0000928816-17-002465.txt : 20171206
0000928816-17-002465.hdr.sgml : 20171206
20171206143116
ACCESSION NUMBER: 0000928816-17-002465
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20171130
FILED AS OF DATE: 20171206
DATE AS OF CHANGE: 20171206
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: 171242004
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
2017-11-30
0000081248
S000006251
6
N
N
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
24
60
227897334.07
205623214.61
255381540.95
263702229.30
342690735.60
335692690.91
326628272.26
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0.2561
0.3138
0.3234
0.4289
0.4181
0.4013
0.4040
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814773920.52
814716078.48
28308619.23
34047881.60
808988684.25
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1.0000
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1.0001
1.0001
C000017192
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1.0001
1.0001
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4674742.60
7546779.59
7780773.61
1509539.95
3360764.40
21508583.40
18140276.70
0.0083
N
C000017193
500.00
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1.0001
1.0001
1.0001
1.0001
26911.17
133278.91
105691.62
92808.58
29500.46
34538.29
38530.08
39737.99
173722.16
225728.99
0.0083
N
C000017194
500.00
25185025.18
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1.0001
1.0001
1.0000
1.0001
266627.70
534616.60
6020798.47
410806.35
894560.53
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153416.19
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1199625.40
0.0083
N
C000017195
500.00
29876049.43
29875083.0200
1.0001
1.0001
1.0001
1.0001
434648.75
704980.69
2555596.93
471328.93
500567.15
750702.63
848596.18
490131.29
4234927.94
2061705.50
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N
C000017196
500.00
7088508.45
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1.0001
1.0001
1.0001
1.0001
152897.31
1951.59
12199.18
8517.84
31394.70
33073.57
5444.32
34458.52
61170.97
78001.52
0.0083
N
C000017191
500.00
2301491.34
2301409.3900
1.0001
1.0001
1.0001
1.0001
4164.78
12391.68
2144.96
480090.99
28398.36
4319.00
8120.00
5950.00
40889.03
491953.51
0.0083
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 02089EZ85 DCP 12/08/2017
02089EZ85
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-12-08
2017-12-08
2017-12-08
N
Y
CREDIT SUISSE GROUP AG
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0125
3998912.80
3998912.80
0.0049
N
N
N
Y
N/A
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 02089FAG1 DCP 01/16/2018
02089FAG1
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-01-16
2018-01-16
2018-01-16
N
Y
CREDIT SUISSE GROUP AG
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0136
3992521.60
3992521.60
0.0049
N
N
N
N
N/A
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 01.4661 11/05/2018
07644DEN4
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
2017-12-05
2018-11-05
2018-11-05
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0147
7500000.00
7500000.00
0.0093
N
N
N
N
N/A
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 07644BGD8 DCP 07/13/2018
07644BGD8
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
2018-07-13
2018-07-13
2018-07-13
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0163
2067401.88
2067401.88
0.0026
N
N
N
N
N/A
CAFCO LLC
CAFCO LLC 1247P2ZM9 DCP 12/21/2017
1247P2ZM9
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-21
2017-12-21
2017-12-21
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0130
3997134.80
3997134.80
0.0049
N
N
N
N
N/A
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963UCG9 DCP 03/16/2018
15963UCG9
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-03-16
2018-03-16
2018-03-16
N
Y
JP Morgan Chase Bank
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0146
3981956.40
3981956.40
0.0049
N
N
N
N
N/A
CHARTA LLC
CHARTA LLC 16115VZD4 DCP 12/13/2017
16115VZD4
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-13
2017-12-13
2017-12-13
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0127
1049532.54
1049532.54
0.0013
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAP 01.4096 04/26/2018
19423EDM7
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-12-27
2018-04-26
2018-04-26
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0141
8002536.08
8002536.08
0.0099
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
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-01-05
2018-01-05
2018-01-05
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0142
8251955.33
8251955.33
0.0102
N
N
N
N
N/A
CORPORATE ASSET FUNDING CO INC
CORPORATE ASSET FUNDING CO IN 1247P3BP6 DCP 02/23/2018
1247P3BP6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-02-23
2018-02-23
2018-02-23
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0153
3986088.40
3986088.40
0.0049
N
N
N
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619TZB3 DCP 12/11/2017
12619TZB3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-11
2017-12-11
2017-12-11
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0136
3998527.20
3998527.20
0.0049
N
N
N
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619UBL4 DCP 02/20/2018
12619UBL4
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-02-20
2018-02-20
2018-02-20
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0151
3986342.40
3986342.40
0.0049
N
N
N
N
N/A
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 38346LZL3 DCP 12/20/2017
38346LZL3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-20
2017-12-20
2017-12-20
N
Y
Bank of Tokyo-Mitsubishi UFJ Ltd/The
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0136
3997204.40
3997204.40
0.0049
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TZC0 DCP 12/12/2017
53127TZC0
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-12-12
2017-12-12
2017-12-12
N
Y
BANK OF NOVA SCOTIA/THE
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0130
4423181.33
4423181.33
0.0055
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TZE6 DCP 12/14/2017
53127TZE6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-12-14
2017-12-14
2017-12-14
N
Y
BANK OF NOVA SCOTIA/THE
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0131
4747713.35
4747713.35
0.0059
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UBS8 DCP 02/26/2018
53127UBS8
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-02-26
2018-02-26
2018-02-26
N
Y
BANK OF NOVA SCOTIA/THE
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0153
2540674.93
2540674.93
0.0031
N
N
N
N
N/A
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LZM9 DCP 12/21/2017
56274LZM9
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-12-21
2017-12-21
2017-12-21
N
Y
Sumitomo Mitsui Banking Corp
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0126
3997013.20
3997013.20
0.0049
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
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-14
2017-12-14
2017-12-14
N
Y
Metlife Life Insurance Co
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0127
9495681.30
9495681.30
0.0117
N
N
N
N
N/A
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157UBC3 DCP 02/12/2018
59157UBC3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-12
2018-02-12
2018-02-12
N
Y
Metlife Life Insurance Co
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0141
2776704.88
2776704.88
0.0034
N
N
N
N
N/A
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157UC57 DCP 03/05/2018
59157UC57
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-05
2018-03-05
2018-03-05
N
Y
Metlife Life Insurance Co
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0140
3486395.15
3486395.15
0.0043
N
N
N
N
N/A
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67984WGH5 DCP 01/24/2018
67984WGH5
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-01-24
2018-01-24
2018-01-24
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0138
7982608.00
7982608.00
0.0099
N
N
N
N
N/A
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R0Z67 DCP 12/06/2017
7588R0Z67
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-12-06
2017-12-06
2017-12-06
N
Y
HSBC Bank PLC
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0122
10197929.40
10197929.40
0.0126
N
N
Y
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88603GHS2 DCP 01/26/2018
88603GHS2
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-01-26
2018-01-26
2018-01-26
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0136
7981886.40
7981886.40
0.0099
N
N
N
N
N/A
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KZ13 DCP 12/01/2017
92646KZ13
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-01
2017-12-01
2017-12-01
N
Y
Bank of Tokyo-Mitsubishi UFJ Ltd/The
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0131
3999870.40
3999870.40
0.0049
N
Y
Y
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 01.6172 12/08/2017
78009NL61
US78009NL610
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-08
2017-12-08
2017-12-08
N
N
N
0.0162
3000303.03
3000303.03
0.0037
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 01.8619 02/02/2018
13606BCA2
US13606BCA26
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-12-04
2018-02-02
2018-02-02
N
N
N
0.0173
8508627.59
8508627.59
0.0105
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.7003 01/09/2018
94989REV6
US94989REV69
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-01-09
2018-01-09
2018-01-09
N
N
N
0.0170
9004626.09
9004626.09
0.0111
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 01.6027 03/20/2018
89113WZN9
US89113WZN90
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-20
2018-03-20
2018-03-20
N
N
N
0.0160
9007803.09
9007803.09
0.0111
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 01.1744 05/02/2018
20272AWZ5
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-12-04
2018-05-02
2018-05-02
N
N
N
0.0117
4001796.04
4001796.04
0.0049
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.3703 12/15/2017
86958JNG0
US86958JNG03
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-15
2017-12-15
2017-12-15
N
N
N
0.0137
8500680.09
8500680.09
0.0105
N
N
N
N
N/A
LLOYDS BANK PLC/NEW YORK NY
LLOYDS BANK PLC NY 01.3761 01/16/2018
53943NS90
US53943NS903
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-14
2018-01-16
2018-01-16
N
N
N
0.0138
8251963.58
8251963.58
0.0102
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.3632 02/07/2018
94989RPF9
US94989RPF90
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-07
2018-02-07
2018-02-07
N
N
N
0.0136
5752001.06
5752001.06
0.0071
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 01.3517 02/12/2018
06053PXY8
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-12
2018-02-12
2018-02-12
N
N
N
0.0135
11500215.10
11500215.10
0.0142
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 01.4232 06/07/2018
06417GYC6
US06417GYC67
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-12-07
2018-06-07
2018-06-07
N
N
N
0.0142
4500733.55
4500733.55
0.0056
N
N
N
N
N/A
MIZUHO BANK LTD/NY
MIZUHO BANK LTD/NY 02.0103 12/12/2017
60689DX57
US60689DX573
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2017-12-12
2017-12-12
2017-12-12
N
N
N
0.0201
3500973.04
3500973.04
0.0043
N
N
N
N
N/A
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP NY 01.6231 12/22/2017
96121T2C1
US96121T2C12
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-12-22
2017-12-22
2017-12-22
N
N
N
0.0162
1500391.52
1500391.52
0.0019
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 01.4719 04/03/2018
21684B3G7
US21684B3G79
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-12-04
2018-04-03
2018-04-03
N
N
N
0.0134
8001968.08
8001968.08
0.0099
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.4239 07/09/2018
06371EQE0
US06371EQE04
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-12-11
2018-07-09
2018-07-09
N
N
N
0.0142
8501487.59
8501487.59
0.0105
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO-DOMINION BANK/NY 01.3400 01/16/2018
89113XHW7
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-01-16
2018-01-16
2018-01-16
N
N
N
0.0134
7999580.00
7999580.00
0.0099
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.5160 11/16/2018
94989RRQ3
US94989RRQ38
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-18
2018-11-16
2018-11-16
N
N
N
0.0152
7001932.07
7001932.07
0.0087
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.4449 07/12/2018
06371EEU7
US06371EEU73
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-12-12
2018-07-12
2018-07-12
N
N
N
0.0144
4001140.04
4001140.04
0.0049
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAVISKA ENSKILDA BANKEN 01.3000 12/22/2017
83050FZJ3
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-12-22
2017-12-22
2017-12-22
N
N
N
0.0126
2000113.82
2000113.82
0.0025
N
N
N
N
N/A
US BANK NA/CINCINNATI OH
US BANK NA/CINCINNATI OH 00.0000
90333VUQ1
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-20
2018-03-20
2018-03-20
N
N
N
0.0000
8000564.88
8000564.88
0.0099
N
N
N
N
N/A
LLOYDS BANK PLC/NEW YORK NY
LLOYDS BANK PLC/NEW YORK NY 01.2700 12/12/2017
53945GNH0
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-12
2017-12-12
2017-12-12
N
N
N
0.0125
7750047.35
7750047.35
0.0096
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL/CHICAGO IL 01.3900 02/05/2018
06371ETP2
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-02-05
2018-02-05
2018-02-05
N
N
N
0.0139
9500044.75
9500044.75
0.0117
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY 01.4421 05/08/2018
86563YX81
US86563YX816
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-08
2018-05-08
2018-05-08
N
N
N
0.0144
7501125.08
7501125.08
0.0093
N
N
N
N
N/A
MIZUHO BANK LTD/NY
MIZUHO BANK LTD/NY USD 01.5021 12/04/2017
60700AAK0
US60700AAK07
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0150
4500175.55
4500175.55
0.0056
N
N
Y
N
N/A
STATE STREET BANK & TRUST CO
STATE STREET BANK & TRUST CO 01.4000 02/09/2018
8574P1LD6
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-09
2018-02-09
2018-02-09
N
N
N
0.0140
7749464.48
7749464.48
0.0096
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 01.6361 12/01/2017
13606A5P9
US13606A5P97
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0164
2500037.53
2500037.53
0.0031
N
Y
Y
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY USD 01.4149 01/12/2018
13606BFJ0
US13606BFJ08
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-12-12
2018-01-12
2018-01-12
N
N
N
0.0141
2500795.03
2500795.03
0.0031
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.4835 11/15/2018
94989RTC2
US94989RTC24
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-18
2018-11-15
2018-11-15
N
N
N
0.0148
2499957.50
2499957.50
0.0031
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY USD 01.7000 03/09/2018
78009NZZ2
US78009NZZ22
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-03-09
2018-03-09
2018-03-09
N
N
N
0.0150
4002072.44
4002072.44
0.0049
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY USD 01.4435 01/16/2018
86563YXV0
US86563YXV00
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-18
2018-01-16
2018-01-16
N
N
N
0.0144
3500983.54
3500983.54
0.0043
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAVISKA ENSKILDA BANKEN 01.3000 12/27/2017
83050FZK0
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2017-12-27
2017-12-27
2017-12-27
N
N
N
0.0134
1000062.31
1000062.31
0.0012
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 01.5000 02/20/2018
17305TTD4
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0150
7999789.60
7999789.60
0.0099
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 01.5898 12/28/2018
13606BQR0
US13606BQR05
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-12-28
2018-12-28
2018-12-28
N
N
N
0.0159
6499324.00
6499324.00
0.0080
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY USD 01.4361 01/10/2018
89113WK54
US89113WK545
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-11
2018-01-10
2018-01-10
N
N
N
0.0144
4751600.75
4751600.75
0.0059
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 01.2731 12/12/2017
63254GDD4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-12
2017-12-12
2017-12-12
N
N
N
0.0127
8501292.09
8501292.09
0.0105
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.3544 01/08/2018
9612C4UW9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-12-08
2018-01-08
2018-01-08
N
N
N
0.0135
7004809.07
7004809.07
0.0087
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
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-15
2018-02-15
2018-02-15
N
N
N
0.0119
9008343.09
9008343.09
0.0111
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.1667 03/02/2018
9612C4VK4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-12-04
2018-03-02
2018-03-02
N
N
N
0.0117
5004350.05
5004350.05
0.0062
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
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-13
2018-04-13
2018-04-13
N
N
N
0.0127
8006696.08
8006696.08
0.0099
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
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-12-21
2018-06-21
2018-06-21
N
N
N
0.0140
8001016.08
8001016.08
0.0099
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253CBG0 DCP 02/16/2018
05253CBG0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-16
2018-02-16
2018-02-16
N
N
N
0.0141
7977362.40
7977362.40
0.0099
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
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-27
2018-03-27
2018-03-27
N
N
N
0.0142
2487536.25
2487536.25
0.0031
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
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0141
4286581.59
4286581.59
0.0053
N
N
N
N
N/A
SWEDBANK AB
SWEDBANK AB 87019RZ66 DCP 12/06/2017
87019RZ66
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0116
4999026.50
4999026.50
0.0062
N
N
Y
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253CE44 DCP 05/04/2018
05253CE44
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-05-04
2018-05-04
2018-05-04
N
N
N
0.0146
3974717.60
3974717.60
0.0049
N
N
N
N
N/A
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 86960KB92 DCP 02/09/2018
86960KB92
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-09
2018-02-09
2018-02-09
N
N
N
0.0142
5784019.84
5784019.84
0.0071
N
N
N
N
N/A
BPCE SA
BPCE SA 05571BZ48 DCP 12/04/2017
05571BZ48
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0116
7998981.60
7998981.60
0.0099
N
N
Y
N
N/A
UBS AG/LONDON
UBS AG/LONDON - 03/07/2018 01.3839 03/07/2018
90276JBF2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-12-07
2018-03-07
2018-03-07
N
N
N
0.0138
5001545.05
5001545.05
0.0062
N
N
N
N
N/A
NORDEA BANK AB
NORDEA BANK AB 65558FZ40 DCP 12/04/2017
65558FZ40
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0116
5799227.44
5799227.44
0.0072
N
N
Y
N
N/A
NORDEA BANK AB
NORDEA BANK AB 65558GD91 DCP 04/09/2018
65558GD91
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-04-09
2018-04-09
2018-04-09
N
N
N
0.0142
11686057.60
11686057.60
0.0144
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307LZB0 DCP 12/11/2017
63307LZB0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-11
2017-12-11
2017-12-11
N
N
N
0.0130
4098503.09
4098503.09
0.0051
N
N
N
N
N/A
DANSKE CORP
DANSKE CORP 2363F6ZF0 DCP 12/15/2017
2363F6ZF0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-15
2017-12-15
2017-12-15
N
N
N
0.0131
3748078.13
3748078.13
0.0046
N
N
N
N
N/A
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 86960KG55 DCP 07/05/2018
86960KG55
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-05
2018-07-05
2018-07-05
N
N
N
0.0147
2722267.63
2722267.63
0.0034
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA - 03/19/2018 01.3344 03/19/2018
2332K4GL2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2017-12-19
2018-03-19
2018-03-19
N
N
N
0.0133
8251625.33
8251625.33
0.0102
N
N
N
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084BZM9 DCP 12/21/2017
00084BZM9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-21
2017-12-21
2017-12-21
N
N
N
0.0128
3997018.00
3997018.00
0.0049
N
N
N
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E1AN1 DCP 01/22/2018
6385E1AN1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-01-22
2018-01-22
2018-01-22
N
N
N
0.0141
3991573.20
3991573.20
0.0049
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050TZN4 DCP 12/22/2017
83050TZN4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-12-22
2017-12-22
2017-12-22
N
N
N
0.0130
5495993.80
5495993.80
0.0068
N
N
N
N
N/A
SWEDBANK AB
SWEDBANK AB 87019SB29 DCP 02/02/2018
87019SB29
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0142
6984630.80
6984630.80
0.0086
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.4250 10/05/2018
9612C4XF3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-12-05
2018-10-05
2018-10-05
N
N
N
0.0143
7000140.00
7000140.00
0.0087
N
N
N
N
N/A
NRW BANK
NRW BANK 62939LZE2 DCP 12/14/2017
62939LZE2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-14
2017-12-14
2017-12-14
N
N
N
0.0127
3997998.00
3997998.00
0.0049
N
N
N
N
N/A
MITSUBISHI UFJ TRUST & BANKING CORP/NY
MITSUBISHI UFJ TRUST & BANKIN 60682XBN5 DCP 02/22/2018
60682XBN5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-02-22
2018-02-22
2018-02-22
N
N
N
0.0143
7972560.00
7972560.00
0.0099
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253AZ45 DCP 12/04/2017
05253AZ45
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0120
11998395.60
11998395.60
0.0148
N
N
Y
N
N/A
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 86960KBG6 DCP 02/16/2018
86960KBG6
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-16
2018-02-16
2018-02-16
N
N
N
0.0139
1495384.95
1495384.95
0.0018
N
N
N
N
N/A
HSBC BANK PLC
HSBC BANK PLC - 11/05/2018 01.4421 11/05/2018
40433FKC2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-05
2018-11-05
2018-11-05
N
N
N
0.0144
3750933.79
3750933.79
0.0046
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 63254FEQ6 DCP 05/24/2018
63254FEQ6
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-05-24
2018-05-24
2018-05-24
N
N
N
0.0154
1289838.29
1289838.29
0.0016
N
N
N
N
N/A
NORDEA BANK AB
NORDEA BANK AB 65558FZB4 DCP 12/11/2017
65558FZB4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-11
2017-12-11
2017-12-11
N
N
N
0.0124
3998513.60
3998513.60
0.0049
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 01.4461 11/09/2018
20272AZC3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-12-11
2018-11-09
2018-11-09
N
N
N
0.0145
8001200.08
8001200.08
0.0099
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307MBF5 DCP 02/15/2018
63307MBF5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-02-15
2018-02-15
2018-02-15
N
N
N
0.0143
3988304.40
3988304.40
0.0049
N
N
N
N
N/A
SWEDBANK AB
SWEDBANK AB 87019RZ41 DCP 12/04/2017
87019RZ41
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-04
2017-12-04
2017-12-04
N
N
N
0.0118
3999482.40
3999482.40
0.0049
N
N
Y
N
N/A
DNB BANK ASA
DNB BANK ASA 2332K0Z54 DCP 12/05/2017
2332K0Z54
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2017-12-05
2017-12-05
2017-12-05
N
N
N
0.0116
7998712.00
7998712.00
0.0099
N
N
Y
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084CA51 DCP 01/05/2018
00084CA51
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
WD
2018-01-05
2018-01-05
2018-01-05
N
N
N
0.0139
3994656.00
3994656.00
0.0049
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050UGH5 DCP 07/17/2018
83050UGH5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-07-17
2018-07-17
2018-07-17
N
N
N
0.0174
1716348.26
1716348.26
0.0021
N
N
N
N
N/A
DANSKE CORP
DANSKE CORP 2363F7D47 DCP 04/04/2018
2363F7D47
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0161
4690802.90
4690802.90
0.0058
N
N
N
N
N/A
INTERNATIONAL BUSINESS MACHINES CORP
INTERNATIONAL BUSINESS MACHIN 45920FZU5 DCP 12/28/2017
45920FZU5
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-28
2017-12-28
2017-12-28
N
N
N
0.0121
3996325.60
3996325.60
0.0049
N
N
N
N
N/A
INTERNATIONAL BUSINESS MACHINES CORP
INTERNATIONAL BUSINESS MACHIN 45920FZL5 DCP 12/20/2017
45920FZL5
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-20
2017-12-20
2017-12-20
N
N
N
0.0123
7994920.00
7994920.00
0.0099
N
N
N
N
N/A
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK
CREDIT AGRICOLE CORPORATE AND 01.1600 12/06/2017
99GR299X4
NA
Non-Negotiable Time Deposit
Y
Moody's
P-1
S&P
A-1
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0116
8000000.00
8000000.00
0.0099
N
N
Y
N
N/A
BNP PARIBAS/CAYMAN ISLANDS
BNP PARIBAS/CAYMAN ISLANDS 01.1700 12/06/2017
99GW529D9
NA
Non-Negotiable Time Deposit
Y
Moody's
WR
S&P
A-1
Fitch
F1
2017-12-06
2017-12-06
2017-12-06
N
N
N
0.0117
8000000.00
8000000.00
0.0099
N
N
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 1.05 12/01/2017
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
U.S. TREASURY
2023-01-31
1.7500%
26720247.93
26390964.44
U.S. Treasuries (including strips)
U.S. TREASURY
2020-11-15
2.6250%
42705315.17
43679272.11
U.S. Treasuries (including strips)
U.S. TREASURY
2021-05-31
1.3750%
8639877.93
8469780.33
U.S. Treasuries (including strips)
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0105
77000000.00
77000000.00
0.0952
N
Y
Y
N
N/A
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 1.05 12/01/2017
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2047-06-01
3.5000%
4015764.87
3968926.71
Agency Mortgage-Backed Securities
FMAC
2026-03-01
4.0000%
14866820.40
3918341.87
Agency Mortgage-Backed Securities
FMAC
2045-04-01
3.0000%
5003982.05
3753279.80
Agency Mortgage-Backed Securities
FMAC
2047-07-01
3.0000%
3805685.99
3775215.42
Agency Mortgage-Backed Securities
FMAC
2025-01-01
3.5000%
6797362.73
3989421.38
Agency Mortgage-Backed Securities
FMAC
2047-11-01
3.5000%
3820320.60
3900177.16
Agency Mortgage-Backed Securities
FMAC
2044-02-01
4.5000%
5490690.23
2864730.35
Agency Mortgage-Backed Securities
FMAC
2047-09-01
4.0000%
3704162.56
3894865.84
Agency Mortgage-Backed Securities
FNMA
2041-11-01
3.5000%
9736368.99
3796857.09
Agency Mortgage-Backed Securities
FNMA
2028-08-01
3.0000%
2457287.39
1350532.26
Agency Mortgage-Backed Securities
FNMA
2042-04-01
3.2510%
9883001.33
4323928.42
Agency Mortgage-Backed Securities
FNMA
2032-03-01
3.0000%
3989839.81
3743319.60
Agency Mortgage-Backed Securities
FNMA
2046-04-01
3.5000%
4305293.82
3923249.08
Agency Mortgage-Backed Securities
FNMA
2027-11-01
2.8600%
3865373.31
3876037.79
Agency Mortgage-Backed Securities
FNMA
2028-12-01
3.0000%
7506022.73
3865927.24
Agency Mortgage-Backed Securities
FNMA
2044-01-01
4.5000%
6822086.55
3900046.79
Agency Mortgage-Backed Securities
FNMA
2030-01-01
3.0000%
5946728.16
3722900.19
Agency Mortgage-Backed Securities
FNMA
2046-01-01
2.9940%
5738592.68
4258249.06
Agency Mortgage-Backed Securities
FNMA
2047-11-01
4.0000%
3805628.01
3932802.02
Agency Mortgage-Backed Securities
GNMA
2052-11-15
2.9900%
3777361.73
3856026.73
Agency Mortgage-Backed Securities
GNMA
2045-04-15
4.0000%
5469167.24
3768085.20
Agency Mortgage-Backed Securities
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0105
76846000.00
76846000.00
0.0950
N
Y
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 1.04 12/07/2017
TRIPARTY1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2030-05-01
4.0000%
2001081.67
270314.19
Agency Mortgage-Backed Securities
FMAC
2035-02-01
5.5000%
2655858.30
287345.95
Agency Mortgage-Backed Securities
FMAC
2043-01-01
4.0000%
529545.16
289993.14
Agency Mortgage-Backed Securities
FMAC
2024-08-01
5.0000%
2224056.14
104378.91
Agency Mortgage-Backed Securities
FMAC
2047-09-01
4.0000%
271302.65
282632.22
Agency Mortgage-Backed Securities
FMAC
2044-07-01
3.5000%
503515.41
262492.10
Agency Mortgage-Backed Securities
FMAC
2044-12-01
3.5000%
492374.36
290179.61
Agency Mortgage-Backed Securities
FMAC
2046-12-01
3.0000%
2920.50
2757.51
Agency Mortgage-Backed Securities
FMAC
2032-09-01
3.5000%
280280.15
286774.66
Agency Mortgage-Backed Securities
FMAC
2032-04-01
3.5000%
6375.45
5950.69
Agency Mortgage-Backed Securities
FMAC
2029-02-01
3.5000%
439588.97
277295.09
Agency Mortgage-Backed Securities
FMAC
2041-11-01
3.5000%
318642.40
172308.68
Agency Mortgage-Backed Securities
FMAC
2041-12-01
3.5000%
45268.69
25374.68
Agency Mortgage-Backed Securities
FMAC
2046-12-01
3.0000%
307404.65
292399.93
Agency Mortgage-Backed Securities
FMAC
2047-08-01
3.5000%
6406.81
6552.01
Agency Mortgage-Backed Securities
FMAC
2037-04-01
3.0000%
286352.73
270947.56
Agency Mortgage-Backed Securities
FMAC
2044-01-01
4.5000%
182429.31
107070.58
Agency Mortgage-Backed Securities
FMAC
2044-09-01
4.5000%
539670.52
281233.81
Agency Mortgage-Backed Securities
FMAC
2046-05-01
3.0000%
324499.73
272709.45
Agency Mortgage-Backed Securities
FMAC
2046-05-01
3.5000%
303698.22
267930.15
Agency Mortgage-Backed Securities
FMAC
2046-09-01
3.5000%
325796.65
289517.20
Agency Mortgage-Backed Securities
FMAC
2047-01-01
4.0000%
18542.89
19486.82
Agency Mortgage-Backed Securities
FMAC
2047-03-01
4.5000%
317922.88
275204.41
Agency Mortgage-Backed Securities
FMAC
2047-07-01
4.5000%
260739.64
282296.60
Agency Mortgage-Backed Securities
FMAC
2047-09-01
4.0000%
270652.46
287542.59
Agency Mortgage-Backed Securities
FMAC
2047-09-01
4.0000%
268281.02
281262.04
Agency Mortgage-Backed Securities
FMAC
2047-11-01
4.0000%
263027.58
280266.34
Agency Mortgage-Backed Securities
FMAC
2047-11-01
4.0000%
250906.65
268086.53
Agency Mortgage-Backed Securities
FMAC
2047-10-01
3.5000%
172791.13
179533.51
Agency Mortgage-Backed Securities
FMAC
2047-10-01
4.5000%
251933.04
275222.26
Agency Mortgage-Backed Securities
FMAC
2047-11-01
3.5000%
273673.34
284547.83
Agency Mortgage-Backed Securities
FMAC
2047-11-01
4.5000%
243880.80
266648.88
Agency Mortgage-Backed Securities
FMAC
2045-05-01
3.5000%
887068.58
788058.20
Agency Mortgage-Backed Securities
FMAC
2046-09-01
3.5000%
316913.57
279376.22
Agency Mortgage-Backed Securities
FNMA
2037-07-01
6.5000%
971787.45
34279.73
Agency Mortgage-Backed Securities
FNMA
2033-07-01
6.0000%
1439027.58
33249.68
Agency Mortgage-Backed Securities
FNMA
2035-09-01
5.5000%
518793.29
29691.23
Agency Mortgage-Backed Securities
FNMA
2037-01-01
7.0000%
356949.70
35371.88
Agency Mortgage-Backed Securities
FNMA
2032-11-01
6.0000%
2522608.11
27579.04
Agency Mortgage-Backed Securities
FNMA
2031-12-01
6.0000%
1081665.77
34048.94
Agency Mortgage-Backed Securities
FNMA
2032-08-01
6.5000%
6867148.19
31790.20
Agency Mortgage-Backed Securities
FNMA
2032-04-01
6.5000%
648999.46
30489.13
Agency Mortgage-Backed Securities
FNMA
2025-12-01
3.0000%
108166.58
29941.21
Agency Mortgage-Backed Securities
FNMA
2026-01-01
3.5000%
109347.65
35559.96
Agency Mortgage-Backed Securities
FNMA
2041-09-01
5.0000%
140319.09
33380.21
Agency Mortgage-Backed Securities
FNMA
2041-03-01
4.5000%
64359.11
32102.13
Agency Mortgage-Backed Securities
FNMA
2041-04-01
5.0000%
113637.21
29973.56
Agency Mortgage-Backed Securities
FNMA
2051-06-01
5.0000%
142504.60
32151.91
Agency Mortgage-Backed Securities
FNMA
2041-05-01
4.5000%
110969.71
35820.46
Agency Mortgage-Backed Securities
FNMA
2041-06-01
5.0000%
334317.04
28251.58
Agency Mortgage-Backed Securities
FNMA
2041-08-01
4.5000%
84040.89
31293.23
Agency Mortgage-Backed Securities
FNMA
2041-08-01
5.5000%
121917.36
28958.25
Agency Mortgage-Backed Securities
FNMA
2041-09-01
5.0000%
54077.88
36118.49
Agency Mortgage-Backed Securities
FNMA
2041-09-01
5.0000%
221968.09
30483.58
Agency Mortgage-Backed Securities
FNMA
2041-10-01
5.0000%
126207.68
34513.79
Agency Mortgage-Backed Securities
FNMA
2041-12-01
4.0000%
217057.00
32521.62
Agency Mortgage-Backed Securities
FNMA
2041-10-01
4.0000%
67063.28
31135.50
Agency Mortgage-Backed Securities
FNMA
2041-12-01
4.0000%
76617.96
33184.97
Agency Mortgage-Backed Securities
FNMA
2026-12-01
3.0000%
108166.58
27401.17
Agency Mortgage-Backed Securities
FNMA
2042-01-01
4.0000%
59816.12
29050.86
Agency Mortgage-Backed Securities
FNMA
2027-05-01
4.0000%
278803.14
35208.95
Agency Mortgage-Backed Securities
FNMA
2042-02-01
4.0000%
86533.26
29683.21
Agency Mortgage-Backed Securities
FNMA
2042-04-01
4.0000%
79935.10
32179.57
Agency Mortgage-Backed Securities
FNMA
2034-02-01
6.0000%
170362.36
34828.33
Agency Mortgage-Backed Securities
FNMA
2035-12-01
6.0000%
306851.16
34342.06
Agency Mortgage-Backed Securities
FNMA
2024-02-01
4.5000%
540832.88
29641.12
Agency Mortgage-Backed Securities
FNMA
2038-02-01
5.0000%
290717.14
35686.30
Agency Mortgage-Backed Securities
FNMA
2026-09-01
4.0000%
107084.91
28515.81
Agency Mortgage-Backed Securities
FNMA
2038-02-01
6.0000%
81124.93
27693.27
Agency Mortgage-Backed Securities
FNMA
2043-01-01
4.0000%
68902.11
34111.47
Agency Mortgage-Backed Securities
FNMA
2043-05-01
4.0000%
54083.29
35351.30
Agency Mortgage-Backed Securities
FNMA
2022-01-01
6.5000%
180854.84
28643.75
Agency Mortgage-Backed Securities
FNMA
2044-01-01
3.5000%
38470.96
27035.16
Agency Mortgage-Backed Securities
FNMA
2043-10-01
5.5000%
55543.43
35474.20
Agency Mortgage-Backed Securities
FNMA
2044-01-01
5.0000%
73126.12
30827.77
Agency Mortgage-Backed Securities
FNMA
2043-12-01
4.5000%
33988.21
21780.58
Agency Mortgage-Backed Securities
FNMA
2035-04-01
3.5000%
35911.30
27011.27
Agency Mortgage-Backed Securities
FNMA
2045-05-01
3.5000%
43686.10
32084.33
Agency Mortgage-Backed Securities
FNMA
2045-06-01
4.5000%
35436.78
30534.40
Agency Mortgage-Backed Securities
FNMA
2025-09-01
5.0000%
86533.26
33207.35
Agency Mortgage-Backed Securities
FNMA
2044-06-01
4.5000%
22216.55
14397.28
Agency Mortgage-Backed Securities
FNMA
2047-01-01
4.5000%
38195.89
33035.26
Agency Mortgage-Backed Securities
FNMA
2046-09-01
3.0000%
30103.19
27773.96
Agency Mortgage-Backed Securities
FNMA
2046-10-01
3.0000%
37743.97
35210.38
Agency Mortgage-Backed Securities
FNMA
2031-12-01
3.0000%
32990.81
29949.13
Agency Mortgage-Backed Securities
FNMA
2047-02-01
4.5000%
33685.99
32453.44
Agency Mortgage-Backed Securities
FNMA
2045-06-01
4.5000%
41644.13
29508.91
Agency Mortgage-Backed Securities
FNMA
2042-09-01
4.0000%
65981.61
34530.73
Agency Mortgage-Backed Securities
FNMA
2042-07-01
3.5000%
56445.86
35071.44
Agency Mortgage-Backed Securities
FNMA
2042-10-01
3.5000%
54083.29
27437.18
Agency Mortgage-Backed Securities
FNMA
2043-06-01
4.0000%
54083.29
34598.17
Agency Mortgage-Backed Securities
FNMA
2043-06-01
4.0000%
51919.96
31670.60
Agency Mortgage-Backed Securities
FNMA
2043-08-01
4.0000%
57869.12
30663.32
Agency Mortgage-Backed Securities
FNMA
2044-02-01
4.5000%
131859.60
34003.25
Agency Mortgage-Backed Securities
FNMA
2044-05-01
4.0000%
43266.63
28065.04
Agency Mortgage-Backed Securities
FNMA
2044-07-01
5.0000%
25917.36
10292.55
Agency Mortgage-Backed Securities
FNMA
2044-08-01
4.5000%
74707.95
29353.07
Agency Mortgage-Backed Securities
FNMA
2029-09-01
3.0000%
56803.03
32966.61
Agency Mortgage-Backed Securities
FNMA
2030-02-01
2.5000%
52065.77
34735.77
Agency Mortgage-Backed Securities
FNMA
2045-04-01
3.5000%
40103.30
29017.37
Agency Mortgage-Backed Securities
FNMA
2030-08-01
2.5000%
46769.82
33801.98
Agency Mortgage-Backed Securities
FNMA
2030-08-01
3.5000%
39499.08
29070.35
Agency Mortgage-Backed Securities
FNMA
2036-02-01
3.5000%
46511.63
36037.41
Agency Mortgage-Backed Securities
FNMA
2031-10-01
2.5000%
37927.74
33715.79
Agency Mortgage-Backed Securities
FNMA
2031-07-01
2.5000%
42586.37
35892.71
Agency Mortgage-Backed Securities
FNMA
2047-03-01
3.0000%
33148.73
32168.61
Agency Mortgage-Backed Securities
FNMA
2046-11-01
3.5000%
32125.47
31165.47
Agency Mortgage-Backed Securities
FNMA
2046-12-01
3.0000%
30926.01
29615.38
Agency Mortgage-Backed Securities
FNMA
2047-06-01
4.5000%
29447.27
31252.40
Agency Mortgage-Backed Securities
FNMA
2032-04-01
4.0000%
73012.44
34891.52
Agency Mortgage-Backed Securities
FNMA
2028-06-01
3.0000%
123866.20
32363.87
Agency Mortgage-Backed Securities
FNMA
2043-05-01
3.0000%
43266.63
27388.19
Agency Mortgage-Backed Securities
FNMA
2028-06-01
3.5000%
76563.76
35165.43
Agency Mortgage-Backed Securities
FNMA
2043-07-01
3.5000%
39862.20
28241.39
Agency Mortgage-Backed Securities
FNMA
2028-09-01
3.0000%
54083.29
30143.31
Agency Mortgage-Backed Securities
FNMA
2043-10-01
4.5000%
115046.08
28977.45
Agency Mortgage-Backed Securities
FNMA
2029-03-01
3.5000%
56888.26
30843.26
Agency Mortgage-Backed Securities
FNMA
2043-12-01
4.0000%
47268.79
27097.28
Agency Mortgage-Backed Securities
FNMA
2043-10-01
4.5000%
49891.29
33289.68
Agency Mortgage-Backed Securities
FNMA
2028-12-01
3.5000%
49698.76
29107.50
Agency Mortgage-Backed Securities
FNMA
2029-02-01
3.5000%
54083.29
28839.18
Agency Mortgage-Backed Securities
FNMA
2044-04-01
4.0000%
56787.45
35505.89
Agency Mortgage-Backed Securities
FNMA
2044-03-01
4.5000%
50269.66
33489.31
Agency Mortgage-Backed Securities
FNMA
2044-02-01
4.5000%
52460.79
35433.66
Agency Mortgage-Backed Securities
FNMA
2044-02-01
4.5000%
39234.61
29054.46
Agency Mortgage-Backed Securities
FNMA
2044-04-01
4.5000%
62538.56
30120.07
Agency Mortgage-Backed Securities
FNMA
2029-03-01
4.0000%
110906.98
33279.43
Agency Mortgage-Backed Securities
FNMA
2044-04-01
4.0000%
54083.29
32263.91
Agency Mortgage-Backed Securities
FNMA
2044-08-01
4.5000%
76594.59
30567.61
Agency Mortgage-Backed Securities
FNMA
2044-11-01
4.0000%
35309.14
28797.48
Agency Mortgage-Backed Securities
FNMA
2040-01-01
3.5000%
37858.30
27065.96
Agency Mortgage-Backed Securities
FNMA
2027-06-01
3.5000%
56787.45
32858.49
Agency Mortgage-Backed Securities
FNMA
2045-02-01
3.5000%
41064.58
30657.47
Agency Mortgage-Backed Securities
FNMA
2045-03-01
4.0000%
49914.98
30948.46
Agency Mortgage-Backed Securities
FNMA
2030-03-01
3.5000%
36239.59
28293.27
Agency Mortgage-Backed Securities
FNMA
2045-04-01
4.0000%
31436.88
22906.23
Agency Mortgage-Backed Securities
FNMA
2045-04-01
3.5000%
34344.62
29417.39
Agency Mortgage-Backed Securities
FNMA
2045-07-01
4.0000%
43266.63
33347.21
Agency Mortgage-Backed Securities
FNMA
2030-10-01
3.0000%
42464.14
31536.71
Agency Mortgage-Backed Securities
FNMA
2032-05-01
6.5000%
811249.32
31270.63
Agency Mortgage-Backed Securities
FNMA
2032-10-01
6.0000%
973499.19
28920.06
Agency Mortgage-Backed Securities
FNMA
2033-01-01
7.0000%
346133.04
29993.85
Agency Mortgage-Backed Securities
FNMA
2033-01-01
6.0000%
1747039.59
35925.81
Agency Mortgage-Backed Securities
FNMA
2033-03-01
6.0000%
414926.99
33478.93
Agency Mortgage-Backed Securities
FNMA
2033-04-01
6.0000%
295020.44
36064.13
Agency Mortgage-Backed Securities
FNMA
2033-05-01
5.5000%
1035545.59
33880.88
Agency Mortgage-Backed Securities
FNMA
2033-08-01
4.5000%
386823.80
31128.80
Agency Mortgage-Backed Securities
FNMA
2033-07-01
5.0000%
428880.48
31372.85
Agency Mortgage-Backed Securities
FNMA
2033-08-01
5.0000%
973499.19
32996.29
Agency Mortgage-Backed Securities
FNMA
2035-05-01
6.0000%
640129.80
31257.17
Agency Mortgage-Backed Securities
FNMA
2033-09-01
5.0000%
184963.22
27245.17
Agency Mortgage-Backed Securities
FNMA
2036-09-01
6.5000%
1229897.03
29490.96
Agency Mortgage-Backed Securities
FNMA
2036-10-01
5.0000%
520389.40
28757.61
Agency Mortgage-Backed Securities
FNMA
2033-12-01
5.0000%
75937.37
29329.41
Agency Mortgage-Backed Securities
FNMA
2033-10-01
4.5000%
289679.61
28895.97
Agency Mortgage-Backed Securities
FNMA
2033-11-01
4.5000%
372719.20
30472.22
Agency Mortgage-Backed Securities
FNMA
2034-04-01
5.0000%
340616.55
29054.85
Agency Mortgage-Backed Securities
FNMA
2034-05-01
5.0000%
824770.15
32139.97
Agency Mortgage-Backed Securities
FNMA
2034-06-01
5.0000%
811249.32
35784.54
Agency Mortgage-Backed Securities
FNMA
2029-07-01
6.5000%
449968.96
28233.91
Agency Mortgage-Backed Securities
FNMA
2034-08-01
6.0000%
274743.10
32318.22
Agency Mortgage-Backed Securities
FNMA
2034-07-01
4.7500%
273254.84
28513.35
Agency Mortgage-Backed Securities
FNMA
2034-09-01
6.0000%
1516822.39
32342.21
Agency Mortgage-Backed Securities
FNMA
2035-04-01
5.0000%
52512.06
27288.08
Agency Mortgage-Backed Securities
FNMA
2035-08-01
5.5000%
141973.07
30190.37
Agency Mortgage-Backed Securities
FNMA
2034-12-01
6.0000%
1082747.43
30943.73
Agency Mortgage-Backed Securities
FNMA
2035-05-01
4.7500%
99365.17
27771.30
Agency Mortgage-Backed Securities
FNMA
2036-12-01
6.0000%
578691.18
34444.85
Agency Mortgage-Backed Securities
FNMA
2035-10-01
5.5000%
301895.29
27249.52
Agency Mortgage-Backed Securities
FNMA
2033-08-01
4.5000%
283461.33
27200.43
Agency Mortgage-Backed Securities
FNMA
2036-01-01
6.0000%
1213793.08
34297.61
Agency Mortgage-Backed Securities
FNMA
2034-09-01
5.0000%
228231.48
32976.10
Agency Mortgage-Backed Securities
FNMA
2035-12-01
6.0000%
730271.17
33629.34
Agency Mortgage-Backed Securities
FNMA
2036-04-01
4.5000%
500644.46
29906.56
Agency Mortgage-Backed Securities
FNMA
2036-04-01
5.5000%
2960648.03
34765.97
Agency Mortgage-Backed Securities
FNMA
2036-03-01
6.0000%
122443.70
32029.62
Agency Mortgage-Backed Securities
FNMA
2045-08-01
4.0000%
46979.23
30491.32
Agency Mortgage-Backed Securities
FNMA
2046-01-01
4.0000%
45555.65
32692.14
Agency Mortgage-Backed Securities
FNMA
2045-11-01
4.0000%
39846.73
33807.10
Agency Mortgage-Backed Securities
FNMA
2045-11-01
3.5000%
31939.97
27137.08
Agency Mortgage-Backed Securities
FNMA
2045-10-01
4.0000%
32749.38
28936.45
Agency Mortgage-Backed Securities
FNMA
2046-04-01
3.0000%
28339.64
27563.08
Agency Mortgage-Backed Securities
FNMA
2045-11-01
3.5000%
42768.85
28921.30
Agency Mortgage-Backed Securities
FNMA
2030-12-01
3.0000%
43266.63
34430.54
Agency Mortgage-Backed Securities
FNMA
2030-12-01
3.0000%
40021.63
31304.22
Agency Mortgage-Backed Securities
FNMA
2046-02-01
3.5000%
30286.64
30069.13
Agency Mortgage-Backed Securities
FNMA
2031-02-01
3.0000%
30286.64
27968.71
Agency Mortgage-Backed Securities
FNMA
2046-07-01
3.5000%
33832.45
33267.89
Agency Mortgage-Backed Securities
FNMA
2046-06-01
3.5000%
28880.48
29124.71
Agency Mortgage-Backed Securities
FNMA
2046-08-01
2.5000%
34347.97
32462.29
Agency Mortgage-Backed Securities
FNMA
2046-11-01
4.0000%
37615.90
35295.24
Agency Mortgage-Backed Securities
FNMA
2032-02-01
2.5000%
31909.14
29410.21
Agency Mortgage-Backed Securities
FNMA
2047-06-01
4.5000%
77443.81
75694.41
Agency Mortgage-Backed Securities
FNMA
2047-08-01
4.5000%
322838.62
352373.47
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.5000%
168429.20
168566.16
Agency Mortgage-Backed Securities
FNMA
2047-08-01
4.5000%
653385.51
642349.94
Agency Mortgage-Backed Securities
FNMA
2047-11-01
3.5000%
150364.31
156023.93
Agency Mortgage-Backed Securities
FNMA
2047-11-01
3.5000%
138335.64
143969.98
Agency Mortgage-Backed Securities
FNMA
2047-12-01
4.0000%
11184.86
11888.22
Agency Mortgage-Backed Securities
FNMA
2047-10-01
4.5000%
523526.23
520661.44
Agency Mortgage-Backed Securities
FNMA
2045-06-01
5.0000%
32331.75
29714.24
Agency Mortgage-Backed Securities
FNMA
2047-05-01
3.5000%
35536.29
35742.27
Agency Mortgage-Backed Securities
FNMA
2038-02-01
6.0000%
502974.58
28539.40
Agency Mortgage-Backed Securities
FNMA
2037-07-01
7.5000%
1622328.93
30768.17
Agency Mortgage-Backed Securities
FNMA
2038-05-01
6.0000%
513802.06
35821.85
Agency Mortgage-Backed Securities
FNMA
2038-04-01
6.5000%
942301.35
34323.51
Agency Mortgage-Backed Securities
FNMA
2036-09-01
5.5000%
362898.86
29217.62
Agency Mortgage-Backed Securities
FNMA
2037-08-01
7.5000%
997754.89
34927.02
Agency Mortgage-Backed Securities
FNMA
2037-06-01
5.0000%
105678.96
28106.83
Agency Mortgage-Backed Securities
FNMA
2037-09-01
7.0000%
149195.57
34771.73
Agency Mortgage-Backed Securities
FNMA
2037-09-01
6.5000%
599682.64
32725.82
Agency Mortgage-Backed Securities
FNMA
2039-03-01
5.0000%
256030.29
29655.23
Agency Mortgage-Backed Securities
FNMA
2037-07-01
5.5000%
146881.45
29642.09
Agency Mortgage-Backed Securities
FNMA
2037-08-01
6.0000%
541118.55
28026.06
Agency Mortgage-Backed Securities
FNMA
2037-10-01
6.0000%
1090169.06
33296.02
Agency Mortgage-Backed Securities
FNMA
2037-08-01
6.5000%
658915.95
29760.25
Agency Mortgage-Backed Securities
FNMA
2021-11-01
4.5000%
1146776.85
29002.55
Agency Mortgage-Backed Securities
FNMA
2038-06-01
5.0000%
156191.13
28530.97
Agency Mortgage-Backed Securities
FNMA
2038-05-01
7.0000%
177683.40
34133.00
Agency Mortgage-Backed Securities
FNMA
2038-11-01
6.0000%
311357.71
32266.67
Agency Mortgage-Backed Securities
FNMA
2035-12-01
5.0000%
488989.40
29967.28
Agency Mortgage-Backed Securities
FNMA
2039-03-01
5.0000%
135208.22
33631.90
Agency Mortgage-Backed Securities
FNMA
2040-08-01
5.0000%
73340.72
30266.34
Agency Mortgage-Backed Securities
FNMA
2034-01-01
4.0000%
457544.62
28938.07
Agency Mortgage-Backed Securities
FNMA
2037-09-01
6.0000%
543531.96
33313.80
Agency Mortgage-Backed Securities
FNMA
2040-08-01
5.0000%
147192.43
35349.00
Agency Mortgage-Backed Securities
FNMA
2041-10-01
3.5000%
56787.45
29305.76
Agency Mortgage-Backed Securities
FNMA
2026-12-01
3.0000%
83357.60
28417.11
Agency Mortgage-Backed Securities
FNMA
2042-04-01
3.5000%
37858.30
30453.16
Agency Mortgage-Backed Securities
FNMA
2042-05-01
4.0000%
69767.44
33145.29
Agency Mortgage-Backed Securities
FNMA
2042-09-01
3.0000%
40021.63
30618.54
Agency Mortgage-Backed Securities
FNMA
2042-08-01
3.0000%
38939.97
27754.46
Agency Mortgage-Backed Securities
FNMA
2042-12-01
3.0000%
44181.40
28216.42
Agency Mortgage-Backed Securities
FNMA
2043-05-01
3.0000%
47818.60
32567.92
Agency Mortgage-Backed Securities
FNMA
2039-09-01
5.5000%
309951.00
30008.84
Agency Mortgage-Backed Securities
FNMA
2039-09-01
4.0000%
81124.93
33540.83
Agency Mortgage-Backed Securities
FNMA
2039-08-01
4.0000%
53873.34
27948.96
Agency Mortgage-Backed Securities
FNMA
2040-02-01
5.0000%
66241.21
27563.19
Agency Mortgage-Backed Securities
FNMA
2041-08-01
5.0000%
65750.46
27291.77
Agency Mortgage-Backed Securities
FNMA
2028-02-01
2.0000%
54083.29
27748.13
Agency Mortgage-Backed Securities
FNMA
2023-04-01
2.5000%
89237.43
29207.57
Agency Mortgage-Backed Securities
FNMA
2028-09-01
3.5000%
60260.57
29129.59
Agency Mortgage-Backed Securities
FNMA
2046-04-01
4.5000%
29010.28
29347.88
Agency Mortgage-Backed Securities
FNMA
2034-03-01
3.0000%
72959.22
35018.01
Agency Mortgage-Backed Securities
FNMA
2034-03-01
4.0000%
51703.62
27565.35
Agency Mortgage-Backed Securities
FNMA
2029-07-01
3.5000%
50145.48
34405.19
Agency Mortgage-Backed Securities
FNMA
2029-08-01
3.5000%
45970.80
28293.24
Agency Mortgage-Backed Securities
FNMA
2034-11-01
3.5000%
54083.29
32409.96
Agency Mortgage-Backed Securities
FNMA
2036-11-01
3.0000%
32449.97
30310.04
Agency Mortgage-Backed Securities
FNMA
2046-12-01
3.5000%
30592.10
30694.18
Agency Mortgage-Backed Securities
FNMA
2047-02-01
4.5000%
32013.63
27345.87
Agency Mortgage-Backed Securities
FNMA
2037-02-01
3.5000%
29524.28
28580.23
Agency Mortgage-Backed Securities
FNMA
2027-05-01
3.0000%
34619.58
31764.86
Agency Mortgage-Backed Securities
FNMA
2047-04-01
3.5000%
31995.67
32664.45
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.5000%
26095.08
27162.22
Agency Mortgage-Backed Securities
FNMA
2047-10-01
3.5000%
34845.32
36008.80
Agency Mortgage-Backed Securities
FNMA
2040-03-01
5.0000%
175229.85
30644.83
Agency Mortgage-Backed Securities
FNMA
2025-04-01
4.5000%
170903.19
31309.35
Agency Mortgage-Backed Securities
FNMA
2040-06-01
5.0000%
71428.77
31645.97
Agency Mortgage-Backed Securities
FNMA
2040-05-01
5.0000%
49294.97
33597.56
Agency Mortgage-Backed Securities
FNMA
2040-04-01
5.5000%
136275.93
31806.86
Agency Mortgage-Backed Securities
FNMA
2040-07-01
5.0000%
176272.15
34373.31
Agency Mortgage-Backed Securities
FNMA
2040-07-01
5.0000%
84672.04
28258.81
Agency Mortgage-Backed Securities
FNMA
2025-08-01
4.0000%
205516.50
31956.44
Agency Mortgage-Backed Securities
FNMA
2036-07-01
6.0000%
189291.51
29145.60
Agency Mortgage-Backed Securities
FNMA
2033-11-01
4.5000%
257949.38
30219.98
Agency Mortgage-Backed Securities
FNMA
2040-06-01
3.5000%
81124.93
34387.61
Agency Mortgage-Backed Securities
FNMA
2037-08-01
6.0000%
192536.51
28903.14
Agency Mortgage-Backed Securities
FNMA
2040-08-01
5.0000%
216333.15
30205.59
Agency Mortgage-Backed Securities
FNMA
2041-04-01
4.5000%
81449.43
29885.74
Agency Mortgage-Backed Securities
FNMA
2040-10-01
5.5000%
123170.04
29873.56
Agency Mortgage-Backed Securities
FNMA
2041-01-01
5.0000%
118880.04
32301.50
Agency Mortgage-Backed Securities
FNMA
2039-10-01
4.5000%
91201.84
27102.99
Agency Mortgage-Backed Securities
GNMA
2047-10-20
3.5000%
54004.11
56008.42
Agency Mortgage-Backed Securities
GNMA
2029-06-20
3.5000%
930567.33
393814.29
Agency Mortgage-Backed Securities
GNMA
2028-12-20
3.0000%
1635624.55
892001.62
Agency Mortgage-Backed Securities
GNMA
2043-03-15
4.0000%
376362.25
215984.31
Agency Mortgage-Backed Securities
GNMA
2041-06-15
6.0000%
104254.30
75948.35
Agency Mortgage-Backed Securities
GNMA
2041-06-15
6.0000%
22947.00
20010.32
Agency Mortgage-Backed Securities
GNMA
2041-08-15
4.7500%
567874.53
177151.89
Agency Mortgage-Backed Securities
U.S. TREASURY
2019-07-31
1.1330%
1225851.81
1227348.78
U.S. Treasuries (including strips)
Y
2017-12-07
2017-12-07
2017-12-07
N
N
N
0.0104
20000000.00
20000000.00
0.0247
N
N
Y
N
N/A
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 1.03 12/01/2017
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2018-08-01
4.5000%
8570144.00
37391.84
Agency Mortgage-Backed Securities
FMAC
2036-02-01
5.0000%
374147.00
46041.68
Agency Mortgage-Backed Securities
FMAC
2036-11-01
5.5000%
401404.00
27716.95
Agency Mortgage-Backed Securities
FMAC
2038-04-01
5.0000%
10000000.00
770025.83
Agency Mortgage-Backed Securities
FMAC
2038-12-01
5.5000%
746033.00
47385.79
Agency Mortgage-Backed Securities
FMAC
2040-01-01
5.0000%
1700000.00
391492.20
Agency Mortgage-Backed Securities
FMAC
2019-09-01
5.5000%
3648776.00
13312.27
Agency Mortgage-Backed Securities
FMAC
2047-12-01
3.5000%
1488384.00
1534270.05
Agency Mortgage-Backed Securities
FMAC
2043-03-01
3.0000%
27905824.00
18108254.82
Agency Mortgage-Backed Securities
FMAC
2035-09-01
3.0990%
700000.00
59783.11
Agency Mortgage-Backed Securities
FMAC
2024-12-01
4.5000%
140240.00
12427.43
Agency Mortgage-Backed Securities
FMAC
2020-07-01
3.5000%
518099.00
35988.84
Agency Mortgage-Backed Securities
FMAC
2036-01-01
4.1930%
7503744.00
228141.88
Agency Mortgage-Backed Securities
FMAC
2021-01-01
9.5000%
6812536.00
15880.25
Agency Mortgage-Backed Securities
FMAC
2027-12-01
2.5000%
18938944.00
9237087.32
Agency Mortgage-Backed Securities
FMAC
2043-04-01
3.5000%
1409242.00
677050.22
Agency Mortgage-Backed Securities
FMAC
2046-01-01
4.0000%
11496.00
8577.62
Agency Mortgage-Backed Securities
FMAC
2047-05-01
4.5000%
3835796.00
4117747.04
Agency Mortgage-Backed Securities
FMAC
2047-09-01
3.5000%
19726048.00
20189248.56
Agency Mortgage-Backed Securities
FMAC
2047-11-01
4.0000%
11208192.00
11910009.22
Agency Mortgage-Backed Securities
FMAC
2044-08-01
4.5000%
177991.00
124312.79
Agency Mortgage-Backed Securities
FNMA
2018-07-01
4.0000%
2359192.00
7294.29
Agency Mortgage-Backed Securities
FNMA
2041-07-01
5.0000%
203833.00
45707.35
Agency Mortgage-Backed Securities
FNMA
2026-09-01
5.0000%
106148.00
14446.94
Agency Mortgage-Backed Securities
FNMA
2037-05-01
3.5000%
1516224.00
541103.32
Agency Mortgage-Backed Securities
FNMA
2029-11-01
3.0000%
513386.00
326583.52
Agency Mortgage-Backed Securities
FNMA
2031-08-01
2.5000%
58000.00
50378.47
Agency Mortgage-Backed Securities
FNMA
2029-01-01
3.5000%
16000.00
5446.12
Agency Mortgage-Backed Securities
FNMA
2034-01-01
4.0000%
2876788.00
1072414.38
Agency Mortgage-Backed Securities
FNMA
2018-11-01
5.0000%
46156240.00
223178.49
Agency Mortgage-Backed Securities
FNMA
2035-12-01
6.0000%
3000000.00
75270.23
Agency Mortgage-Backed Securities
FNMA
2047-03-01
4.0000%
3286508.00
3364578.58
Agency Mortgage-Backed Securities
FNMA
2040-04-01
4.5000%
615172.00
219623.69
Agency Mortgage-Backed Securities
FNMA
2038-08-01
3.5000%
9450000.00
434127.48
Agency Mortgage-Backed Securities
FNMA
2019-03-01
5.0000%
1880408.00
11144.75
Agency Mortgage-Backed Securities
FNMA
2023-08-01
2.0000%
700000.00
280545.42
Agency Mortgage-Backed Securities
GNMA
2046-08-20
3.5000%
4182650.00
4276011.28
Agency Mortgage-Backed Securities
Y
2017-12-01
2017-12-01
2017-12-01
N
N
N
0.0103
77000000.00
77000000.00
0.0952
N
Y
Y
N
N/A
Putnam Money Market Fund
2017-12-06
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer