0000928816-18-000016.txt : 20180108
0000928816-18-000016.hdr.sgml : 20180108
20180108141747
ACCESSION NUMBER: 0000928816-18-000016
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20171231
FILED AS OF DATE: 20180108
DATE AS OF CHANGE: 20180108
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: 18515960
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
2017-12-31
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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
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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
3996876.00
3996876.00
0.0049
N
N
N
N
N/A
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 02089FAN6 DCP 01/22/2018
02089FAN6
NA
Asset Backed Commercial Paper
Y
S&P
A-1
2018-01-22
2018-01-22
2018-01-22
N
Y
CREDIT SUISSE GROUP AG
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0145
3995736.00
3995736.00
0.0049
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
2068949.10
2068949.10
0.0025
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+
2018-01-05
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
7496392.50
7496392.50
0.0091
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
3985301.60
3985301.60
0.0049
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
2018-01-26
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
8001184.08
8001184.08
0.0097
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
8250115.58
8250115.58
0.0100
N
N
Y
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
Fitch
F1
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
3989913.60
3989913.60
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
3990407.20
3990407.20
0.0049
N
N
N
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619UA84 DCP 01/08/2018
12619UA84
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-01-08
2018-01-08
2018-01-08
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0146
3998345.60
3998345.60
0.0049
N
N
Y
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
2543112.71
2543112.71
0.0031
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UCC2 DCP 03/12/2018
53127UCC2
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-03-12
2018-03-12
2018-03-12
N
Y
BANK OF NOVA SCOTIA/THE
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0162
4235331.98
4235331.98
0.0052
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UCF5 DCP 03/15/2018
53127UCF5
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-03-15
2018-03-15
2018-03-15
N
Y
BANK OF NOVA SCOTIA/THE
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0172
4682993.52
4682993.52
0.0057
N
N
N
N
N/A
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MA51 DCP 01/05/2018
56274MA51
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-01-05
2018-01-05
2018-01-05
N
Y
Sumitomo Mitsui Banking Corp
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0155
4998561.00
4998561.00
0.0061
N
N
Y
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
3489348.45
3489348.45
0.0042
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
2779343.11
2779343.11
0.0034
N
N
N
N
N/A
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983UCK7 DCP 03/19/2018
67983UCK7
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-19
2018-03-19
2018-03-19
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0161
7968888.80
7968888.80
0.0097
N
N
N
N
N/A
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R1AB1 DCP 01/11/2018
7588R1AB1
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-01-11
2018-01-11
2018-01-11
N
Y
HSBC Bank PLC
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0142
7995580.00
7995580.00
0.0097
N
N
N
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
7990094.40
7990094.40
0.0097
N
N
N
N
N/A
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646LB90 DCP 02/09/2018
92646LB90
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-02-09
2018-02-09
2018-02-09
N
Y
Bank of Tokyo-Mitsubishi UFJ Ltd/The
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0155
3992244.00
3992244.00
0.0049
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
2018-01-12
2018-02-12
2018-02-12
N
N
N
0.0135
11499997.70
11499997.70
0.0140
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 01.3900 02/01/2018
06053PXW2
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0145
9749746.50
9749746.50
0.0119
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.6119 07/09/2018
06371EQE0
US06371EQE04
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-01-09
2018-07-09
2018-07-09
N
N
N
0.0161
8497773.00
8497773.00
0.0103
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.6444 07/12/2018
06371EEU7
US06371EEU73
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-01-12
2018-07-12
2018-07-12
N
N
N
0.0164
3999372.00
3999372.00
0.0049
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
9498053.45
9498053.45
0.0116
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 01.5832 06/07/2018
06417GYC6
US06417GYC67
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-01-08
2018-06-07
2018-06-07
N
N
N
0.0158
4499977.50
4499977.50
0.0055
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 02.0578 02/02/2018
13606BCA2
US13606BCA26
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-01-02
2018-02-02
2018-02-02
N
N
N
0.0206
8504199.09
8504199.09
0.0104
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 01.6144 01/12/2018
13606BFJ0
US13606BFJ08
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-01-12
2018-01-12
2018-01-12
N
N
N
0.0161
2500205.03
2500205.03
0.0030
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 01.8038 12/28/2018
13606BQR0
US13606BQR05
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-01-29
2018-12-28
2018-12-28
N
N
N
0.0180
6497523.50
6497523.50
0.0079
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
7998242.40
7998242.40
0.0097
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
F1+
2018-01-02
2018-05-02
2018-05-02
N
N
N
0.0117
4001288.04
4001288.04
0.0049
N
N
N
N
N/A
LLOYDS BANK PLC/NEW YORK NY
LLOYDS BANK PLC NY 01.6020 01/16/2018
53943NS90
US53943NS903
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
0.0160
8250792.08
8250792.08
0.0100
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 01.6643 04/03/2018
21684B3G7
US21684B3G79
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-01-03
2018-04-03
2018-04-03
N
N
N
0.0147
8000352.08
8000352.08
0.0097
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
3999985.60
3999985.60
0.0049
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 01.6369 12/07/2018
78009N5B8
US78009N5B87
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-01-08
2018-12-07
2018-12-07
N
N
N
0.0164
2999010.00
2999010.00
0.0037
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAVISKA ENSKILDA BANKEN 01.3800 03/14/2018
83050FZA2
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2018-03-14
2018-03-14
2018-03-14
N
N
N
0.0156
1999413.80
1999413.80
0.0024
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAVISKA ENSKILDA BANKEN 01.5300 02/13/2018
83050FD81
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2018-02-13
2018-02-13
2018-02-13
N
N
N
0.0153
1750093.82
1750093.82
0.0021
N
N
N
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
7748312.05
7748312.05
0.0094
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY 01.6069 05/08/2018
86563YX81
US86563YX816
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-01-08
2018-05-08
2018-05-08
N
N
N
0.0161
7500915.08
7500915.08
0.0091
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY 01.6708 01/16/2018
86563YXV0
US86563YXV00
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
0.0167
3500406.04
3500406.04
0.0043
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.5518 09/06/2018
86958JWM7
US86958JWM79
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-01-08
2018-09-06
2018-09-06
N
N
N
0.0155
5498388.50
5498388.50
0.0067
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 01.8211 03/20/2018
89113WZN9
US89113WZN90
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-01-22
2018-03-20
2018-03-20
N
N
N
0.0182
9005490.09
9005490.09
0.0110
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
7999280.00
7999280.00
0.0097
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 01.6219 01/10/2018
89113WK54
US89113WK545
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-01-10
2018-01-10
2018-01-10
N
N
N
0.0162
4750351.55
4750351.55
0.0058
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
7998479.20
7998479.20
0.0097
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
9000819.09
9000819.09
0.0110
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.5232 02/07/2018
94989RPF9
US94989RPF90
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-01-08
2018-02-07
2018-02-07
N
N
N
0.0152
5750793.56
5750793.56
0.0070
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.7408 11/16/2018
94989RRQ3
US94989RRQ38
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-01-17
2018-11-16
2018-11-16
N
N
N
0.0174
7002044.07
7002044.07
0.0085
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.7108 11/15/2018
94989RTC2
US94989RTC24
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-01-16
2018-11-15
2018-11-15
N
N
N
0.0171
2500065.03
2500065.03
0.0030
N
N
N
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
3998810.00
3998810.00
0.0049
N
N
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
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
7984407.20
7984407.20
0.0097
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
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
3978132.00
3978132.00
0.0048
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 01.4968 08/29/2018
05253MJE5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-01-29
2018-08-29
2018-08-29
N
N
N
0.0150
7996024.00
7996024.00
0.0097
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253CCC8 DCP 03/12/2018
05253CCC8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-12
2018-03-12
2018-03-12
N
N
N
0.0159
3085761.73
3085761.73
0.0038
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+
2018-01-22
2018-06-21
2018-06-21
N
N
N
0.0140
7999384.00
7999384.00
0.0097
N
N
N
N
N/A
BPCE SA
BPCE SA 05571CA50 DCP 01/05/2018
05571CA50
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-01-05
2018-01-05
2018-01-05
N
N
N
0.0140
7997791.20
7997791.20
0.0097
N
N
Y
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
0.0143
6536007.95
6536007.95
0.0080
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+
2018-01-15
2018-02-15
2018-02-15
N
N
N
0.0119
9004968.09
9004968.09
0.0110
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
2018-01-09
2018-11-09
2018-11-09
N
N
N
0.0145
7999744.00
7999744.00
0.0097
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
8328997.04
8328997.04
0.0101
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
2018-01-19
2018-03-19
2018-03-19
N
N
N
0.0133
8250841.58
8250841.58
0.0100
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+
2018-01-15
2018-04-13
2018-04-13
N
N
N
0.0127
8004376.08
8004376.08
0.0097
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+
2018-01-05
2018-11-05
2018-11-05
N
N
N
0.0144
3749422.50
3749422.50
0.0046
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
7980139.20
7980139.20
0.0097
N
N
N
N
N/A
MIZUHO BANK LTD/NY
MIZUHO BANK LTD/NY 60689GB96 DCP 02/09/2018
60689GB96
NA
Financial Company Commercial Paper
Y
Moody's
P-1
Fitch
F1
2018-02-09
2018-02-09
2018-02-09
N
N
N
0.0154
3493368.55
3493368.55
0.0043
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
1290763.11
1290763.11
0.0016
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 01.4468 01/29/2018
63254GEX9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-01-29
2018-01-29
2018-01-29
N
N
N
0.0145
8000944.08
8000944.08
0.0097
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
3991776.00
3991776.00
0.0049
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307MA82 DCP 01/08/2018
63307MA82
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-01-08
2018-01-08
2018-01-08
N
N
N
0.0155
3998351.20
3998351.20
0.0049
N
N
Y
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
0.0155
7991392.00
7991392.00
0.0097
N
N
N
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
11697090.90
11697090.90
0.0142
N
N
N
N
N/A
NORDEA BANK AB
NORDEA BANK AB 65558GBP7 DCP 02/23/2018
65558GBP7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-23
2018-02-23
2018-02-23
N
N
N
0.0151
5985897.60
5985897.60
0.0073
N
N
N
N
N/A
NORDEA BANK AB
NORDEA BANK AB 65558GA29 DCP 01/02/2018
65558GA29
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-01-02
2018-01-02
2018-01-02
N
N
N
0.0137
6748958.48
6748958.48
0.0082
N
Y
Y
N
N/A
NRW BANK
NRW BANK 62939MC54 DCP 03/05/2018
62939MC54
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-05
2018-03-05
2018-03-05
N
N
N
0.0155
3988310.80
3988310.80
0.0049
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050UB15 DCP 02/01/2018
83050UB15
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0145
1997229.00
1997229.00
0.0024
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
1718642.77
1718642.77
0.0021
N
N
N
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 83369CC51 DCP 03/05/2018
83369CC51
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-03-05
2018-03-05
2018-03-05
N
N
N
0.0173
3987973.20
3987973.20
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
5790350.54
5790350.54
0.0071
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
2725054.75
2725054.75
0.0033
N
N
N
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
1497070.20
1497070.20
0.0018
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
6990574.50
6990574.50
0.0085
N
N
N
N
N/A
SWEDBANK AB
SWEDBANK AB 87019SC77 DCP 03/07/2018
87019SC77
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-07
2018-03-07
2018-03-07
N
N
N
0.0159
7529778.08
7529778.08
0.0092
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
2489293.25
2489293.25
0.0030
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
Y
Moody's
P-1
S&P
A-1
2018-01-08
2018-03-07
2018-03-07
N
N
N
0.0138
5001025.05
5001025.05
0.0061
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
2018-01-08
2018-01-08
2018-01-08
N
N
N
0.0135
7001029.07
7001029.07
0.0085
N
N
Y
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
2018-01-02
2018-03-02
2018-03-02
N
N
N
0.0117
5002570.05
5002570.05
0.0061
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
2018-01-05
2018-10-05
2018-10-05
N
N
N
0.0143
6999062.00
6999062.00
0.0085
N
N
N
N
N/A
BNP PARIBAS/CAYMAN ISLANDS
BNP PARIBAS/CAYMAN ISLANDS 01.3700 01/03/2018
99GW529H0
NA
Non-Negotiable Time Deposit
Y
Moody's
WR
S&P
A-1
Fitch
F1
2018-01-03
2018-01-03
2018-01-03
N
N
N
0.0137
8000000.00
8000000.00
0.0097
N
N
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 1.38 01/04/2018
TRIPARTY1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2027-04-01
6.0000%
2515584.19
116024.94
Agency Mortgage-Backed Securities
FMAC
2026-03-01
6.5000%
792582.24
109625.51
Agency Mortgage-Backed Securities
FMAC
2036-05-01
6.0000%
2372881.36
141968.74
Agency Mortgage-Backed Securities
FMAC
2035-05-01
5.0000%
4230130.73
150183.03
Agency Mortgage-Backed Securities
FMAC
2037-09-01
6.0000%
3561502.59
114795.08
Agency Mortgage-Backed Securities
FMAC
2038-10-01
6.0000%
1415662.32
71464.13
Agency Mortgage-Backed Securities
FMAC
2039-05-01
4.5000%
1052832.86
132519.75
Agency Mortgage-Backed Securities
FMAC
2040-12-01
4.0000%
293979.36
79480.11
Agency Mortgage-Backed Securities
FMAC
2040-01-01
5.5000%
724055.92
141709.29
Agency Mortgage-Backed Securities
FMAC
2042-09-01
3.5000%
152142.63
88075.59
Agency Mortgage-Backed Securities
FMAC
2039-09-01
6.5000%
367796.61
100141.03
Agency Mortgage-Backed Securities
FMAC
2026-10-01
3.5000%
318576.53
70392.25
Agency Mortgage-Backed Securities
FMAC
2026-06-01
5.0000%
932542.37
80446.50
Agency Mortgage-Backed Securities
FMAC
2026-10-01
3.5000%
383183.08
121626.81
Agency Mortgage-Backed Securities
FMAC
2024-01-01
3.5000%
294887.34
121470.16
Agency Mortgage-Backed Securities
FMAC
2025-07-01
4.5000%
256595.32
77414.89
Agency Mortgage-Backed Securities
FMAC
2030-05-01
3.0000%
197423.73
143253.26
Agency Mortgage-Backed Securities
FMAC
2026-06-01
5.0000%
362133.73
91314.18
Agency Mortgage-Backed Securities
FMAC
2027-11-01
2.5000%
176186.44
115102.17
Agency Mortgage-Backed Securities
FMAC
2047-07-01
4.5000%
79185.90
79458.05
Agency Mortgage-Backed Securities
FMAC
2047-12-01
3.0000%
92626.61
92793.65
Agency Mortgage-Backed Securities
FMAC
2044-01-01
4.0000%
198231.69
86966.66
Agency Mortgage-Backed Securities
FMAC
2045-04-01
3.5000%
110459.88
74520.28
Agency Mortgage-Backed Securities
FMAC
2046-11-01
2.5000%
162287.53
148546.86
Agency Mortgage-Backed Securities
FMAC
2027-07-01
2.5000%
355932.20
120258.99
Agency Mortgage-Backed Securities
FMAC
2030-05-01
2.5000%
191372.88
130362.50
Agency Mortgage-Backed Securities
FMAC
2032-01-01
3.0000%
96694.92
86611.66
Agency Mortgage-Backed Securities
FMAC
2032-08-01
4.0000%
142340.14
144771.84
Agency Mortgage-Backed Securities
FMAC
2034-02-01
3.0000%
278007.25
149446.39
Agency Mortgage-Backed Securities
FMAC
2033-04-01
3.0000%
137864.41
82968.36
Agency Mortgage-Backed Securities
FMAC
2035-12-01
3.5000%
165682.41
130923.66
Agency Mortgage-Backed Securities
FMAC
2037-11-01
3.5000%
146895.12
151448.79
Agency Mortgage-Backed Securities
FMAC
2024-10-01
5.0000%
1657111.07
147874.45
Agency Mortgage-Backed Securities
FMAC
2026-02-01
3.0000%
398644.07
99286.24
Agency Mortgage-Backed Securities
FMAC
2025-12-01
3.5000%
401617.41
98918.53
Agency Mortgage-Backed Securities
FMAC
2026-02-01
3.5000%
299664.42
77719.95
Agency Mortgage-Backed Securities
FMAC
2026-07-01
3.5000%
545762.71
97947.72
Agency Mortgage-Backed Securities
FMAC
2027-03-01
3.0000%
232515.68
68362.11
Agency Mortgage-Backed Securities
FMAC
2027-11-01
2.5000%
237288.14
113017.06
Agency Mortgage-Backed Securities
FMAC
2027-08-01
2.5000%
355932.20
136675.35
Agency Mortgage-Backed Securities
FMAC
2027-10-01
2.5000%
144876.03
142707.42
Agency Mortgage-Backed Securities
FMAC
2033-01-01
3.5000%
126441.83
132320.46
Agency Mortgage-Backed Securities
FMAC
2032-12-01
3.5000%
134381.37
140627.82
Agency Mortgage-Backed Securities
FMAC
2025-12-01
5.5000%
120820.47
130188.22
Agency Mortgage-Backed Securities
FMAC
2046-08-01
3.0000%
111472.27
103242.40
Agency Mortgage-Backed Securities
FMAC
2047-03-01
5.0000%
168817.81
128061.73
Agency Mortgage-Backed Securities
FMAC
2047-11-01
4.0000%
140569.14
149340.98
Agency Mortgage-Backed Securities
FMAC
2047-12-01
4.5000%
125205.80
135822.69
Agency Mortgage-Backed Securities
FMAC
2047-12-01
4.0000%
126861.12
134216.83
Agency Mortgage-Backed Securities
FNMA
2033-09-01
5.0000%
2717186.44
120220.99
Agency Mortgage-Backed Securities
FNMA
2025-06-01
5.5000%
2538618.58
120051.96
Agency Mortgage-Backed Securities
FNMA
2037-08-01
6.5000%
8333103.73
140296.25
Agency Mortgage-Backed Securities
FNMA
2026-07-01
6.0000%
157421.34
142976.87
Agency Mortgage-Backed Securities
FNMA
2041-10-01
4.5000%
563559.32
148191.12
Agency Mortgage-Backed Securities
FNMA
2041-07-01
4.5000%
263714.32
102954.83
Agency Mortgage-Backed Securities
FNMA
2042-04-01
3.5000%
130666.15
102221.65
Agency Mortgage-Backed Securities
FNMA
2039-10-01
6.5000%
830508.47
151912.42
Agency Mortgage-Backed Securities
FNMA
2037-07-01
5.0000%
319235.59
151371.41
Agency Mortgage-Backed Securities
FNMA
2045-11-01
4.0000%
93792.41
87154.62
Agency Mortgage-Backed Securities
FNMA
2046-10-01
3.0000%
110456.80
102928.76
Agency Mortgage-Backed Securities
FNMA
2047-04-01
4.5000%
179447.37
151875.53
Agency Mortgage-Backed Securities
FNMA
2032-10-01
3.0000%
218542.37
148634.46
Agency Mortgage-Backed Securities
FNMA
2042-10-01
3.5000%
187208.71
128172.51
Agency Mortgage-Backed Securities
FNMA
2053-10-01
4.0000%
131387.03
102881.82
Agency Mortgage-Backed Securities
FNMA
2032-02-01
2.5000%
165212.58
152016.26
Agency Mortgage-Backed Securities
FNMA
2028-12-01
3.0000%
158665.20
114525.96
Agency Mortgage-Backed Securities
FNMA
2044-10-01
5.0000%
145348.71
115154.90
Agency Mortgage-Backed Securities
FNMA
2044-01-01
5.0000%
139016.68
122666.16
Agency Mortgage-Backed Securities
FNMA
2043-12-01
5.0000%
140095.39
74003.50
Agency Mortgage-Backed Securities
FNMA
2029-07-01
3.0000%
149219.59
116865.96
Agency Mortgage-Backed Securities
FNMA
2029-07-01
3.5000%
220886.66
107395.50
Agency Mortgage-Backed Securities
FNMA
2044-08-01
4.5000%
170215.56
148210.93
Agency Mortgage-Backed Securities
FNMA
2044-07-01
5.0000%
214898.22
109844.23
Agency Mortgage-Backed Securities
FNMA
2034-09-01
4.0000%
131602.61
102604.73
Agency Mortgage-Backed Securities
FNMA
2044-09-01
5.0000%
416439.97
137912.21
Agency Mortgage-Backed Securities
FNMA
2045-01-01
4.5000%
143817.02
124225.66
Agency Mortgage-Backed Securities
FNMA
2045-02-01
4.0000%
249152.54
151042.85
Agency Mortgage-Backed Securities
FNMA
2045-06-01
3.5000%
172545.25
147401.88
Agency Mortgage-Backed Securities
FNMA
2035-04-01
4.0000%
183743.00
108510.27
Agency Mortgage-Backed Securities
FNMA
2035-07-01
4.0000%
164518.86
112709.89
Agency Mortgage-Backed Securities
FNMA
2045-07-01
4.0000%
137818.49
114535.04
Agency Mortgage-Backed Securities
FNMA
2033-10-01
6.0000%
1457750.24
146851.24
Agency Mortgage-Backed Securities
FNMA
2035-11-01
5.5000%
1720316.32
147026.07
Agency Mortgage-Backed Securities
FNMA
2030-11-01
3.5000%
131920.34
121470.29
Agency Mortgage-Backed Securities
FNMA
2045-11-01
4.0000%
223050.85
150063.33
Agency Mortgage-Backed Securities
FNMA
2046-05-01
3.0000%
118644.07
100722.80
Agency Mortgage-Backed Securities
FNMA
2046-03-01
3.5000%
103813.56
87796.53
Agency Mortgage-Backed Securities
FNMA
2036-02-01
3.5000%
3402.12
2966.12
Agency Mortgage-Backed Securities
FNMA
2035-12-01
3.5000%
195701.02
151833.41
Agency Mortgage-Backed Securities
FNMA
2045-12-01
3.5000%
126882.24
125573.81
Agency Mortgage-Backed Securities
FNMA
2046-05-01
4.5000%
146156.08
146051.43
Agency Mortgage-Backed Securities
FNMA
2046-05-01
4.5000%
123247.46
102790.44
Agency Mortgage-Backed Securities
FNMA
2047-04-01
4.5000%
130565.78
122621.27
Agency Mortgage-Backed Securities
FNMA
2046-08-01
4.0000%
100641.73
103278.06
Agency Mortgage-Backed Securities
FNMA
2046-10-01
4.0000%
171635.73
146467.63
Agency Mortgage-Backed Securities
FNMA
2031-09-01
2.5000%
160024.03
146938.21
Agency Mortgage-Backed Securities
FNMA
2046-12-01
4.0000%
146223.83
150731.26
Agency Mortgage-Backed Securities
FNMA
2031-12-01
3.5000%
132062.47
122122.26
Agency Mortgage-Backed Securities
FNMA
2047-10-01
4.5000%
129706.56
139752.41
Agency Mortgage-Backed Securities
FNMA
2032-02-01
3.5000%
158605.17
146942.48
Agency Mortgage-Backed Securities
FNMA
2032-05-01
3.5000%
124642.59
125839.62
Agency Mortgage-Backed Securities
FNMA
2032-05-01
3.5000%
146105.19
147212.23
Agency Mortgage-Backed Securities
FNMA
2032-08-01
3.5000%
126817.58
129105.40
Agency Mortgage-Backed Securities
FNMA
2047-02-01
4.5000%
136750.10
144162.56
Agency Mortgage-Backed Securities
FNMA
2047-08-01
4.5000%
136187.61
148441.97
Agency Mortgage-Backed Securities
FNMA
2047-04-01
4.0000%
171985.97
146819.89
Agency Mortgage-Backed Securities
FNMA
2047-04-01
3.5000%
150521.59
142145.06
Agency Mortgage-Backed Securities
FNMA
2032-07-01
3.5000%
150588.27
147912.61
Agency Mortgage-Backed Securities
FNMA
2032-08-01
3.0000%
148442.83
148849.26
Agency Mortgage-Backed Securities
FNMA
2037-06-01
3.5000%
140598.56
143304.45
Agency Mortgage-Backed Securities
FNMA
2047-07-01
4.5000%
141405.81
150719.14
Agency Mortgage-Backed Securities
FNMA
2047-04-01
4.5000%
143151.90
151486.91
Agency Mortgage-Backed Securities
FNMA
2032-07-01
4.0000%
135832.51
141012.05
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.5000%
137253.86
149327.41
Agency Mortgage-Backed Securities
FNMA
2047-10-01
4.5000%
120580.10
129597.13
Agency Mortgage-Backed Securities
FNMA
2032-07-01
3.5000%
143280.63
146159.53
Agency Mortgage-Backed Securities
FNMA
2047-07-01
4.5000%
137995.98
148399.59
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.5000%
124915.00
111976.32
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.0000%
118641.46
125955.24
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.5000%
116479.53
126709.58
Agency Mortgage-Backed Securities
FNMA
2047-11-01
4.5000%
135037.71
147559.84
Agency Mortgage-Backed Securities
FNMA
2032-11-01
3.0000%
140202.41
142684.29
Agency Mortgage-Backed Securities
FNMA
2047-10-01
4.0000%
141411.86
150012.71
Agency Mortgage-Backed Securities
FNMA
2047-11-01
4.5000%
135579.56
148195.58
Agency Mortgage-Backed Securities
FNMA
2047-10-01
3.5000%
126830.03
131090.74
Agency Mortgage-Backed Securities
FNMA
2047-08-01
4.5000%
96388.69
104984.34
Agency Mortgage-Backed Securities
FNMA
2047-10-01
4.0000%
141241.73
147915.99
Agency Mortgage-Backed Securities
FNMA
2047-12-01
4.5000%
137637.80
150705.16
Agency Mortgage-Backed Securities
FNMA
2048-01-01
4.5000%
132154.66
144330.13
Agency Mortgage-Backed Securities
FNMA
2047-11-01
4.0000%
142509.80
150799.34
Agency Mortgage-Backed Securities
FNMA
2047-10-01
4.5000%
132139.71
135246.96
Agency Mortgage-Backed Securities
FNMA
2047-11-01
4.5000%
135893.14
148413.69
Agency Mortgage-Backed Securities
FNMA
2048-01-01
4.5000%
67242.59
72995.00
Agency Mortgage-Backed Securities
FNMA
2031-11-01
3.5000%
159307.54
141265.65
Agency Mortgage-Backed Securities
FNMA
2038-02-01
5.5000%
2823622.98
105050.06
Agency Mortgage-Backed Securities
FNMA
2026-10-01
4.0000%
1611317.90
131724.34
Agency Mortgage-Backed Securities
FNMA
2037-05-01
6.0000%
474576.27
149894.61
Agency Mortgage-Backed Securities
FNMA
2042-01-01
3.5000%
177966.10
113275.21
Agency Mortgage-Backed Securities
FNMA
2035-08-01
4.5000%
440105.19
134112.11
Agency Mortgage-Backed Securities
FNMA
2041-03-01
5.0000%
559514.15
152033.68
Agency Mortgage-Backed Securities
FNMA
2041-11-01
5.0000%
524225.85
145619.21
Agency Mortgage-Backed Securities
FNMA
2042-11-01
3.0000%
200508.47
123346.98
Agency Mortgage-Backed Securities
FNMA
2034-09-01
5.0000%
1093081.32
127463.00
Agency Mortgage-Backed Securities
FNMA
2031-08-01
4.0000%
652542.37
142023.69
Agency Mortgage-Backed Securities
FNMA
2032-04-01
3.5000%
355932.20
139431.31
Agency Mortgage-Backed Securities
FNMA
2027-11-01
2.5000%
219900.85
107515.61
Agency Mortgage-Backed Securities
FNMA
2043-07-01
3.5000%
154237.29
112694.07
Agency Mortgage-Backed Securities
FNMA
2043-08-01
3.5000%
177966.10
133708.22
Agency Mortgage-Backed Securities
FNMA
2028-07-01
3.5000%
266364.24
151409.50
Agency Mortgage-Backed Securities
FNMA
2043-09-01
4.5000%
166101.69
123795.32
Agency Mortgage-Backed Securities
FNMA
2043-09-01
5.5000%
118712.88
111041.06
Agency Mortgage-Backed Securities
FNMA
2044-04-01
5.0000%
227285.02
115569.89
Agency Mortgage-Backed Securities
FNMA
2029-11-01
3.5000%
149342.75
109761.83
Agency Mortgage-Backed Securities
FNMA
2030-09-01
3.5000%
139979.00
110798.17
Agency Mortgage-Backed Securities
FNMA
2046-10-01
3.5000%
134570.49
130630.05
Agency Mortgage-Backed Securities
FNMA
2037-05-01
3.0000%
118644.07
114456.25
Agency Mortgage-Backed Securities
FNMA
2037-06-01
4.5000%
141096.15
138476.10
Agency Mortgage-Backed Securities
FNMA
2032-08-01
3.5000%
133246.19
133751.80
Agency Mortgage-Backed Securities
FNMA
2047-10-01
5.0000%
130548.22
136103.78
Agency Mortgage-Backed Securities
FNMA
2047-11-01
4.5000%
82477.20
86814.97
Agency Mortgage-Backed Securities
FNMA
2047-11-01
5.0000%
120381.73
130258.45
Agency Mortgage-Backed Securities
FNMA
2032-12-01
3.0000%
146258.36
148300.89
Agency Mortgage-Backed Securities
FNMA
2047-12-01
3.0000%
72027.03
71738.79
Agency Mortgage-Backed Securities
FNMA
2040-02-01
4.5000%
291604.22
133146.95
Agency Mortgage-Backed Securities
FNMA
2040-02-01
5.0000%
459152.54
134790.51
Agency Mortgage-Backed Securities
FNMA
2040-02-01
5.0000%
577743.22
136077.99
Agency Mortgage-Backed Securities
FNMA
2040-03-01
5.5000%
367867.08
149527.58
Agency Mortgage-Backed Securities
FNMA
2040-07-01
5.0000%
921748.02
142606.53
Agency Mortgage-Backed Securities
FNMA
2025-12-01
3.5000%
540777.53
110850.17
Agency Mortgage-Backed Securities
FNMA
2040-05-01
5.0000%
552881.36
121425.94
Agency Mortgage-Backed Securities
FNMA
2040-12-01
4.0000%
307406.78
102848.27
Agency Mortgage-Backed Securities
FNMA
2040-11-01
3.5000%
356041.47
130706.36
Agency Mortgage-Backed Securities
Y
2018-01-04
2018-01-04
2018-01-04
N
N
N
0.0138
21000000.00
21000000.00
0.0256
N
N
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 1.4 01/02/2018
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2031-10-01
2.5000%
2860065.35
2446936.81
Agency Mortgage-Backed Securities
FMAC
2032-09-01
3.5000%
1623196.27
1636614.04
Agency Mortgage-Backed Securities
FMAC
2032-12-01
2.0000%
1479253.46
1414390.58
Agency Mortgage-Backed Securities
FMAC
2035-02-01
3.5000%
2165178.57
1416851.96
Agency Mortgage-Backed Securities
FMAC
2035-04-01
3.5000%
2173839.29
1480622.05
Agency Mortgage-Backed Securities
FMAC
2031-08-01
2.5000%
2202069.32
1895055.16
Agency Mortgage-Backed Securities
FMAC
2032-10-01
3.5000%
1409612.66
1454225.18
Agency Mortgage-Backed Securities
FMAC
2041-11-01
4.0000%
3253830.36
1386829.56
Agency Mortgage-Backed Securities
FMAC
2046-03-01
4.0000%
3897321.43
3341299.25
Agency Mortgage-Backed Securities
FMAC
2047-08-01
3.5000%
1934414.71
1963637.81
Agency Mortgage-Backed Securities
FMAC
2047-03-01
5.0000%
2185148.45
2117572.60
Agency Mortgage-Backed Securities
FMAC
2047-11-01
4.0000%
560195.35
591880.01
Agency Mortgage-Backed Securities
FMAC
2047-12-01
4.0000%
1973651.21
2099559.81
Agency Mortgage-Backed Securities
FNMA
2028-11-01
6.5000%
36128902.77
622213.67
Agency Mortgage-Backed Securities
FNMA
2041-01-01
5.0000%
1474708.75
590961.35
Agency Mortgage-Backed Securities
FNMA
2041-04-01
5.0000%
4091360.40
658980.08
Agency Mortgage-Backed Securities
FNMA
2041-07-01
4.0000%
3329520.67
614246.82
Agency Mortgage-Backed Securities
FNMA
2026-10-01
3.5000%
3038611.61
640105.09
Agency Mortgage-Backed Securities
FNMA
2041-10-01
4.5000%
1860621.52
664993.03
Agency Mortgage-Backed Securities
FNMA
2041-05-01
5.0000%
2984509.42
613984.42
Agency Mortgage-Backed Securities
FNMA
2028-03-01
2.5000%
1476977.86
628855.90
Agency Mortgage-Backed Securities
FNMA
2043-04-01
3.5000%
1082589.29
618135.32
Agency Mortgage-Backed Securities
FNMA
2028-05-01
3.0000%
1232717.14
596700.32
Agency Mortgage-Backed Securities
FNMA
2042-06-01
4.0000%
1065267.86
607752.59
Agency Mortgage-Backed Securities
FNMA
2039-03-01
4.0000%
1259267.86
671916.55
Agency Mortgage-Backed Securities
FNMA
2045-04-01
4.0000%
991841.02
611847.91
Agency Mortgage-Backed Securities
FNMA
2045-06-01
3.5000%
819014.30
626380.58
Agency Mortgage-Backed Securities
FNMA
2045-10-01
3.5000%
740491.07
595936.46
Agency Mortgage-Backed Securities
FNMA
2044-05-01
5.5000%
753915.18
604629.73
Agency Mortgage-Backed Securities
FNMA
2044-12-01
2.7630%
6334390.13
3538822.43
Agency Mortgage-Backed Securities
FNMA
2042-08-01
3.5000%
711221.75
453224.60
Agency Mortgage-Backed Securities
FNMA
2028-04-01
2.5000%
1299107.14
650191.36
Agency Mortgage-Backed Securities
FNMA
2043-09-01
4.0000%
1108571.43
665475.98
Agency Mortgage-Backed Securities
FNMA
2046-09-01
3.0000%
692311.95
638817.04
Agency Mortgage-Backed Securities
FNMA
2036-11-01
3.0000%
649553.57
592360.56
Agency Mortgage-Backed Securities
FNMA
2046-12-01
3.0000%
684629.46
647134.57
Agency Mortgage-Backed Securities
FNMA
2028-04-01
3.0000%
1428419.83
614059.08
Agency Mortgage-Backed Securities
FNMA
2043-04-01
3.5000%
882166.07
607075.85
Agency Mortgage-Backed Securities
FNMA
2043-07-01
3.0000%
927367.63
600748.12
Agency Mortgage-Backed Securities
FNMA
2043-09-01
5.0000%
788538.55
615208.44
Agency Mortgage-Backed Securities
FNMA
2043-11-01
5.0000%
685410.66
602038.91
Agency Mortgage-Backed Securities
FNMA
2033-12-01
4.0000%
1281039.59
666471.31
Agency Mortgage-Backed Securities
FNMA
2033-12-01
4.0000%
1112154.37
615923.07
Agency Mortgage-Backed Securities
FNMA
2044-03-01
5.0000%
867283.50
671657.13
Agency Mortgage-Backed Securities
FNMA
2044-03-01
4.5000%
1476152.93
656386.40
Agency Mortgage-Backed Securities
FNMA
2029-06-01
3.0000%
1036687.50
601204.85
Agency Mortgage-Backed Securities
FNMA
2045-01-01
4.5000%
591830.78
605140.58
Agency Mortgage-Backed Securities
FNMA
2030-06-01
3.0000%
686485.89
612496.84
Agency Mortgage-Backed Securities
FNMA
2046-03-01
3.5000%
657229.13
618423.42
Agency Mortgage-Backed Securities
FNMA
2046-03-01
4.5000%
697644.79
660171.03
Agency Mortgage-Backed Securities
FNMA
2036-06-01
3.5000%
648426.81
636092.49
Agency Mortgage-Backed Securities
FNMA
2031-05-01
3.0000%
674566.15
621062.68
Agency Mortgage-Backed Securities
FNMA
2046-05-01
4.5000%
731224.11
655437.47
Agency Mortgage-Backed Securities
FNMA
2046-06-01
4.0000%
596246.88
613130.39
Agency Mortgage-Backed Securities
FNMA
2046-09-01
4.0000%
909968.26
672689.44
Agency Mortgage-Backed Securities
FNMA
2032-07-01
4.0000%
618097.42
640691.19
Agency Mortgage-Backed Securities
FNMA
2046-07-01
4.0000%
787914.11
620489.90
Agency Mortgage-Backed Securities
FNMA
2046-06-01
4.0000%
775635.38
648410.09
Agency Mortgage-Backed Securities
FNMA
2031-07-01
3.5000%
698254.50
616071.77
Agency Mortgage-Backed Securities
FNMA
2047-08-01
4.5000%
580813.48
615096.58
Agency Mortgage-Backed Securities
FNMA
2046-08-01
4.0000%
983750.18
599083.96
Agency Mortgage-Backed Securities
FNMA
2046-08-01
4.0000%
692417.61
596884.84
Agency Mortgage-Backed Securities
FNMA
2046-09-01
4.0000%
652656.71
673253.02
Agency Mortgage-Backed Securities
FNMA
2036-10-01
3.5000%
733822.32
671076.36
Agency Mortgage-Backed Securities
FNMA
2046-11-01
4.0000%
579399.62
598046.24
Agency Mortgage-Backed Securities
FNMA
2047-06-01
4.0000%
575460.73
604179.66
Agency Mortgage-Backed Securities
FNMA
2047-05-01
4.0000%
620484.32
653180.25
Agency Mortgage-Backed Securities
FNMA
2046-10-01
4.5000%
744549.48
659005.03
Agency Mortgage-Backed Securities
FNMA
2047-07-01
4.0000%
613976.66
645629.72
Agency Mortgage-Backed Securities
FNMA
2047-10-01
4.0000%
573453.61
605542.73
Agency Mortgage-Backed Securities
FNMA
2046-12-01
4.5000%
697807.17
621211.29
Agency Mortgage-Backed Securities
FNMA
2036-11-01
4.0000%
687989.82
651489.62
Agency Mortgage-Backed Securities
FNMA
2036-12-01
3.5000%
669941.33
672577.17
Agency Mortgage-Backed Securities
FNMA
2035-01-01
3.5000%
654491.91
596851.89
Agency Mortgage-Backed Securities
FNMA
2047-03-01
4.5000%
658539.06
639666.79
Agency Mortgage-Backed Securities
FNMA
2047-05-01
3.5000%
664075.86
599288.79
Agency Mortgage-Backed Securities
FNMA
2047-02-01
4.0000%
590463.25
611519.74
Agency Mortgage-Backed Securities
FNMA
2047-02-01
4.5000%
576964.66
609978.35
Agency Mortgage-Backed Securities
FNMA
2047-06-01
3.5000%
623571.43
638964.54
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.5000%
555964.16
604387.03
Agency Mortgage-Backed Securities
FNMA
2047-08-01
4.0000%
585515.82
605804.97
Agency Mortgage-Backed Securities
FNMA
2037-03-01
3.5000%
713418.98
652307.47
Agency Mortgage-Backed Securities
FNMA
2032-07-01
3.5000%
687374.04
639277.87
Agency Mortgage-Backed Securities
FNMA
2047-05-01
4.0000%
597840.45
620751.67
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.5000%
550290.09
598257.61
Agency Mortgage-Backed Securities
FNMA
2047-10-01
4.5000%
605533.76
640405.39
Agency Mortgage-Backed Securities
FNMA
2047-08-01
4.5000%
552352.64
593129.17
Agency Mortgage-Backed Securities
FNMA
2032-08-01
3.5000%
639200.12
656124.39
Agency Mortgage-Backed Securities
FNMA
2047-08-01
3.5000%
654981.67
673725.11
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.5000%
568769.46
620230.95
Agency Mortgage-Backed Securities
FNMA
2047-07-01
4.5000%
589458.17
635071.44
Agency Mortgage-Backed Securities
FNMA
2047-09-01
3.5000%
591794.83
609639.54
Agency Mortgage-Backed Securities
FNMA
2047-10-01
3.5000%
575177.09
595264.78
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.0000%
564644.79
594594.04
Agency Mortgage-Backed Securities
FNMA
2047-08-01
5.0000%
559325.82
603350.29
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.0000%
572424.28
605738.13
Agency Mortgage-Backed Securities
FNMA
2047-11-01
4.0000%
587796.18
623889.45
Agency Mortgage-Backed Securities
FNMA
2032-11-01
3.0000%
641731.21
650248.65
Agency Mortgage-Backed Securities
FNMA
2032-10-01
3.0000%
669595.33
666873.29
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.0000%
634828.63
671768.89
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.5000%
594351.04
647959.60
Agency Mortgage-Backed Securities
FNMA
2047-09-01
3.5000%
653258.63
672032.99
Agency Mortgage-Backed Securities
FNMA
2047-10-01
4.5000%
617400.67
657610.61
Agency Mortgage-Backed Securities
FNMA
2047-10-01
4.5000%
557393.61
607365.95
Agency Mortgage-Backed Securities
FNMA
2047-12-01
4.5000%
553437.40
605982.02
Agency Mortgage-Backed Securities
FNMA
2047-11-01
4.5000%
564514.02
610558.58
Agency Mortgage-Backed Securities
FNMA
2047-12-01
3.5000%
591838.14
614402.18
Agency Mortgage-Backed Securities
FNMA
2047-10-01
4.0000%
583407.37
618801.45
Agency Mortgage-Backed Securities
FNMA
2047-12-01
4.0000%
609651.50
647764.68
Agency Mortgage-Backed Securities
FNMA
2032-11-01
3.0000%
602558.37
613296.45
Agency Mortgage-Backed Securities
FNMA
2047-12-01
4.0000%
603170.25
640135.90
Agency Mortgage-Backed Securities
FNMA
2047-12-01
4.5000%
583837.80
639267.56
Agency Mortgage-Backed Securities
FNMA
2039-03-01
4.5000%
2827892.96
656038.87
Agency Mortgage-Backed Securities
FNMA
2040-10-01
4.5000%
800778.30
651712.06
Agency Mortgage-Backed Securities
FNMA
2040-12-01
4.0000%
1515191.96
641554.40
Agency Mortgage-Backed Securities
FNMA
2041-08-01
4.0000%
1513459.82
639506.61
Agency Mortgage-Backed Securities
FNMA
2026-12-01
3.0000%
1920513.39
646032.25
Agency Mortgage-Backed Securities
FNMA
2039-08-01
5.0000%
3300165.18
649830.01
Agency Mortgage-Backed Securities
FNMA
2040-09-01
5.0000%
2325450.72
603560.58
Agency Mortgage-Backed Securities
FNMA
2042-11-01
3.5000%
934713.22
638899.58
Agency Mortgage-Backed Securities
FNMA
2046-04-01
4.5000%
650532.67
661169.09
Agency Mortgage-Backed Securities
FNMA
2035-02-01
3.0000%
920738.72
594066.79
Agency Mortgage-Backed Securities
FNMA
2046-12-01
3.0000%
701084.82
649219.14
Agency Mortgage-Backed Securities
FNMA
2047-06-01
4.5000%
569859.84
612143.28
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.0000%
582866.07
598010.21
Agency Mortgage-Backed Securities
FNMA
2027-10-01
3.0000%
684821.73
671804.68
Agency Mortgage-Backed Securities
FNMA
2047-11-01
3.5000%
642108.82
650952.05
Agency Mortgage-Backed Securities
FNMA
2037-08-01
6.0000%
4188321.43
593065.73
Agency Mortgage-Backed Securities
FNMA
2040-11-01
5.0000%
2822425.02
613668.57
Agency Mortgage-Backed Securities
Y
2018-01-02
2018-01-02
2018-01-02
N
N
N
0.0140
97000000.00
97000000.00
0.1181
N
Y
Y
N
N/A
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 1.3 01/02/2018
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2038-05-01
6.0000%
495627.00
38232.76
Agency Mortgage-Backed Securities
FMAC
2040-07-01
4.5000%
1181690.00
282317.48
Agency Mortgage-Backed Securities
FMAC
2035-09-01
3.0990%
700000.00
59527.11
Agency Mortgage-Backed Securities
FMAC
2023-04-01
4.5000%
1470740.00
27254.64
Agency Mortgage-Backed Securities
FMAC
2024-12-01
4.5000%
140240.00
11126.17
Agency Mortgage-Backed Securities
FMAC
2036-01-01
4.2400%
7503736.00
227007.10
Agency Mortgage-Backed Securities
FMAC
2041-02-01
5.0000%
21699.00
10861.99
Agency Mortgage-Backed Securities
FMAC
2027-12-01
2.5000%
18938944.00
9125838.73
Agency Mortgage-Backed Securities
FMAC
2043-04-01
3.5000%
1409242.00
670387.04
Agency Mortgage-Backed Securities
FMAC
2045-03-01
4.0000%
106742.00
61212.34
Agency Mortgage-Backed Securities
FMAC
2046-01-01
4.0000%
11496.00
8548.69
Agency Mortgage-Backed Securities
FMAC
2045-12-01
4.0000%
85185920.00
69489490.29
Agency Mortgage-Backed Securities
FMAC
2044-08-01
4.5000%
178000.00
115089.34
Agency Mortgage-Backed Securities
FNMA
2031-08-01
2.5000%
58000.00
49729.34
Agency Mortgage-Backed Securities
FNMA
2029-01-01
3.5000%
16000.00
5291.35
Agency Mortgage-Backed Securities
FNMA
2034-01-01
4.0000%
2876788.00
1067967.59
Agency Mortgage-Backed Securities
FNMA
2035-12-01
6.0000%
3000000.00
74771.09
Agency Mortgage-Backed Securities
FNMA
2047-03-01
4.0000%
3286508.00
3349449.29
Agency Mortgage-Backed Securities
FNMA
2047-08-01
4.0000%
9099888.00
9558317.04
Agency Mortgage-Backed Securities
FNMA
2040-04-01
4.5000%
615172.00
218585.21
Agency Mortgage-Backed Securities
FNMA
2038-08-01
3.5000%
9450000.00
433584.86
Agency Mortgage-Backed Securities
FNMA
2042-10-01
3.0000%
6700000.00
4807594.84
Agency Mortgage-Backed Securities
FNMA
2023-08-01
2.0000%
685511.00
267815.71
Agency Mortgage-Backed Securities
Y
2018-01-02
2018-01-02
2018-01-02
N
N
N
0.0130
98000000.00
98000000.00
0.1193
N
Y
Y
N
N/A
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 1.41 01/02/2018
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2046-10-20
2.5000%
31895391.01
28604850.61
Agency Mortgage-Backed Securities
GNMA
2046-11-20
3.0000%
30360609.45
28640226.58
Agency Mortgage-Backed Securities
GNMA
2047-07-20
3.5000%
28594678.54
28753247.50
Agency Mortgage-Backed Securities
GNMA
2047-11-20
3.5000%
11941940.67
12222575.60
Agency Mortgage-Backed Securities
Y
2018-01-02
2018-01-02
2018-01-02
N
N
N
0.0141
96295000.00
96295000.00
0.1173
N
Y
Y
N
N/A
Putnam Money Market Fund
2018-01-05
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer