0000928816-19-000243.txt : 20190207
0000928816-19-000243.hdr.sgml : 20190207
20190207083548
ACCESSION NUMBER: 0000928816-19-000243
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190131
FILED AS OF DATE: 20190207
DATE AS OF CHANGE: 20190207
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: 19573558
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
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
2019-01-31
0000081248
S000006251
5
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
25
71
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303618075.51
303527900.57
307398984.54
339586454.36
326618132.25
314775968.28
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0.3960
0.3889
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18729800.56
20261658.53
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789578948.0400
1.0000
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1.0000
1.0001
C000017192
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1.0001
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10419436.29
8831437.13
3912027.44
6397564.21
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6379416.29
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0.0217
N
C000017193
500.00
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1.0000
1.0000
1.0000
1.0001
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24242.17
11316.21
141315.55
37530.99
139763.27
46115.51
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310752.99
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N
C000017194
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155405.80
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N
C000017195
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0.9999
1.0000
1.0000
1.0001
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1005649.75
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C000017196
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63917.34
7476.02
339996.74
18144.87
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472653.41
242429.62
0.0217
N
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 02.6627 04/09/2019
30601YYE9
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2019-02-11
2019-04-09
2019-04-09
N
Y
BANK OF MONTREAL
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0266
3750738.79
3750738.79
0.0048
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UQB9 DCP 03/11/2019
53127UQB9
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2019-03-11
2019-03-11
2019-03-11
N
Y
BANK OF NOVA SCOTIA/THE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0282
7479362.25
7479362.25
0.0095
N
N
N
N
N/A
BARCLAYS BANK PLC CCP
BARCLAYS BANK PLC CCP 06742QTG7 DCP 04/12/2019
06742QTG7
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-04-12
2019-04-12
2019-04-12
N
Y
BARCLAYS BANK PLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0286
3729742.88
3729742.88
0.0047
N
N
N
N
N/A
CHARTA LLC
CHARTA LLC 16115WQK6 DCP 03/19/2019
16115WQK6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-03-19
2019-03-19
2019-03-19
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0284
3737432.25
3737432.25
0.0047
N
N
N
N
N/A
CORPORATE ASSET FUNDING CO INC
CORPORATE ASSET FUNDING CO IN 1247P3QC9 DCP 03/12/2019
1247P3QC9
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-03-12
2019-03-12
2019-03-12
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0284
3739500.00
3739500.00
0.0047
N
N
N
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619UQ46 DCP 03/04/2019
12619UQ46
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-03-04
2019-03-04
2019-03-04
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0278
3741610.13
3741610.13
0.0047
N
N
N
N
N/A
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963UPB6 DCP 02/11/2019
15963UPB6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2019-02-11
2019-02-11
2019-02-11
N
Y
JP Morgan Chase Bank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0249
7744186.73
7744186.73
0.0098
N
N
N
N
N/A
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963URC2 DCP 04/12/2019
15963URC2
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2019-04-12
2019-04-12
2019-04-12
N
Y
JP Morgan Chase Bank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0259
4973572.00
4973572.00
0.0063
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAP 02.7827 03/01/2019
19423EEZ7
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-02-01
2019-03-01
2019-03-01
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0278
8001824.08
8001824.08
0.0101
N
N
N
N
N/A
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157UQJ2 DCP 03/18/2019
59157UQJ2
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-03-18
2019-03-18
2019-03-18
N
Y
Metlife Life Insurance Co
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0253
7725104.68
7725104.68
0.0098
N
N
N
N
N/A
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157UQT0 DCP 03/27/2019
59157UQT0
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-03-27
2019-03-27
2019-03-27
N
Y
Metlife Life Insurance Co
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0272
7719807.55
7719807.55
0.0098
N
N
N
N
N/A
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 38346MQK3 DCP 03/19/2019
38346MQK3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-03-19
2019-03-19
2019-03-19
N
Y
Bank of Tokyo-Mitsubishi UFJ Ltd/The
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0284
3737447.25
3737447.25
0.0047
N
N
N
N
N/A
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646LQK9 DCP 03/19/2019
92646LQK9
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-03-19
2019-03-19
2019-03-19
N
Y
Bank of Tokyo-Mitsubishi UFJ Ltd/The
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0284
3737378.63
3737378.63
0.0047
N
N
N
N
N/A
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 07644BPM8 DCP 02/21/2019
07644BPM8
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
2019-02-21
2019-02-21
2019-02-21
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0246
4493511.00
4493511.00
0.0057
N
N
N
N
N/A
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67984XER3 DCP 03/19/2019
67984XER3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-03-19
2019-03-19
2019-03-19
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0276
7724057.65
7724057.65
0.0098
N
N
N
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602UPS3 DCP 02/26/2019
88602UPS3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-02-26
2019-02-26
2019-02-26
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0271
7735995.75
7735995.75
0.0098
N
N
N
N
N/A
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MQN5 DCP 03/22/2019
56274MQN5
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2019-03-22
2019-03-22
2019-03-22
N
Y
Sumitomo Mitsui Banking Corp
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0255
7971222.40
7971222.40
0.0101
N
N
N
N
N/A
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 02.8400 04/10/2019
02089XCN5
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2019-04-10
2019-04-10
2019-04-10
N
Y
CREDIT SUISSE AG
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0000
4001551.64
4001551.64
0.0051
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY
AUST & NZ BANKING GRP NY 02.8919 01/28/2020
05252WQQ9
US05252WQQ95
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2019-02-28
2020-01-28
2020-01-28
N
N
N
0.0289
7508527.58
7508527.58
0.0095
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 02.5000 04/04/2019
06053PR74
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-04-04
2019-04-04
2019-04-04
N
N
N
0.0250
8001706.48
8001706.48
0.0101
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 02.4695 04/11/2019
06053PU47
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-04-11
2019-04-11
2019-04-11
N
N
N
0.0268
4000294.80
4000294.80
0.0051
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 02.8006 05/08/2019
06053PV46
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-02-08
2019-05-08
2019-05-08
N
N
N
0.0280
1280432.14
1280432.14
0.0016
N
N
N
N
N/A
BANK OF AMERICA NA
BK OF AMERICA NA - 05/15/2019 02.7689 05/15/2019
06053PV95
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-02-15
2019-05-15
2019-05-15
N
N
N
0.0277
2600796.93
2600796.93
0.0033
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 02.7800 02/25/2019
06371E6D4
US06371E6D43
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-02-25
2019-02-25
2019-02-25
N
N
N
0.0278
7501650.08
7501650.08
0.0095
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 02.8428 08/06/2019
06370RNK1
US06370RNK13
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-02-06
2019-08-06
2019-08-06
N
N
N
0.0284
7755051.53
7755051.53
0.0098
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL/CHICAGO IL 02.8000 04/29/2019
06370RTS8
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-04-29
2019-04-29
2019-04-29
N
N
N
0.0275
3751543.91
3751543.91
0.0048
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 02.8540 11/05/2019
06417G2X5
US06417G2X56
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-02-05
2019-11-05
2019-11-05
N
N
N
0.0285
7503348.08
7503348.08
0.0095
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 02.7391 08/01/2019
13606BZZ2
US13606BZZ20
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-02-01
2019-08-01
2019-08-01
N
N
N
0.0274
5001080.05
5001080.05
0.0063
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 02.9028 12/06/2019
13606BJ98
US13606BJ982
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-02-06
2019-12-06
2019-12-06
N
N
N
0.0290
6257246.31
6257246.31
0.0079
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 02.6800 02/22/2019
17305TB68
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-02-22
2019-02-22
2019-02-22
N
N
N
0.0268
7751078.88
7751078.88
0.0098
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA - 04/18/2019 02.8100 04/18/2019
17305TD90
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-04-18
2019-04-18
2019-04-18
N
N
N
0.0281
3751171.54
3751171.54
0.0048
N
N
N
N
N/A
HSBC BANK USA NA
HSBC BANK USA NA 02.7006 02/08/2019
40435RAD3
US40435RAD35
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-08
2019-02-08
2019-02-08
N
N
N
0.0270
3750221.25
3750221.25
0.0047
N
N
N
N
N/A
MIZUHO BANK LTD/NEW YORK NY
MIZUHO BANK LTD/NEW YORK NY 02.7000 05/23/2019
60700A6N9
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-05-23
2019-05-23
2019-05-23
N
N
N
0.0268
4000572.80
4000572.80
0.0051
N
N
N
N
N/A
MUFG BANK LTD/NEW YORK NY
MUFG BANK LTD/NY 02.8060 05/21/2019
55379WSM9
US55379WSM90
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2019-02-21
2019-05-21
2019-05-21
N
N
N
0.0281
7503517.58
7503517.58
0.0095
N
N
N
N
N/A
NORDEA BANK ABP/NEW YORK NY
NORDEA BANK AB NEW YORK 02.9142 03/14/2019
65590ATE6
US65590ATE63
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-14
2019-03-14
2019-03-14
N
N
N
0.0291
4000662.04
4000662.04
0.0051
N
N
N
N
N/A
NORDEA BANK ABP/NEW YORK NY
NORDEA BANK AB NEW YORK 02.7158 05/21/2019
65590AWK8
US65590AWK86
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-21
2019-05-21
2019-05-21
N
N
N
0.0272
7499306.25
7499306.25
0.0095
N
N
N
N
N/A
NORDEA BANK ABP/NEW YORK NY
NORDEA BANK AB NEW YORK USD 02.9882 03/15/2019
65590ATD8
US65590ATD80
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-03-15
2019-03-15
2019-03-15
N
N
N
0.0299
6000769.86
6000769.86
0.0076
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 02.7511 05/09/2019
21684L2B7
US21684L2B74
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-02-11
2019-05-09
2019-05-09
N
N
N
0.0275
7749996.67
7749996.67
0.0098
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAV ENSKILDA BK NY 02.6328 03/06/2019
83050FZ95
US83050FZ951
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-02-06
2019-03-06
2019-03-06
N
N
N
0.0263
7501072.58
7501072.58
0.0095
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY 02.7889 05/15/2019
86565BRD5
US86565BRD54
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-02-15
2019-05-15
2019-05-15
N
N
N
0.0279
7499994.75
7499994.75
0.0095
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 02.7971 02/04/2019
86958JE70
US86958JE702
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0280
6999216.00
6999216.00
0.0089
N
N
Y
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 02.8006 07/08/2019
86958JL56
US86958JL566
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-08
2019-07-08
2019-07-08
N
N
N
0.0280
4002088.04
4002088.04
0.0051
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 02.8060 08/20/2019
86958JY86
US86958JY866
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-20
2019-08-20
2019-08-20
N
N
N
0.0281
7754092.08
7754092.08
0.0098
N
N
N
N
N/A
SWEDBANK AB/NEW YORK
SWEDBANK (NEW YORK) 02.7660 05/21/2019
87019VTP2
US87019VTP21
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-21
2019-05-21
2019-05-21
N
N
N
0.0277
7752689.33
7752689.33
0.0098
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 02.8060 07/22/2019
89114MKB2
US89114MKB27
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-22
2019-07-22
2019-07-22
N
N
N
0.0281
7752147.60
7752147.60
0.0098
N
N
N
N
N/A
US BANK NA/CINCINNATI OH
US BANK NA/CINCINNATI OH 02.2173 05/13/2019
90333VYD6
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-13
2019-05-13
2019-05-13
N
N
N
0.0265
7750534.83
7750534.83
0.0098
N
N
N
N
N/A
US BANK NA/CINCINNATI OH
US BANK NA/CINCINNATI OH 02.2538 07/03/2019
90333VYM6
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-04
2019-07-03
2019-07-03
N
N
N
0.0264
3499209.00
3499209.00
0.0044
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 02.6938 07/10/2019
94989RX29
US94989RX296
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-02-04
2019-07-10
2019-07-10
N
N
N
0.0268
7502235.08
7502235.08
0.0095
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 02.7311 10/09/2019
94989RX52
US94989RX528
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-02-11
2019-10-09
2019-10-09
N
N
N
0.0273
3752525.29
3752525.29
0.0048
N
N
N
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084CQ47 DCP 03/04/2019
00084CQ47
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-03-04
2019-03-04
2019-03-04
N
N
N
0.0273
7482946.50
7482946.50
0.0095
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 02.7527 03/07/2019
05253MKR4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-07
2019-03-07
2019-03-07
N
N
N
0.0275
3000807.03
3000807.03
0.0038
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253CR57 DCP 04/05/2019
05253CR57
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-04-05
2019-04-05
2019-04-05
N
N
N
0.0256
7465786.50
7465786.50
0.0095
N
N
N
N
N/A
BANK OF NOVA SCOTIA/THE
BANK OF NOVA SCOTIA/THE 06417KTH2 DCP 06/17/2019
06417KTH2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-06-17
2019-06-17
2019-06-17
N
N
N
0.0294
3463944.40
3463944.40
0.0044
N
N
N
N
N/A
BANK OF NOVA SCOTIA/THE
BANK OF NOVA SCOTIA/THE 06417KP45 DCP 02/04/2019
06417KP45
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-02-04
2019-02-04
2019-02-04
N
N
N
0.0262
3748999.50
3748999.50
0.0047
N
N
Y
N
N/A
BPCE SA
BPCE SA 05571CP13 DCP 02/01/2019
05571CP13
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0248
3749751.00
3749751.00
0.0047
N
Y
Y
N
N/A
BPCE SA
BPCE SA 05571CS69 DCP 05/06/2019
05571CS69
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-05-06
2019-05-06
2019-05-06
N
N
N
0.0282
3723548.63
3723548.63
0.0047
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 02.6827 08/30/2019
20272AD45
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-28
2019-08-30
2019-08-30
N
N
N
0.0268
9297572.70
9297572.70
0.0118
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 02.7927 02/22/2019
20272AA71
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-22
2019-02-22
2019-02-22
N
N
N
0.0279
1000208.01
1000208.01
0.0013
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA - 03/14/2019 02.6327 03/14/2019
2332K4HW7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2019-02-14
2019-03-14
2019-03-14
N
N
N
0.0263
7501237.58
7501237.58
0.0095
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA 2332K1RH5 DCP 04/17/2019
2332K1RH5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2019-04-17
2019-04-17
2019-04-17
N
N
N
0.0267
7460052.75
7460052.75
0.0094
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA - 01/23/2020 02.8148 01/23/2020
2332K4JD7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2019-04-23
2020-01-23
2020-01-23
N
N
N
0.0281
7499283.75
7499283.75
0.0095
N
N
N
N
N/A
HSBC BANK PLC
HSBC BANK PLC 40433HRG2 DCP 04/16/2019
40433HRG2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-04-16
2019-04-16
2019-04-16
N
N
N
0.0285
2337050.56
2337050.56
0.0030
N
N
N
N
N/A
HSBC BANK PLC
HSBC BANK PLC - 02/26/2019 02.8527 02/26/2019
40433FLF4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-26
2019-02-26
2019-02-26
N
N
N
0.0285
3751046.29
3751046.29
0.0048
N
N
N
N
N/A
HSBC USA INC
HSBC USA INC - 07/05/2019 02.8227 07/05/2019
40434WCR0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-02-05
2019-07-05
2019-07-05
N
N
N
0.0282
7503997.58
7503997.58
0.0095
N
N
N
N
N/A
HSBC USA INC
HSBC USA INC 40434RVW9 DCP 08/30/2019
40434RVW9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-08-30
2019-08-30
2019-08-30
N
N
N
0.0286
3687117.75
3687117.75
0.0047
N
N
N
N
N/A
ING US FUNDING LLC
ING US FUNDING LLC 02.8127 05/28/2019
44988KGR4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2019-02-28
2019-05-28
2019-05-28
N
N
N
0.0281
7753704.58
7753704.58
0.0098
N
N
N
N
N/A
LLOYDS BANK PLC
LLOYDS BANK PLC - 08/02/2019 02.8227 08/02/2019
53946BBX8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-02-04
2019-08-02
2019-08-02
N
N
N
0.0282
7754014.58
7754014.58
0.0098
N
N
N
N
N/A
MIZUHO BANK LTD/NEW YORK NY
MIZUHO BANK LTD/NEW YORK NY 60689GPS9 DCP 02/26/2019
60689GPS9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-02-26
2019-02-26
2019-02-26
N
N
N
0.0273
3992948.40
3992948.40
0.0051
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 02.7327 04/11/2019
63254GHK4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-11
2019-04-11
2019-04-11
N
N
N
0.0273
7502602.58
7502602.58
0.0095
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 02.7227 08/02/2019
63254GHT5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-04
2019-08-02
2019-08-02
N
N
N
0.0272
3850053.90
3850053.90
0.0049
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 63254FP50 DCP 02/05/2019
63254FP50
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-05
2019-02-05
2019-02-05
N
N
N
0.0255
7747470.40
7747470.40
0.0098
N
N
Y
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E1SA0 DCP 05/10/2019
6385E1SA0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-05-10
2019-05-10
2019-05-10
N
N
N
0.0281
3968595.20
3968595.20
0.0050
N
N
N
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
3795140.56
3795140.56
0.0048
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
7403922.00
7403922.00
0.0094
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050UX11 DCP 10/01/2019
83050UX11
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-10-01
2019-10-01
2019-10-01
N
N
N
0.0314
7363717.50
7363717.50
0.0093
N
N
N
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 83369CR30 DCP 04/03/2019
83369CR30
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-04-03
2019-04-03
2019-04-03
N
N
N
0.0278
3982509.20
3982509.20
0.0050
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+
2019-02-05
2019-02-08
2019-02-08
N
N
N
0.0277
7750627.83
7750627.83
0.0098
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
3587400.00
3587400.00
0.0045
N
N
N
N
N/A
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 89119BS80 DCP 05/08/2019
89119BS80
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-05-08
2019-05-08
2019-05-08
N
N
N
0.0274
4716403.73
4716403.73
0.0060
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+
2019-02-25
2019-04-25
2019-04-25
N
N
N
0.0276
3501403.54
3501403.54
0.0044
N
N
N
N
N/A
UBS AG/LONDON
UBS AG/LONDON - 04/16/2019 02.6827 04/16/2019
90276JFR2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-02-18
2019-04-16
2019-04-16
N
N
N
0.0268
4501075.55
4501075.55
0.0057
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 02.7127 09/19/2019
9612C4ZR5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2019-02-19
2019-09-19
2019-09-19
N
N
N
0.0271
6999139.00
6999139.00
0.0089
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 02.6881 08/08/2019
9612C4ZC8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-13
2019-08-08
2019-08-08
N
N
N
0.0269
4999741.50
4999741.50
0.0063
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 02.6990 08/16/2019
9612C4ZL8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-02-18
2019-08-16
2019-08-16
N
N
N
0.0270
4999715.50
4999715.50
0.0063
N
N
N
N
N/A
APPLE INC
APPLE INC 03785EU85 DCP 07/08/2019
03785EU85
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
2019-07-08
2019-07-08
2019-07-08
N
N
N
0.0274
7660957.16
7660957.16
0.0097
N
N
N
N
N/A
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M3R89 DCP 04/08/2019
7443M3R89
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-04-08
2019-04-08
2019-04-08
N
N
N
0.0268
7464043.50
7464043.50
0.0095
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
NR
2019-02-11
2019-02-11
2019-02-11
N
N
N
0.0242
3997060.40
3997060.40
0.0051
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
NR
2019-03-11
2019-03-11
2019-03-11
N
N
N
0.0258
7479663.00
7479663.00
0.0095
N
N
N
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 2.58 02/01/2019
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2022-01-13
2.3750%
14801.04
14752.22
Agency Mortgage-Backed Securities
GNMA
2041-09-15
4.0000%
64394.92
27569.67
Agency Mortgage-Backed Securities
GNMA
2042-11-20
4.0000%
172012.08
63364.15
Agency Mortgage-Backed Securities
GNMA
2029-09-20
3.0000%
172338.90
69293.78
Agency Mortgage-Backed Securities
GNMA
2029-10-20
4.0000%
752366.63
196861.45
Agency Mortgage-Backed Securities
GNMA
2039-09-20
2.5000%
25565.60
16779.14
Agency Mortgage-Backed Securities
GNMA
2045-05-20
4.0000%
124902.57
51843.80
Agency Mortgage-Backed Securities
GNMA
2030-06-20
4.0000%
149021.46
67496.56
Agency Mortgage-Backed Securities
GNMA
2045-08-20
3.0000%
265300.03
169988.15
Agency Mortgage-Backed Securities
GNMA
2045-08-20
3.5000%
1793658.74
928703.38
Agency Mortgage-Backed Securities
GNMA
2031-02-20
3.0000%
88237.00
50240.15
Agency Mortgage-Backed Securities
GNMA
2047-04-20
3.0000%
9128762.76
7425041.07
Agency Mortgage-Backed Securities
GNMA
2047-05-15
4.5000%
23338.44
12997.45
Agency Mortgage-Backed Securities
GNMA
2047-08-15
4.5000%
41781.13
29303.20
Agency Mortgage-Backed Securities
GNMA
2048-02-15
3.5000%
55771.12
55598.97
Agency Mortgage-Backed Securities
GNMA
2048-12-15
3.5000%
692661.03
701123.36
Agency Mortgage-Backed Securities
GNMA
2048-12-20
4.0000%
237730.69
246279.66
Agency Mortgage-Backed Securities
GNMA
2048-11-20
5.5000%
280292.48
300989.56
Agency Mortgage-Backed Securities
GNMA
2048-12-20
5.0000%
317087.06
339086.55
Agency Mortgage-Backed Securities
GNMA
2048-02-15
3.5000%
332577.15
326312.01
Agency Mortgage-Backed Securities
GNMA
2046-07-15
3.0000%
118281.10
111270.84
Agency Mortgage-Backed Securities
GNMA
2046-07-15
2.5000%
234507.67
213553.96
Agency Mortgage-Backed Securities
GNMA
2045-03-15
3.0000%
78089.88
49855.75
Agency Mortgage-Backed Securities
GNMA
2036-05-20
5.5000%
275679.96
74056.22
Agency Mortgage-Backed Securities
GNMA
2045-09-15
4.0000%
29002.04
18746.31
Agency Mortgage-Backed Securities
GNMA
2045-10-20
3.5000%
1267146.37
899511.10
Agency Mortgage-Backed Securities
GNMA
2046-04-15
2.5000%
235606.74
186023.75
Agency Mortgage-Backed Securities
GNMA
2046-02-15
3.5000%
303160.09
249034.84
Agency Mortgage-Backed Securities
GNMA
2046-09-15
4.5000%
11527.01
8309.53
Agency Mortgage-Backed Securities
GNMA
2046-08-15
3.0000%
10299.72
9230.42
Agency Mortgage-Backed Securities
GNMA
2046-08-15
2.5000%
184455.95
167709.06
Agency Mortgage-Backed Securities
GNMA
2047-01-15
3.5000%
375362.36
314802.44
Agency Mortgage-Backed Securities
GNMA
2047-05-15
5.0000%
297483.09
36321.56
Agency Mortgage-Backed Securities
GNMA
2047-04-15
3.0000%
71089.79
67291.85
Agency Mortgage-Backed Securities
GNMA
2047-04-20
4.0000%
1296212.81
1212187.37
Agency Mortgage-Backed Securities
GNMA
2033-02-15
5.7000%
128583.03
23627.96
Agency Mortgage-Backed Securities
GNMA
2032-05-15
6.0000%
1148645.25
11806.24
Agency Mortgage-Backed Securities
GNMA
2039-02-20
6.0000%
97006.81
5429.61
Agency Mortgage-Backed Securities
GNMA
2039-05-20
4.0000%
57004.00
8572.91
Agency Mortgage-Backed Securities
GNMA
2039-06-20
5.0000%
740051.96
81977.86
Agency Mortgage-Backed Securities
GNMA
2035-04-20
4.5000%
2000140.44
127533.44
Agency Mortgage-Backed Securities
GNMA
2035-09-20
5.0000%
100007.02
6375.10
Agency Mortgage-Backed Securities
GNMA
2035-12-20
5.0000%
157469.06
10020.90
Agency Mortgage-Backed Securities
GNMA
2037-02-20
5.0000%
836795.35
26087.10
Agency Mortgage-Backed Securities
GNMA
2022-11-20
6.0000%
397361.90
8392.26
Agency Mortgage-Backed Securities
GNMA
2037-12-20
6.0000%
320022.47
11156.59
Agency Mortgage-Backed Securities
GNMA
2038-12-20
6.0000%
645830.75
27021.56
Agency Mortgage-Backed Securities
GNMA
2040-03-20
4.0000%
27801.95
5173.70
Agency Mortgage-Backed Securities
GNMA
2044-07-15
3.0000%
21782.33
17848.94
Agency Mortgage-Backed Securities
GNMA
2026-02-15
8.0000%
1938818.13
6543.52
Agency Mortgage-Backed Securities
GNMA
2025-12-15
8.0000%
692374.21
6815.31
Agency Mortgage-Backed Securities
GNMA
2027-05-15
7.5000%
502359.27
21977.89
Agency Mortgage-Backed Securities
GNMA
2027-08-15
8.5000%
302977.07
15448.78
Agency Mortgage-Backed Securities
GNMA
2041-10-15
3.8750%
89259.47
38483.18
Agency Mortgage-Backed Securities
GNMA
2024-10-15
4.5000%
100007.02
10411.30
Agency Mortgage-Backed Securities
GNMA
2033-10-15
6.5000%
205495.43
11204.04
Agency Mortgage-Backed Securities
GNMA
2028-09-15
5.7000%
599042.06
30919.10
Agency Mortgage-Backed Securities
GNMA
2037-09-15
8.5000%
90006.12
6847.35
Agency Mortgage-Backed Securities
U.S. TREASURY
2025-01-15
2.3750%
972808.30
1420694.32
U.S. Treasuries (including strips)
U.S. TREASURY
2028-08-15
2.8750%
20565523.96
21147181.24
U.S. Treasuries (including strips)
U.S. TREASURY
2020-10-31
2.3490%
1930275.53
1939897.18
U.S. Treasuries (including strips)
U.S. TREASURY
2021-01-31
2.5100%
34956534.39
34942551.77
U.S. Treasuries (including strips)
U.S. TREASURY
2020-07-15
1.2500%
2659926.76
3096932.06
U.S. Treasuries (including strips)
U.S. TREASURY
2026-02-15
1.6250%
441310.99
416867.93
U.S. Treasuries (including strips)
U.S. TREASURY
2019-02-15
0.7500%
1183163.07
1186336.66
U.S. Treasuries (including strips)
U.S. TREASURY
2019-07-15
0.7500%
779874.76
773988.65
U.S. Treasuries (including strips)
U.S. TREASURY
2023-12-31
2.2500%
2767554.32
2739352.37
U.S. Treasuries (including strips)
U.S. TREASURY
2027-01-15
0.3750%
710449.88
713432.95
U.S. Treasuries (including strips)
U.S. TREASURY
2022-01-31
1.8750%
2779115.13
2728424.07
U.S. Treasuries (including strips)
U.S. TREASURY
2019-07-31
1.6250%
6802837.65
6773367.75
U.S. Treasuries (including strips)
U.S. TREASURY
2022-04-15
0.1250%
2736832.16
2769769.11
U.S. Treasuries (including strips)
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0258
94000000.00
94000000.00
0.1190
N
Y
Y
N
N/A
HSBC SECURITIES (USA), INC.
REPO TRIPA MORTG 2.57 02/01/2019
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2041-06-01
5.0000%
5638569.11
1185486.43
Agency Mortgage-Backed Securities
FMAC
2047-12-01
3.0000%
6644371.20
6095912.05
Agency Mortgage-Backed Securities
FMAC
2046-07-01
3.5000%
3168486.83
2980776.56
Agency Mortgage-Backed Securities
FMAC
2047-01-01
3.5000%
23615019.24
19263691.42
Agency Mortgage-Backed Securities
FMAC
2047-09-01
3.5000%
5558533.33
5128767.34
Agency Mortgage-Backed Securities
FMAC
2048-06-01
4.0000%
5420599.82
5322485.26
Agency Mortgage-Backed Securities
FMAC
2047-03-01
3.5000%
8589858.70
7898206.81
Agency Mortgage-Backed Securities
FNMA
2040-12-01
5.0000%
2315170.70
350924.88
Agency Mortgage-Backed Securities
FNMA
2043-05-01
3.5000%
287798.76
96820.91
Agency Mortgage-Backed Securities
FNMA
2047-04-01
4.0000%
6620641.42
5921548.99
Agency Mortgage-Backed Securities
FNMA
2044-05-01
3.1130%
2805089.51
1042722.21
Agency Mortgage-Backed Securities
FNMA
2035-06-01
5.0000%
5222180.44
211058.88
Agency Mortgage-Backed Securities
FNMA
2055-07-01
4.5000%
4478577.78
3313116.82
Agency Mortgage-Backed Securities
FNMA
2048-09-01
4.5000%
2454815.43
2555719.44
Agency Mortgage-Backed Securities
FNMA
2048-04-01
4.0000%
10436743.96
10491815.88
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.0000%
2649098.81
2717804.07
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.0000%
4726403.56
4843818.45
Agency Mortgage-Backed Securities
FNMA
2048-08-01
5.0000%
13360132.27
13678151.54
Agency Mortgage-Backed Securities
FNMA
2039-06-01
4.1190%
1776367.72
259009.14
Agency Mortgage-Backed Securities
FNMA
2042-11-01
3.5000%
2214222.22
1146904.31
Agency Mortgage-Backed Securities
FNMA
2039-01-01
4.0000%
1337998.51
1382103.40
Agency Mortgage-Backed Securities
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0257
94000000.00
94000000.00
0.1190
N
Y
Y
N
N/A
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 2.57 02/01/2019
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2049-01-01
4.5000%
11703270.92
12215839.08
Agency Mortgage-Backed Securities
FMAC
2047-12-01
3.5000%
13975408.05
13004614.87
Agency Mortgage-Backed Securities
FMAC
2047-05-01
3.0000%
14516435.87
12224805.27
Agency Mortgage-Backed Securities
FNMA
2027-03-01
3.3270%
12889060.02
12923251.83
Agency Mortgage-Backed Securities
FNMA
2046-07-01
4.0000%
11042523.70
7421160.87
Agency Mortgage-Backed Securities
FNMA
2047-01-01
3.5000%
14475453.42
12422107.04
Agency Mortgage-Backed Securities
FNMA
2047-01-01
3.5000%
13824123.75
12053545.90
Agency Mortgage-Backed Securities
FNMA
2032-12-01
3.0000%
13025257.22
12889746.42
Agency Mortgage-Backed Securities
FNMA
2048-09-01
4.5000%
300709.53
302648.80
Agency Mortgage-Backed Securities
Y
2019-02-01
2019-02-01
2019-02-01
N
N
N
0.0257
93586000.00
93586000.00
0.1185
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 02.4323 07/31/2020
912828Y53
US912828Y537
U.S. Treasury Debt
Y
2019-02-01
2020-07-31
2020-07-31
N
N
N
0.0245
7495327.28
7495327.28
0.0095
N
Y
Y
N
N/A
Putnam Money Market Fund
2019-02-06
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer