0000928816-17-002065.txt : 20170908
0000928816-17-002065.hdr.sgml : 20170908
20170908075418
ACCESSION NUMBER: 0000928816-17-002065
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20170831
FILED AS OF DATE: 20170908
DATE AS OF CHANGE: 20170908
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PUTNAM MONEY MARKET FUND
CENTRAL INDEX KEY: 0000081248
IRS NUMBER: 046386436
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: N-MFP2
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02608
FILM NUMBER: 171075111
BUSINESS ADDRESS:
STREET 1: ONE POST OFFICE SQ
STREET 2: MAILSTOP A-14 LEGAL DEPARTMENT
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 6172921471
MAIL ADDRESS:
STREET 1: MAILSTOP A-14 LEGAL DEPARTMENT
STREET 2: ONE POST OFFICE SQUARE
CITY: BOSTON
STATE: MA
ZIP: 02109
FORMER COMPANY:
FORMER CONFORMED NAME: PUTNAM DAILY DIVIDEND TRUST
DATE OF NAME CHANGE: 19920703
0000081248
S000006251
PUTNAM MONEY MARKET FUND
C000017191
Class T Shares
C000017192
Class A Shares
PDDXX
C000017193
Class B Shares
PTBXX
C000017194
Class C Shares
PFCXX
C000017195
Class M Shares
PTMXX
C000017196
Class R Shares
PURXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000081248
XXXXXXXX
2017-08-31
0000081248
S000006251
6
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002-55091
Putnam Investment Management, LLC
801-07974
Putnam Investment Limited
801-61441
PricewaterhouseCoopers, LLP
Boston
MA
Not Applicable
Putnam Investor Services, Inc.
0001448300
084-06331
N
N
N
Prime
Y
26
51
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HSBC USA INC
HSBC USA INC 01.5000 11/13/2017
40428HPL0
US40428HPL05
Other Instrument
Corporate bonds and notes
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Fitch
F1+
2017-11-13
2017-11-13
2017-11-13
N
N
N
0.0145
4600202.81
4600202.81
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N
N
N
N/A
NORDEA BANK AB/NEW YORK NY
NORDEA BANK AB NEW YORK 01.7225 09/06/2017
65558LSN3
US65558LSN37
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-06
2017-09-06
2017-09-06
N
N
N
0.0172
1876176.36
1876176.36
0.0023
N
N
Y
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 01.7035 10/13/2017
78009NK47
US78009NK471
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-10-13
2017-10-13
2017-10-13
N
N
N
0.0170
10005820.10
10005820.10
0.0122
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.3206 11/02/2017
9612C4UF6
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-09-04
2017-11-02
2017-11-02
N
N
N
0.0132
1501380.02
1501380.02
0.0018
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 01.5190 12/08/2017
78009NL61
US78009NL610
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-08
2017-12-08
2017-12-08
N
N
N
0.0152
3002553.03
3002553.03
0.0037
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 01.6806 09/07/2017
06417GRF7
US06417GRF71
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-09-07
2017-09-07
2017-09-07
N
N
N
0.0168
8500858.59
8500858.59
0.0104
N
N
Y
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 01.2731 12/12/2017
63254GDD4
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-12
2017-12-12
2017-12-12
N
N
N
0.0127
8507769.09
8507769.09
0.0104
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.3544 01/08/2018
9612C4UW9
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-09-08
2018-01-08
2018-01-08
N
N
N
0.0135
7010549.07
7010549.07
0.0085
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 01.7217 02/02/2018
13606BCA2
US13606BCA26
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-09-05
2018-02-02
2018-02-02
N
N
N
0.0173
8514645.59
8514645.59
0.0104
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.6541 01/09/2018
94989REV6
US94989REV69
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-10-10
2018-01-09
2018-01-09
N
N
N
0.0165
9010737.09
9010737.09
0.0110
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 01.1872 02/15/2018
20272AVV5
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-15
2018-02-15
2018-02-15
N
N
N
0.0119
9013401.09
9013401.09
0.0110
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 01.0106 09/05/2017
06053PVC8
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-05
2017-09-05
2017-09-05
N
N
N
0.0101
13250000.10
13250000.10
0.0162
N
N
Y
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.1667 03/02/2018
9612C4VK4
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-09-04
2018-03-02
2018-03-02
N
N
N
0.0117
5005080.05
5005080.05
0.0061
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 01.5506 03/20/2018
89113WZN9
US89113WZN90
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-20
2018-03-20
2018-03-20
N
N
N
0.0155
9010287.09
9010287.09
0.0110
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
RABOBANK NEDERLAND NV NY 01.4000 09/20/2017
21685VSP5
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-09-20
2017-09-20
2017-09-20
N
N
N
0.0125
9000883.89
9000883.89
0.0110
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 01.6981 09/11/2017
21684BS47
US21684BS477
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-09-11
2017-09-11
2017-09-11
N
N
N
0.0170
4250675.79
4250675.79
0.0052
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.3717 10/03/2017
06427KVC8
US06427KVC88
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-09-05
2017-10-03
2017-10-03
N
N
N
0.0138
9001422.09
9001422.09
0.0110
N
N
N
N
N/A
HSBC BANK PLC
HSBC BANK PLC - 04/13/2018 01.2700 04/13/2018
40433FJM2
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-13
2018-04-13
2018-04-13
N
N
N
0.0127
8008032.08
8008032.08
0.0098
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.3583 10/17/2017
06427KXL6
US06427KXL69
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-09-18
2017-10-17
2017-10-17
N
N
N
0.0136
4501327.55
4501327.55
0.0055
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY 01.4572 11/06/2017
86563YVP5
US86563YVP59
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-06
2017-11-06
2017-11-06
N
N
N
0.0145
8502397.09
8502397.09
0.0104
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 01.1744 05/02/2018
20272AWZ5
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-09-04
2018-05-02
2018-05-02
N
N
N
0.0117
4001840.04
4001840.04
0.0049
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAV ENSKILDA BK NY 01.6250 11/15/2017
83050FNQ0
US83050FNQ09
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
2017-11-15
2017-11-15
2017-11-15
N
N
N
0.0163
8506451.59
8506451.59
0.0104
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.3467 12/15/2017
86958JNG0
US86958JNG03
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-15
2017-12-15
2017-12-15
N
N
N
0.0135
8501496.09
8501496.09
0.0104
N
N
N
N
N/A
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 86960JY66 DCP 11/06/2017
86960JY66
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0131
3990873.20
3990873.20
0.0049
N
N
N
N
N/A
BNP PARIBAS SA/NEW YORK NY
BNP PARIBAS SA/NEW YORK NY 01.3000 10/20/2017
05582WXM1
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-10-20
2017-10-20
2017-10-20
N
N
N
0.0130
4150632.50
4150632.50
0.0051
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 63254EY95 DCP 11/09/2017
63254EY95
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-09
2017-11-09
2017-11-09
N
N
N
0.0131
3541488.88
3541488.88
0.0043
N
N
N
N
N/A
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 02089EWN5 DCP 09/22/2017
02089EWN5
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
NR
2017-09-22
2017-09-22
2017-09-22
N
N
N
0.0127
3996959.20
3996959.20
0.0049
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TWJ8 DCP 09/18/2017
53127TWJ8
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-09-18
2017-09-18
2017-09-18
N
N
N
0.0128
4996910.00
4996910.00
0.0061
N
N
N
N
N/A
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M2W10 DCP 09/01/2017
7443M2W10
NA
Non-Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0120
1999934.80
1999934.80
0.0024
N
Y
Y
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619TWU4 DCP 09/28/2017
12619TWU4
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-28
2017-09-28
2017-09-28
N
N
N
0.0128
3996092.40
3996092.40
0.0049
N
N
N
N
N/A
NORDEA BANK AB
NORDEA BANK AB 65558FWJ0 DCP 09/18/2017
65558FWJ0
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-18
2017-09-18
2017-09-18
N
N
N
0.0123
8245124.25
8245124.25
0.0101
N
N
N
N
N/A
CAFCO LLC
CAFCO LLC 1247P2WM2 DCP 09/21/2017
1247P2WM2
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-21
2017-09-21
2017-09-21
N
N
N
0.0128
3997204.80
3997204.80
0.0049
N
N
N
N
N/A
SIMON PROPERTY GROUP LP
SIMON PROPERTY GROUP LP 82880WX23 DCP 10/02/2017
82880WX23
NA
Non-Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0127
8241119.70
8241119.70
0.0100
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TXP3 DCP 10/23/2017
53127TXP3
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-10-23
2017-10-23
2017-10-23
N
N
N
0.0135
2495277.75
2495277.75
0.0030
N
N
N
N
N/A
BPCE SA
BPCE SA 05571BX24 DCP 10/02/2017
05571BX24
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0131
3995761.60
3995761.60
0.0049
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAP 01.4207 01/05/2018
19423CDZ2
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-10-05
2018-01-05
2018-01-05
N
N
N
0.0142
8252912.33
8252912.33
0.0101
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307LX63 DCP 10/06/2017
63307LX63
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-10-06
2017-10-06
2017-10-06
N
N
N
0.0129
3995144.00
3995144.00
0.0049
N
N
N
N
N/A
GLAXOSMITHKLINE FINANCE PLC
GLAXOSMITHKLINE FINANCE PLC 3773E2W62 DCP 09/06/2017
3773E2W62
NA
Non-Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-09-06
2017-09-06
2017-09-06
N
N
N
0.0121
1999607.00
1999607.00
0.0024
N
N
Y
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 01.2933 11/06/2017
88603YDK4
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-06
2017-11-06
2017-11-06
N
N
N
0.0129
7999867.20
7999867.20
0.0098
N
N
N
N
N/A
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157TZE6 DCP 12/14/2017
59157TZE6
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-14
2017-12-14
2017-12-14
N
N
N
0.0134
4980458.50
4980458.50
0.0061
N
N
N
N
N/A
BANK OF NOVA SCOTIA/THE
BANK OF NOVA SCOTIA/THE 01.4039 06/21/2018
06417LFB8
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-09-21
2018-06-21
2018-06-21
N
N
N
0.0140
7999712.08
7999712.08
0.0098
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 01.3100 10/10/2017
17305TSB9
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-10-10
2017-10-10
2017-10-10
N
N
N
0.0131
2350157.71
2350157.71
0.0029
N
N
N
N
N/A
AMERICAN HONDA FINANCE CORP
AMERICAN HONDA FINANCE CORP 02665JXP0 DCP 10/23/2017
02665JXP0
NA
Non-Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-10-23
2017-10-23
2017-10-23
N
N
N
0.0130
3993239.60
3993239.60
0.0049
N
N
N
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084BXA7 DCP 10/10/2017
00084BXA7
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-10-10
2017-10-10
2017-10-10
N
N
N
0.0130
3994368.80
3994368.80
0.0049
N
N
N
N
N/A
BANK OF TOKYO-MITSUBISHI UFJ LTD/NEW YORK NY
BANK OF TOKYO-MITSUBISHI UFJ 01.5200 10/30/2017
06538ND46
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
2017-10-30
2017-10-30
2017-10-30
N
N
N
0.0133
8253724.13
8253724.13
0.0101
N
N
N
N
N/A
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157TXL2 DCP 10/20/2017
59157TXL2
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-10-20
2017-10-20
2017-10-20
N
N
N
0.0125
3244326.15
3244326.15
0.0040
N
N
N
N
N/A
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67984WFR4 DCP 11/15/2017
67984WFR4
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-15
2017-11-15
2017-11-15
N
N
N
0.0134
8227062.53
8227062.53
0.0100
N
N
N
N
N/A
LLOYDS BANK PLC/NEW YORK NY
LLOYDS BANK PLC NY 01.3589 01/16/2018
53943NS90
US53943NS903
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-14
2018-01-16
2018-01-16
N
N
N
0.0136
8250957.08
8250957.08
0.0101
N
N
N
N
N/A
MIZUHO BANK LTD/NY
MIZUHO BANK LTD/NY 60689FWC8 DCP 09/12/2017
60689FWC8
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-09-12
2017-09-12
2017-09-12
N
N
N
0.0122
3998445.20
3998445.20
0.0049
N
N
N
N
N/A
SWEDBANK AB
SWEDBANK AB 87019RYE0 DCP 11/14/2017
87019RYE0
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-14
2017-11-14
2017-11-14
N
N
N
0.0133
4563324.14
4563324.14
0.0056
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAP 01.5261 10/26/2017
19423ECB2
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-09-26
2017-10-26
2017-10-26
N
N
N
0.0153
8253951.83
8253951.83
0.0101
N
N
N
N
N/A
NRW BANK
NRW BANK 62939LW13 DCP 09/01/2017
62939LW13
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0125
4249865.28
4249865.28
0.0052
N
Y
Y
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253CBG0 DCP 02/16/2018
05253CBG0
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-16
2018-02-16
2018-02-16
N
N
N
0.0141
7949712.80
7949712.80
0.0097
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO-DOMINION BANK/NY 01.3000 09/25/2017
89113W2X3
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-25
2017-09-25
2017-09-25
N
N
N
0.0126
5000352.05
5000352.05
0.0061
N
N
N
N
N/A
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TYL7 DCP 11/20/2017
15963TYL7
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-11-20
2017-11-20
2017-11-20
N
N
N
0.0131
7976150.40
7976150.40
0.0097
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 01.1800 09/12/2017
17305TLR1
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-12
2017-09-12
2017-09-12
N
N
N
0.0120
6500005.20
6500005.20
0.0079
N
N
N
N
N/A
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157TWL3 DCP 09/20/2017
59157TWL3
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-20
2017-09-20
2017-09-20
N
N
N
0.0122
8244454.35
8244454.35
0.0100
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.3506 02/07/2018
94989RPF9
US94989RPF90
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-07
2018-02-07
2018-02-07
N
N
N
0.0135
5750115.06
5750115.06
0.0070
N
N
N
N
N/A
DANSKE CORP
DANSKE CORP 2363F6XH8 DCP 10/17/2017
2363F6XH8
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-10-17
2017-10-17
2017-10-17
N
N
N
0.0130
4241837.88
4241837.88
0.0052
N
N
N
N
N/A
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 89119BCT1 DCP 03/27/2018
89119BCT1
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-27
2018-03-27
2018-03-27
N
N
N
0.0142
2479229.00
2479229.00
0.0030
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COM 13608CBQ4 DCP 02/20/2018
13608CBQ4
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0141
4271814.45
4271814.45
0.0052
N
N
N
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 83369BXX9 DCP 10/31/2017
83369BXX9
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-10-31
2017-10-31
2017-10-31
N
N
N
0.0135
3991114.40
3991114.40
0.0049
N
N
N
N
N/A
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 30601VY62 DCP 11/06/2017
30601VY62
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0129
10973344.80
10973344.80
0.0134
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 01.3517 02/12/2018
06053PXY8
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-12
2018-02-12
2018-02-12
N
N
N
0.0135
11499500.90
11499500.90
0.0140
N
N
N
N
N/A
CHARTA LLC
CHARTA LLC 16115VY60 DCP 11/06/2017
16115VY60
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0128
3990210.40
3990210.40
0.0049
N
N
N
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E0WM1 DCP 09/21/2017
6385E0WM1
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-21
2017-09-21
2017-09-21
N
N
N
0.0125
3996854.80
3996854.80
0.0049
N
N
N
N
N/A
SWEDBANK AB
SWEDBANK AB 87019RYV2 DCP 11/29/2017
87019RYV2
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-29
2017-11-29
2017-11-29
N
N
N
0.0131
3987500.00
3987500.00
0.0049
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253CE44 DCP 05/04/2018
05253CE44
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-05-04
2018-05-04
2018-05-04
N
N
N
0.0146
3961296.00
3961296.00
0.0048
N
N
N
N
N/A
NORDEA BANK AB
NORDEA BANK AB 65558FY17 DCP 11/01/2017
65558FY17
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0125
10478064.40
10478064.40
0.0128
N
N
N
N
N/A
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KWR9 DCP 09/25/2017
92646KWR9
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-25
2017-09-25
2017-09-25
N
N
N
0.0123
4096440.79
4096440.79
0.0050
N
N
N
N
N/A
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R0W86 DCP 09/08/2017
7588R0W86
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-09-08
2017-09-08
2017-09-08
N
N
N
0.0123
7997829.60
7997829.60
0.0097
N
N
Y
N
N/A
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 86960KB92 DCP 02/09/2018
86960KB92
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-09
2018-02-09
2018-02-09
N
N
N
0.0138
3975304.00
3975304.00
0.0048
N
N
N
N
N/A
NRW BANK
NRW BANK 62939LX46 DCP 10/04/2017
62939LX46
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-10-04
2017-10-04
2017-10-04
N
N
N
0.0124
3995266.40
3995266.40
0.0049
N
N
N
N
N/A
TORONTO-DOMINION HOLDINGS USA INC
TORONTO-DOMINION HOLDINGS USA 89116EXG3 DCP 10/16/2017
89116EXG3
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-10-16
2017-10-16
2017-10-16
N
N
N
0.0127
8212052.21
8212052.21
0.0100
N
N
N
N
N/A
UBS AG/STAMFORD CT
UBS AG STAMFORD CT 01.7906 11/01/2017
90275DDG2
US90275DDG25
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0179
3403185.83
3403185.83
0.0041
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA 2332K0WF5 DCP 09/15/2017
2332K0WF5
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
NR
2017-09-15
2017-09-15
2017-09-15
N
N
N
0.0117
7996100.00
7996100.00
0.0097
N
N
N
N
N/A
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 02089EY60 DCP 11/06/2017
02089EY60
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0132
3990307.20
3990307.20
0.0049
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMPERIAL BANK OF COM 01.1800 09/18/2017
13606BMQ6
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-09-18
2017-09-18
2017-09-18
N
N
N
0.0118
11750020.00
11750020.00
0.0143
N
N
N
N
N/A
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LWK6 DCP 09/19/2017
56274LWK6
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-09-19
2017-09-19
2017-09-19
N
N
N
0.0122
3997386.40
3997386.40
0.0049
N
N
N
N
N/A
UBS AG/STAMFORD CT
UBS AG STAMFORD CT USD 01.9236 09/20/2017
90275DCY4
US90275DCY40
Certificate of Deposit
N
S&P
A-1
Fitch
F1
2017-09-20
2017-09-20
2017-09-20
N
N
N
0.0192
6502678.07
6502678.07
0.0079
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.3117 10/27/2017
86958JMR7
US86958JMR76
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-05
2017-10-27
2017-10-27
N
N
N
0.0132
5000480.05
5000480.05
0.0061
N
N
N
N
N/A
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LY99 DCP 11/09/2017
56274LY99
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-11-09
2017-11-09
2017-11-09
N
N
N
0.0130
3989834.40
3989834.40
0.0049
N
N
N
N
N/A
GLAXOSMITHKLINE FINANCE PLC
GLAXOSMITHKLINE FINANCE PLC 3773E2WK1 DCP 09/19/2017
3773E2WK1
NA
Non-Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-09-19
2017-09-19
2017-09-19
N
N
N
0.0118
2498423.25
2498423.25
0.0030
N
N
N
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619TZB3 DCP 12/11/2017
12619TZB3
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-11
2017-12-11
2017-12-11
N
N
N
0.0136
3984790.80
3984790.80
0.0049
N
N
N
N
N/A
BPCE SA
BPCE SA 05571BW17 DCP 09/01/2017
05571BW17
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0117
4199863.08
4199863.08
0.0051
N
Y
Y
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E0W17 DCP 09/01/2017
6385E0W17
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0117
3999864.00
3999864.00
0.0049
N
Y
Y
N
N/A
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 38346LZL3 DCP 12/20/2017
38346LZL3
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-20
2017-12-20
2017-12-20
N
N
N
0.0136
3983041.60
3983041.60
0.0049
N
N
N
N
N/A
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R0WR4 DCP 09/25/2017
7588R0WR4
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-09-25
2017-09-25
2017-09-25
N
N
N
0.0123
3996527.60
3996527.60
0.0049
N
N
N
N
N/A
BNP PARIBAS/CAYMAN ISLANDS
BNP PARIBAS/CAYMAN ISLANDS 01.1800 09/05/2017
99GF279M8
NA
Non-Negotiable Time Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-05
2017-09-05
2017-09-05
N
N
N
0.0118
4000000.00
4000000.00
0.0049
N
N
Y
N
N/A
SWEDBANK AB
SWEDBANK AB 87019RW51 DCP 09/05/2017
87019RW51
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-05
2017-09-05
2017-09-05
N
N
N
0.0115
7748767.75
7748767.75
0.0094
N
N
Y
N
N/A
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP NY USD 01.7248 09/28/2017
96121TX29
US96121TX290
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-09-28
2017-09-28
2017-09-28
N
N
N
0.0172
6502678.07
6502678.07
0.0079
N
N
N
N
N/A
UBS AG/LONDON
UBS AG/LONDON - 03/07/2018 01.3839 03/07/2018
90276JBF2
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-10-10
2018-03-07
2018-03-07
N
N
N
0.0138
4964384.45
4964384.45
0.0061
N
N
N
N
N/A
ING BANK NV
ING BANK NV 01.2100 09/06/2017
99GN129G6
NA
Non-Negotiable Time Deposit
N
Moody's
P-1
S&P
A-1
Fitch
NR
2017-09-06
2017-09-06
2017-09-06
N
N
N
0.0121
8250000.00
8250000.00
0.0101
N
N
Y
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS
AUSTRALIA & NEW ZEALAND BANK 01.1800 09/06/2017
99GP319H9
NA
Non-Negotiable Time Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-06
2017-09-06
2017-09-06
N
N
N
0.0118
12500000.00
12500000.00
0.0152
N
N
Y
N
N/A
STATE STREET BANK & TRUST CO
STATE STREET BANK & TR 01.4050 09/22/2017
8574P1KY1
US8574P1KY14
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-22
2017-09-22
2017-09-22
N
N
N
0.0141
1250168.76
1250168.76
0.0015
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY USD 01.6890 09/08/2017
21684BR89
US21684BR891
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-09-08
2017-09-08
2017-09-08
N
N
N
0.0169
4300498.84
4300498.84
0.0052
N
N
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 1.07 09/07/2017
TRIPARTY1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2022-11-01
6.5000%
244104.05
4340.17
Agency Mortgage-Backed Securities
FMAC
2026-08-01
5.0000%
70666.11
4249.25
Agency Mortgage-Backed Securities
FMAC
2037-12-01
5.5000%
624479.77
31165.28
Agency Mortgage-Backed Securities
FMAC
2034-12-01
5.5000%
319942.20
33068.22
Agency Mortgage-Backed Securities
FMAC
2045-02-01
4.0000%
22519.07
16348.32
Agency Mortgage-Backed Securities
FMAC
2047-08-01
3.0000%
56274.28
57009.70
Agency Mortgage-Backed Securities
FMAC
2036-04-01
3.4640%
82710.98
5659.79
Agency Mortgage-Backed Securities
FMAC
2036-10-01
3.5070%
177745.66
14832.03
Agency Mortgage-Backed Securities
FMAC
2035-02-01
3.5000%
592485.55
416243.37
Agency Mortgage-Backed Securities
FMAC
2025-04-01
4.5000%
3199404.31
376815.80
Agency Mortgage-Backed Securities
FMAC
2025-12-01
3.5000%
2962427.75
361584.93
Agency Mortgage-Backed Securities
FMAC
2026-10-01
3.0000%
1680550.30
588430.21
Agency Mortgage-Backed Securities
FMAC
2037-10-01
6.1000%
474972.68
18910.75
Agency Mortgage-Backed Securities
FMAC
2040-05-01
5.0000%
83755.30
19811.33
Agency Mortgage-Backed Securities
FMAC
2040-06-01
5.0000%
12442.20
2999.14
Agency Mortgage-Backed Securities
FMAC
2040-08-01
5.0000%
40172.42
5674.39
Agency Mortgage-Backed Securities
FMAC
2040-08-01
5.0000%
37326.59
8697.31
Agency Mortgage-Backed Securities
FMAC
2040-08-01
5.0000%
71098.27
19815.22
Agency Mortgage-Backed Securities
FMAC
2040-07-01
5.0000%
71026.58
10440.78
Agency Mortgage-Backed Securities
FMAC
2040-07-01
5.0000%
13745.66
3655.10
Agency Mortgage-Backed Securities
FMAC
2040-07-01
5.0000%
27243.43
6957.25
Agency Mortgage-Backed Securities
FMAC
2040-08-01
5.0000%
30768.72
12116.14
Agency Mortgage-Backed Securities
FMAC
2040-08-01
5.0000%
130560.35
10012.26
Agency Mortgage-Backed Securities
FMAC
2040-09-01
4.5000%
14696.37
6832.00
Agency Mortgage-Backed Securities
FMAC
2040-08-01
5.0000%
27844.10
7620.68
Agency Mortgage-Backed Securities
FMAC
2040-10-01
5.0000%
338900.31
181571.84
Agency Mortgage-Backed Securities
FMAC
2040-10-01
4.0000%
12205.20
4730.84
Agency Mortgage-Backed Securities
FMAC
2040-11-01
5.0000%
45625.89
4895.29
Agency Mortgage-Backed Securities
FMAC
2040-11-01
4.0000%
15926.49
7051.38
Agency Mortgage-Backed Securities
FMAC
2040-11-01
4.0000%
17797.55
6695.70
Agency Mortgage-Backed Securities
FMAC
2040-11-01
4.0000%
16759.64
7028.68
Agency Mortgage-Backed Securities
FMAC
2040-11-01
4.0000%
34245.66
7170.28
Agency Mortgage-Backed Securities
FMAC
2040-12-01
5.0000%
542127.95
166196.15
Agency Mortgage-Backed Securities
FMAC
2040-12-01
4.0000%
24884.39
3919.40
Agency Mortgage-Backed Securities
FMAC
2040-12-01
4.0000%
296242.77
154908.16
Agency Mortgage-Backed Securities
FMAC
2040-10-01
4.0000%
17136.46
7469.52
Agency Mortgage-Backed Securities
FMAC
2041-03-01
4.5000%
120274.57
58982.58
Agency Mortgage-Backed Securities
FMAC
2041-01-01
4.0000%
14575.14
7058.70
Agency Mortgage-Backed Securities
FMAC
2041-01-01
4.0000%
12442.20
5266.39
Agency Mortgage-Backed Securities
FMAC
2041-01-01
3.5000%
16779.31
6217.55
Agency Mortgage-Backed Securities
FMAC
2041-02-01
5.0000%
205855.79
72076.97
Agency Mortgage-Backed Securities
FMAC
2041-04-01
4.5000%
251176.19
74633.68
Agency Mortgage-Backed Securities
FMAC
2041-03-01
4.0000%
229054.91
145135.31
Agency Mortgage-Backed Securities
FMAC
2041-03-01
5.0000%
127950.10
18218.82
Agency Mortgage-Backed Securities
FMAC
2041-04-01
5.0000%
50632.99
3815.10
Agency Mortgage-Backed Securities
FMAC
2027-12-01
2.5000%
8650.29
4280.47
Agency Mortgage-Backed Securities
FMAC
2033-05-01
5.5000%
398675.35
3924.92
Agency Mortgage-Backed Securities
FMAC
2030-09-01
9.0000%
357594.06
7391.39
Agency Mortgage-Backed Securities
FMAC
2033-07-01
6.0000%
115179.19
7586.11
Agency Mortgage-Backed Securities
FMAC
2033-08-01
5.0000%
157369.14
7678.88
Agency Mortgage-Backed Securities
FMAC
2033-08-01
5.5000%
131531.79
7506.77
Agency Mortgage-Backed Securities
FMAC
2033-10-01
5.5000%
412509.18
18652.72
Agency Mortgage-Backed Securities
FMAC
2033-10-01
6.0000%
186203.63
10250.17
Agency Mortgage-Backed Securities
FMAC
2033-10-01
5.5000%
183782.26
9747.82
Agency Mortgage-Backed Securities
FMAC
2033-11-01
5.5000%
194787.68
8492.79
Agency Mortgage-Backed Securities
FMAC
2033-10-01
5.5000%
236994.22
10703.70
Agency Mortgage-Backed Securities
FMAC
2033-09-01
5.5000%
438926.92
6936.93
Agency Mortgage-Backed Securities
FMAC
2033-11-01
4.0000%
183665.54
22021.68
Agency Mortgage-Backed Securities
FMAC
2033-11-01
5.5000%
118497.11
3323.55
Agency Mortgage-Backed Securities
FMAC
2033-11-01
5.0000%
149327.69
8130.91
Agency Mortgage-Backed Securities
FMAC
2033-12-01
5.5000%
219860.13
5433.42
Agency Mortgage-Backed Securities
FMAC
2033-12-01
5.5000%
240549.13
4651.85
Agency Mortgage-Backed Securities
FMAC
2033-12-01
5.5000%
309277.46
6599.90
Agency Mortgage-Backed Securities
FMAC
2033-12-01
6.0000%
346462.21
12079.01
Agency Mortgage-Backed Securities
FMAC
2033-12-01
6.0000%
87211.38
4288.35
Agency Mortgage-Backed Securities
FMAC
2034-01-01
5.5000%
41473.99
3064.40
Agency Mortgage-Backed Securities
FMAC
2034-01-01
5.5000%
175749.58
8157.77
Agency Mortgage-Backed Securities
FMAC
2034-01-01
5.5000%
440809.25
15249.92
Agency Mortgage-Backed Securities
FMAC
2034-01-01
6.5000%
343908.83
7694.11
Agency Mortgage-Backed Securities
FMAC
2034-03-01
5.0000%
122881.50
7440.49
Agency Mortgage-Backed Securities
FMAC
2034-03-01
5.0000%
168908.27
4295.85
Agency Mortgage-Backed Securities
FMAC
2034-04-01
5.0000%
240646.30
6766.21
Agency Mortgage-Backed Securities
FMAC
2034-05-01
5.5000%
123511.32
4301.95
Agency Mortgage-Backed Securities
FMAC
2034-04-01
5.0000%
151895.52
4460.22
Agency Mortgage-Backed Securities
FMAC
2034-05-01
5.5000%
331791.91
8697.03
Agency Mortgage-Backed Securities
FMAC
2034-05-01
5.5000%
49604.55
3932.93
Agency Mortgage-Backed Securities
FMAC
2034-03-01
5.0000%
69944.34
8224.32
Agency Mortgage-Backed Securities
FMAC
2034-05-01
5.5000%
76371.62
5823.56
Agency Mortgage-Backed Securities
FMAC
2034-05-01
5.0000%
31055.49
3326.80
Agency Mortgage-Backed Securities
FMAC
2034-10-01
5.5000%
56641.62
11491.25
Agency Mortgage-Backed Securities
FMAC
2034-05-01
5.5000%
123710.98
6048.60
Agency Mortgage-Backed Securities
FMAC
2034-06-01
5.5000%
118508.96
6894.89
Agency Mortgage-Backed Securities
FMAC
2034-06-01
5.0000%
144566.47
3426.74
Agency Mortgage-Backed Securities
FMAC
2034-06-01
5.5000%
236822.16
3128.17
Agency Mortgage-Backed Securities
FMAC
2034-06-01
5.5000%
124939.80
8770.74
Agency Mortgage-Backed Securities
FMAC
2034-07-01
4.5000%
47531.92
7131.18
Agency Mortgage-Backed Securities
FMAC
2034-07-01
6.0000%
551011.56
14175.33
Agency Mortgage-Backed Securities
FMAC
2034-06-01
5.0000%
164867.87
10988.07
Agency Mortgage-Backed Securities
FMAC
2034-01-01
5.5000%
55693.64
5580.11
Agency Mortgage-Backed Securities
FMAC
2034-09-01
5.5000%
236994.22
11357.63
Agency Mortgage-Backed Securities
FMAC
2034-09-01
6.0000%
292153.08
3971.83
Agency Mortgage-Backed Securities
FMAC
2034-10-01
5.5000%
94797.69
7404.01
Agency Mortgage-Backed Securities
FMAC
2034-10-01
5.5000%
89425.62
6777.34
Agency Mortgage-Backed Securities
FMAC
2034-10-01
6.0000%
225263.01
8504.10
Agency Mortgage-Backed Securities
FMAC
2034-10-01
6.0000%
59248.55
5614.04
Agency Mortgage-Backed Securities
FMAC
2034-12-01
5.5000%
145297.13
11190.81
Agency Mortgage-Backed Securities
FMAC
2034-11-01
5.5000%
180708.09
10532.85
Agency Mortgage-Backed Securities
FMAC
2034-11-01
5.5000%
59248.55
4451.97
Agency Mortgage-Backed Securities
FMAC
2034-11-01
5.5000%
73665.27
4538.28
Agency Mortgage-Backed Securities
FMAC
2034-11-01
5.5000%
57589.60
5443.50
Agency Mortgage-Backed Securities
FMAC
2035-01-01
5.5000%
174322.40
17872.06
Agency Mortgage-Backed Securities
FMAC
2035-01-01
5.5000%
59248.55
5202.35
Agency Mortgage-Backed Securities
FMAC
2035-01-01
5.0000%
236994.22
3921.36
Agency Mortgage-Backed Securities
FMAC
2034-12-01
5.5000%
236994.22
6651.97
Agency Mortgage-Backed Securities
FMAC
2034-12-01
5.5000%
178930.64
11016.27
Agency Mortgage-Backed Securities
FMAC
2035-01-01
5.5000%
92427.75
11893.10
Agency Mortgage-Backed Securities
FMAC
2035-05-01
5.5000%
24029.91
4429.15
Agency Mortgage-Backed Securities
FMAC
2035-08-01
5.0000%
130346.82
6454.40
Agency Mortgage-Backed Securities
FMAC
2035-02-01
5.5000%
51966.67
7266.79
Agency Mortgage-Backed Securities
FMAC
2035-03-01
5.5000%
177745.66
4667.60
Agency Mortgage-Backed Securities
FMAC
2035-06-01
4.5000%
39536.92
3526.64
Agency Mortgage-Backed Securities
FMAC
2035-04-01
4.5000%
136271.68
3203.50
Agency Mortgage-Backed Securities
FMAC
2035-05-01
5.5000%
236994.22
8513.28
Agency Mortgage-Backed Securities
FMAC
2035-06-01
5.0000%
77023.12
3229.62
Agency Mortgage-Backed Securities
FMAC
2035-09-01
5.5000%
65414.79
5415.95
Agency Mortgage-Backed Securities
FMAC
2035-08-01
5.0000%
113994.22
6391.99
Agency Mortgage-Backed Securities
FMAC
2035-08-01
5.0000%
59485.55
3649.16
Agency Mortgage-Backed Securities
FMAC
2035-09-01
5.5000%
23699.42
3007.58
Agency Mortgage-Backed Securities
FMAC
2035-10-01
5.5000%
294560.59
7778.85
Agency Mortgage-Backed Securities
FMAC
2035-10-01
5.5000%
79985.55
3423.96
Agency Mortgage-Backed Securities
FMAC
2035-05-01
5.0000%
82947.98
5776.90
Agency Mortgage-Backed Securities
FMAC
2035-11-01
5.5000%
474507.10
103141.90
Agency Mortgage-Backed Securities
FMAC
2035-11-01
5.0000%
87829.58
3009.45
Agency Mortgage-Backed Securities
FMAC
2030-12-01
8.0000%
162441.29
3701.81
Agency Mortgage-Backed Securities
FMAC
2031-05-01
8.0000%
90750.89
2986.76
Agency Mortgage-Backed Securities
FMAC
2031-06-01
7.0000%
276939.00
4596.42
Agency Mortgage-Backed Securities
FMAC
2029-01-01
6.5000%
106351.39
6714.14
Agency Mortgage-Backed Securities
FMAC
2031-05-01
7.0000%
308092.49
8518.40
Agency Mortgage-Backed Securities
FMAC
2031-09-01
6.0000%
86214.11
8423.22
Agency Mortgage-Backed Securities
FMAC
2031-04-01
8.0000%
470534.49
9577.46
Agency Mortgage-Backed Securities
FMAC
2031-11-01
6.5000%
500769.62
4134.64
Agency Mortgage-Backed Securities
FMAC
2031-11-01
7.5000%
84131.76
4215.92
Agency Mortgage-Backed Securities
FMAC
2028-04-01
2.5000%
12323.70
6637.76
Agency Mortgage-Backed Securities
FMAC
2028-06-01
2.5000%
9402.98
5882.31
Agency Mortgage-Backed Securities
FMAC
2028-08-01
3.0000%
236994.22
143131.94
Agency Mortgage-Backed Securities
FMAC
2028-09-01
3.5000%
320067.09
164786.87
Agency Mortgage-Backed Securities
FMAC
2029-02-01
3.5000%
7555.14
4949.84
Agency Mortgage-Backed Securities
FMAC
2029-02-01
3.5000%
12782.16
7816.42
Agency Mortgage-Backed Securities
FMAC
2029-05-01
3.5000%
284124.67
164666.77
Agency Mortgage-Backed Securities
FMAC
2029-06-01
3.0000%
6973.55
5561.79
Agency Mortgage-Backed Securities
FMAC
2029-07-01
3.0000%
14812.14
10808.95
Agency Mortgage-Backed Securities
FMAC
2029-11-01
3.5000%
8153.31
6164.66
Agency Mortgage-Backed Securities
FMAC
2030-05-01
3.0000%
6302.03
5030.58
Agency Mortgage-Backed Securities
FMAC
2030-03-01
3.0000%
191880.24
166116.31
Agency Mortgage-Backed Securities
FMAC
2030-07-01
3.0000%
12070.35
9397.81
Agency Mortgage-Backed Securities
FMAC
2030-07-01
3.5000%
169613.92
158775.54
Agency Mortgage-Backed Securities
FMAC
2030-07-01
3.5000%
6043.35
4705.80
Agency Mortgage-Backed Securities
FMAC
2030-07-01
3.0000%
7711.67
6277.53
Agency Mortgage-Backed Securities
FMAC
2030-07-01
2.5000%
5825.55
5228.62
Agency Mortgage-Backed Securities
FMAC
2030-09-01
3.5000%
8467.80
7153.57
Agency Mortgage-Backed Securities
FMAC
2031-06-01
3.0000%
201931.40
177271.59
Agency Mortgage-Backed Securities
FMAC
2031-04-01
3.0000%
8887.28
8518.95
Agency Mortgage-Backed Securities
FMAC
2031-04-01
3.5000%
5672.22
5556.76
Agency Mortgage-Backed Securities
FMAC
2031-05-01
3.0000%
192848.12
166739.91
Agency Mortgage-Backed Securities
FMAC
2032-02-01
3.0000%
189492.99
190218.73
Agency Mortgage-Backed Securities
FMAC
2031-11-01
3.0000%
168145.03
155022.16
Agency Mortgage-Backed Securities
FMAC
2032-02-01
3.0000%
169289.59
170983.97
Agency Mortgage-Backed Securities
FMAC
2032-01-01
3.0000%
173904.70
174246.21
Agency Mortgage-Backed Securities
FMAC
2032-02-01
3.5000%
5817.73
5894.52
Agency Mortgage-Backed Securities
FMAC
2032-03-01
3.5000%
6417.80
6483.86
Agency Mortgage-Backed Securities
FMAC
2032-03-01
3.5000%
129590.69
117125.54
Agency Mortgage-Backed Securities
FMAC
2032-04-01
3.5000%
162139.48
167030.05
Agency Mortgage-Backed Securities
FMAC
2032-06-01
3.5000%
156238.44
162712.52
Agency Mortgage-Backed Securities
FMAC
2032-06-01
3.5000%
161351.59
168445.84
Agency Mortgage-Backed Securities
FMAC
2032-05-01
3.5000%
384044.51
404184.63
Agency Mortgage-Backed Securities
FMAC
2032-08-01
3.5000%
159817.05
168662.00
Agency Mortgage-Backed Securities
FMAC
2047-08-01
3.5000%
118388.21
121799.58
Agency Mortgage-Backed Securities
FMAC
2036-04-01
5.5000%
118497.11
6625.20
Agency Mortgage-Backed Securities
FMAC
2037-10-01
7.0000%
369628.98
54325.00
Agency Mortgage-Backed Securities
FMAC
2023-02-01
5.5000%
263987.86
120863.53
Agency Mortgage-Backed Securities
FMAC
2032-09-01
3.5000%
14261.96
7511.17
Agency Mortgage-Backed Securities
FMAC
2028-07-01
3.0000%
18959.54
10913.91
Agency Mortgage-Backed Securities
FMAC
2033-08-01
3.0000%
174614.38
118619.80
Agency Mortgage-Backed Securities
FMAC
2032-07-01
3.0000%
4976.88
3273.10
Agency Mortgage-Backed Securities
FMAC
2034-11-01
4.0000%
170527.65
167860.84
Agency Mortgage-Backed Securities
FMAC
2041-04-01
4.5000%
15833.11
5749.42
Agency Mortgage-Backed Securities
FMAC
2041-04-01
5.0000%
19049.95
8645.05
Agency Mortgage-Backed Securities
FMAC
2041-04-01
5.0000%
82473.99
15970.11
Agency Mortgage-Backed Securities
FMAC
2041-04-01
5.0000%
31994.22
4100.57
Agency Mortgage-Backed Securities
FMAC
2041-04-01
5.0000%
19680.36
3255.88
Agency Mortgage-Backed Securities
FMAC
2041-07-01
5.0000%
29052.05
6749.80
Agency Mortgage-Backed Securities
FMAC
2041-05-01
5.0000%
375533.58
82170.97
Agency Mortgage-Backed Securities
FMAC
2041-06-01
5.0000%
9953.76
3733.48
Agency Mortgage-Backed Securities
FMAC
2041-06-01
5.5000%
29634.59
6105.93
Agency Mortgage-Backed Securities
FMAC
2041-06-01
5.0000%
107165.47
9937.27
Agency Mortgage-Backed Securities
FMAC
2041-06-01
5.0000%
18197.48
3995.65
Agency Mortgage-Backed Securities
FMAC
2041-07-01
5.0000%
374714.40
102169.16
Agency Mortgage-Backed Securities
FMAC
2041-07-01
5.5000%
128381.43
5235.79
Agency Mortgage-Backed Securities
FMAC
2041-08-01
4.5000%
8294.80
3957.15
Agency Mortgage-Backed Securities
FMAC
2041-10-01
4.0000%
14136.11
7511.47
Agency Mortgage-Backed Securities
FMAC
2041-09-01
5.0000%
252163.51
96964.76
Agency Mortgage-Backed Securities
FMAC
2041-09-01
4.0000%
38618.56
21253.45
Agency Mortgage-Backed Securities
FMAC
2041-09-01
5.0000%
301353.08
103505.47
Agency Mortgage-Backed Securities
FMAC
2041-11-01
5.0000%
153890.18
57568.22
Agency Mortgage-Backed Securities
FMAC
2041-10-01
4.0000%
296242.77
120523.13
Agency Mortgage-Backed Securities
FMAC
2041-10-01
4.0000%
12442.20
5530.45
Agency Mortgage-Backed Securities
FMAC
2041-12-01
3.5000%
10190.75
5849.55
Agency Mortgage-Backed Securities
FMAC
2042-03-01
4.0000%
228584.12
125829.41
Agency Mortgage-Backed Securities
FMAC
2042-02-01
3.5000%
258900.31
186211.36
Agency Mortgage-Backed Securities
FMAC
2042-02-01
4.0000%
369535.49
188338.44
Agency Mortgage-Backed Securities
FMAC
2042-02-01
3.5000%
155231.21
84110.45
Agency Mortgage-Backed Securities
FMAC
2042-02-01
4.0000%
21329.48
10409.58
Agency Mortgage-Backed Securities
FMAC
2042-03-01
4.0000%
13745.66
8157.93
Agency Mortgage-Backed Securities
FMAC
2042-04-01
3.5000%
142367.52
81677.57
Agency Mortgage-Backed Securities
FMAC
2042-05-01
3.5000%
15827.30
9606.48
Agency Mortgage-Backed Securities
FMAC
2042-05-01
4.5000%
74283.94
10116.79
Agency Mortgage-Backed Securities
FMAC
2042-06-01
3.5000%
14678.24
8826.41
Agency Mortgage-Backed Securities
FMAC
2042-07-01
3.5000%
18959.54
10074.40
Agency Mortgage-Backed Securities
FMAC
2042-08-01
3.5000%
38373.16
25726.75
Agency Mortgage-Backed Securities
FMAC
2042-10-01
3.0000%
11849.71
8029.46
Agency Mortgage-Backed Securities
FMAC
2042-06-01
3.5000%
148121.39
101137.65
Agency Mortgage-Backed Securities
FMAC
2043-08-01
4.0000%
11849.71
9722.48
Agency Mortgage-Backed Securities
FMAC
2043-06-01
4.0000%
225144.51
170687.92
Agency Mortgage-Backed Securities
FMAC
2043-12-01
5.0000%
223849.45
168050.59
Agency Mortgage-Backed Securities
FMAC
2044-01-01
5.0000%
178456.77
183078.62
Agency Mortgage-Backed Securities
FMAC
2044-02-01
4.0000%
5332.37
4682.75
Agency Mortgage-Backed Securities
FMAC
2042-09-01
3.5000%
12810.60
6037.29
Agency Mortgage-Backed Securities
FMAC
2042-08-01
3.5000%
121154.05
97946.98
Agency Mortgage-Backed Securities
FMAC
2042-10-01
3.5000%
21575.24
12101.03
Agency Mortgage-Backed Securities
FMAC
2042-09-01
3.0000%
17300.58
10363.03
Agency Mortgage-Backed Securities
FMAC
2042-09-01
3.0000%
290833.26
183366.31
Agency Mortgage-Backed Securities
FMAC
2042-09-01
3.5000%
31952.51
16274.47
Agency Mortgage-Backed Securities
FMAC
2042-12-01
3.0000%
10103.30
6854.71
Agency Mortgage-Backed Securities
FMAC
2042-11-01
3.0000%
13034.68
8038.72
Agency Mortgage-Backed Securities
FMAC
2042-12-01
3.0000%
106647.40
69459.90
Agency Mortgage-Backed Securities
FMAC
2042-12-01
4.0000%
6517.34
4130.83
Agency Mortgage-Backed Securities
FMAC
2043-01-01
3.0000%
5924.86
4209.34
Agency Mortgage-Backed Securities
FMAC
2033-08-01
2.5000%
200461.56
172896.42
Agency Mortgage-Backed Securities
FMAC
2037-05-01
3.5000%
115737.31
121050.58
Agency Mortgage-Backed Securities
FMAC
2033-04-01
3.0000%
38517.37
24179.72
Agency Mortgage-Backed Securities
FMAC
2033-08-01
3.0000%
486307.64
356543.86
Agency Mortgage-Backed Securities
FMAC
2035-07-01
4.0000%
11849.71
9122.99
Agency Mortgage-Backed Securities
FMAC
2036-07-01
3.5000%
11849.71
9849.64
Agency Mortgage-Backed Securities
FMAC
2043-02-01
3.0000%
16420.50
12243.67
Agency Mortgage-Backed Securities
FMAC
2029-08-01
2.0000%
62694.81
47827.37
Agency Mortgage-Backed Securities
FMAC
2044-11-01
4.0000%
47398.84
34159.45
Agency Mortgage-Backed Securities
FMAC
2047-06-01
4.5000%
215384.97
235179.46
Agency Mortgage-Backed Securities
FMAC
2047-07-01
4.0000%
56219.77
59735.61
Agency Mortgage-Backed Securities
FMAC
2047-08-01
4.5000%
46687.86
50924.70
Agency Mortgage-Backed Securities
FMAC
2047-01-01
4.0000%
38662.29
39068.73
Agency Mortgage-Backed Securities
FMAC
2047-08-01
4.5000%
41613.93
45762.05
Agency Mortgage-Backed Securities
FMAC
2047-08-01
3.5000%
42025.12
43847.18
Agency Mortgage-Backed Securities
FMAC
2047-09-01
4.0000%
38640.01
41482.07
Agency Mortgage-Backed Securities
FMAC
2047-09-01
4.0000%
255273.47
271336.20
Agency Mortgage-Backed Securities
FMAC
2045-02-01
4.5000%
13485.68
7903.86
Agency Mortgage-Backed Securities
FMAC
2044-01-01
3.5000%
71690.75
51673.91
Agency Mortgage-Backed Securities
FMAC
2042-05-01
4.5000%
42184.97
26914.36
Agency Mortgage-Backed Securities
FMAC
2044-01-01
3.5000%
78682.08
56939.51
Agency Mortgage-Backed Securities
FMAC
2033-09-01
4.5000%
82355.49
58132.93
Agency Mortgage-Backed Securities
FMAC
2046-04-01
4.0000%
8294.80
7343.67
Agency Mortgage-Backed Securities
FMAC
2046-11-01
4.5000%
61026.01
55881.82
Agency Mortgage-Backed Securities
FMAC
2027-07-01
2.8650%
782888.25
5236.74
Agency Mortgage-Backed Securities
FNMA
2033-04-01
3.1990%
473702.62
8347.27
Agency Mortgage-Backed Securities
FNMA
2041-11-01
4.0000%
617962.43
306133.88
Agency Mortgage-Backed Securities
FNMA
2029-08-01
4.5000%
56598.96
22398.02
Agency Mortgage-Backed Securities
FNMA
2027-05-01
3.0000%
21921.97
8809.73
Agency Mortgage-Backed Securities
FNMA
2032-02-01
2.5000%
145821.83
142296.17
Agency Mortgage-Backed Securities
FNMA
2043-08-01
3.0000%
37959.72
28476.63
Agency Mortgage-Backed Securities
FNMA
2031-03-01
4.0000%
165249.91
143946.82
Agency Mortgage-Backed Securities
FNMA
2033-10-01
2.7760%
616184.97
23360.19
Agency Mortgage-Backed Securities
FNMA
2034-07-01
3.1640%
592485.55
23125.54
Agency Mortgage-Backed Securities
FNMA
2034-02-01
2.9090%
103329.48
8391.88
Agency Mortgage-Backed Securities
FNMA
2036-07-01
2.9480%
124579.80
5638.42
Agency Mortgage-Backed Securities
FNMA
2034-05-01
3.3650%
683378.76
7544.81
Agency Mortgage-Backed Securities
FNMA
2035-02-01
3.2200%
196815.88
17494.82
Agency Mortgage-Backed Securities
FNMA
2035-09-01
2.8550%
473988.44
23967.41
Agency Mortgage-Backed Securities
FNMA
2046-03-01
4.5000%
104249.97
94880.17
Agency Mortgage-Backed Securities
FNMA
2032-02-01
2.5000%
4100.00
3963.27
Agency Mortgage-Backed Securities
FNMA
2047-07-01
4.0000%
127769.27
136325.54
Agency Mortgage-Backed Securities
FNMA
2047-03-01
4.5000%
73408.60
78666.78
Agency Mortgage-Backed Securities
FNMA
2047-08-01
4.0000%
40876.05
43875.82
Agency Mortgage-Backed Securities
FNMA
2047-08-01
3.5000%
17696.12
18535.70
Agency Mortgage-Backed Securities
FNMA
2047-08-01
4.0000%
531952.01
566648.92
Agency Mortgage-Backed Securities
FNMA
2041-11-01
3.5000%
186277.46
97976.92
Agency Mortgage-Backed Securities
FNMA
2032-10-01
3.5000%
193742.77
95512.61
Agency Mortgage-Backed Securities
FNMA
2027-12-01
2.5000%
177745.66
82176.97
Agency Mortgage-Backed Securities
FNMA
2047-06-01
4.5000%
98930.16
104798.45
Agency Mortgage-Backed Securities
GNMA
2044-07-20
4.0000%
108118.42
43673.97
Agency Mortgage-Backed Securities
GNMA
2023-04-20
4.5000%
6462.48
5850.01
Agency Mortgage-Backed Securities
GNMA
2030-03-20
3.0000%
41369.83
14048.30
Agency Mortgage-Backed Securities
GNMA
2057-06-15
3.9000%
894196.97
982509.33
Agency Mortgage-Backed Securities
GNMA
2024-07-20
4.5000%
290123.23
41010.55
Agency Mortgage-Backed Securities
GNMA
2026-02-20
3.0000%
139723.85
37274.35
Agency Mortgage-Backed Securities
GNMA
2026-12-20
3.0000%
147528.90
46225.69
Agency Mortgage-Backed Securities
GNMA
2020-09-20
4.0000%
156229.20
22317.87
Agency Mortgage-Backed Securities
GNMA
2041-02-15
3.5000%
120856.98
38907.45
Agency Mortgage-Backed Securities
U.S. TREASURY
2040-11-15
4.2500%
1996427.46
2581264.06
U.S. Treasuries (including strips)
U.S. TREASURY
2022-02-28
1.7500%
2416973.70
2423771.44
U.S. Treasuries (including strips)
U.S. TREASURY
2018-10-31
1.2430%
797248.55
799712.26
U.S. Treasuries (including strips)
N
2017-09-07
2017-09-07
2017-09-07
N
N
N
0.0107
20500000.00
20500000.00
0.0250
N
N
Y
N
N/A
DNB BANK ASA
DNB BANK ASA 2332K0X23 DCP 10/02/2017
2332K0X23
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
NR
2017-10-02
2017-10-02
2017-10-02
N
N
N
0.0118
7991516.48
7991516.48
0.0097
N
N
N
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 1.07 09/01/2017
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2035-08-01
5.0000%
1368914.14
130466.23
Agency Mortgage-Backed Securities
FMAC
2038-07-01
5.5000%
824940.75
14908.16
Agency Mortgage-Backed Securities
FMAC
2034-10-01
5.5000%
638706.99
74729.58
Agency Mortgage-Backed Securities
FMAC
2038-01-01
6.0000%
195028.10
14226.01
Agency Mortgage-Backed Securities
FMAC
2038-08-01
6.0000%
231355.46
19157.86
Agency Mortgage-Backed Securities
FMAC
2038-10-01
6.0000%
3406536.13
195350.98
Agency Mortgage-Backed Securities
FMAC
2040-08-01
5.0000%
756975.43
162378.12
Agency Mortgage-Backed Securities
FMAC
2038-12-01
6.5000%
624288.00
67338.71
Agency Mortgage-Backed Securities
FMAC
2038-09-01
6.0000%
11268038.60
1505518.43
Agency Mortgage-Backed Securities
FMAC
2041-06-01
5.5000%
23401.36
9888.81
Agency Mortgage-Backed Securities
FMAC
2042-02-01
5.0000%
308002.31
105711.99
Agency Mortgage-Backed Securities
FMAC
2042-09-01
3.5000%
797028.53
487863.44
Agency Mortgage-Backed Securities
FMAC
2020-06-01
4.0000%
797256.74
11034.90
Agency Mortgage-Backed Securities
FMAC
2024-01-01
6.0000%
207176.45
19031.09
Agency Mortgage-Backed Securities
FMAC
2028-12-01
3.0000%
2782271.67
1616982.42
Agency Mortgage-Backed Securities
FMAC
2035-12-01
6.0000%
287059.32
16088.89
Agency Mortgage-Backed Securities
FMAC
2043-05-01
3.0000%
207431.36
141018.49
Agency Mortgage-Backed Securities
FMAC
2019-09-01
5.0000%
854197.26
14970.15
Agency Mortgage-Backed Securities
FMAC
2019-10-01
5.0000%
686113.12
13126.69
Agency Mortgage-Backed Securities
FMAC
2020-04-01
5.0000%
430588.98
9065.55
Agency Mortgage-Backed Securities
FMAC
2020-09-01
5.0000%
401883.05
10738.24
Agency Mortgage-Backed Securities
FMAC
2021-05-01
6.5000%
137033.80
7571.19
Agency Mortgage-Backed Securities
FMAC
2029-04-01
3.5000%
17502.01
9218.60
Agency Mortgage-Backed Securities
FMAC
2029-06-01
3.0000%
13414.28
7607.36
Agency Mortgage-Backed Securities
FMAC
2032-07-01
2.5000%
519951.70
518237.91
Agency Mortgage-Backed Securities
FMAC
2032-07-01
3.0000%
33601.73
34195.91
Agency Mortgage-Backed Securities
FMAC
2036-03-01
6.0000%
358824.15
11945.15
Agency Mortgage-Backed Securities
FMAC
2037-09-01
6.5000%
457859.62
7293.91
Agency Mortgage-Backed Securities
FMAC
2034-10-01
3.5000%
21529.45
13702.11
Agency Mortgage-Backed Securities
FMAC
2026-01-01
6.0000%
215294.49
11244.23
Agency Mortgage-Backed Securities
FMAC
2026-07-01
5.5000%
231687.59
13452.19
Agency Mortgage-Backed Securities
FMAC
2027-05-01
6.5000%
86117.80
11250.86
Agency Mortgage-Backed Securities
FMAC
2028-04-01
5.5000%
523625.77
20360.06
Agency Mortgage-Backed Securities
FMAC
2036-06-01
3.5000%
16792.97
14985.83
Agency Mortgage-Backed Securities
FMAC
2037-08-01
4.0000%
1391445.43
1486597.11
Agency Mortgage-Backed Securities
FMAC
2022-08-01
6.0000%
287991.12
12488.79
Agency Mortgage-Backed Securities
FMAC
2024-10-01
4.5000%
125674.86
10951.65
Agency Mortgage-Backed Securities
FMAC
2024-12-01
4.5000%
118280.78
10414.55
Agency Mortgage-Backed Securities
FMAC
2038-05-01
5.5000%
709703.94
443735.42
Agency Mortgage-Backed Securities
FMAC
2038-10-01
5.5000%
1366976.49
12261.16
Agency Mortgage-Backed Securities
FMAC
2038-11-01
6.0000%
1794869.13
129939.48
Agency Mortgage-Backed Securities
FMAC
2028-07-01
7.0000%
2912463.98
9619.58
Agency Mortgage-Backed Securities
FMAC
2031-01-01
7.0000%
4507132.48
10750.02
Agency Mortgage-Backed Securities
FMAC
2031-02-01
7.5000%
2107871.43
8267.99
Agency Mortgage-Backed Securities
FMAC
2032-02-01
6.0000%
1422225.08
14943.48
Agency Mortgage-Backed Securities
FMAC
2028-03-01
7.0000%
10308552.29
10846.32
Agency Mortgage-Backed Securities
FMAC
2039-04-01
4.0000%
411930.13
75697.99
Agency Mortgage-Backed Securities
FMAC
2039-06-01
5.0000%
57411.86
10750.04
Agency Mortgage-Backed Securities
FMAC
2039-06-01
6.0000%
98474.55
10044.75
Agency Mortgage-Backed Securities
FMAC
2039-06-01
5.0000%
69181.30
13759.86
Agency Mortgage-Backed Securities
FMAC
2039-06-01
5.0000%
198983.78
13869.80
Agency Mortgage-Backed Securities
FMAC
2039-07-01
5.0000%
74348.36
8091.75
Agency Mortgage-Backed Securities
FMAC
2039-08-01
5.0000%
337294.70
12603.02
Agency Mortgage-Backed Securities
FMAC
2039-09-01
5.0000%
397103.51
118398.32
Agency Mortgage-Backed Securities
FMAC
2039-11-01
6.0000%
143663.72
15135.44
Agency Mortgage-Backed Securities
FMAC
2039-10-01
5.5000%
56956.01
13772.20
Agency Mortgage-Backed Securities
FMAC
2039-12-01
5.5000%
57544.49
8869.57
Agency Mortgage-Backed Securities
FMAC
2040-03-01
5.0000%
93083.29
14827.18
Agency Mortgage-Backed Securities
FMAC
2040-06-01
5.5000%
30184.00
8112.68
Agency Mortgage-Backed Securities
FMAC
2040-09-01
4.0000%
3514160.70
514461.98
Agency Mortgage-Backed Securities
FMAC
2040-11-01
4.0000%
4542322.22
1521129.22
Agency Mortgage-Backed Securities
FMAC
2041-01-01
3.5000%
40475.08
14997.97
Agency Mortgage-Backed Securities
FMAC
2041-02-01
4.5000%
34447.12
7316.41
Agency Mortgage-Backed Securities
FMAC
2030-01-01
7.5000%
2242148.31
9495.96
Agency Mortgage-Backed Securities
FMAC
2018-07-01
4.0000%
1792923.73
10968.96
Agency Mortgage-Backed Securities
FMAC
2019-01-01
5.0000%
911413.35
9318.54
Agency Mortgage-Backed Securities
FMAC
2019-04-01
5.5000%
448629.80
7499.68
Agency Mortgage-Backed Securities
FMAC
2022-04-01
6.0000%
145652.46
8025.82
Agency Mortgage-Backed Securities
FMAC
2027-10-01
2.5000%
173328.14
83252.74
Agency Mortgage-Backed Securities
FMAC
2018-12-01
5.5000%
2392529.79
7882.01
Agency Mortgage-Backed Securities
FMAC
2020-05-01
5.0000%
493392.40
12603.40
Agency Mortgage-Backed Securities
FMAC
2031-05-01
6.5000%
9556234.11
15203.03
Agency Mortgage-Backed Securities
FMAC
2031-10-01
8.0000%
3213428.46
15232.46
Agency Mortgage-Backed Securities
FMAC
2031-05-01
7.0000%
3655108.55
11405.91
Agency Mortgage-Backed Securities
FMAC
2028-08-01
3.0000%
170226.18
98527.14
Agency Mortgage-Backed Securities
FMAC
2028-11-01
3.5000%
2152763.21
1193977.68
Agency Mortgage-Backed Securities
FMAC
2030-07-01
3.0000%
1600607.47
1324110.31
Agency Mortgage-Backed Securities
FMAC
2032-01-01
2.5000%
1250008.14
1207630.58
Agency Mortgage-Backed Securities
FMAC
2032-03-01
3.0000%
107764.08
108852.42
Agency Mortgage-Backed Securities
FMAC
2032-05-01
3.5000%
1292717.69
1358384.96
Agency Mortgage-Backed Securities
FMAC
2032-08-01
3.0000%
551312.93
572130.53
Agency Mortgage-Backed Securities
FMAC
2025-10-01
5.5000%
303361.42
297669.87
Agency Mortgage-Backed Securities
FMAC
2042-07-01
4.0000%
815381.38
415097.07
Agency Mortgage-Backed Securities
FMAC
2042-06-01
3.5000%
2838332.63
1647025.64
Agency Mortgage-Backed Securities
FMAC
2042-08-01
3.5000%
11135.61
7180.09
Agency Mortgage-Backed Securities
FMAC
2042-10-01
3.0000%
631530.51
378872.00
Agency Mortgage-Backed Securities
FMAC
2043-04-01
3.0000%
282800.51
184181.31
Agency Mortgage-Backed Securities
FMAC
2043-11-01
6.0000%
5510472.56
1670108.77
Agency Mortgage-Backed Securities
FMAC
2047-03-01
5.0000%
903794.51
947388.99
Agency Mortgage-Backed Securities
FMAC
2030-10-01
3.5000%
958419.60
947501.98
Agency Mortgage-Backed Securities
FMAC
2036-11-01
3.0000%
1435296.61
1416804.23
Agency Mortgage-Backed Securities
FMAC
2043-12-01
4.0000%
2836969.67
1543005.52
Agency Mortgage-Backed Securities
FMAC
2043-12-01
3.5000%
2628659.62
1536136.79
Agency Mortgage-Backed Securities
FMAC
2046-09-01
4.0000%
1207477.15
1272877.59
Agency Mortgage-Backed Securities
FMAC
2046-06-01
3.5000%
88399.34
86058.43
Agency Mortgage-Backed Securities
FMAC
2046-09-01
4.0000%
380841.60
401220.33
Agency Mortgage-Backed Securities
FMAC
2046-12-01
3.0000%
15861.18
15253.89
Agency Mortgage-Backed Securities
FMAC
2047-03-01
4.0000%
417570.84
443126.37
Agency Mortgage-Backed Securities
FMAC
2047-05-01
4.0000%
1533776.62
1632470.74
Agency Mortgage-Backed Securities
FMAC
2047-05-01
4.5000%
1446656.41
1559111.82
Agency Mortgage-Backed Securities
FMAC
2047-05-01
4.0000%
1440736.38
1532264.80
Agency Mortgage-Backed Securities
FMAC
2047-06-01
4.0000%
1254101.61
1323362.81
Agency Mortgage-Backed Securities
FMAC
2047-07-01
4.5000%
388036.46
426238.35
Agency Mortgage-Backed Securities
FMAC
2047-06-01
4.5000%
12669.36
13833.43
Agency Mortgage-Backed Securities
FMAC
2047-07-01
4.5000%
1181344.13
1283124.18
Agency Mortgage-Backed Securities
FMAC
2047-07-01
3.5000%
1198054.14
1242831.99
Agency Mortgage-Backed Securities
FMAC
2047-07-01
4.0000%
369232.92
395810.41
Agency Mortgage-Backed Securities
FMAC
2047-08-01
4.5000%
336533.71
362620.46
Agency Mortgage-Backed Securities
FMAC
2047-08-01
3.5000%
335744.58
350301.56
Agency Mortgage-Backed Securities
FMAC
2047-08-01
3.5000%
366307.50
382302.51
Agency Mortgage-Backed Securities
FMAC
2047-08-01
4.5000%
371521.36
408553.99
Agency Mortgage-Backed Securities
FMAC
2047-08-01
4.0000%
295153.82
316816.88
Agency Mortgage-Backed Securities
FMAC
2047-08-01
4.0000%
481639.33
518770.80
Agency Mortgage-Backed Securities
FMAC
2047-08-01
4.0000%
1305064.69
1390397.09
Agency Mortgage-Backed Securities
FMAC
2047-08-01
3.5000%
1582222.18
1650820.57
Agency Mortgage-Backed Securities
FMAC
2047-08-01
3.5000%
750394.31
784783.67
Agency Mortgage-Backed Securities
FMAC
2047-08-01
4.5000%
1201131.70
1319378.23
Agency Mortgage-Backed Securities
FMAC
2047-08-01
4.5000%
497487.58
548916.15
Agency Mortgage-Backed Securities
FMAC
2047-08-01
4.5000%
1192804.68
1321251.35
Agency Mortgage-Backed Securities
FMAC
2047-08-01
4.5000%
1192108.85
1309469.74
Agency Mortgage-Backed Securities
FMAC
2047-06-01
4.0000%
468406.75
502785.92
Agency Mortgage-Backed Securities
FMAC
2047-08-01
4.0000%
953833.83
1010620.69
Agency Mortgage-Backed Securities
FMAC
2040-02-01
5.5000%
24030.02
14187.03
Agency Mortgage-Backed Securities
FMAC
2046-08-01
3.5000%
1593970.66
1524521.30
Agency Mortgage-Backed Securities
FMAC
2047-07-01
4.5000%
1330526.85
1445966.23
Agency Mortgage-Backed Securities
FMAC
2023-12-01
4.5000%
220562.89
11729.75
Agency Mortgage-Backed Securities
FMAC
2024-08-01
6.0000%
266391.05
11321.71
Agency Mortgage-Backed Securities
FMAC
2021-07-01
6.5000%
4168101.36
12738.27
Agency Mortgage-Backed Securities
FMAC
2022-03-01
6.5000%
1994630.84
13282.26
Agency Mortgage-Backed Securities
FMAC
2022-10-01
6.5000%
775060.17
7191.89
Agency Mortgage-Backed Securities
FMAC
2025-06-01
5.5000%
97969.04
8439.07
Agency Mortgage-Backed Securities
FMAC
2027-10-20
8.5000%
1221420.19
40962.22
Agency Mortgage-Backed Securities
FMAC
2030-12-01
3.7830%
2523716.48
9065.95
Agency Mortgage-Backed Securities
FNMA
2027-08-01
3.3800%
189459.15
201050.43
Agency Mortgage-Backed Securities
GNMA
2042-02-20
3.0000%
368221.61
370785.73
Agency Mortgage-Backed Securities
GNMA
2034-03-20
5.0000%
588471.61
17910.72
Agency Mortgage-Backed Securities
GNMA
2027-05-15
7.5000%
720983.93
33882.94
Agency Mortgage-Backed Securities
GNMA
2034-02-20
6.0000%
984975.17
38660.74
Agency Mortgage-Backed Securities
GNMA
2029-06-20
3.5000%
2669651.69
1222753.58
Agency Mortgage-Backed Securities
GNMA
2043-03-15
4.0000%
2889465.36
1761074.09
Agency Mortgage-Backed Securities
GNMA
2044-09-20
4.0000%
1387561.52
1104377.04
Agency Mortgage-Backed Securities
GNMA
2041-06-15
6.0000%
157747.71
127866.04
Agency Mortgage-Backed Securities
GNMA
2041-06-15
6.0000%
921081.79
851194.82
Agency Mortgage-Backed Securities
GNMA
2045-09-15
5.5000%
86117.80
91095.84
Agency Mortgage-Backed Securities
GNMA
2034-11-20
6.0000%
16867024.18
1338676.10
Agency Mortgage-Backed Securities
GNMA
2022-07-15
6.0000%
197253.39
8477.76
Agency Mortgage-Backed Securities
GNMA
2041-10-15
3.8750%
3338107.51
1878618.08
Agency Mortgage-Backed Securities
GNMA
2026-12-15
3.5000%
5766962.07
1582510.95
Agency Mortgage-Backed Securities
GNMA
2041-06-20
4.5000%
1033413.56
280644.79
Agency Mortgage-Backed Securities
GNMA
2038-11-15
5.5000%
2027545.63
127943.44
Agency Mortgage-Backed Securities
GNMA
2039-09-15
5.0000%
102525.25
17400.51
Agency Mortgage-Backed Securities
GNMA
2039-02-20
5.0000%
3444711.86
208040.44
Agency Mortgage-Backed Securities
GNMA
2039-03-20
6.0000%
5192336.77
230739.94
Agency Mortgage-Backed Securities
U.S. TREASURY
2022-06-30
2.1250%
3713054.92
3793647.38
U.S. Treasuries (including strips)
N
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0107
67746000.00
67746000.00
0.0826
N
Y
Y
N
N/A
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 1.06 09/01/2017
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2031-09-01
3.5000%
4856724.99
4974836.70
Agency Mortgage-Backed Securities
FMAC
2047-06-01
3.5000%
4776814.96
4898804.90
Agency Mortgage-Backed Securities
FMAC
2043-03-01
3.0000%
3970665.25
2670736.83
Agency Mortgage-Backed Securities
FMAC
2028-02-01
2.5000%
9268841.96
4938064.06
Agency Mortgage-Backed Securities
FMAC
2042-07-01
4.0000%
6781404.15
4761735.29
Agency Mortgage-Backed Securities
FMAC
2029-11-01
3.0000%
6987835.29
4652947.42
Agency Mortgage-Backed Securities
FMAC
2033-09-01
4.0000%
10454356.49
4967501.99
Agency Mortgage-Backed Securities
FMAC
2044-07-01
4.5000%
10589853.16
4694328.93
Agency Mortgage-Backed Securities
FMAC
2046-03-01
4.0000%
5056755.58
4762300.19
Agency Mortgage-Backed Securities
FMAC
2047-02-01
3.5000%
4447746.36
4530126.93
Agency Mortgage-Backed Securities
FMAC
2047-04-01
4.0000%
4375600.14
4666231.08
Agency Mortgage-Backed Securities
FMAC
2045-04-01
4.0000%
5371838.35
4721246.36
Agency Mortgage-Backed Securities
FNMA
2042-04-01
3.2340%
6061660.29
2996931.71
Agency Mortgage-Backed Securities
FNMA
2046-01-01
2.9890%
6130237.32
5024021.67
Agency Mortgage-Backed Securities
FNMA
2036-04-01
2.8820%
21557920.67
5080186.12
Agency Mortgage-Backed Securities
N
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0106
67000000.00
67000000.00
0.0817
N
Y
Y
N
N/A
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK
CREDIT AGRICOLE CORPORATE AND 01.0600 09/01/2017
99GO429N6
NA
Non-Negotiable Time Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0106
8250000.00
8250000.00
0.0101
N
Y
Y
N
N/A
NATIONAL AUSTRALIA BANK/CAYMAN ISLANDS
NATIONAL AUSTRALIA BANK/CAYM 01.0500 09/01/2017
99GO889N9
NA
Non-Negotiable Time Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0105
13000000.00
13000000.00
0.0158
N
Y
Y
N
N/A
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 1.05 09/01/2017
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2044-10-01
4.0000%
41900000.00
28634350.43
Agency Mortgage-Backed Securities
FMAC
2027-02-01
3.0000%
25595264.00
10772951.11
Agency Mortgage-Backed Securities
FMAC
2030-10-01
3.5000%
85703.00
52956.26
Agency Mortgage-Backed Securities
FMAC
2029-11-01
2.5000%
16539.00
10203.78
Agency Mortgage-Backed Securities
FMAC
2036-05-01
3.0000%
600000.00
533027.69
Agency Mortgage-Backed Securities
FMAC
2026-11-01
3.0000%
500777.00
165678.78
Agency Mortgage-Backed Securities
FMAC
2041-03-01
4.5000%
34445440.00
12638713.84
Agency Mortgage-Backed Securities
FMAC
2043-11-01
4.5000%
3967136.00
2514427.17
Agency Mortgage-Backed Securities
FMAC
2037-08-01
3.5000%
626374.00
662775.40
Agency Mortgage-Backed Securities
FMAC
2047-05-01
4.5000%
3835796.00
4171912.52
Agency Mortgage-Backed Securities
FMAC
2044-08-01
4.5000%
178000.00
143338.88
Agency Mortgage-Backed Securities
FMAC
2045-05-01
3.0000%
290000.00
267148.07
Agency Mortgage-Backed Securities
FNMA
2027-01-01
3.5000%
3700000.00
972423.50
Agency Mortgage-Backed Securities
FNMA
2046-11-01
4.5000%
274732.00
278013.20
Agency Mortgage-Backed Securities
FNMA
2033-08-01
4.0000%
3240952.00
2361335.45
Agency Mortgage-Backed Securities
FNMA
2029-11-01
3.5000%
945776.00
652430.57
Agency Mortgage-Backed Securities
FNMA
2033-01-01
6.0000%
3482824.00
39120.12
Agency Mortgage-Backed Securities
FNMA
2036-02-01
6.0000%
5000000.00
1359184.12
Agency Mortgage-Backed Securities
FNMA
2047-08-01
4.0000%
1193600.00
1285420.76
Agency Mortgage-Backed Securities
FNMA
2037-03-01
5.5000%
29000000.00
203875.74
Agency Mortgage-Backed Securities
FNMA
2039-01-01
4.5000%
2984964.00
620712.61
Agency Mortgage-Backed Securities
N
2017-09-01
2017-09-01
2017-09-01
N
N
N
0.0105
67000000.00
67000000.00
0.0817
N
Y
Y
N
N/A
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M2YT7 DCP 11/27/2017
7443M2YT7
NA
Non-Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-27
2017-11-27
2017-11-27
N
N
N
0.0125
3987787.56
3987787.56
0.0049
N
N
N
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 83369BWT9 DCP 09/27/2017
83369BWT9
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-09-27
2017-09-27
2017-09-27
N
N
N
0.0120
1998152.00
1998152.00
0.0024
N
N
N
N
N/A
Putnam Money Market Fund
2017-09-07
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer