0000928816-19-001835.txt : 20191114
0000928816-19-001835.hdr.sgml : 20191114
20191114122751
ACCESSION NUMBER: 0000928816-19-001835
CONFORMED SUBMISSION TYPE: N-MFP2/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190930
FILED AS OF DATE: 20191114
DATE AS OF CHANGE: 20191114
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/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02608
FILM NUMBER: 191218244
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/A
1
primary_doc.xml
N-MFP2/A
0000081248
XXXXXXXX
2019-09-30
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
21
78
317284896.68
295523528.71
295547307.32
302063690.86
0.00
347530146.01
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13397800.01
14393878.56
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1.0000
1.0000
1.0000
C000017192
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1.0000
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3439599.45
9871990.14
3455047.95
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23807697.47
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C000017193
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1.0000
1.0000
1.0000
28439.62
91869.80
115994.90
124534.32
0.00
1058.42
75490.73
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219925.25
295243.19
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N
C000017194
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0.9999
0.9999
159102.57
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152685.39
3701878.98
113950.19
294973.75
29362.31
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455100.46
4279733.61
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N
C000017195
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1.0000
1.0000
1.0000
1.0000
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996449.00
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1451438.12
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C000017196
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1.0000
1.0000
1.0000
8846.88
7017.01
240688.10
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10644.37
14607.94
5575.63
207199.96
265754.98
231934.58
0.0169
N
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UYC8 DCP 11/12/2019
53127UYC8
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2019-11-12
2019-11-12
2019-11-12
N
Y
BANK OF NOVA SCOTIA/THE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0223
10972632.00
10972632.00
0.0146
N
N
N
N
N/A
BARCLAYS BANK PLC CCP
BARCLAYS BANK PLC CCP 06742QXH0 DCP 10/24/2019
06742QXH0
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-10-24
2019-10-24
2019-10-24
N
Y
BARCLAYS BANK PLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0231
3744720.00
3744720.00
0.0050
N
N
N
N
N/A
BARCLAYS BANK PLC CCP
BARCLAYS BANK PLC CCP 06742QTA0 DCP 10/02/2019
06742QTA0
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-10-02
2019-10-02
2019-10-02
N
Y
BARCLAYS BANK PLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0210
3749522.25
3749522.25
0.0050
N
N
Y
N
N/A
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 57666BZC7 DCP 12/12/2019
57666BZC7
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2019-12-12
2019-12-12
2019-12-12
N
Y
BNP Paribas
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0212
3734556.00
3734556.00
0.0050
N
N
N
N
N/A
CAFCO LLC
CAFCO LLC 1247P3X98 DCP 10/09/2019
1247P3X98
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-10-09
2019-10-09
2019-10-09
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0226
3748129.88
3748129.88
0.0050
N
N
N
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619UXF3 DCP 10/15/2019
12619UXF3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-10-15
2019-10-15
2019-10-15
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0226
3746749.88
3746749.88
0.0050
N
N
N
N
N/A
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION 04821UX72 DCP 10/07/2019
04821UX72
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-10-07
2019-10-07
2019-10-07
N
Y
CREDIT AGRICOLE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0229
3748541.63
3748541.63
0.0050
N
N
Y
N
N/A
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION 04821UY63 DCP 11/06/2019
04821UY63
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-11-06
2019-11-06
2019-11-06
N
Y
CREDIT AGRICOLE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0211
3742226.25
3742226.25
0.0050
N
N
N
N
N/A
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TAD1 DCP 01/13/2020
15963TAD1
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
NR
2020-01-13
2020-01-13
2020-01-13
N
Y
JP Morgan Chase Bank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0206
7701921.33
7701921.33
0.0102
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAP 02.2356 03/11/2020
19423EHT8
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-10-11
2020-03-11
2020-03-11
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0227
11500039.20
11500039.20
0.0153
N
N
N
N
N/A
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157TBM4 DCP 02/21/2020
59157TBM4
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-02-21
2020-02-21
2020-02-21
N
Y
Metlife Life Insurance Co
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0201
7688713.00
7688713.00
0.0102
N
N
N
N
N/A
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983UYL1 DCP 11/20/2019
67983UYL1
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-11-20
2019-11-20
2019-11-20
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0209
3490028.85
3490028.85
0.0046
N
N
N
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602UXR6 DCP 10/25/2019
88602UXR6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2019-10-25
2019-10-25
2019-10-25
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0224
6990117.40
6990117.40
0.0093
N
N
N
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602UZ52 DCP 12/05/2019
88602UZ52
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-12-05
2019-12-05
2019-12-05
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0207
7720958.43
7720958.43
0.0102
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY
AUST & NZ BANKING GRP NY 02.4335 01/28/2020
05252WQQ9
US05252WQQ95
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-10-28
2020-01-28
2020-01-28
N
N
N
0.0243
7505526.83
7505526.83
0.0100
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 02.5600 11/04/2019
06053PZ91
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-11-04
2019-11-04
2019-11-04
N
N
N
0.0256
7505520.83
7505520.83
0.0100
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 02.5600 10/11/2019
06053P2F3
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-10-11
2019-10-11
2019-10-11
N
N
N
0.0256
3500773.54
3500773.54
0.0046
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 02.4441 02/24/2020
06053P3Q8
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-10-24
2020-02-24
2020-02-24
N
N
N
0.0235
7499999.25
7499999.25
0.0100
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 02.1338 11/18/2019
06050FDN9
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-11-18
2019-11-18
2019-11-18
N
N
N
0.0228
3999972.00
3999972.00
0.0053
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 02.1915 06/01/2020
06370RC56
US06370RC563
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-10-01
2020-06-01
2020-06-01
N
N
N
0.0219
7744251.05
7744251.05
0.0103
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 02.2921 08/07/2020
06370RX79
US06370RX791
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-10-07
2020-08-07
2020-08-07
N
N
N
0.0229
3498444.60
3498444.60
0.0046
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 02.4459 12/23/2019
06370RPF0
US06370RPF00
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-10-23
2019-12-23
2019-12-23
N
N
N
0.0245
8405589.44
8405589.44
0.0112
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 02.4069 11/05/2019
06417G2X5
US06417G2X56
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-10-07
2019-11-05
2019-11-05
N
N
N
0.0241
7501624.58
7501624.58
0.0100
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 02.5468 11/04/2019
06417GS41
US06417GS413
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-11-04
2019-11-04
2019-11-04
N
N
N
0.0255
3750865.16
3750865.16
0.0050
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 02.4473 12/06/2019
13606BJ98
US13606BJ982
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-10-07
2019-12-06
2019-12-06
N
N
N
0.0245
6252990.69
6252990.69
0.0083
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 02.0300 06/12/2020
13606B2E5
US13606B2E59
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-10-01
2020-06-12
2020-06-12
N
N
N
0.0206
4006185.24
4006185.24
0.0053
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 02.2300 10/09/2020
13606B5R3
US13606B5R36
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-10-01
2020-10-09
2020-10-09
N
N
N
0.0225
7749997.68
7749997.68
0.0103
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 02.5700 10/21/2019
17305TG71
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-10-21
2019-10-21
2019-10-21
N
N
N
0.0257
7502175.08
7502175.08
0.0100
N
N
N
N
N/A
CREDIT SUISSE AG/NEW YORK NY
CREDIT SUISSE NEW YORK 02.2621 12/09/2019
22549LVP7
US22549LVP74
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-10-08
2019-12-09
2019-12-09
N
N
N
0.0226
3875761.48
3875761.48
0.0051
N
N
N
N
N/A
MIZUHO BANK LTD/NEW YORK NY
MIZUHO BANK LTD/NY 02.1736 11/27/2019
60710AAK8
US60710AAK88
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-10-28
2019-11-27
2019-11-27
N
N
N
0.0217
4000078.04
4000078.04
0.0053
N
N
N
N
N/A
MUFG BANK LTD/NEW YORK NY
MUFG BANK LTD/NY 02.2243 02/20/2020
55379WX92
US55379WX925
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-10-21
2020-02-20
2020-02-20
N
N
N
0.0222
7749585.38
7749585.38
0.0103
N
N
N
N
N/A
NORDEA BANK ABP/NEW YORK NY
NORDEA BANK AB NEW YORK 02.6178 10/10/2019
65590AUX2
US65590AUX26
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-10-10
2019-10-10
2019-10-10
N
N
N
0.0262
7750479.80
7750479.80
0.0103
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY USD 02.2469 06/05/2020
21684L4T6
US21684L4T64
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-10-07
2020-06-05
2020-06-05
N
N
N
0.0225
7746737.25
7746737.25
0.0103
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA/NEW YORK 02.7600 11/19/2019
78012ULT0
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-11-19
2019-11-19
2019-11-19
N
N
N
0.0263
3502970.84
3502970.84
0.0046
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 02.2059 05/22/2020
78012UPP4
US78012UPP48
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-10-22
2020-05-22
2020-05-22
N
N
N
0.0221
7494684.75
7494684.75
0.0099
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY 02.1786 11/12/2019
86565BYE5
US86565BYE54
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-10-15
2019-11-12
2019-11-12
N
N
N
0.0218
7500099.08
7500099.08
0.0100
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 02.1609 02/18/2020
86958J7E3
US86958J7E39
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-10-18
2020-02-18
2020-02-18
N
N
N
0.0216
3748943.25
3748943.25
0.0050
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 02.1869 03/05/2020
86958J7K9
US86958J7K98
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-10-07
2020-03-05
2020-03-05
N
N
N
0.0219
7022476.62
7022476.62
0.0093
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 02.1736 11/27/2019
86958J7B9
US86958J7B99
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-10-28
2019-11-27
2019-11-27
N
N
N
0.0217
11249930.30
11249930.30
0.0149
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY USD 02.3576 07/22/2020
89114M2W6
US89114M2W66
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-10-22
2020-07-22
2020-07-22
N
N
N
0.0236
7500577.58
7500577.58
0.0100
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO-DOMINION BANK/NY 02.2000 01/23/2020
89114M2Z9
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-01-23
2020-01-23
2020-01-23
N
N
N
0.0220
3752042.66
3752042.66
0.0050
N
N
N
N
N/A
US BANK NA/CINCINNATI OH
US BANK NA/CINCINNATI OH - 04/01/2020
90333VT26
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-10-02
2020-04-01
2020-04-01
N
N
N
0.0222
7495234.50
7495234.50
0.0099
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 02.2621 10/09/2019
94989RX52
US94989RX528
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-10-09
2019-10-09
2019-10-09
N
N
N
0.0226
3750129.04
3750129.04
0.0050
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 02.2453 06/12/2020
95001KBA1
US95001KBA16
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-11-14
2020-06-12
2020-06-12
N
N
N
0.0225
7502073.08
7502073.08
0.0100
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 02.4178 08/10/2020
95001KCC6
US95001KCC62
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-10-10
2020-08-10
2020-08-10
N
N
N
0.0242
3750325.54
3750325.54
0.0050
N
N
N
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084CZ21 DCP 12/02/2019
00084CZ21
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0221
7471230.00
7471230.00
0.0099
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 02.1251 02/24/2020
20272AK39
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-11-25
2020-02-24
2020-02-24
N
N
N
0.0217
7401749.43
7401749.43
0.0098
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA - 01/23/2020 02.1351 01/23/2020
2332K4JD7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2019-10-23
2020-01-23
2020-01-23
N
N
N
0.0232
7500900.08
7500900.08
0.0100
N
N
N
N
N/A
HSBC BANK PLC
HSBC BANK PLC - 02/07/2020 02.1551 02/07/2020
40433FNR6
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-11-07
2020-02-07
2020-02-07
N
N
N
0.0234
3191765.55
3191765.55
0.0042
N
N
N
N
N/A
HSBC BANK PLC
HSBC BANK PLC - 02/28/2020 02.1551 02/28/2020
40433FPC7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-11-28
2020-02-28
2020-02-28
N
N
N
0.0234
3776294.94
3776294.94
0.0050
N
N
N
N
N/A
HSBC USA INC
HSBC USA INC 40434PB54 DCP 02/05/2020
40434PB54
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-02-05
2020-02-05
2020-02-05
N
N
N
0.0235
2482266.75
2482266.75
0.0033
N
N
N
N
N/A
ING US FUNDING LLC
ING US FUNDING LLC 02.1156 11/08/2019
44988KHE2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2019-10-08
2019-11-08
2019-11-08
N
N
N
0.0232
7499760.75
7499760.75
0.0100
N
N
N
N
N/A
LLOYDS BANK PLC
LLOYDS BANK PLC - 11/15/2019 02.1356 11/15/2019
53946BDP3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-10-15
2019-11-15
2019-11-15
N
N
N
0.0234
7499903.33
7499903.33
0.0100
N
N
N
N
N/A
MITSUBISHI UFJ TRUST & BANKING CORP/SINGAPORE
MITSUBISHI UFJ TRUST & BANKIN 60683CYN5 DCP 11/22/2019
60683CYN5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-11-22
2019-11-22
2019-11-22
N
N
N
0.0218
7476426.00
7476426.00
0.0099
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 02.1756 04/24/2020
63254GKT1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-10-24
2020-04-24
2020-04-24
N
N
N
0.0238
2498986.50
2498986.50
0.0033
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 02.1756 05/20/2020
63254GLD5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-10-21
2020-05-20
2020-05-20
N
N
N
0.0238
3997355.20
3997355.20
0.0053
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 63254FXN2 DCP 10/22/2019
63254FXN2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-10-22
2019-10-22
2019-10-22
N
N
N
0.0213
7490352.00
7490352.00
0.0099
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 02.1256 10/11/2019
63307NDE4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-10-11
2019-10-11
2019-10-11
N
N
N
0.0233
1999995.20
1999995.20
0.0027
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307MY11 DCP 11/01/2019
63307MY11
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-11-01
2019-11-01
2019-11-01
N
N
N
0.0212
1397385.36
1397385.36
0.0019
N
N
N
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E1X71 DCP 10/07/2019
6385E1X71
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-10-07
2019-10-07
2019-10-07
N
N
N
0.0216
7746564.43
7746564.43
0.0103
N
N
Y
N
N/A
NRW BANK
NRW BANK 62939MXA0 DCP 10/10/2019
62939MXA0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-10-10
2019-10-10
2019-10-10
N
N
N
0.0226
7495979.25
7495979.25
0.0099
N
N
N
N
N/A
NRW BANK
NRW BANK 62939LBL2 DCP 02/20/2020
62939LBL2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-02-20
2020-02-20
2020-02-20
N
N
N
0.0202
7687722.55
7687722.55
0.0102
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
WR
S&P
A-1
Fitch
F1+
2019-10-01
2019-10-01
2019-10-01
N
N
N
0.0314
7499592.00
7499592.00
0.0100
N
Y
Y
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 83368YBR7 DCP 11/26/2019
83368YBR7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-11-26
2019-11-26
2019-11-26
N
N
N
0.0209
3738030.00
3738030.00
0.0050
N
N
N
N
N/A
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 02.2951 12/03/2019
89120DLT4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-12-03
2019-12-03
2019-12-03
N
N
N
0.0235
9968401.56
9968401.56
0.0132
N
N
N
N
N/A
UBS AG/LONDON
UBS AG/LONDON - 01/23/2020 02.1756 01/23/2020
90276JGJ9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-10-23
2020-01-23
2020-01-23
N
N
N
0.0238
7499797.58
7499797.58
0.0100
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 02.2651 10/31/2019
9612C4A27
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-10-31
2019-10-31
2019-10-31
N
N
N
0.0244
6000828.66
6000828.66
0.0080
N
N
N
N
N/A
NESTLE FINANCE INTERNATIONAL LTD
NESTLE FINANCE INTERNATIONAL 64105RBA7 DCP 02/10/2020
64105RBA7
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-02-10
2020-02-10
2020-02-10
N
N
N
0.0197
7446357.00
7446357.00
0.0099
N
N
N
N
N/A
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M3YJ7 DCP 11/18/2019
7443M3YJ7
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-11-18
2019-11-18
2019-11-18
N
N
N
0.0203
3739250.63
3739250.63
0.0050
N
N
N
N
N/A
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 89153QXP0 DCP 10/23/2019
89153QXP0
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
WD
2019-10-23
2019-10-23
2019-10-23
N
N
N
0.0223
7489966.50
7489966.50
0.0099
N
N
N
N
N/A
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 89153QZ29 DCP 12/02/2019
89153QZ29
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
WD
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0202
5529730.29
5529730.29
0.0073
N
N
N
N
N/A
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 02.2156 03/02/2020
89233A4G1
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2019-10-03
2020-03-02
2020-03-02
N
N
N
0.0229
7750302.25
7750302.25
0.0103
N
N
N
N
N/A
EXPORT DEVELOPMENT CANADA
EXPORT DEVELOPMENT CANADA 30215HXX3 DCP 10/31/2019
30215HXX3
NA
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2019-10-31
2019-10-31
2019-10-31
N
N
N
0.0223
9982382.00
9982382.00
0.0132
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BK AUST P/P 144A 02.7641 12/19/2019
2027A0JF7
US2027A0JF75
Other Instrument
Corporate bonds and notes
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-12-19
2019-12-19
2019-12-19
N
N
N
0.0276
4806693.17
4806693.17
0.0064
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP
SUMITOMO MITSUI BANKING USD 02.6533 01/17/2020
865622CK8
US865622CK81
Other Instrument
Corporate bonds and notes
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-10-17
2020-01-17
2020-01-17
N
N
N
0.0265
7506945.00
7506945.00
0.0100
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP USD 02.4381 05/15/2020
961214DY6
US961214DY69
Other Instrument
Corporate bonds and notes
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2019-11-15
2020-05-15
2020-05-15
N
N
N
0.0244
4712669.15
4712669.15
0.0063
N
N
N
N
N/A
BofA Securities, Inc.
REPO TRIPA MORTG 2.3 10/01/2019
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2049-09-01
3.0000%
90123493.29
91624560.15
Agency Mortgage-Backed Securities
Y
2019-10-01
2019-10-01
2019-10-01
N
N
N
0.0230
89828000.00
89828000.00
0.1192
N
Y
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 2.35 10/01/2019
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2035-01-01
5.5000%
238632.29
6404.37
Agency Mortgage-Backed Securities
FMAC
2032-08-01
6.5000%
182360.82
9174.85
Agency Mortgage-Backed Securities
FMAC
2036-11-01
6.5000%
63819.90
4856.09
Agency Mortgage-Backed Securities
FMAC
2032-11-01
3.0000%
36468.52
12284.68
Agency Mortgage-Backed Securities
FMAC
2037-01-01
5.0000%
603373.80
15403.82
Agency Mortgage-Backed Securities
FMAC
2037-07-01
7.0000%
53921.62
7340.71
Agency Mortgage-Backed Securities
FMAC
2038-02-01
5.5000%
47161.09
5972.03
Agency Mortgage-Backed Securities
FMAC
2038-05-01
5.5000%
254141.62
5486.39
Agency Mortgage-Backed Securities
FMAC
2038-05-01
6.0000%
133964.54
9529.97
Agency Mortgage-Backed Securities
FMAC
2036-05-01
5.5000%
249043.87
20475.39
Agency Mortgage-Backed Securities
FMAC
2038-02-01
5.1530%
6983508.03
288726.12
Agency Mortgage-Backed Securities
FMAC
2034-12-01
5.5000%
100288.42
11044.24
Agency Mortgage-Backed Securities
FMAC
2036-12-01
5.5000%
621024.93
7573.43
Agency Mortgage-Backed Securities
FMAC
2037-08-01
5.5000%
164108.33
9125.15
Agency Mortgage-Backed Securities
FMAC
2037-11-01
6.5000%
784073.12
17800.28
Agency Mortgage-Backed Securities
FMAC
2038-01-01
6.0000%
137493.97
5966.46
Agency Mortgage-Backed Securities
FMAC
2038-01-01
5.5000%
261530.69
5905.79
Agency Mortgage-Backed Securities
FMAC
2038-03-01
5.5000%
152865.27
4921.14
Agency Mortgage-Backed Securities
FMAC
2038-06-01
6.0000%
202582.61
5110.75
Agency Mortgage-Backed Securities
FMAC
2038-08-01
5.5000%
178433.89
5265.09
Agency Mortgage-Backed Securities
FMAC
2040-08-01
4.5000%
50495.04
8947.92
Agency Mortgage-Backed Securities
FMAC
2040-08-01
4.5000%
24069.22
5233.19
Agency Mortgage-Backed Securities
FMAC
2039-10-01
4.5000%
155159.13
16068.88
Agency Mortgage-Backed Securities
FMAC
2039-11-01
4.5000%
729370.34
57319.94
Agency Mortgage-Backed Securities
FMAC
2039-11-01
5.0000%
385672.25
54603.22
Agency Mortgage-Backed Securities
FMAC
2041-12-01
4.0000%
1041308.91
376290.51
Agency Mortgage-Backed Securities
FMAC
2038-09-01
6.5000%
146056.41
7748.23
Agency Mortgage-Backed Securities
FMAC
2039-11-01
6.0000%
145874.07
8627.59
Agency Mortgage-Backed Securities
FMAC
2041-02-01
4.5000%
123263.59
23271.42
Agency Mortgage-Backed Securities
FMAC
2041-06-01
5.5000%
75053.48
21014.50
Agency Mortgage-Backed Securities
FMAC
2040-08-01
5.5000%
43196.59
6440.39
Agency Mortgage-Backed Securities
FMAC
2039-12-01
6.0000%
45585.65
14464.36
Agency Mortgage-Backed Securities
FMAC
2030-12-01
3.5000%
243427.35
125501.63
Agency Mortgage-Backed Securities
FMAC
2031-08-01
3.0000%
31909.95
19584.39
Agency Mortgage-Backed Securities
FMAC
2031-04-01
2.5000%
10575.87
7197.39
Agency Mortgage-Backed Securities
FMAC
2035-08-01
5.5000%
547027.76
26123.64
Agency Mortgage-Backed Securities
FMAC
2037-01-01
6.5000%
175281.73
5588.69
Agency Mortgage-Backed Securities
FMAC
2037-04-01
6.0000%
211074.67
5539.02
Agency Mortgage-Backed Securities
FMAC
2038-06-01
5.5000%
149222.61
4911.32
Agency Mortgage-Backed Securities
FMAC
2039-05-01
4.5000%
110881.80
7275.92
Agency Mortgage-Backed Securities
FMAC
2039-10-01
4.5000%
84559.73
8998.19
Agency Mortgage-Backed Securities
FMAC
2041-10-01
4.0000%
35374.46
5627.63
Agency Mortgage-Backed Securities
FMAC
2032-03-01
2.0000%
22195.29
16277.74
Agency Mortgage-Backed Securities
FMAC
2032-12-01
3.0000%
18234.26
14520.35
Agency Mortgage-Backed Securities
FMAC
2033-04-01
3.0000%
1617882.91
1344831.14
Agency Mortgage-Backed Securities
FMAC
2033-06-01
3.5000%
18051.92
14787.21
Agency Mortgage-Backed Securities
FMAC
2034-04-01
3.0000%
97510.61
89874.17
Agency Mortgage-Backed Securities
FMAC
2033-11-01
3.5000%
63819.90
54364.20
Agency Mortgage-Backed Securities
FMAC
2034-06-01
3.0000%
974769.00
949260.27
Agency Mortgage-Backed Securities
FMAC
2037-05-01
5.5000%
247985.92
6273.33
Agency Mortgage-Backed Securities
FMAC
2030-07-01
5.0000%
132923.73
15083.91
Agency Mortgage-Backed Securities
FMAC
2032-03-01
4.5000%
55650.96
10095.44
Agency Mortgage-Backed Securities
FMAC
2033-01-01
3.0000%
102111.85
43353.61
Agency Mortgage-Backed Securities
FMAC
2038-05-01
5.5000%
137850.99
4571.54
Agency Mortgage-Backed Securities
FMAC
2038-09-01
6.5000%
191459.71
12230.97
Agency Mortgage-Backed Securities
FMAC
2038-08-01
6.0000%
194853.11
6033.07
Agency Mortgage-Backed Securities
FMAC
2038-08-01
5.5000%
45630.32
5182.93
Agency Mortgage-Backed Securities
FMAC
2038-09-01
6.5000%
182342.59
12592.21
Agency Mortgage-Backed Securities
FMAC
2038-09-01
5.5000%
166276.38
5925.18
Agency Mortgage-Backed Securities
FMAC
2038-10-01
5.5000%
62908.19
4863.92
Agency Mortgage-Backed Securities
FMAC
2038-11-01
5.5000%
227006.67
11786.11
Agency Mortgage-Backed Securities
FMAC
2036-11-01
6.5000%
182342.59
8633.15
Agency Mortgage-Backed Securities
FMAC
2034-06-01
6.5000%
196454.99
4891.40
Agency Mortgage-Backed Securities
FMAC
2040-05-01
4.5000%
67649.10
7404.33
Agency Mortgage-Backed Securities
FMAC
2039-05-01
4.5000%
99062.17
5338.29
Agency Mortgage-Backed Securities
FMAC
2039-05-01
5.5000%
58422.38
4987.25
Agency Mortgage-Backed Securities
FMAC
2039-04-01
5.0000%
23767979.97
581949.15
Agency Mortgage-Backed Securities
FMAC
2039-08-01
5.5000%
65643.33
11872.19
Agency Mortgage-Backed Securities
FMAC
2039-08-01
5.0000%
54702.78
6557.15
Agency Mortgage-Backed Securities
FMAC
2039-08-01
5.5000%
113000.62
6542.61
Agency Mortgage-Backed Securities
FMAC
2039-08-01
4.0000%
52827.93
7166.63
Agency Mortgage-Backed Securities
FMAC
2039-09-01
4.5000%
53832.64
6114.09
Agency Mortgage-Backed Securities
FMAC
2039-09-01
6.0000%
92853.22
11296.94
Agency Mortgage-Backed Securities
FMAC
2039-09-01
5.5000%
54702.78
7465.64
Agency Mortgage-Backed Securities
FMAC
2039-11-01
6.0000%
91256.45
8720.12
Agency Mortgage-Backed Securities
FMAC
2039-11-01
4.5000%
69654.87
5541.47
Agency Mortgage-Backed Securities
FMAC
2039-10-01
4.5000%
74395.77
7272.25
Agency Mortgage-Backed Securities
FMAC
2039-09-01
5.0000%
217658.33
35359.68
Agency Mortgage-Backed Securities
FMAC
2040-06-01
5.5000%
99376.71
12405.45
Agency Mortgage-Backed Securities
FMAC
2040-05-01
5.0000%
128882.11
24801.62
Agency Mortgage-Backed Securities
FMAC
2040-08-01
5.0000%
158638.05
12397.54
Agency Mortgage-Backed Securities
FMAC
2040-07-01
5.0000%
805621.09
376937.12
Agency Mortgage-Backed Securities
FMAC
2040-08-01
5.0000%
47346.71
14358.86
Agency Mortgage-Backed Securities
FMAC
2040-11-01
4.0000%
45585.46
10673.87
Agency Mortgage-Backed Securities
FMAC
2040-12-01
5.0000%
91171.29
16871.62
Agency Mortgage-Backed Securities
FMAC
2040-12-01
4.5000%
51055.92
15667.14
Agency Mortgage-Backed Securities
FMAC
2040-12-01
4.0000%
71113.61
12348.40
Agency Mortgage-Backed Securities
FMAC
2041-01-01
5.0000%
196929.99
50839.53
Agency Mortgage-Backed Securities
FMAC
2041-01-01
4.0000%
92547.98
14704.38
Agency Mortgage-Backed Securities
FMAC
2041-02-01
5.5000%
136756.94
20825.45
Agency Mortgage-Backed Securities
FMAC
2041-02-01
4.5000%
26074.99
6404.14
Agency Mortgage-Backed Securities
FMAC
2041-02-01
4.0000%
83401.13
17554.80
Agency Mortgage-Backed Securities
FMAC
2041-02-01
4.5000%
46451.77
6933.33
Agency Mortgage-Backed Securities
FMAC
2041-03-01
4.5000%
72937.03
10229.53
Agency Mortgage-Backed Securities
FMAC
2033-08-01
5.5000%
202400.27
8235.05
Agency Mortgage-Backed Securities
FMAC
2033-10-01
5.0000%
1976943.54
123602.90
Agency Mortgage-Backed Securities
FMAC
2034-04-01
5.0000%
325417.51
17599.60
Agency Mortgage-Backed Securities
FMAC
2031-09-01
6.5000%
138110.47
7534.64
Agency Mortgage-Backed Securities
FMAC
2032-07-01
6.5000%
100614.09
8652.20
Agency Mortgage-Backed Securities
FMAC
2032-11-01
6.0000%
154800.83
19644.97
Agency Mortgage-Backed Securities
FMAC
2034-01-01
5.5000%
85701.01
5410.59
Agency Mortgage-Backed Securities
FMAC
2034-11-01
5.5000%
91171.29
5322.33
Agency Mortgage-Backed Securities
FMAC
2035-03-01
5.5000%
273513.88
4650.39
Agency Mortgage-Backed Securities
FMAC
2035-10-01
5.5000%
109405.55
4558.64
Agency Mortgage-Backed Securities
FMAC
2031-06-01
8.0000%
429989.53
18488.03
Agency Mortgage-Backed Securities
FMAC
2031-08-01
8.0000%
113204.11
6231.53
Agency Mortgage-Backed Securities
FMAC
2031-10-01
6.5000%
187812.86
6177.50
Agency Mortgage-Backed Securities
FMAC
2037-07-01
6.5000%
218811.10
5435.70
Agency Mortgage-Backed Securities
FMAC
2033-06-01
5.5000%
182733.71
29031.08
Agency Mortgage-Backed Securities
FMAC
2038-01-01
6.5000%
415714.29
35905.69
Agency Mortgage-Backed Securities
FMAC
2040-08-01
4.0000%
231939.77
36948.13
Agency Mortgage-Backed Securities
FMAC
2040-08-01
4.5000%
479595.28
48413.05
Agency Mortgage-Backed Securities
FMAC
2032-11-01
3.0000%
182342.59
144910.25
Agency Mortgage-Backed Securities
FMAC
2032-05-01
3.0000%
227928.23
161173.21
Agency Mortgage-Backed Securities
FMAC
2032-12-01
3.0000%
18800.80
14963.48
Agency Mortgage-Backed Securities
FMAC
2035-07-01
3.5000%
280807.58
155909.10
Agency Mortgage-Backed Securities
FMAC
2034-02-01
3.5000%
112200.68
94510.50
Agency Mortgage-Backed Securities
FMAC
2034-01-01
3.5000%
21559.82
17815.54
Agency Mortgage-Backed Securities
FMAC
2034-09-01
2.5000%
1446627.66
1461417.82
Agency Mortgage-Backed Securities
FMAC
2034-09-01
4.0000%
23248.68
24414.42
Agency Mortgage-Backed Securities
FMAC
2032-10-01
3.5000%
20969.40
6146.47
Agency Mortgage-Backed Securities
FMAC
2041-04-01
5.0000%
30284.00
4688.03
Agency Mortgage-Backed Securities
FMAC
2041-07-01
5.0000%
44705.11
6698.67
Agency Mortgage-Backed Securities
FMAC
2041-11-01
4.0000%
33733.38
9857.82
Agency Mortgage-Backed Securities
FMAC
2041-11-01
4.0000%
32821.67
9094.48
Agency Mortgage-Backed Securities
FMAC
2042-02-01
4.0000%
91171.29
34319.81
Agency Mortgage-Backed Securities
FMAC
2032-01-01
4.5000%
35556.80
15865.71
Agency Mortgage-Backed Securities
FMAC
2037-07-01
3.0000%
629782.11
504104.28
Agency Mortgage-Backed Securities
FMAC
2035-11-01
4.0000%
6564.33
5616.85
Agency Mortgage-Backed Securities
FMAC
2031-09-01
5.0000%
58686.05
46990.04
Agency Mortgage-Backed Securities
FMAC
2031-09-01
5.0000%
108670.89
95246.08
Agency Mortgage-Backed Securities
FMAC
2039-12-01
5.5000%
52360.58
18314.86
Agency Mortgage-Backed Securities
FMAC
2041-05-01
5.0000%
1094055.51
818274.51
Agency Mortgage-Backed Securities
FMAC
2040-07-01
6.0000%
17322.55
16531.01
Agency Mortgage-Backed Securities
FMAC
2034-08-01
3.0000%
2823979.00
2877968.58
Agency Mortgage-Backed Securities
FMAC
2034-09-01
2.5000%
1127869.30
1142891.27
Agency Mortgage-Backed Securities
FMAC
2039-09-01
2.5000%
364685.17
366003.10
Agency Mortgage-Backed Securities
FMAC
2030-12-01
3.7890%
1571821.16
4806.94
Agency Mortgage-Backed Securities
FNMA
2031-05-01
7.0000%
1933375.33
45859.89
Agency Mortgage-Backed Securities
FNMA
2033-03-01
6.0000%
5985055.28
63127.25
Agency Mortgage-Backed Securities
FNMA
2033-08-01
5.0000%
700094.33
18840.36
Agency Mortgage-Backed Securities
FNMA
2030-10-01
7.0000%
1815700.18
27857.14
Agency Mortgage-Backed Securities
FNMA
2031-12-01
6.0000%
178935.15
5108.97
Agency Mortgage-Backed Securities
FNMA
2031-03-01
5.0000%
192054.52
51038.08
Agency Mortgage-Backed Securities
FNMA
2041-05-01
4.5000%
62361.16
14397.37
Agency Mortgage-Backed Securities
FNMA
2041-10-01
5.0000%
212755.50
55315.01
Agency Mortgage-Backed Securities
FNMA
2042-02-01
4.0000%
147938.19
42302.79
Agency Mortgage-Backed Securities
FNMA
2042-02-01
4.0000%
218811.10
84872.31
Agency Mortgage-Backed Securities
FNMA
2041-06-01
4.5000%
32274.64
6301.99
Agency Mortgage-Backed Securities
FNMA
2041-12-01
4.5000%
863027.45
175236.24
Agency Mortgage-Backed Securities
FNMA
2040-05-01
5.0000%
95486.07
19618.03
Agency Mortgage-Backed Securities
FNMA
2040-03-01
5.5000%
4759549.92
2017468.66
Agency Mortgage-Backed Securities
FNMA
2030-06-01
2.5000%
91171.29
46880.09
Agency Mortgage-Backed Securities
FNMA
2031-01-01
3.5000%
80230.74
47163.05
Agency Mortgage-Backed Securities
FNMA
2030-04-01
5.5000%
193250.32
68534.37
Agency Mortgage-Backed Securities
FNMA
2031-12-01
3.0000%
959491.61
613272.57
Agency Mortgage-Backed Securities
FNMA
2031-07-01
3.5000%
269318.54
160446.48
Agency Mortgage-Backed Securities
FNMA
2031-03-01
4.0000%
14769.75
7374.59
Agency Mortgage-Backed Securities
FNMA
2031-12-01
3.0000%
197841.70
135870.34
Agency Mortgage-Backed Securities
FNMA
2035-12-01
3.5000%
273505.13
258856.36
Agency Mortgage-Backed Securities
FNMA
2033-12-01
3.6300%
182342.59
197661.93
Agency Mortgage-Backed Securities
FNMA
2029-12-01
3.0300%
59261.34
63624.80
Agency Mortgage-Backed Securities
FNMA
2029-09-01
3.0600%
68636.48
73903.17
Agency Mortgage-Backed Securities
FNMA
2029-09-01
2.9200%
1458740.68
1553045.67
Agency Mortgage-Backed Securities
FNMA
2033-05-01
3.6800%
159529.34
181640.97
Agency Mortgage-Backed Securities
FNMA
2030-06-01
3.7100%
296306.70
333900.79
Agency Mortgage-Backed Securities
FNMA
2032-07-01
3.5000%
44673.93
17321.37
Agency Mortgage-Backed Securities
FNMA
2040-06-01
3.0000%
118522.68
83678.61
Agency Mortgage-Backed Securities
FNMA
2030-11-01
2.5000%
125155.21
69342.09
Agency Mortgage-Backed Securities
FNMA
2031-03-01
3.0000%
378360.86
210601.58
Agency Mortgage-Backed Securities
FNMA
2031-04-01
3.5000%
109405.55
63795.09
Agency Mortgage-Backed Securities
FNMA
2031-04-01
3.5000%
105567.42
56843.94
Agency Mortgage-Backed Securities
FNMA
2031-10-01
2.5000%
9397.94
6517.79
Agency Mortgage-Backed Securities
FNMA
2031-07-01
2.5000%
9323.91
6045.93
Agency Mortgage-Backed Securities
FNMA
2031-10-01
2.5000%
12824.88
8625.84
Agency Mortgage-Backed Securities
FNMA
2031-10-01
2.5000%
16521.15
10882.31
Agency Mortgage-Backed Securities
FNMA
2031-11-01
2.5000%
9952.99
6791.98
Agency Mortgage-Backed Securities
FNMA
2031-11-01
2.5000%
7574.33
5136.39
Agency Mortgage-Backed Securities
FNMA
2031-11-01
2.0000%
7658.39
5471.38
Agency Mortgage-Backed Securities
FNMA
2041-06-01
5.0000%
254318.86
140538.13
Agency Mortgage-Backed Securities
FNMA
2031-11-01
2.5000%
393370.21
275228.24
Agency Mortgage-Backed Securities
FNMA
2030-05-01
3.5000%
198559.41
104898.54
Agency Mortgage-Backed Securities
FNMA
2029-10-01
3.5000%
195479.27
97445.99
Agency Mortgage-Backed Securities
FNMA
2029-10-01
3.0000%
258812.32
121940.52
Agency Mortgage-Backed Securities
FNMA
2029-11-01
3.0000%
193912.59
75524.51
Agency Mortgage-Backed Securities
FNMA
2030-10-01
3.5000%
190244.58
131481.61
Agency Mortgage-Backed Securities
FNMA
2030-04-01
2.5000%
147879.84
78629.06
Agency Mortgage-Backed Securities
FNMA
2031-04-01
4.0000%
195032.35
105265.43
Agency Mortgage-Backed Securities
FNMA
2031-03-01
3.5000%
191289.41
133370.06
Agency Mortgage-Backed Securities
FNMA
2031-06-01
4.0000%
193599.14
101456.01
Agency Mortgage-Backed Securities
FNMA
2031-05-01
4.0000%
210038.78
148255.10
Agency Mortgage-Backed Securities
FNMA
2033-02-01
6.0000%
2740359.24
17689.17
Agency Mortgage-Backed Securities
FNMA
2035-01-01
5.5000%
13852566.18
421548.17
Agency Mortgage-Backed Securities
FNMA
2036-09-01
6.5000%
838775.89
18379.06
Agency Mortgage-Backed Securities
FNMA
2034-03-01
4.0000%
418561.39
15340.99
Agency Mortgage-Backed Securities
FNMA
2035-02-01
5.5000%
957298.57
44547.62
Agency Mortgage-Backed Securities
FNMA
2031-01-01
3.5000%
176681.76
81126.61
Agency Mortgage-Backed Securities
FNMA
2031-04-01
3.0000%
95729.86
62884.34
Agency Mortgage-Backed Securities
FNMA
2031-07-01
3.5000%
194352.21
127992.37
Agency Mortgage-Backed Securities
FNMA
2032-03-01
4.0000%
336601.31
262326.65
Agency Mortgage-Backed Securities
FNMA
2031-11-01
2.5000%
13990.42
9785.20
Agency Mortgage-Backed Securities
FNMA
2032-04-01
2.5000%
74011.76
57613.04
Agency Mortgage-Backed Securities
FNMA
2032-04-01
3.0000%
376203.20
267056.62
Agency Mortgage-Backed Securities
FNMA
2033-01-01
3.0000%
40145.46
32862.91
Agency Mortgage-Backed Securities
FNMA
2033-05-01
3.5000%
261323.73
239471.56
Agency Mortgage-Backed Securities
FNMA
2033-12-01
4.2000%
717153.39
845165.51
Agency Mortgage-Backed Securities
FNMA
2030-11-01
3.8200%
246162.49
281702.75
Agency Mortgage-Backed Securities
FNMA
2029-01-01
3.8000%
2681347.71
3020618.94
Agency Mortgage-Backed Securities
FNMA
2033-12-01
4.4000%
357036.99
418983.19
Agency Mortgage-Backed Securities
FNMA
2033-12-01
4.0000%
2869342.92
3320123.07
Agency Mortgage-Backed Securities
FNMA
2033-12-01
4.0000%
3242288.21
3751600.53
Agency Mortgage-Backed Securities
FNMA
2034-01-01
4.1300%
378178.52
444354.45
Agency Mortgage-Backed Securities
FNMA
2031-06-01
3.2600%
133579.80
145769.78
Agency Mortgage-Backed Securities
FNMA
2029-09-01
2.6900%
1967476.49
2054997.61
Agency Mortgage-Backed Securities
FNMA
2029-09-01
2.9200%
5426150.64
5681322.01
Agency Mortgage-Backed Securities
FNMA
2027-09-01
2.6700%
200576.84
207850.73
Agency Mortgage-Backed Securities
FNMA
2029-09-01
2.1400%
2969449.00
2966182.27
Agency Mortgage-Backed Securities
FNMA
2029-09-01
2.6400%
4185491.70
4350566.09
Agency Mortgage-Backed Securities
FNMA
2029-09-01
2.6400%
4690763.00
4875765.13
Agency Mortgage-Backed Securities
FNMA
2029-09-01
2.6400%
3626060.27
3769070.88
Agency Mortgage-Backed Securities
FNMA
2030-07-01
3.5000%
3916311.92
2529835.45
Agency Mortgage-Backed Securities
FNMA
2032-05-01
3.5000%
13675.69
10770.72
Agency Mortgage-Backed Securities
FNMA
2032-03-01
2.5000%
55305.78
40888.05
Agency Mortgage-Backed Securities
FNMA
2032-06-01
3.0000%
309982.39
209452.79
Agency Mortgage-Backed Securities
FNMA
2032-11-01
3.5000%
9481.81
7135.63
Agency Mortgage-Backed Securities
FNMA
2032-08-01
2.5000%
12216.95
9768.49
Agency Mortgage-Backed Securities
FNMA
2031-11-01
2.0000%
9846.50
7444.03
Agency Mortgage-Backed Securities
FNMA
2032-03-01
2.0000%
14405.06
11161.29
Agency Mortgage-Backed Securities
FNMA
2032-11-01
3.5000%
22245.80
18903.04
Agency Mortgage-Backed Securities
FNMA
2038-01-01
3.0000%
23157.51
19943.34
Agency Mortgage-Backed Securities
FNMA
2038-08-01
4.0000%
127639.81
120482.46
Agency Mortgage-Backed Securities
FNMA
2041-07-01
6.0000%
19875.34
19477.00
Agency Mortgage-Backed Securities
FNMA
2031-04-01
3.5000%
929947.18
656484.25
Agency Mortgage-Backed Securities
FNMA
2033-02-01
2.5000%
24980.93
19873.07
Agency Mortgage-Backed Securities
FNMA
2032-06-01
2.5000%
464244.22
391852.93
Agency Mortgage-Backed Securities
FNMA
2029-12-01
3.5000%
1714932.01
1421882.37
Agency Mortgage-Backed Securities
FNMA
2038-04-01
4.0000%
138580.36
126750.86
Agency Mortgage-Backed Securities
FNMA
2028-08-01
3.7010%
2739710.47
3025630.02
Agency Mortgage-Backed Securities
FNMA
2032-03-01
3.5000%
948181.44
800257.08
Agency Mortgage-Backed Securities
FNMA
2033-09-01
4.0000%
240509.87
228151.56
Agency Mortgage-Backed Securities
FNMA
2038-11-01
4.5000%
8387.76
7933.11
Agency Mortgage-Backed Securities
FNMA
2029-09-01
6.0000%
5103.22
4649.83
Agency Mortgage-Backed Securities
FNMA
2034-08-01
3.0000%
253894.36
258386.57
Agency Mortgage-Backed Securities
FNMA
2034-09-01
2.5000%
766822.23
776471.07
Agency Mortgage-Backed Securities
FNMA
2034-09-01
3.0000%
232119.56
239439.84
Agency Mortgage-Backed Securities
FNMA
2034-09-01
2.5000%
224693.47
227998.91
Agency Mortgage-Backed Securities
FNMA
2034-09-01
3.0000%
202727.39
208557.76
Agency Mortgage-Backed Securities
FNMA
2032-11-01
2.5000%
1731166.15
1399915.51
Agency Mortgage-Backed Securities
FNMA
2038-03-01
4.0000%
2206162.39
2035207.40
Agency Mortgage-Backed Securities
FNMA
2033-11-01
3.0000%
18234.26
16396.76
Agency Mortgage-Backed Securities
FNMA
2039-01-01
4.5000%
158235.80
157058.88
Agency Mortgage-Backed Securities
FNMA
2039-01-01
4.5000%
132362.30
131679.89
Agency Mortgage-Backed Securities
FNMA
2034-03-01
4.0000%
237227.70
239469.94
Agency Mortgage-Backed Securities
FNMA
2034-03-01
4.0000%
249262.31
250141.95
Agency Mortgage-Backed Securities
FNMA
2034-03-01
4.0000%
24980.93
24280.19
Agency Mortgage-Backed Securities
FNMA
2034-04-01
4.0000%
335510.36
338520.58
Agency Mortgage-Backed Securities
FNMA
2039-08-01
4.0000%
819145.62
876801.39
Agency Mortgage-Backed Securities
FNMA
2039-08-01
4.5000%
559378.91
603427.02
Agency Mortgage-Backed Securities
FNMA
2034-08-01
4.0000%
447691.89
468256.02
Agency Mortgage-Backed Securities
FNMA
2034-08-01
4.0000%
2971152.81
3144623.49
Agency Mortgage-Backed Securities
FNMA
2034-08-01
4.5000%
996327.18
1069670.00
Agency Mortgage-Backed Securities
FNMA
2034-09-01
3.5000%
951992.77
987638.65
Agency Mortgage-Backed Securities
FNMA
2034-09-01
4.0000%
1105319.54
1177129.08
Agency Mortgage-Backed Securities
FNMA
2034-03-01
4.5000%
394446.94
420096.25
Agency Mortgage-Backed Securities
FNMA
2036-06-01
7.0000%
805255.67
56724.99
Agency Mortgage-Backed Securities
FNMA
2037-07-01
6.5000%
2106662.78
37830.56
Agency Mortgage-Backed Securities
FNMA
2038-02-01
6.5000%
212915.78
4565.25
Agency Mortgage-Backed Securities
FNMA
2038-08-01
5.5000%
213754.74
15022.50
Agency Mortgage-Backed Securities
FNMA
2033-05-01
4.0000%
9846.50
8557.31
Agency Mortgage-Backed Securities
FNMA
2029-11-01
3.0000%
16410.83
14541.54
Agency Mortgage-Backed Securities
FNMA
2036-12-01
6.0000%
917626.11
35710.29
Agency Mortgage-Backed Securities
FNMA
2036-12-01
5.0000%
1130301.75
28383.90
Agency Mortgage-Backed Securities
FNMA
2037-01-01
6.0000%
2859561.15
38055.87
Agency Mortgage-Backed Securities
FNMA
2037-08-01
6.5000%
272636.81
13340.75
Agency Mortgage-Backed Securities
FNMA
2038-03-01
5.5000%
258926.47
15097.33
Agency Mortgage-Backed Securities
FNMA
2038-06-01
5.0000%
123813.17
7926.28
Agency Mortgage-Backed Securities
FNMA
2037-07-01
5.0000%
105029.33
7164.29
Agency Mortgage-Backed Securities
FNMA
2039-06-01
4.5000%
94088.77
4894.09
Agency Mortgage-Backed Securities
FNMA
2034-12-01
4.5000%
4244570.69
231186.51
Agency Mortgage-Backed Securities
FNMA
2030-11-01
4.0000%
575108.70
91332.76
Agency Mortgage-Backed Securities
FNMA
2040-08-01
4.5000%
61267.29
6165.43
Agency Mortgage-Backed Securities
FNMA
2041-04-01
5.5000%
46304.62
10208.48
Agency Mortgage-Backed Securities
FNMA
2041-08-01
4.5000%
51420.61
6975.35
Agency Mortgage-Backed Securities
FNMA
2032-10-01
3.0000%
182342.59
77476.26
Agency Mortgage-Backed Securities
FNMA
2039-09-01
4.5000%
134568.83
19060.51
Agency Mortgage-Backed Securities
FNMA
2040-01-01
4.5000%
141266.82
12941.56
Agency Mortgage-Backed Securities
FNMA
2031-11-01
4.5000%
36468.52
8595.99
Agency Mortgage-Backed Securities
FNMA
2031-11-01
4.5000%
36468.52
10228.69
Agency Mortgage-Backed Securities
FNMA
2033-10-01
3.0000%
182342.59
92705.31
Agency Mortgage-Backed Securities
FNMA
2031-07-01
3.0000%
190250.05
157981.74
Agency Mortgage-Backed Securities
FNMA
2029-11-01
3.5000%
165917.89
76154.83
Agency Mortgage-Backed Securities
FNMA
2038-11-01
4.5000%
9117.13
8189.88
Agency Mortgage-Backed Securities
FNMA
2034-02-01
4.0000%
310894.11
273392.92
Agency Mortgage-Backed Securities
FNMA
2031-10-01
3.0000%
19414.20
13854.20
Agency Mortgage-Backed Securities
FNMA
2032-07-01
3.0000%
7476.05
5433.22
Agency Mortgage-Backed Securities
FNMA
2037-08-01
3.5000%
911712.93
724161.92
Agency Mortgage-Backed Securities
FNMA
2032-08-01
3.0000%
300865.27
223506.04
Agency Mortgage-Backed Securities
FNMA
2032-09-01
3.0000%
240834.80
183783.08
Agency Mortgage-Backed Securities
FNMA
2037-09-01
3.5000%
911712.93
737641.15
Agency Mortgage-Backed Securities
FNMA
2032-11-01
3.5000%
8821.73
6587.77
Agency Mortgage-Backed Securities
FNMA
2038-01-01
3.5000%
68378.47
58999.43
Agency Mortgage-Backed Securities
FNMA
2032-12-01
3.0000%
54338.09
42804.18
Agency Mortgage-Backed Securities
FNMA
2033-04-01
3.0000%
54789.02
45986.54
Agency Mortgage-Backed Securities
FNMA
2033-03-01
3.0000%
1130524.03
942528.82
Agency Mortgage-Backed Securities
FNMA
2038-03-01
4.5000%
7007.97
5287.17
Agency Mortgage-Backed Securities
FNMA
2038-05-01
4.5000%
126226.65
102332.35
Agency Mortgage-Backed Securities
FNMA
2033-05-01
4.0000%
13675.69
10862.78
Agency Mortgage-Backed Securities
FNMA
2038-06-01
4.5000%
10914.30
9293.31
Agency Mortgage-Backed Securities
FNMA
2033-09-01
4.0000%
485754.26
393533.54
Agency Mortgage-Backed Securities
FNMA
2033-08-01
4.0000%
7293.70
5768.07
Agency Mortgage-Backed Securities
FNMA
2034-03-01
4.5000%
21025.92
19386.73
Agency Mortgage-Backed Securities
FNMA
2034-03-01
3.0000%
34014.55
30876.78
Agency Mortgage-Backed Securities
FNMA
2039-04-01
3.5000%
155593.84
149089.03
Agency Mortgage-Backed Securities
FNMA
2034-04-01
4.5000%
93158.10
86382.36
Agency Mortgage-Backed Securities
FNMA
2034-07-01
4.5000%
13006.50
13743.88
Agency Mortgage-Backed Securities
FNMA
2034-06-01
4.5000%
92753.11
97470.48
Agency Mortgage-Backed Securities
FNMA
2034-09-01
2.0000%
451551.90
449086.48
Agency Mortgage-Backed Securities
FNMA
2035-04-01
5.5000%
752163.16
43009.68
Agency Mortgage-Backed Securities
FNMA
2038-09-01
5.5000%
181530.61
8548.86
Agency Mortgage-Backed Securities
FNMA
2040-03-01
5.0000%
43762.22
5774.03
Agency Mortgage-Backed Securities
FNMA
2040-04-01
5.0000%
63942.26
8099.30
Agency Mortgage-Backed Securities
FNMA
2040-05-01
5.0000%
37927.26
5679.72
Agency Mortgage-Backed Securities
FNMA
2040-05-01
5.0000%
83099.35
31499.67
Agency Mortgage-Backed Securities
FNMA
2040-06-01
5.0000%
27269.52
4559.96
Agency Mortgage-Backed Securities
FNMA
2040-06-01
5.0000%
27351.39
4965.22
Agency Mortgage-Backed Securities
FNMA
2040-05-01
5.0000%
70549.26
11714.99
Agency Mortgage-Backed Securities
FNMA
2040-04-01
5.5000%
229728.13
23254.41
Agency Mortgage-Backed Securities
FNMA
2040-07-01
5.0000%
185615.63
17750.63
Agency Mortgage-Backed Securities
FNMA
2040-06-01
5.0000%
125945.48
7240.57
Agency Mortgage-Backed Securities
FNMA
2040-06-01
5.0000%
56159.69
14433.14
Agency Mortgage-Backed Securities
FNMA
2040-06-01
5.0000%
76583.89
12784.79
Agency Mortgage-Backed Securities
FNMA
2040-07-01
4.5000%
64157.79
6213.37
Agency Mortgage-Backed Securities
FNMA
2040-06-01
5.5000%
61084.77
7277.30
Agency Mortgage-Backed Securities
FNMA
2040-06-01
5.5000%
156887.56
21240.70
Agency Mortgage-Backed Securities
FNMA
2040-09-01
5.0000%
56209.65
7070.60
Agency Mortgage-Backed Securities
FNMA
2040-07-01
5.0000%
106422.97
13702.23
Agency Mortgage-Backed Securities
FNMA
2040-08-01
5.0000%
45585.65
7082.92
Agency Mortgage-Backed Securities
FNMA
2040-05-01
5.5000%
45585.65
5959.16
Agency Mortgage-Backed Securities
FNMA
2040-07-01
4.0000%
457496.82
78162.88
Agency Mortgage-Backed Securities
FNMA
2040-08-01
4.5000%
74617.69
7771.33
Agency Mortgage-Backed Securities
FNMA
2039-12-01
5.5000%
108892.07
4857.37
Agency Mortgage-Backed Securities
FNMA
2040-12-01
4.0000%
772767.88
273070.18
Agency Mortgage-Backed Securities
FNMA
2041-02-01
4.0000%
72656.59
15552.64
Agency Mortgage-Backed Securities
FNMA
2041-02-01
4.5000%
66422.66
9925.03
Agency Mortgage-Backed Securities
FNMA
2040-08-01
4.5000%
39972.96
7262.76
Agency Mortgage-Backed Securities
FNMA
2040-09-01
5.0000%
21273.91
7428.60
Agency Mortgage-Backed Securities
FNMA
2040-09-01
4.0000%
273513.88
50243.64
Agency Mortgage-Backed Securities
FNMA
2040-10-01
4.5000%
36746.22
5361.54
Agency Mortgage-Backed Securities
FNMA
2040-10-01
4.0000%
50024.41
7821.07
Agency Mortgage-Backed Securities
FNMA
2040-11-01
5.0000%
51276.01
15192.22
Agency Mortgage-Backed Securities
FNMA
2040-11-01
4.0000%
273513.88
10523.95
Agency Mortgage-Backed Securities
FNMA
2041-06-01
4.5000%
18963.63
8181.79
Agency Mortgage-Backed Securities
GNMA
2069-06-20
4.2490%
473925.88
537854.00
Agency Mortgage-Backed Securities
Y
2019-10-01
2019-10-01
2019-10-01
N
N
N
0.0235
89900000.00
89900000.00
0.1193
N
Y
Y
N
N/A
HSBC SECURITIES (USA), INC.
REPO TRIPA MORTG 2.37 10/01/2019
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2041-12-01
3.5000%
11682910.05
2328042.21
Agency Mortgage-Backed Securities
FNMA
2043-09-01
4.0000%
1789814.95
1101051.71
Agency Mortgage-Backed Securities
FNMA
2044-11-01
4.0000%
1983586.31
949941.21
Agency Mortgage-Backed Securities
FNMA
2046-12-01
4.0000%
336588.87
279032.80
Agency Mortgage-Backed Securities
FNMA
2046-07-01
3.5000%
637062.59
430498.27
Agency Mortgage-Backed Securities
FNMA
2046-11-01
4.0000%
287291.66
239522.64
Agency Mortgage-Backed Securities
FNMA
2037-02-01
3.5000%
2322329.04
1778400.89
Agency Mortgage-Backed Securities
FNMA
2047-06-01
4.0000%
3608968.97
2858147.24
Agency Mortgage-Backed Securities
FNMA
2047-09-01
3.5000%
1996917.92
2012854.88
Agency Mortgage-Backed Securities
FNMA
2048-02-01
3.5000%
8172011.17
7894754.94
Agency Mortgage-Backed Securities
FNMA
2048-09-01
4.5000%
787002.94
791959.08
Agency Mortgage-Backed Securities
FNMA
2048-06-01
4.0000%
4293905.32
3844822.94
Agency Mortgage-Backed Securities
FNMA
2048-11-01
4.0000%
1256789.62
1110992.93
Agency Mortgage-Backed Securities
FNMA
2033-08-01
4.0000%
1207287.72
1137249.49
Agency Mortgage-Backed Securities
FNMA
2030-11-01
3.8600%
1156841.85
1326863.41
Agency Mortgage-Backed Securities
FNMA
2038-10-01
4.3600%
238331.38
270372.68
Agency Mortgage-Backed Securities
FNMA
2044-01-01
4.7500%
233658.22
282223.09
Agency Mortgage-Backed Securities
FNMA
2048-07-01
4.0000%
602604.55
581695.43
Agency Mortgage-Backed Securities
FNMA
2030-03-01
3.0000%
3658986.78
3411066.48
Agency Mortgage-Backed Securities
FNMA
2048-12-01
4.0000%
19536429.18
18583835.19
Agency Mortgage-Backed Securities
FNMA
2048-08-01
4.5000%
12692508.89
12699051.14
Agency Mortgage-Backed Securities
FNMA
2049-07-01
4.0000%
5145154.00
5478403.46
Agency Mortgage-Backed Securities
FNMA
2034-08-01
3.5000%
1234599.56
1292413.68
Agency Mortgage-Backed Securities
FNMA
2034-08-01
4.0000%
3435542.23
3636197.83
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.0000%
7941341.91
8073610.25
Agency Mortgage-Backed Securities
FNMA
2034-07-01
4.0000%
3716889.16
3938587.07
Agency Mortgage-Backed Securities
FNMA
2042-07-01
3.5000%
8714187.97
3521207.96
Agency Mortgage-Backed Securities
FNMA
2025-04-01
5.0000%
1365728.56
222715.47
Agency Mortgage-Backed Securities
FNMA
2040-06-01
5.5000%
22112127.85
1628522.44
Agency Mortgage-Backed Securities
Y
2019-10-01
2019-10-01
2019-10-01
N
N
N
0.0237
89900000.00
89900000.00
0.1193
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 01.8916 07/31/2020
912828Y53
US912828Y537
U.S. Treasury Debt
Y
2019-10-01
2020-07-31
2020-07-31
N
N
N
0.0196
7492397.18
7492397.18
0.0099
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 01.9876 04/30/2021
9128286Q8
US9128286Q86
U.S. Treasury Debt
Y
2019-10-01
2021-04-30
2021-04-30
N
N
N
0.0205
7488315.83
7488315.83
0.0099
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 02.0686 07/31/2021
9128287G9
US9128287G95
U.S. Treasury Debt
Y
2019-10-01
2021-07-31
2021-07-31
N
N
N
0.0213
7493439.53
7493439.53
0.0099
N
Y
Y
N
N/A
Putnam Money Market Fund
2019-11-14
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer