411.92 189735.26 U.S. TREASURY 2016-05-31 1.750% Treasury Debt 806217.62 812370.74 U.S. TREASURY 2021-07-15 0.625% Treasury Debt 1865634.72 2022294.91 U.S. TREASURY 2018-08-31 1.500% Treasury Debt 102901.55 104541.60 U.S. TREASURY 2018-11-30 1.375% Treasury Debt 12.95 13.17 U.S. TREASURY 2022-01-15 0.125% Treasury Debt 1364572.54 1424454.45 U.S. TREASURY 2022-02-15 2.000% Treasury Debt 1827966.32 1891066.31 U.S. TREASURY 2019-05-31 1.125% Treasury Debt 1295336.79 1304425.04 U.S. TREASURY 2019-09-30 1.000% Treasury Debt 76683.94 76798.73 U.S. TREASURY 2018-01-31 0.875% Treasury Debt 4068860.10 4076782.64 U.S. TREASURY 2020-03-31 1.125% Treasury Debt 2919261.66 2927427.22 U.S. TREASURY 2020-07-31 2.000% Treasury Debt 32370.47 33495.45 U.S. TREASURY 2025-05-15 2.125% Treasury Debt 3112862.69 3229153.60 U.S. TREASURY 2025-07-15 0.375% Treasury Debt 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MORGAN SECURITIES, LLC. REPO TRIPA TREAS 0.28 03/01/2016 TRIPARTY2 Treasury Repurchase Agreement Y U.S. TREASURY 2023-11-15 2.750% Treasury Debt 46685000.00 51001413.31 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 50000000.00 50000000.00 0.0272 N/A N 50000000.00 50000000.00 RBC CAPITAL MARKETS, LLC REPO TRIPA MORTG 0.3 03/01/2016 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2040-03-01 2.390% Government Agency Debt 6234046.17 873269.45 FMAC 2040-05-01 2.650% Government Agency Debt 26283325.57 2590004.33 FMAC 2042-01-01 2.689% Government Agency Debt 11122729.69 2537260.71 FMAC 2042-06-01 2.492% Government Agency Debt 183221.94 87132.42 FMAC 2042-06-01 2.437% Government Agency Debt 176640.00 101534.75 FMAC 2042-07-01 2.538% Government Agency Debt 2701.51 1412.05 FMAC 2046-02-01 3.500% Government Agency Debt 14971409.06 15694711.10 FMAC 2036-05-01 2.833% Government Agency Debt 32344670.00 6687855.62 FMAC 2041-04-01 3.512% Government Agency Debt 722488.49 221925.99 FMAC 2041-09-01 3.390% Government Agency Debt 5926902.86 1458047.01 FMAC 2040-03-01 2.432% Government Agency Debt 535093.03 93425.63 FMAC 2042-05-01 2.667% Government Agency Debt 8076492.71 3823489.42 FMAC 2045-05-01 2.209% Government Agency Debt 7064963.89 6362594.81 FMAC 2042-11-01 2.255% Government Agency Debt 13191.49 7702.82 FMAC 2043-08-01 2.192% Government Agency Debt 299117.63 202192.68 FMAC 2046-03-01 3.000% Government Agency Debt 7481083.17 7669040.40 FMAC 2042-05-01 4.500% Government Agency Debt 8757766.51 9023628.74 FNMA 2041-05-01 5.000% Government Agency Debt 201667.29 110073.08 FNMA 2042-10-01 2.637% Government Agency Debt 2558339.29 1809146.97 FNMA 2043-04-01 2.367% Government Agency Debt 2394414.34 1200753.03 FNMA 2044-05-01 2.751% Government Agency Debt 8443924.94 6913482.81 FNMA 2040-11-01 2.538% Government Agency Debt 2550213.71 2606216.74 FNMA 2042-05-01 2.552% Government Agency Debt 103907.43 51696.53 FNMA 2042-06-01 2.254% Government Agency Debt 13196081.77 6113067.54 FNMA 2042-06-01 2.692% Government Agency Debt 594528.97 214793.22 FNMA 2042-11-01 2.248% Government Agency Debt 9204732.09 5534513.67 FNMA 2045-12-01 3.500% Government Agency Debt 6305223.94 6572345.41 FNMA 2046-02-01 4.000% Government Agency Debt 107503.31 117293.28 FNMA 2043-04-01 1.750% Government Agency Debt 428434.14 161347.56 FNMA 2044-03-01 2.560% Government Agency Debt 3712636.34 2517962.12 FNMA 2044-04-01 2.799% Government Agency Debt 7036259.23 4640978.84 FNMA 2044-07-01 2.879% Government Agency Debt 6873806.94 4451688.93 FNMA 2044-08-01 2.901% Government Agency Debt 449661.17 316307.22 FNMA 2044-12-01 2.915% Government Agency Debt 346456.23 301173.65 FNMA 2045-05-01 3.500% Government Agency Debt 37015.54 37825.93 FNMA 2045-07-01 4.000% Government Agency Debt 472686.14 498698.05 FNMA 2045-06-01 2.691% Government Agency Debt 261570.46 257031.81 FNMA 2034-01-01 2.533% Government Agency Debt 699529.89 58609.54 FNMA 2033-09-01 4.865% Government Agency Debt 477994.54 77321.05 FNMA 2035-06-01 2.065% Government Agency Debt 888633.91 125895.30 FNMA 2036-01-01 2.728% Government Agency Debt 183419.09 25817.93 FNMA 2036-01-01 2.161% Government Agency Debt 3333024.63 478351.05 FNMA 2046-01-01 2.118% Government Agency Debt 743659.00 758604.96 FNMA 2046-02-01 3.500% Government Agency Debt 6073869.57 6379902.84 FNMA 2037-09-01 2.641% Government Agency Debt 1402026.77 84856.60 FNMA 2038-04-01 2.425% Government Agency Debt 18938663.29 2478227.12 FNMA 2039-09-01 2.585% Government Agency Debt 3027173.26 453971.16 FNMA 2039-11-01 2.758% Government Agency Debt 5428388.37 668230.59 FNMA 2040-01-01 4.260% Government Agency Debt 1959987.71 525673.27 FNMA 2039-12-01 2.565% Government Agency Debt 4603105.66 533066.95 FNMA 2040-06-01 3.909% Government Agency Debt 3975.06 1667.61 FNMA 2036-04-01 2.011% Government Agency Debt 5797039.60 2387312.69 FNMA 2040-12-01 2.639% Government Agency Debt 1575471.09 228262.55 FNMA 2041-04-01 3.084% Government Agency Debt 1109253.86 173582.28 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 115000000.00 115000000.00 0.0626 N/A N 115000000.00 115000000.00 SVENSKA HANDELSBANKEN/CAYMAN ISLANDS SVENSKA HANDELSBANKEN/CAYMAN 99EP289I5 TD 03/01/2016 99EP289I5 Other Instrument Time Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 16250000.00 16250000.00 0.0088 N/A N 16250000.00 16250000.00 SWEDBANK AB SWEDBANK AB 87019RE36 DCP 05/03/2016 87019RE36 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-05-03 2016-05-03 N N N 15000000.00 14988975.00 0.0082 N/A N 14988559.90 14988559.90 THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 88602TDF7 DCP 04/15/2016 88602TDF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-04-15 2016-04-15 N N N 2500000.00 2498593.75 0.0014 N/A N 2498460.28 2498460.28 FNMA FNMA 313588UY9 GDC 03/30/2016 313588UY9 Government Agency Debt N First Tier Security N/A N/A 2016-03-30 2016-03-30 N N N 9000000.00 8997970.00 0.0049 N/A N 8997966.00 8997966.00 GOLDMAN, SACHS & CO. REPO TRIPA MORTG 0.29 03/01/2016 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2040-06-01 5.000% Government Agency Debt 44713588.00 4706957.12 FMAC 2038-08-01 5.500% Government Agency Debt 8846710.00 997742.84 FMAC 2045-11-01 3.500% Government Agency Debt 4838704.00 5071748.88 FMAC 2044-07-01 3.500% Government Agency Debt 4919398.00 4758624.32 FNMA 2034-06-01 5.500% Government Agency Debt 7135183.00 570933.78 FNMA 2041-11-01 3.233% Government Agency Debt 3246693.00 1211633.27 FNMA 2041-11-01 4.000% Government Agency Debt 6000000.00 4726005.05 FNMA 2041-09-01 5.500% Government Agency Debt 27983404.00 4974349.51 FNMA 2024-09-01 3.131% Government Agency Debt 5100000.00 5326058.63 FNMA 2030-06-01 3.069% Government Agency Debt 3772884.00 3805994.83 FNMA 2043-08-01 4.000% Government Agency Debt 5885792.00 5250956.72 FNMA 2043-11-01 4.000% Government Agency Debt 25083110.00 22137687.92 FNMA 2030-07-01 3.000% Government Agency Debt 4973591.00 5036034.64 FNMA 2035-06-01 2.089% Government Agency Debt 50000000.00 4751895.43 FNMA 2036-07-01 2.467% Government Agency Debt 27081495.00 5161295.01 FNMA 2038-11-01 2.527% Government Agency Debt 30236484.00 5060230.24 FNMA 2039-05-01 4.500% Government Agency Debt 12706182.00 5127286.16 FNMA 2037-12-01 2.510% Government Agency Debt 33846035.00 5164565.71 GNMA 2045-09-20 4.000% Government Agency Debt 2980890.00 3060000.49 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 95000000.00 95000000.00 0.0517 N/A N 95000000.00 95000000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.31 03/01/2016 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2046-02-01 0.000% Government Agency Debt 9404853.63 9879742.31 GNMA 2042-10-15 3.000% Government Agency Debt 13034.31 9505.61 GNMA 2044-11-20 4.500% Government Agency Debt 31250897.65 19397347.81 GNMA 2045-05-15 4.500% Government Agency Debt 9956.39 8733.28 GNMA 2039-11-15 5.500% Government Agency Debt 8232546.17 2185570.41 GNMA 2032-08-15 6.000% Government Agency Debt 1283510.18 45847.79 GNMA 2042-09-15 3.000% Government Agency Debt 39102923.11 27084130.99 GNMA 2042-05-15 5.000% Government Agency Debt 46190.46 38188.25 GNMA 2038-02-15 6.000% Government Agency Debt 61006066.26 2119032.42 U.S. TREASURY 2040-02-15 2.125% Treasury Debt 23571554.87 31658994.28 U.S. TREASURY 2018-10-15 0.875% Treasury Debt 1564116.92 1569239.83 U.S. TREASURY 2016-10-15 0.625% Treasury Debt 26.07 26.14 U.S. TREASURY 2016-05-31 0.375% Treasury Debt 1433643.50 1434851.17 First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 93560000.00 93560000.00 0.0509 N/A N 93560000.00 93560000.00 FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 313396UC5 GDC 03/10/2016 313396UC5 Government Agency Debt N First Tier Security N/A N/A 2016-03-10 2016-03-10 N N N 25000000.00 24998375.01 0.0136 N/A N 24998250.00 24998250.00