0000928816-19-001914.txt : 20191205
0000928816-19-001914.hdr.sgml : 20191205
20191205144544
ACCESSION NUMBER: 0000928816-19-001914
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191130
FILED AS OF DATE: 20191205
DATE AS OF CHANGE: 20191205
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: 191270227
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
2019-11-30
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
29
82
271421053.86
273356909.20
266193825.06
260638189.14
265918690.67
295769347.03
296103818.19
299689955.77
292682651.54
307212933.08
0.3578
0.3584
0.3551
0.3480
0.3554
0.3899
0.3882
0.3997
0.3908
0.4106
19937.28
748306662.87
748272295.86
13753997.36
14667717.41
747378513.09
747382673.0100
1.0000
0.0190
1.0001
1.0000
1.0000
1.0000
1.0000
C000017192
500.00
728696288.12
728699239.0470
1.0001
1.0000
1.0000
1.0000
1.0000
7864224.38
4846455.13
7522635.48
5574756.45
3377601.09
5483861.89
3645839.95
3516516.79
29824041.05
3510218.06
45361494.04
19801488.44
0.0141
N
C000017193
500.00
2837853.75
2837860.0400
1.0001
1.0000
1.0000
1.0000
1.0000
29012.55
27093.68
0.00
77673.17
59032.30
52329.76
137484.96
74560.56
3395.82
518.04
221439.68
212750.45
0.0141
N
C000017194
500.00
10241712.08
10242794.6610
1.0000
0.9999
0.9999
0.9999
0.9999
59035.68
3522066.43
73584.14
2107056.38
21420.62
103025.94
445044.21
158743.11
75050.87
45448.04
636852.79
2418791.60
0.0141
N
C000017195
500.00
0.00
0.0000
1.0000
1.0000
1.0000
1.0000
0.0000
494254.60
511254.33
960547.27
460986.28
400860.49
429862.49
0.00
952968.47
157.34
25632001.19
1461408.34
27639691.87
0.0000
N
C000017196
500.00
5602659.14
5602779.2640
1.0000
1.0000
1.0000
1.0000
1.0000
13022.71
835.00
16093.28
94372.41
3959.45
165.93
7398.88
11403.32
12232.42
9161.56
42873.46
115938.22
0.0141
N
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TBK8 DCP 02/19/2020
53127TBK8
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-02-19
2020-02-19
2020-02-19
N
Y
BANK OF NOVA SCOTIA/THE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0185
7469113.50
7469113.50
0.0100
N
N
N
N
N/A
BARCLAYS BANK PLC CCP
BARCLAYS BANK PLC CCP 06742QZ62 DCP 12/11/2019
06742QZ62
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-12-11
2019-12-11
2019-12-11
N
Y
BARCLAYS BANK PLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0218
3748042.50
3748042.50
0.0050
N
N
N
N
N/A
BARCLAYS BANK PLC CCP
BARCLAYS BANK PLC CCP 06742VAV3 DCP 01/23/2020
06742VAV3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-01-23
2020-01-23
2020-01-23
N
Y
BARCLAYS BANK PLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0205
3738811.13
3738811.13
0.0050
N
N
N
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
3747830.63
3747830.63
0.0050
N
N
N
N
N/A
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 57666AB76 DCP 02/07/2020
57666AB76
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-02-07
2020-02-07
2020-02-07
N
Y
BNP Paribas
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0188
7474581.00
7474581.00
0.0100
N
N
N
N
N/A
CAFCO LLC
CAFCO LLC 1247P2BB9 DCP 02/11/2020
1247P2BB9
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-02-11
2020-02-11
2020-02-11
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0185
3736649.25
3736649.25
0.0050
N
N
N
N
N/A
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION 04821UZD7 DCP 12/13/2019
04821UZD7
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-12-13
2019-12-13
2019-12-13
N
Y
CREDIT AGRICOLE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0173
7495234.50
7495234.50
0.0100
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
A-1
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
7733240.63
7733240.63
0.0103
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+
2019-12-11
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
0.0224
11501246.70
11501246.70
0.0154
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER FLEX CO LLC
COLLATERALIZED COMMERCIAL PAP 02.2051 01/28/2020
19423MAH3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-01-28
2020-01-28
2020-01-28
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0221
11000784.40
11000784.40
0.0147
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
7718788.43
7718788.43
0.0103
N
N
N
N
N/A
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KA77 DCP 01/07/2020
92646KA77
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-01-07
2020-01-07
2020-01-07
N
Y
Bank of Tokyo-Mitsubishi UFJ Ltd/The
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0185
7236176.43
7236176.43
0.0097
N
N
N
N
N/A
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 02.0255 07/30/2020
07644DJH2
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
2020-01-30
2020-07-30
2020-07-30
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0203
4499985.60
4499985.60
0.0060
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
7747938.50
7747938.50
0.0104
N
N
Y
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88603HC22 DCP 02/27/2020
88603HC22
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-02-27
2020-02-27
2020-02-27
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0193
6968850.00
6968850.00
0.0093
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY
AUST & NZ BANKING GRP NY 02.0916 01/28/2020
05252WQQ9
US05252WQQ95
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-12-30
2020-01-28
2020-01-28
N
N
N
0.0209
7504731.08
7504731.08
0.0100
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+
2019-12-24
2020-02-24
2020-02-24
N
N
N
0.0215
7500169.58
7500169.58
0.0100
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 01.9706 08/12/2020
06053P5M5
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-02-12
2020-08-12
2020-08-12
N
N
N
0.0197
10999973.60
10999973.60
0.0147
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.8685 06/01/2020
06370RC56
US06370RC563
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-12-02
2020-06-01
2020-06-01
N
N
N
0.0187
7747111.58
7747111.58
0.0104
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 02.0199 08/07/2020
06370RX79
US06370RX791
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-12-09
2020-08-07
2020-08-07
N
N
N
0.0202
3499936.30
3499936.30
0.0047
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 02.1080 12/23/2019
06370RPF0
US06370RPF00
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-12-23
2019-12-23
2019-12-23
N
N
N
0.0211
8402844.32
8402844.32
0.0112
N
N
N
N
N/A
BNP PARIBAS SA/NEW YORK NY
BNP PARIBAS NEW YORK USD 02.1785 12/16/2019
05586FXE2
US05586FXE23
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-12-16
2019-12-16
2019-12-16
N
N
N
0.0218
3750043.16
3750043.16
0.0050
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 02.1610 12/06/2019
13606BJ98
US13606BJ982
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-12-06
2019-12-06
2019-12-06
N
N
N
0.0216
6250139.44
6250139.44
0.0084
N
N
Y
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 01.7600 06/12/2020
13606B2E5
US13606B2E59
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-11-30
2020-06-12
2020-06-12
N
N
N
0.0175
3998048.00
3998048.00
0.0053
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 01.9500 10/09/2020
13606B5R3
US13606B5R36
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-11-30
2020-10-09
2020-10-09
N
N
N
0.0195
7748693.35
7748693.35
0.0104
N
N
N
N
N/A
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK
CREDIT AGRICOLE CIB NY USD 02.2859 03/20/2020
22532XLT3
US22532XLT36
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-12-20
2020-03-20
2020-03-20
N
N
N
0.0229
7502646.83
7502646.83
0.0100
N
N
N
N
N/A
CREDIT SUISSE AG/NEW YORK NY
CREDIT SUISSE NEW YORK 01.9750 12/09/2019
22549LVP7
US22549LVP74
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-12-09
2019-12-09
2019-12-09
N
N
N
0.0198
3875434.04
3875434.04
0.0052
N
N
N
N
N/A
MIZUHO BANK LTD/NEW YORK NY
MIZUHO BANK LTD/NEW YORK NY 02.0100 02/07/2020
60710AF23
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-02-07
2020-02-07
2020-02-07
N
N
N
0.0200
3750904.91
3750904.91
0.0050
N
N
N
N
N/A
MUFG BANK LTD/NEW YORK NY
MUFG BANK LTD/NY 01.9036 02/20/2020
55379WX92
US55379WX925
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-12-20
2020-02-20
2020-02-20
N
N
N
0.0190
7752827.28
7752827.28
0.0104
N
N
N
N
N/A
NORDEA BANK ABP/NEW YORK NY
NORDEA BANK ABP/NEW YORK NY 02.1400 02/03/2020
65558TKX2
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0184
2980780.85
2980780.85
0.0040
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 01.9543 06/05/2020
21684L4T6
US21684L4T64
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-12-05
2020-06-05
2020-06-05
N
N
N
0.0195
7748443.03
7748443.03
0.0104
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 01.8756 05/22/2020
78012UPP4
US78012UPP48
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-12-23
2020-05-22
2020-05-22
N
N
N
0.0188
7497336.75
7497336.75
0.0100
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAV ENSKILDA BK NY 01.8336 12/20/2019
83050PBA6
US83050PBA66
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-12-20
2019-12-20
2019-12-20
N
N
N
0.0183
7000985.67
7000985.67
0.0094
N
N
N
N
N/A
STATE STREET BANK AND TRUST CO
STATE STREET BANK & TR 01.9736 07/20/2020
8574P1MK9
US8574P1MK91
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-12-20
2020-07-20
2020-07-20
N
N
N
0.0197
7500120.00
7500120.00
0.0100
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY 01.9011 01/31/2020
86565BR94
US86565BR944
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-12-31
2020-01-31
2020-01-31
N
N
N
0.0190
7502413.58
7502413.58
0.0100
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.8825 02/18/2020
86958J7E3
US86958J7E39
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-12-18
2020-02-18
2020-02-18
N
N
N
0.0188
3750439.91
3750439.91
0.0050
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.8943 03/05/2020
86958J7K9
US86958J7K98
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-12-05
2020-03-05
2020-03-05
N
N
N
0.0189
7025055.50
7025055.50
0.0094
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 02.0333 07/22/2020
89114M2W6
US89114M2W66
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-01-22
2020-07-22
2020-07-22
N
N
N
0.0203
7500450.08
7500450.08
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
3752418.04
3752418.04
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+
2019-12-02
2020-04-01
2020-04-01
N
N
N
0.0202
7499163.00
7499163.00
0.0100
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.9793 06/12/2020
95001KBA1
US95001KBA16
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-02-14
2020-06-12
2020-06-12
N
N
N
0.0198
7501590.83
7501590.83
0.0100
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 02.0895 08/10/2020
95001KCC6
US95001KCC62
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-01-10
2020-08-10
2020-08-10
N
N
N
0.0209
3750255.04
3750255.04
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
7499009.25
7499009.25
0.0100
N
Y
Y
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084BC28 DCP 03/02/2020
00084BC28
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0187
7462497.75
7462497.75
0.0100
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 02.0956 01/06/2020
05253MLW2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-12-06
2020-01-06
2020-01-06
N
N
N
0.0210
7500825.08
7500825.08
0.0100
N
N
N
N
N/A
BANK OF NOVA SCOTIA/THE
BANK OF NOVA SCOTIA/THE 02.0343 11/09/2020
06417LNS2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-02-10
2020-11-09
2020-11-09
N
N
N
0.0203
10999963.70
10999963.70
0.0147
N
N
N
N
N/A
BPCE SA
BPCE SA 05571CZG9 DCP 12/16/2019
05571CZG9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-12-16
2019-12-16
2019-12-16
N
N
N
0.0185
2198367.82
2198367.82
0.0029
N
N
N
N
N/A
BPCE SA
BPCE SA 05571CZ38 DCP 12/03/2019
05571CZ38
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
0.0175
2799517.84
2799517.84
0.0037
N
N
Y
N
N/A
BPCE SA
BPCE SA 05571BE66 DCP 05/06/2020
05571BE66
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-05-06
2020-05-06
2020-05-06
N
N
N
0.0187
7438288.50
7438288.50
0.0100
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+
2020-02-24
2020-02-24
2020-02-24
N
N
N
0.0213
7401005.73
7401005.73
0.0099
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
2020-01-23
2020-01-23
2020-01-23
N
N
N
0.0214
7500378.83
7500378.83
0.0100
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA 2332K1Z52 DCP 12/05/2019
2332K1Z52
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2019-12-05
2019-12-05
2019-12-05
N
N
N
0.0183
6998156.90
6998156.90
0.0094
N
N
Y
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+
2020-02-07
2020-02-07
2020-02-07
N
N
N
0.0216
3191392.21
3191392.21
0.0043
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+
2020-02-28
2020-02-28
2020-02-28
N
N
N
0.0216
3776268.51
3776268.51
0.0051
N
N
N
N
N/A
HSBC BANK PLC
HSBC BANK PLC - 01/27/2020 01.9643 01/27/2020
40433FPJ2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-12-27
2020-01-27
2020-01-27
N
N
N
0.0196
5001220.05
5001220.05
0.0067
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
2491292.25
2491292.25
0.0033
N
N
N
N
N/A
ING US FUNDING LLC
ING US FUNDING LLC 02.2556 04/02/2020
44988GBE7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2019-12-02
2020-04-02
2020-04-02
N
N
N
0.0226
7502211.83
7502211.83
0.0100
N
N
N
N
N/A
ING US FUNDING LLC
ING US FUNDING LLC 01.9449 12/03/2019
44988GAE8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2019-12-03
2019-12-03
2019-12-03
N
N
N
0.0194
7500310.58
7500310.58
0.0100
N
N
Y
N
N/A
LLOYDS BANK PLC
LLOYDS BANK PLC 53943RE54 DCP 05/05/2020
53943RE54
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-05-05
2020-05-05
2020-05-05
N
N
N
0.0193
7439762.25
7439762.25
0.0100
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+
2019-12-24
2020-04-24
2020-04-24
N
N
N
0.0218
2499724.75
2499724.75
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+
2019-12-20
2020-05-20
2020-05-20
N
N
N
0.0218
3998991.60
3998991.60
0.0054
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 02.3283 12/11/2019
63254GJY2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-12-11
2019-12-11
2019-12-11
N
N
N
0.0233
7500251.33
7500251.33
0.0100
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307LAA9 DCP 01/10/2020
63307LAA9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-01-10
2020-01-10
2020-01-10
N
N
N
0.0184
3742789.88
3742789.88
0.0050
N
N
N
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E0BS1 DCP 02/26/2020
6385E0BS1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-02-26
2020-02-26
2020-02-26
N
N
N
0.0198
3981043.20
3981043.20
0.0053
N
N
N
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E1ZD6 DCP 12/13/2019
6385E1ZD6
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2019-12-13
2019-12-13
2019-12-13
N
N
N
0.0172
3747639.00
3747639.00
0.0050
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
7717015.23
7717015.23
0.0103
N
N
N
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 02.2651 02/24/2020
83368YCL9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-02-24
2020-02-24
2020-02-24
N
N
N
0.0227
3751197.41
3751197.41
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
0.0230
10000000.10
10000000.10
0.0134
N
N
Y
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+
2019-12-23
2020-01-23
2020-01-23
N
N
N
0.0218
7501539.83
7501539.83
0.0100
N
N
N
N
N/A
UBS AG/LONDON
UBS AG/LONDON - 08/06/2020 02.1110 08/06/2020
90276JHY5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2019-12-06
2020-08-06
2020-08-06
N
N
N
0.0211
7499999.25
7499999.25
0.0100
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 02.1600 06/26/2020
9612C4F71
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2019-12-02
2020-06-26
2020-06-26
N
N
N
0.0216
2999999.10
2999999.10
0.0040
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
7475377.50
7475377.50
0.0100
N
N
N
N
N/A
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M2B47 DCP 02/04/2020
7443M2B47
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-02-04
2020-02-04
2020-02-04
N
N
N
0.0182
3738058.50
3738058.50
0.0050
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
5549262.41
5549262.41
0.0074
N
Y
Y
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
2019-12-03
2020-03-02
2020-03-02
N
N
N
0.0222
7752666.00
7752666.00
0.0104
N
N
N
N
N/A
EXPORT DEVELOPMENT CANADA
EXPORT DEVELOPMENT CANADA 30215GEL2 DCP 05/20/2020
30215GEL2
NA
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
Moody's
P-1
S&P
A-1+
Fitch
NA
2020-05-20
2020-05-20
2020-05-20
N
N
N
0.0182
11157553.10
11157553.10
0.0149
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
4801742.78
4801742.78
0.0064
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP
SUMITOMO MITSUI BANKING USD 02.3521 01/17/2020
865622CK8
US865622CK81
Other Instrument
Corporate bonds and notes
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-01-17
2020-01-17
2020-01-17
N
N
N
0.0235
7504590.00
7504590.00
0.0100
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP USD 02.1899 05/15/2020
961214DY6
US961214DY69
Other Instrument
Corporate bonds and notes
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-02-18
2020-05-15
2020-05-15
N
N
N
0.0219
4708985.14
4708985.14
0.0063
N
N
N
N
N/A
BofA Securities, Inc.
REPO TRIPA MORTG 1.64 12/02/2019
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2047-04-20
4.5000%
35251800.40
16764914.25
Agency Mortgage-Backed Securities
GNMA
2049-09-20
4.0000%
17220730.14
17962069.34
Agency Mortgage-Backed Securities
GNMA
2049-07-20
4.0000%
16378551.61
17048756.92
Agency Mortgage-Backed Securities
GNMA
2049-11-20
3.5000%
16710217.02
17529121.63
Agency Mortgage-Backed Securities
GNMA
2049-01-20
5.0000%
8751253.42
8595598.11
Agency Mortgage-Backed Securities
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0164
76373000.00
76373000.00
0.1022
N
Y
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 1.64 12/02/2019
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FCSB
2026-12-28
3.1250%
97713.22
107178.18
Agency Mortgage-Backed Securities
FCSB
2029-01-16
3.1900%
141613.36
157081.69
Agency Mortgage-Backed Securities
FCSB
2028-03-07
3.1700%
1132906.90
1239316.94
Agency Mortgage-Backed Securities
FMAC
2024-11-27
2.0000%
2842888.25
2833595.17
Agency Mortgage-Backed Securities
FNMA
2028-09-01
3.4900%
102992.99
112339.14
Agency Mortgage-Backed Securities
FNMA
2030-10-01
3.5950%
3052839.97
3390081.44
Agency Mortgage-Backed Securities
FNMA
2028-08-01
4.1900%
234511.73
247807.53
Agency Mortgage-Backed Securities
FNMA
2030-09-01
3.6900%
70806.68
79034.42
Agency Mortgage-Backed Securities
FNMA
2028-07-01
3.6300%
794333.99
851544.55
Agency Mortgage-Backed Securities
FNMA
2033-12-01
4.2000%
551942.47
640773.56
Agency Mortgage-Backed Securities
FNMA
2030-11-01
3.8200%
191178.04
216096.40
Agency Mortgage-Backed Securities
FNMA
2028-10-01
3.5600%
1202582.94
1320360.17
Agency Mortgage-Backed Securities
FNMA
2028-12-01
3.9400%
7498.57
8422.76
Agency Mortgage-Backed Securities
FNMA
2029-04-01
3.5500%
627511.75
679588.00
Agency Mortgage-Backed Securities
FNMA
2033-12-01
4.0300%
141613.36
163578.51
Agency Mortgage-Backed Securities
FNMA
2033-12-01
4.0000%
1967454.98
2242058.79
Agency Mortgage-Backed Securities
FNMA
2033-12-01
4.0000%
902327.21
1028255.19
Agency Mortgage-Backed Securities
FNMA
2029-02-01
2.3800%
1199890.59
1216540.40
Agency Mortgage-Backed Securities
FNMA
2031-10-01
2.6400%
160023.10
164081.18
Agency Mortgage-Backed Securities
FNMA
2029-09-01
2.3800%
934316.25
944129.48
Agency Mortgage-Backed Securities
FNMA
2029-11-01
2.8200%
234653.34
246151.20
Agency Mortgage-Backed Securities
FNMA
2031-11-01
2.4750%
2100027.04
2119185.58
Agency Mortgage-Backed Securities
FNMA
2029-11-01
2.6900%
152762.58
158496.41
Agency Mortgage-Backed Securities
GNMA
2027-04-15
3.0000%
7266282.60
1497580.57
Agency Mortgage-Backed Securities
GNMA
2027-09-15
3.0000%
151602.63
41313.76
Agency Mortgage-Backed Securities
GNMA
2027-05-20
3.5000%
155774.70
19627.88
Agency Mortgage-Backed Securities
GNMA
2027-06-20
3.0000%
223041.05
47085.35
Agency Mortgage-Backed Securities
GNMA
2027-07-20
2.5000%
39444.99
10122.47
Agency Mortgage-Backed Securities
GNMA
2027-08-20
2.5000%
38943.67
10114.11
Agency Mortgage-Backed Securities
GNMA
2027-11-20
2.5000%
63076.01
25088.61
Agency Mortgage-Backed Securities
GNMA
2028-02-20
4.0000%
24782.34
8151.64
Agency Mortgage-Backed Securities
GNMA
2028-04-20
2.5000%
16993.60
5594.67
Agency Mortgage-Backed Securities
GNMA
2028-05-20
3.5000%
107653.20
33068.67
Agency Mortgage-Backed Securities
GNMA
2028-05-20
2.0000%
13342.81
4663.14
Agency Mortgage-Backed Securities
GNMA
2028-06-20
3.5000%
30375.78
9747.09
Agency Mortgage-Backed Securities
GNMA
2026-09-20
4.5000%
229066.55
12602.11
Agency Mortgage-Backed Securities
GNMA
2028-07-20
2.5000%
24782.34
8248.54
Agency Mortgage-Backed Securities
GNMA
2028-08-20
4.0000%
39887.10
7746.15
Agency Mortgage-Backed Securities
GNMA
2028-10-20
4.0000%
27479.93
6027.30
Agency Mortgage-Backed Securities
GNMA
2028-12-20
4.0000%
22649.07
5790.30
Agency Mortgage-Backed Securities
GNMA
2029-11-20
8.0000%
14505.74
5692.49
Agency Mortgage-Backed Securities
GNMA
2030-03-20
3.0000%
87828.18
17715.23
Agency Mortgage-Backed Securities
GNMA
2025-03-20
4.5000%
22348.43
6632.81
Agency Mortgage-Backed Securities
GNMA
2033-07-20
4.0000%
570554.86
426282.30
Agency Mortgage-Backed Securities
GNMA
2028-07-20
8.0000%
7130.94
6744.43
Agency Mortgage-Backed Securities
GNMA
2034-08-20
3.5000%
92218.62
93432.31
Agency Mortgage-Backed Securities
GNMA
2054-11-15
2.7500%
1652911.17
1673383.94
Agency Mortgage-Backed Securities
GNMA
2032-07-15
5.7500%
272226.06
13013.04
Agency Mortgage-Backed Securities
GNMA
2032-09-15
5.7500%
95454.63
5092.04
Agency Mortgage-Backed Securities
GNMA
2032-09-15
5.7500%
364587.85
8232.24
Agency Mortgage-Backed Securities
GNMA
2032-09-15
6.5000%
142295.51
9804.47
Agency Mortgage-Backed Securities
GNMA
2032-12-15
5.7000%
375100.23
15518.20
Agency Mortgage-Backed Securities
GNMA
2033-01-15
5.2500%
452478.48
39259.08
Agency Mortgage-Backed Securities
GNMA
2033-01-15
5.2500%
188218.46
21885.32
Agency Mortgage-Backed Securities
GNMA
2033-01-15
5.2500%
274590.58
23414.83
Agency Mortgage-Backed Securities
GNMA
2033-02-15
5.7000%
91038.98
16316.81
Agency Mortgage-Backed Securities
GNMA
2033-02-15
5.5000%
131229.42
3775.99
Agency Mortgage-Backed Securities
GNMA
2033-05-15
5.5000%
357432.13
7800.64
Agency Mortgage-Backed Securities
GNMA
2033-10-15
5.0000%
146111.14
7138.61
Agency Mortgage-Backed Securities
GNMA
2031-12-15
6.0000%
297388.06
4764.81
Agency Mortgage-Backed Securities
GNMA
2032-04-15
6.0000%
382519.08
17960.33
Agency Mortgage-Backed Securities
GNMA
2032-02-15
6.5000%
263236.44
6188.27
Agency Mortgage-Backed Securities
GNMA
2032-09-15
6.5000%
303034.89
10126.77
Agency Mortgage-Backed Securities
GNMA
2032-08-15
6.0000%
152612.47
5916.29
Agency Mortgage-Backed Securities
GNMA
2033-04-15
6.0000%
441267.24
13016.21
Agency Mortgage-Backed Securities
GNMA
2028-07-20
7.5000%
3577436.76
6919.60
Agency Mortgage-Backed Securities
GNMA
2028-10-20
7.0000%
5329760.51
21882.74
Agency Mortgage-Backed Securities
GNMA
2028-12-20
6.0000%
931568.10
8353.94
Agency Mortgage-Backed Securities
GNMA
2027-07-20
8.0000%
1760710.37
4126.94
Agency Mortgage-Backed Securities
GNMA
2027-10-20
7.0000%
7059426.12
34391.80
Agency Mortgage-Backed Securities
GNMA
2029-02-20
6.5000%
591878.71
4087.49
Agency Mortgage-Backed Securities
GNMA
2027-03-20
2.5000%
28322.67
5918.65
Agency Mortgage-Backed Securities
GNMA
2024-12-20
4.5000%
84259.95
7807.34
Agency Mortgage-Backed Securities
GNMA
2025-04-20
4.5000%
155774.70
12222.25
Agency Mortgage-Backed Securities
GNMA
2025-10-20
4.0000%
208596.48
17626.28
Agency Mortgage-Backed Securities
GNMA
2025-12-20
4.0000%
46024.34
4752.44
Agency Mortgage-Backed Securities
GNMA
2026-03-20
3.5000%
86950.60
10424.50
Agency Mortgage-Backed Securities
GNMA
2026-05-20
4.0000%
127452.03
11696.73
Agency Mortgage-Backed Securities
GNMA
2026-06-20
4.0000%
177016.70
16413.47
Agency Mortgage-Backed Securities
GNMA
2026-07-20
3.5000%
208879.71
20690.63
Agency Mortgage-Backed Securities
GNMA
2026-12-20
3.0000%
8544389.07
1523321.43
Agency Mortgage-Backed Securities
GNMA
2024-10-15
5.0000%
269697.55
42166.68
Agency Mortgage-Backed Securities
GNMA
2023-06-15
5.5000%
850056.87
38405.01
Agency Mortgage-Backed Securities
GNMA
2026-04-15
6.5000%
1335802.03
4446.47
Agency Mortgage-Backed Securities
GNMA
2026-08-15
8.0000%
741055.64
7553.68
Agency Mortgage-Backed Securities
GNMA
2026-03-15
7.0000%
1052291.23
3612.80
Agency Mortgage-Backed Securities
GNMA
2025-01-15
7.5000%
206045.88
3636.57
Agency Mortgage-Backed Securities
GNMA
2026-02-15
8.0000%
1372716.52
4217.59
Agency Mortgage-Backed Securities
GNMA
2026-05-15
7.5000%
1424306.84
6624.81
Agency Mortgage-Backed Securities
GNMA
2026-08-15
8.5000%
2438422.64
4071.26
Agency Mortgage-Backed Securities
GNMA
2028-04-15
7.0000%
1841284.84
11933.93
Agency Mortgage-Backed Securities
GNMA
2027-11-15
7.0000%
142687.92
9012.70
Agency Mortgage-Backed Securities
GNMA
2027-12-15
7.0000%
142136.62
6145.71
Agency Mortgage-Backed Securities
GNMA
2028-09-15
7.5000%
691477.51
7852.31
Agency Mortgage-Backed Securities
GNMA
2028-07-15
7.0000%
1738789.76
9157.52
Agency Mortgage-Backed Securities
GNMA
2028-07-15
7.0000%
45797.90
4072.54
Agency Mortgage-Backed Securities
GNMA
2028-11-15
7.0000%
1416133.62
7890.75
Agency Mortgage-Backed Securities
GNMA
2028-07-15
7.0000%
194135.35
5479.16
Agency Mortgage-Backed Securities
GNMA
2028-10-15
7.0000%
1403379.50
8523.01
Agency Mortgage-Backed Securities
GNMA
2028-10-15
7.0000%
1944312.95
14075.90
Agency Mortgage-Backed Securities
GNMA
2024-08-15
5.0000%
369469.26
19598.19
Agency Mortgage-Backed Securities
GNMA
2024-09-15
5.0000%
140148.23
13424.13
Agency Mortgage-Backed Securities
GNMA
2024-09-15
4.0000%
61337.70
4765.57
Agency Mortgage-Backed Securities
GNMA
2024-11-15
4.0000%
70806.68
5127.70
Agency Mortgage-Backed Securities
GNMA
2025-03-15
5.0000%
259887.71
10716.98
Agency Mortgage-Backed Securities
GNMA
2024-12-15
4.0000%
134532.69
8740.96
Agency Mortgage-Backed Securities
GNMA
2025-06-15
4.5000%
623098.79
36814.32
Agency Mortgage-Backed Securities
GNMA
2025-01-15
4.5000%
153959.36
11786.89
Agency Mortgage-Backed Securities
GNMA
2030-06-20
5.0000%
1213571.57
77821.07
Agency Mortgage-Backed Securities
GNMA
2025-07-15
4.5000%
223172.60
17016.21
Agency Mortgage-Backed Securities
GNMA
2028-09-15
6.5000%
3536323.71
13529.92
Agency Mortgage-Backed Securities
GNMA
2029-04-15
6.0000%
775333.16
6577.56
Agency Mortgage-Backed Securities
GNMA
2028-12-15
7.5000%
169193.13
18738.33
Agency Mortgage-Backed Securities
GNMA
2034-01-20
6.5000%
177016.70
4052.98
Agency Mortgage-Backed Securities
GNMA
2028-11-15
7.0000%
457686.32
6417.46
Agency Mortgage-Backed Securities
GNMA
2029-04-15
7.0000%
1498451.77
4653.65
Agency Mortgage-Backed Securities
GNMA
2030-01-15
7.5000%
1416274.10
4302.61
Agency Mortgage-Backed Securities
GNMA
2030-03-15
5.4700%
119162.83
8555.09
Agency Mortgage-Backed Securities
GNMA
2030-07-15
5.4700%
79554.28
12953.16
Agency Mortgage-Backed Securities
GNMA
2030-12-15
7.0000%
62546.09
4811.58
Agency Mortgage-Backed Securities
GNMA
2032-10-15
6.0000%
78081.36
8803.64
Agency Mortgage-Backed Securities
GNMA
2030-11-15
7.5000%
3571787.10
9395.83
Agency Mortgage-Backed Securities
GNMA
2030-11-15
8.5000%
530205.81
4122.78
Agency Mortgage-Backed Securities
GNMA
2032-10-15
6.5000%
453162.76
5175.05
Agency Mortgage-Backed Securities
GNMA
2024-10-15
6.5000%
2699745.46
15247.51
Agency Mortgage-Backed Securities
GNMA
2025-08-15
8.0000%
1817826.16
3882.58
Agency Mortgage-Backed Securities
GNMA
2023-12-15
7.5000%
5576059.00
6068.22
Agency Mortgage-Backed Securities
GNMA
2027-05-15
8.5000%
2321574.06
7322.03
Agency Mortgage-Backed Securities
GNMA
2029-04-15
6.0000%
352005.50
4258.04
Agency Mortgage-Backed Securities
GNMA
2030-12-15
6.5000%
368672.26
3564.87
Agency Mortgage-Backed Securities
GNMA
2031-07-15
7.0000%
1525742.37
6449.23
Agency Mortgage-Backed Securities
GNMA
2033-08-20
5.5000%
163379.34
6948.90
Agency Mortgage-Backed Securities
GNMA
2029-08-15
7.0000%
141613.36
73730.93
Agency Mortgage-Backed Securities
GNMA
2033-05-15
3.5000%
574388.75
393722.93
Agency Mortgage-Backed Securities
GNMA
2028-03-15
2.5000%
141613.36
82164.02
Agency Mortgage-Backed Securities
GNMA
2024-06-15
5.0000%
488566.10
5282.12
Agency Mortgage-Backed Securities
GNMA
2024-08-15
5.0000%
623098.79
51673.71
Agency Mortgage-Backed Securities
GNMA
2026-10-15
3.0000%
4649370.61
875413.16
Agency Mortgage-Backed Securities
GNMA
2033-07-15
5.4500%
83790.36
11887.66
Agency Mortgage-Backed Securities
GNMA
2033-08-15
4.5000%
99129.35
7051.68
Agency Mortgage-Backed Securities
GNMA
2033-08-15
5.0000%
141613.36
5241.25
Agency Mortgage-Backed Securities
GNMA
2024-08-15
6.5000%
52423.28
9019.27
Agency Mortgage-Backed Securities
GNMA
2024-07-15
4.5000%
116122.96
8401.80
Agency Mortgage-Backed Securities
GNMA
2024-05-15
5.0000%
416566.47
19838.61
Agency Mortgage-Backed Securities
U.S. TREASURY
2049-05-15
2.8750%
319366.45
366727.15
U.S. Treasuries (including strips)
U.S. TREASURY
2049-08-15
2.2500%
132111.11
134510.37
U.S. Treasuries (including strips)
U.S. TREASURY
2023-06-30
2.6250%
3455.37
3612.74
U.S. Treasuries (including strips)
U.S. TREASURY
2029-07-15
0.2500%
10058202.36
10215810.20
U.S. Treasuries (including strips)
U.S. TREASURY
2020-01-15
1.3750%
7196309.59
8592599.26
U.S. Treasuries (including strips)
U.S. TREASURY
2020-08-15
2.6250%
532423.76
539942.19
U.S. Treasuries (including strips)
U.S. TREASURY
2023-06-30
1.3750%
10960.87
10930.89
U.S. Treasuries (including strips)
U.S. TREASURY
2023-07-31
1.2500%
1520346.90
1506432.77
U.S. Treasuries (including strips)
U.S. TREASURY
2023-07-15
0.3750%
500178.40
557611.03
U.S. Treasuries (including strips)
U.S. TREASURY
2023-07-31
2.7500%
27088696.13
28409869.25
U.S. Treasuries (including strips)
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0164
77000000.00
77000000.00
0.1030
N
Y
Y
N
N/A
HSBC SECURITIES (USA), INC.
REPO TRIPA MORTG 1.64 12/02/2019
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2043-03-01
4.0000%
14937241.48
7205644.79
Agency Mortgage-Backed Securities
FMAC
2044-05-01
4.5000%
424746.07
281359.56
Agency Mortgage-Backed Securities
FMAC
2048-12-01
4.5000%
25275901.54
18106839.51
Agency Mortgage-Backed Securities
FMAC
2047-11-01
4.0000%
2239844.12
1842940.57
Agency Mortgage-Backed Securities
FNMA
2049-09-01
4.5000%
21480417.54
22203690.58
Agency Mortgage-Backed Securities
FNMA
2049-11-01
3.5000%
27764423.08
28853633.60
Agency Mortgage-Backed Securities
FNMA
2035-07-01
4.5790%
555288.46
56625.24
Agency Mortgage-Backed Securities
Y
2019-12-02
2019-12-02
2019-12-02
N
N
N
0.0164
77000000.00
77000000.00
0.1030
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 01.6091 07/31/2020
912828Y53
US912828Y537
U.S. Treasury Debt
Y
2019-11-30
2020-07-31
2020-07-31
N
N
N
0.0161
7497721.95
7497721.95
0.0100
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 01.7051 04/30/2021
9128286Q8
US9128286Q86
U.S. Treasury Debt
Y
2019-11-30
2021-04-30
2021-04-30
N
N
N
0.0171
7494478.13
7494478.13
0.0100
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 01.7861 07/31/2021
9128287G9
US9128287G95
U.S. Treasury Debt
Y
2019-11-30
2021-07-31
2021-07-31
N
N
N
0.0179
7502338.65
7502338.65
0.0100
N
Y
Y
N
N/A
Putnam Money Market Fund
2019-12-05
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer