0000928816-18-002315.txt : 20190329 0000928816-18-002315.hdr.sgml : 20190329 20181210134918 ACCESSION NUMBER: 0000928816-18-002315 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20181130 FILED AS OF DATE: 20181210 DATE AS OF CHANGE: 20181210 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: 181225759 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 T1 Shares 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6385E1NN7 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2019-01-22 2019-01-22 2019-01-22 N N N 0.0252 3985383.60 3985383.60 0.0053 N N N N N/A NRW BANK NRW BANK 62939MM46 DCP 12/04/2018 62939MM46 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2018-12-04 2018-12-04 2018-12-04 N N N 0.0229 3749092.50 3749092.50 0.0050 N N Y N N/A NRW BANK NRW BANK 62939MPK7 DCP 02/19/2019 62939MPK7 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-02-19 2019-02-19 2019-02-19 N N N 0.0273 3776949.20 3776949.20 0.0050 N N N N N/A ROYAL BANK OF CANADA ROYAL BANK OF CANADA 78013WUF5 DCP 07/15/2019 78013WUF5 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-07-15 2019-07-15 2019-07-15 N N N 0.0287 7361246.25 7361246.25 0.0097 N N N N N/A TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 2.34025 01/11/2019 89120DCQ0 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2018-12-11 2019-01-11 2019-01-11 N N N 0.0256 4501390.55 4501390.55 0.0060 N N N N N/A TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 2.36025 02/08/2019 89120DDG1 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2018-12-05 2019-02-08 2019-02-08 N N N 0.0258 7752433.58 7752433.58 0.0103 N N N N N/A TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 89119BQN9 DCP 03/22/2019 89119BQN9 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2019-03-22 2019-03-22 2019-03-22 N N N 0.0257 3569950.44 3569950.44 0.0047 N N N N N/A UBS AG/LONDON UBS AG/LONDON - 04/25/2019 02.3236 04/25/2019 90276JES1 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1+ 2018-12-27 2019-04-25 2019-04-25 N N N 0.0257 3500633.54 3500633.54 0.0046 N N N N N/A UBS AG/LONDON UBS AG/LONDON - 04/16/2019 02.4869 04/16/2019 90276JFR2 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1+ 2018-12-17 2019-04-16 2019-04-16 N N N 0.0249 4499527.50 4499527.50 0.0060 N N N N N/A UBS AG/LONDON UBS AG/LONDON - 12/10/2018 02.5171 12/10/2018 90276JDM5 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1+ 2018-12-10 2018-12-10 2018-12-10 N N N 0.0252 3500064.44 3500064.44 0.0046 N N Y N N/A WESTPAC BANKING CORP WESTPAC BANKING CORP 2.32025 01/03/2019 9612C4XX4 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2018-12-03 2019-01-03 2019-01-03 N N N 0.0254 5001205.05 5001205.05 0.0066 N N N N N/A WESTPAC BANKING CORP WESTPAC BANKING CORP 02.5169 09/19/2019 9612C4ZR5 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch NR 2018-12-19 2019-09-19 2019-09-19 N N N 0.0252 6994253.00 6994253.00 0.0092 N N N N N/A WESTPAC BANKING CORP WESTPAC BANKING CORP 02.5369 01/07/2019 9612C4YA3 NA Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1+ 2018-12-07 2019-01-07 2019-01-07 N N N 0.0254 3750982.54 3750982.54 0.0050 N N N N N/A INTERNATIONAL BUSINESS MACHINES CORP INTERNATIONAL BUSINESS MACHIN 45920GMK9 DCP 12/19/2018 45920GMK9 NA Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1 Fitch F1 2018-12-19 2018-12-19 2018-12-19 N N N 0.0233 7490963.25 7490963.25 0.0099 N N N N N/A TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 89233HMS0 DCP 12/26/2018 89233HMS0 NA Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2018-12-26 2018-12-26 2018-12-26 N N N 0.0227 6259707.17 6259707.17 0.0083 N N N N N/A TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 89233HMQ4 DCP 12/24/2018 89233HMQ4 NA Non-Financial Company Commercial Paper Y Moody's P-1 S&P A-1+ Fitch F1 2018-12-24 2018-12-24 2018-12-24 N N N 0.0235 3494726.55 3494726.55 0.0046 N N N N N/A EXPORT DEVELOPMENT CANADA EXPORT DEVELOPMENT CANADA 30215HPB0 DCP 02/11/2019 30215HPB0 NA Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Moody's P-1 S&P A-1+ Fitch F1 2019-02-11 2019-02-11 2019-02-11 N N N 0.0242 3979949.20 3979949.20 0.0053 N N N N N/A EXPORT DEVELOPMENT CANADA EXPORT DEVELOPMENT CANADA 30215HQB9 DCP 03/11/2019 30215HQB9 NA Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Moody's P-1 S&P A-1+ Fitch F1 2019-03-11 2019-03-11 2019-03-11 N N N 0.0258 7446617.25 7446617.25 0.0098 N N N N N/A EXPORT DEVELOPMENT CANADA EXPORT DEVELOPMENT CANADA 30215HM49 DCP 12/04/2018 30215HM49 NA Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt Y Moody's P-1 S&P A-1+ Fitch F1 2018-12-04 2018-12-04 2018-12-04 N N N 0.0236 7998031.20 7998031.20 0.0106 N N Y N N/A CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 2.29 12/03/2018 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2025-06-01 5.5000% 597134.93 38609.60 Agency Mortgage-Backed Securities FMAC 2032-02-01 3.0000% 65034.25 50645.00 Agency Mortgage-Backed Securities FMAC 2043-04-01 3.0000% 29265.41 16428.31 Agency Mortgage-Backed Securities FMAC 2043-10-01 3.0000% 10839.04 6715.89 Agency Mortgage-Backed Securities FMAC 2046-03-01 3.0000% 30349.32 21547.17 Agency Mortgage-Backed Securities FMAC 2047-01-01 3.0000% 6689.21 5580.54 Agency Mortgage-Backed Securities FMAC 2042-12-01 3.0000% 30349.32 14696.76 Agency Mortgage-Backed Securities FMAC 2046-10-01 2.5000% 42529.58 35493.79 Agency Mortgage-Backed Securities FMAC 2045-12-01 4.5000% 21678.08 14759.03 Agency Mortgage-Backed Securities FNMA 2025-12-01 4.0000% 143075.35 29619.34 Agency Mortgage-Backed Securities FNMA 2026-02-01 4.0000% 226897.77 33307.77 Agency Mortgage-Backed Securities FNMA 2026-03-01 4.0000% 201679.23 19905.88 Agency Mortgage-Backed Securities FNMA 2026-07-01 4.0000% 38689.74 6595.20 Agency Mortgage-Backed Securities FNMA 2026-09-01 4.0000% 119229.46 26557.26 Agency Mortgage-Backed Securities FNMA 2026-01-01 4.0000% 40114.43 8057.19 Agency Mortgage-Backed Securities FNMA 2027-07-01 4.0000% 83668.95 26910.09 Agency Mortgage-Backed Securities FNMA 2032-02-01 3.0000% 46174.32 35927.74 Agency Mortgage-Backed Securities FNMA 2030-10-01 3.0000% 31976.47 17366.60 Agency Mortgage-Backed Securities FNMA 2031-03-01 3.0000% 49859.59 33953.80 Agency Mortgage-Backed Securities FNMA 2032-02-01 2.5000% 9498.90 7389.75 Agency Mortgage-Backed Securities FNMA 2032-02-01 3.0000% 32960.44 26345.61 Agency Mortgage-Backed Securities FNMA 2043-05-01 3.0000% 29265.41 15687.59 Agency Mortgage-Backed Securities FNMA 2043-07-01 3.0000% 36852.74 21338.50 Agency Mortgage-Backed Securities FNMA 2027-01-01 3.5000% 26770.05 8919.18 Agency Mortgage-Backed Securities FNMA 2020-09-01 4.0000% 683627.45 6632.80 Agency Mortgage-Backed Securities FNMA 2036-09-01 6.5000% 341010.12 10153.77 Agency Mortgage-Backed Securities FNMA 2020-08-01 4.0000% 314583.24 9117.39 Agency Mortgage-Backed Securities FNMA 2030-12-01 3.0000% 30323.30 19061.63 Agency Mortgage-Backed Securities FNMA 2047-01-01 3.5000% 34684.93 26984.34 Agency Mortgage-Backed Securities FNMA 2047-01-01 3.5000% 21678.08 17930.63 Agency Mortgage-Backed Securities FNMA 2047-07-01 3.5000% 45523.97 42201.50 Agency Mortgage-Backed Securities FNMA 2024-05-01 4.0000% 282422.28 13492.26 Agency Mortgage-Backed Securities FNMA 2025-05-01 4.0000% 174426.62 27124.03 Agency Mortgage-Backed Securities FNMA 2024-06-01 4.0000% 272039.78 11990.02 Agency Mortgage-Backed Securities FNMA 2024-06-01 4.0000% 504015.43 20815.73 Agency Mortgage-Backed Securities FNMA 2024-08-01 4.0000% 346849.33 22776.91 Agency Mortgage-Backed Securities FNMA 2025-06-01 4.0000% 567797.12 43074.44 Agency Mortgage-Backed Securities FNMA 2024-11-01 4.0000% 108390.41 8855.56 Agency Mortgage-Backed Securities FNMA 2024-10-01 4.0000% 263672.69 15140.22 Agency Mortgage-Backed Securities FNMA 2024-12-01 4.0000% 108462.17 12680.06 Agency Mortgage-Backed Securities FNMA 2025-01-01 4.0000% 136726.49 6549.66 Agency Mortgage-Backed Securities FNMA 2024-12-01 4.0000% 219775.87 11819.66 Agency Mortgage-Backed Securities FNMA 2025-01-01 4.0000% 769287.53 51029.74 Agency Mortgage-Backed Securities FNMA 2026-04-01 4.0000% 148604.78 21327.36 Agency Mortgage-Backed Securities FNMA 2048-10-01 3.5000% 6503.42 6329.98 Agency Mortgage-Backed Securities FNMA 2046-10-01 3.0000% 6720.21 5431.06 Agency Mortgage-Backed Securities FNMA 2047-04-01 4.0000% 65034.25 52052.78 Agency Mortgage-Backed Securities FNMA 2025-03-01 4.0000% 255500.49 15928.46 Agency Mortgage-Backed Securities FNMA 2025-04-01 4.0000% 412313.67 25502.27 Agency Mortgage-Backed Securities FNMA 2025-09-01 3.5000% 118568.71 9692.46 Agency Mortgage-Backed Securities FNMA 2025-08-01 4.0000% 127788.40 7962.07 Agency Mortgage-Backed Securities GNMA 2027-09-15 3.0000% 232572.01 73659.90 Agency Mortgage-Backed Securities GNMA 2042-05-20 4.5000% 989116.30 177949.32 Agency Mortgage-Backed Securities GNMA 2038-05-20 6.0000% 387061.74 59085.98 Agency Mortgage-Backed Securities GNMA 2042-11-20 4.0000% 248741.04 72718.87 Agency Mortgage-Backed Securities GNMA 2028-05-20 3.5000% 164794.84 63930.12 Agency Mortgage-Backed Securities GNMA 2029-06-20 3.0000% 231678.01 77361.30 Agency Mortgage-Backed Securities GNMA 2044-06-20 3.5000% 8449590.61 3065864.75 Agency Mortgage-Backed Securities GNMA 2048-06-20 4.5000% 1669324.03 1707337.83 Agency Mortgage-Backed Securities GNMA 2048-01-20 6.0000% 397458.11 258658.91 Agency Mortgage-Backed Securities GNMA 2048-03-20 5.0000% 51509.51 48495.35 Agency Mortgage-Backed Securities GNMA 2048-04-20 5.0000% 37677.59 37411.75 Agency Mortgage-Backed Securities GNMA 2033-11-20 3.5000% 106177.73 107773.21 Agency Mortgage-Backed Securities GNMA 2033-11-20 4.0000% 52717.20 54075.73 Agency Mortgage-Backed Securities GNMA 2033-11-20 4.5000% 111428.81 116416.93 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.0000% 58210.21 59109.22 Agency Mortgage-Backed Securities GNMA 2047-05-15 5.0000% 303290.04 192777.88 Agency Mortgage-Backed Securities GNMA 2068-10-20 4.2510% 648982.41 669234.17 Agency Mortgage-Backed Securities GNMA 2048-03-20 4.0000% 1062808.77 1067045.97 Agency Mortgage-Backed Securities GNMA 2053-10-15 3.9600% 108390.41 110963.90 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 1047122.94 1101119.93 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 65557.34 68785.71 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 224164.17 233347.73 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.0000% 231490.06 247296.38 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 419365.33 440211.98 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 363234.49 381290.88 Agency Mortgage-Backed Securities GNMA 2048-10-20 5.0000% 252424.37 269362.09 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 401720.46 421690.38 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.0000% 464899.50 497602.75 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.0000% 241723.63 258228.95 Agency Mortgage-Backed Securities GNMA 2048-11-15 4.0100% 108390.41 111480.66 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 304146.54 317608.67 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 224079.19 235634.28 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 227457.50 239186.58 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 271629.63 285132.61 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 407148.87 428143.91 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 302299.57 317888.55 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 220126.19 231068.66 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 246240.91 256328.91 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.0000% 871179.72 929126.92 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 347395.83 364665.57 Agency Mortgage-Backed Securities GNMA 2068-10-20 4.3210% 12733.27 13189.50 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 790191.49 829471.91 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 396970.14 416518.54 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 230549.01 242009.60 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 335714.60 347622.73 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.0000% 87932.16 93781.03 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.0000% 405915.82 433632.07 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.0000% 233586.98 250018.14 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.0000% 305022.55 326478.38 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.0000% 230908.65 246675.27 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.0000% 507677.07 541445.61 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 284383.71 298520.43 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.0000% 771430.84 808642.95 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 335943.30 353266.22 Agency Mortgage-Backed Securities GNMA 2048-11-20 4.5000% 485890.17 510042.79 Agency Mortgage-Backed Securities GNMA 2043-01-15 3.0000% 170385.61 73312.88 Agency Mortgage-Backed Securities GNMA 2067-05-20 4.6520% 31433.22 34154.47 Agency Mortgage-Backed Securities GNMA 2031-12-15 6.0000% 455239.74 8194.13 Agency Mortgage-Backed Securities GNMA 2035-07-20 5.4500% 135192.55 96236.16 Agency Mortgage-Backed Securities GNMA 2042-01-20 5.5000% 581945.32 87984.09 Agency Mortgage-Backed Securities GNMA 2042-03-20 4.0000% 268563.92 58364.99 Agency Mortgage-Backed Securities GNMA 2040-05-20 4.5000% 2166926.87 79464.87 Agency Mortgage-Backed Securities GNMA 2025-12-20 4.0000% 70453.77 9311.59 Agency Mortgage-Backed Securities GNMA 2041-02-20 4.0000% 314730.65 71359.17 Agency Mortgage-Backed Securities GNMA 2041-01-20 4.0000% 287409.76 63475.21 Agency Mortgage-Backed Securities GNMA 2041-03-20 4.0000% 65034.25 14515.25 Agency Mortgage-Backed Securities GNMA 2022-08-20 6.0000% 22625.63 5642.19 Agency Mortgage-Backed Securities GNMA 2022-01-20 5.5000% 28479.80 8119.85 Agency Mortgage-Backed Securities GNMA 2041-05-20 4.5000% 704971.26 117937.81 Agency Mortgage-Backed Securities GNMA 2041-06-20 4.5000% 475842.16 81150.77 Agency Mortgage-Backed Securities GNMA 2026-12-20 3.5000% 476917.83 84089.10 Agency Mortgage-Backed Securities GNMA 2040-08-15 4.5000% 43356.17 9230.08 Agency Mortgage-Backed Securities GNMA 2041-09-15 4.0000% 136793.26 60562.49 Agency Mortgage-Backed Securities GNMA 2024-08-15 6.5000% 576637.01 8773.84 Agency Mortgage-Backed Securities GNMA 2033-08-20 5.5000% 239261.00 11470.45 Agency Mortgage-Backed Securities GNMA 2042-04-20 5.0000% 146706.86 25828.93 Agency Mortgage-Backed Securities GNMA 2040-12-15 4.0000% 181011.99 74680.57 Agency Mortgage-Backed Securities GNMA 2043-04-15 3.0000% 221308.30 184696.76 Agency Mortgage-Backed Securities GNMA 2033-05-15 3.5000% 879270.63 639760.26 Agency Mortgage-Backed Securities GNMA 2024-01-15 6.5000% 151746.58 8034.53 Agency Mortgage-Backed Securities GNMA 2035-07-15 6.0000% 96467.47 5766.81 Agency Mortgage-Backed Securities GNMA 2034-12-15 7.0000% 130502.06 10866.37 Agency Mortgage-Backed Securities GNMA 2035-07-20 6.5000% 177760.28 17168.18 Agency Mortgage-Backed Securities GNMA 2035-08-20 4.0000% 720984.64 83220.80 Agency Mortgage-Backed Securities GNMA 2024-02-15 6.0000% 253633.57 13145.76 Agency Mortgage-Backed Securities GNMA 2041-06-20 4.5000% 28919.00 5874.70 Agency Mortgage-Backed Securities GNMA 2040-09-15 4.0000% 139456.84 24692.87 Agency Mortgage-Backed Securities GNMA 2041-01-15 4.0000% 244962.34 61375.63 Agency Mortgage-Backed Securities GNMA 2041-03-15 4.5000% 35522.79 5524.20 Agency Mortgage-Backed Securities GNMA 2041-03-15 4.5000% 44233.91 6194.14 Agency Mortgage-Backed Securities GNMA 2040-06-20 5.5000% 165106.78 10648.73 Agency Mortgage-Backed Securities GNMA 2040-12-20 6.0000% 421848.99 35477.26 Agency Mortgage-Backed Securities GNMA 2041-06-20 6.0000% 287234.60 30042.32 Agency Mortgage-Backed Securities GNMA 2039-08-20 6.0000% 254218.88 30382.32 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.0000% 394653.40 413691.39 Agency Mortgage-Backed Securities GNMA 2038-11-15 5.5000% 239992.85 7283.36 Agency Mortgage-Backed Securities U.S. TREASURY 2042-02-15 0.7500% 10838954.77 10819311.65 U.S. Treasuries (including strips) U.S. TREASURY 2045-02-15 0.7500% 1300663.30 1226984.31 U.S. Treasuries (including strips) U.S. TREASURY 2047-02-15 0.8750% 7560621.64 7141514.39 U.S. Treasuries (including strips) U.S. TREASURY 2048-02-15 1.0000% 3200595.52 3052588.48 U.S. Treasuries (including strips) U.S. TREASURY 2024-01-15 0.6250% 4769178.25 5068662.79 U.S. Treasuries (including strips) U.S. TREASURY 2025-01-15 0.2500% 228703.78 232619.30 U.S. Treasuries (including strips) U.S. TREASURY 2022-01-31 1.5000% 624849.06 602549.97 U.S. Treasuries (including strips) U.S. TREASURY 2020-03-31 1.3750% 1856359.28 1826201.34 U.S. Treasuries (including strips) U.S. TREASURY 2021-04-15 0.1250% 2969377.09 3078790.15 U.S. Treasuries (including strips) U.S. TREASURY 2021-07-15 0.6250% 10840970.83 12047781.04 U.S. Treasuries (including strips) U.S. TREASURY 2022-07-15 0.1250% 10837719.12 11543171.49 U.S. Treasuries (including strips) U.S. TREASURY 2023-01-15 0.1250% 6462474.99 6808784.25 U.S. Treasuries (including strips) U.S. TREASURY 2022-04-30 1.7500% 210147.34 202932.83 U.S. Treasuries (including strips) Y 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 87000000.00 87000000.00 0.1151 N Y Y N N/A HSBC SECURITIES (USA), INC. REPO TRIPA MORTG 2.29 12/03/2018 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2028-09-01 3.5000% 1858977.33 790540.50 Agency Mortgage-Backed Securities FNMA 2043-11-01 2.9830% 4153010.35 1419101.87 Agency Mortgage-Backed Securities FNMA 2045-06-01 2.9020% 1312601.87 721204.01 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.0000% 198079.67 167147.22 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.0000% 92129906.67 85658941.17 Agency Mortgage-Backed Securities Y 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 87000000.00 87000000.00 0.1151 N Y Y N N/A MERRILL LYNCH, PIERCE, FENNER AND SMITH REPO TRIPA MORTG 2.29 12/03/2018 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2046-10-01 3.5000% 5255013.96 4544726.63 Agency Mortgage-Backed Securities FNMA 2044-04-01 4.0000% 43124619.24 22229438.57 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.0000% 31600230.13 31412360.67 Agency Mortgage-Backed Securities FNMA 2033-01-01 2.5000% 36103190.83 31642834.28 Agency Mortgage-Backed Securities Y 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 88068000.00 88068000.00 0.1165 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 02.4222 07/31/2020 912828Y53 US912828Y537 U.S. Treasury Debt Y 2018-12-01 2020-07-31 2020-07-31 N N N 0.0243 7503079.65 7503079.65 0.0099 N Y Y N N/A Putnam Money Market Fund 2018-12-06 /s/ Janet C. Smith Janet C. Smith Principal Accounting Officer