0000928816-20-000133.txt : 20200207
0000928816-20-000133.hdr.sgml : 20200207
20200207085639
ACCESSION NUMBER: 0000928816-20-000133
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200131
FILED AS OF DATE: 20200207
DATE AS OF CHANGE: 20200207
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: 20584950
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
C000017196
Class R Shares
PURXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000081248
XXXXXXXX
2020-01-31
0000081248
S000006251
4
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
28
72
283956292.42
284459337.35
259709941.40
264767898.45
259062174.54
296955223.18
291959633.18
287209540.80
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0.3838
0.3518
0.3595
0.3476
0.4013
0.3939
0.3890
0.3948
0.3955
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745604109.29
745505619.69
1129644.50
1948585.74
744698255.78
744705878.5400
1.0000
0.0179
1.0000
1.0001
1.0001
1.0001
1.0001
C000017192
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1.0000
1.0001
1.0001
1.0001
1.0001
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6884420.68
7265640.76
3643072.73
6794727.66
10170490.70
5366919.69
30931793.50
28955755.52
0.0132
N
C000017193
500.00
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2492012.0010
1.0000
1.0001
1.0001
1.0001
1.0001
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23723.44
100109.01
0.00
153175.15
4741.06
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57590.33
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104406.60
314586.88
0.0132
N
C000017194
500.00
13492886.15
13494013.8510
0.9999
1.0000
1.0000
1.0000
1.0000
44207.87
68936.84
150836.94
174258.92
44335.73
253077.59
152611.25
73857.42
3960266.29
155187.05
4330225.48
687357.67
0.0132
N
C000017196
500.00
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1.0000
1.0001
1.0001
1.0001
1.0001
25771.37
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51559.55
23098.58
2993.56
61093.48
2874.55
17051.97
21004.58
3613.41
93549.56
113915.13
0.0132
N
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 30601VBL4 DCP 02/20/2020
30601VBL4
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-02-20
2020-02-20
2020-02-20
N
Y
BANK OF MONTREAL
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0165
7493124.75
7493124.75
0.0101
N
N
N
N
N/A
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
7493469.00
7493469.00
0.0101
N
N
N
N
N/A
BARCLAYS BANK PLC CCP
BARCLAYS BANK PLC CCP 06742VCM1 DCP 04/15/2020
06742VCM1
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-04-15
2020-04-15
2020-04-15
N
Y
BARCLAYS BANK PLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0178
3487276.10
3487276.10
0.0047
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
7497710.25
7497710.25
0.0101
N
N
Y
N
N/A
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 57666ACJ9 DCP 03/18/2020
57666ACJ9
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-03-18
2020-03-18
2020-03-18
N
Y
BNP Paribas
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0191
7484284.50
7484284.50
0.0101
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
3748201.13
3748201.13
0.0050
N
N
N
N
N/A
CAFCO LLC
CAFCO LLC 1247P2E75 DCP 05/07/2020
1247P2E75
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-05-07
2020-05-07
2020-05-07
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0169
3733520.10
3733520.10
0.0050
N
N
N
N
N/A
CHARTA LLC
CHARTA LLC 16115VC49 DCP 03/04/2020
16115VC49
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-03-04
2020-03-04
2020-03-04
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0186
3744458.63
3744458.63
0.0050
N
N
N
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619TC69 DCP 03/06/2020
12619TC69
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-03-06
2020-03-06
2020-03-06
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0186
3743900.63
3743900.63
0.0050
N
N
N
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619TE59 DCP 05/05/2020
12619TE59
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-05-05
2020-05-05
2020-05-05
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0169
3732929.70
3732929.70
0.0050
N
N
N
N
N/A
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION 04821TED3 DCP 05/13/2020
04821TED3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-05-13
2020-05-13
2020-05-13
N
Y
CREDIT AGRICOLE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0180
7213554.25
7213554.25
0.0097
N
N
N
N
N/A
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 02088WC24 DCP 03/02/2020
02088WC24
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-03-02
2020-03-02
2020-03-02
N
Y
CREDIT AGRICOLE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0193
3744507.38
3744507.38
0.0050
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAP 01.9825 03/11/2020
19423EHT8
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-02-11
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
0.0198
11501714.70
11501714.70
0.0154
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAP 01.7954 07/28/2020
19424G2S0
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-04-28
2020-07-28
2020-07-28
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0180
11000000.00
11000000.00
0.0148
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
7742721.20
7742721.20
0.0104
N
N
N
N
N/A
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 01.9984 07/30/2020
07644DJH2
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
2020-04-30
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
0.0200
4501528.25
4501528.25
0.0060
N
N
N
N
N/A
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 01.9525 04/16/2020
07645RCG9
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
2020-02-16
2020-04-16
2020-04-16
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0195
4250342.17
4250342.17
0.0057
N
N
N
N
N/A
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983TC46 DCP 03/04/2020
67983TC46
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-03-04
2020-03-04
2020-03-04
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0184
7239420.08
7239420.08
0.0097
N
N
N
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88603HCA4 DCP 05/26/2020
88603HCA4
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-05-26
2020-05-26
2020-05-26
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0176
6964768.30
6964768.30
0.0094
N
N
N
N
N/A
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LBT0 DCP 02/27/2020
56274LBT0
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-02-27
2020-02-27
2020-02-27
N
Y
Sumitomo Mitsui Banking Corp
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0170
7241153.55
7241153.55
0.0097
N
N
N
N
N/A
BANK OF AMERICA NA
BK OF AMERICA NA - 02/24/2020 01.8925 02/24/2020
06053P3Q8
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-02-24
2020-02-24
2020-02-24
N
N
N
0.0189
7500080.33
7500080.33
0.0101
N
N
N
N
N/A
BANK OF AMERICA NA
BK OF AMERICA NA - 08/12/2020 01.9784 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
0.0198
10999990.10
10999990.10
0.0148
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 01.8036 02/13/2020
06053P3C9
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-02-13
2020-02-13
2020-02-13
N
N
N
0.0180
2000084.00
2000084.00
0.0027
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.8150 06/01/2020
06370RC56
US06370RC563
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-02-03
2020-06-01
2020-06-01
N
N
N
0.0182
7752097.23
7752097.23
0.0104
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.9643 08/07/2020
06370RX79
US06370RX791
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-02-07
2020-08-07
2020-08-07
N
N
N
0.0196
3502663.89
3502663.89
0.0047
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 01.7900 06/12/2020
13606B2E5
US13606B2E59
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-02-01
2020-06-12
2020-06-12
N
N
N
0.0174
4001111.24
4001111.24
0.0054
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 02.0000 10/09/2020
13606B5R3
US13606B5R36
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-02-01
2020-10-09
2020-10-09
N
N
N
0.0195
7759950.30
7759950.30
0.0104
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY USD 01.8644 02/06/2020
13606BY26
US13606BY262
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-02-06
2020-02-06
2020-02-06
N
N
N
0.0186
11000590.80
11000590.80
0.0148
N
N
Y
N
N/A
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK
CREDIT AGRICOLE CIB NY 02.0380 03/20/2020
22532XLT3
US22532XLT36
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-03-20
2020-03-20
2020-03-20
N
N
N
0.0204
7502045.33
7502045.33
0.0101
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
3750287.66
3750287.66
0.0050
N
N
Y
N
N/A
MIZUHO BANK LTD/NEW YORK NY
MIZUHO BANK LTD/NEW YORK NY 01.8700 05/05/2020
60710AHM7
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-05-05
2020-05-05
2020-05-05
N
N
N
0.0179
3751698.79
3751698.79
0.0050
N
N
N
N
N/A
MUFG BANK LTD/NEW YORK NY
MUFG BANK LTD/NY 01.8344 02/20/2020
55379WX92
US55379WX925
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-02-20
2020-02-20
2020-02-20
N
N
N
0.0183
7750782.05
7750782.05
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
2979143.92
2979143.92
0.0040
N
Y
Y
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 01.9144 06/05/2020
21684L4T6
US21684L4T64
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-02-05
2020-06-05
2020-06-05
N
N
N
0.0191
7753288.40
7753288.40
0.0104
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 01.8343 02/07/2020
21684L3M2
US21684L3M21
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
0.0183
4000219.64
4000219.64
0.0054
N
N
Y
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 01.8134 05/22/2020
78012UPP4
US78012UPP48
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-02-24
2020-05-22
2020-05-22
N
N
N
0.0181
7501773.08
7501773.08
0.0101
N
N
N
N
N/A
STATE STREET BANK AND TRUST CO
STATE STREET BANK & TR 01.9044 07/20/2020
8574P1MK9
US8574P1MK91
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-02-20
2020-07-20
2020-07-20
N
N
N
0.0190
7506027.08
7506027.08
0.0101
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANKING CORP/ 01.7500 05/19/2020
86565B5C1
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-05-19
2020-05-19
2020-05-19
N
N
N
0.0169
7251436.52
7251436.52
0.0097
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.7744 02/18/2020
86958J7E3
US86958J7E39
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-02-18
2020-02-18
2020-02-18
N
N
N
0.0177
3750246.79
3750246.79
0.0050
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.8544 03/05/2020
86958J7K9
US86958J7K98
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-02-05
2020-03-05
2020-03-05
N
N
N
0.0185
7025309.17
7025309.17
0.0094
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 01.8821 07/22/2020
89114M2W6
US89114M2W66
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-04-22
2020-07-22
2020-07-22
N
N
N
0.0188
7502424.83
7502424.83
0.0101
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+
2020-02-03
2020-04-01
2020-04-01
N
N
N
0.0176
7500372.83
7500372.83
0.0101
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
7501344.83
7501344.83
0.0101
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.9140 08/10/2020
95001KCC6
US95001KCC62
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-04-14
2020-08-10
2020-08-10
N
N
N
0.0191
3750966.04
3750966.04
0.0050
N
N
N
N
N/A
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP NY 01.9000 02/19/2020
96130ABX5
US96130ABX54
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-02-01
2020-02-19
2020-02-19
N
N
N
0.0185
7250340.10
7250340.10
0.0097
N
N
N
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
7489330.50
7489330.50
0.0101
N
N
N
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084BGM0 DCP 07/21/2020
00084BGM0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-07-21
2020-07-21
2020-07-21
N
N
N
0.0177
7189728.58
7189728.58
0.0097
N
N
N
N
N/A
BANK OF NOVA SCOTIA/THE
BANK OF NOVA SCOTIA/THE 02.0384 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
0.0204
11007539.50
11007539.50
0.0148
N
N
N
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
7466439.75
7466439.75
0.0100
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 01.9484 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
0.0195
7400603.17
7400603.17
0.0099
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 01.9239 10/08/2020
20272AQ66
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-04-08
2020-10-08
2020-10-08
N
N
N
0.0192
7250957.80
7250957.80
0.0097
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA 2332K0DW9 DCP 04/30/2020
2332K0DW9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2020-04-30
2020-04-30
2020-04-30
N
N
N
0.0166
7219912.50
7219912.50
0.0097
N
N
N
N
N/A
HSBC BANK PLC
HSBC BANK PLC - 02/07/2020 01.9784 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
0.0198
3191046.62
3191046.62
0.0043
N
N
Y
N
N/A
HSBC BANK PLC
HSBC BANK PLC - 02/28/2020 01.9784 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
0.0198
3776445.23
3776445.23
0.0051
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
2499454.75
2499454.75
0.0034
N
N
Y
N
N/A
HSBC USA INC
HSBC USA INC 40434PC20 DCP 03/02/2020
40434PC20
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
0.0166
2196781.40
2196781.40
0.0029
N
N
N
N
N/A
ING US FUNDING LLC
ING US FUNDING LLC 02.0025 04/02/2020
44988GBE7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-02-03
2020-04-02
2020-04-02
N
N
N
0.0200
7502077.58
7502077.58
0.0101
N
N
N
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
7467284.25
7467284.25
0.0100
N
N
N
N
N/A
LLOYDS BANK PLC
LLOYDS BANK PLC - 02/28/2020 01.8995 02/28/2020
53944TAD6
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
0.0190
2000311.02
2000311.02
0.0027
N
N
N
N
N/A
MUFG BANK LTD/NEW YORK NY
MUFG BANK LTD/NEW YORK NY 62479LD36 DCP 04/03/2020
62479LD36
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-04-03
2020-04-03
2020-04-03
N
N
N
0.0183
7229116.38
7229116.38
0.0097
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 01.9225 04/24/2020
63254GKT1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-02-24
2020-04-24
2020-04-24
N
N
N
0.0192
2500168.53
2500168.53
0.0034
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 01.9225 05/20/2020
63254GLD5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-02-20
2020-05-20
2020-05-20
N
N
N
0.0192
4000900.84
4000900.84
0.0054
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307LDM0 DCP 04/21/2020
63307LDM0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-04-21
2020-04-21
2020-04-21
N
N
N
0.0184
4981606.50
4981606.50
0.0067
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
3995218.80
3995218.80
0.0054
N
N
N
N
N/A
NORDEA BANK ABP
NORDEA BANK ABP 65558JGH4 DCP 07/17/2020
65558JGH4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-07-17
2020-07-17
2020-07-17
N
N
N
0.0174
7192821.43
7192821.43
0.0097
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
7743197.05
7743197.05
0.0104
N
N
N
N
N/A
NRW BANK
NRW BANK 62939LCC1 DCP 03/12/2020
62939LCC1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-03-12
2020-03-12
2020-03-12
N
N
N
0.0183
2495433.00
2495433.00
0.0034
N
N
N
N
N/A
NRW BANK
NRW BANK 62939LDL0 DCP 04/20/2020
62939LDL0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-04-20
2020-04-20
2020-04-20
N
N
N
0.0184
4981889.00
4981889.00
0.0067
N
N
N
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 02.0884 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
0.0209
3750596.29
3750596.29
0.0050
N
N
N
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 83369BDG8 DCP 04/16/2020
83369BDG8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-04-16
2020-04-16
2020-04-16
N
N
N
0.0175
3736502.25
3736502.25
0.0050
N
N
N
N
N/A
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 02.0184 12/02/2020
86960LAB6
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-03-02
2020-12-02
2020-12-02
N
N
N
0.0202
11006269.00
11006269.00
0.0148
N
N
N
N
N/A
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 89119ABC1 DCP 02/12/2020
89119ABC1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-02-12
2020-02-12
2020-02-12
N
N
N
0.0186
10994210.70
10994210.70
0.0148
N
N
N
N
N/A
UBS AG/LONDON
UBS AG/LONDON - 08/06/2020 02.1025 08/06/2020
90276JHY5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-02-06
2020-08-06
2020-08-06
N
N
N
0.0210
7502674.58
7502674.58
0.0101
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.8100 06/26/2020
9612C4F71
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-02-03
2020-06-26
2020-06-26
N
N
N
0.0181
3001188.93
3001188.93
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
7496791.50
7496791.50
0.0101
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
3749360.25
3749360.25
0.0050
N
N
Y
N
N/A
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M2EL6 DCP 05/20/2020
7443M2EL6
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-05-20
2020-05-20
2020-05-20
N
N
N
0.0167
3730944.79
3730944.79
0.0050
N
N
N
N
N/A
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 01.9625 03/02/2020
89233A4G1
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2020-02-03
2020-03-02
2020-03-02
N
N
N
0.0196
7751023.08
7751023.08
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
NR
2020-05-20
2020-05-20
2020-05-20
N
N
N
0.0182
11196133.80
11196133.80
0.0150
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
4708961.61
4708961.61
0.0063
N
N
N
N
N/A
BofA Securities, Inc.
REPO TRIPA MORTG 1.59 02/03/2020
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2042-12-01
3.0000%
10165038.08
4653256.77
Agency Mortgage-Backed Securities
FMAC
2043-04-01
3.0000%
8383132.31
4461394.87
Agency Mortgage-Backed Securities
FMAC
2048-02-01
3.5000%
5480173.35
4747797.63
Agency Mortgage-Backed Securities
FNMA
2041-02-01
4.5000%
17962615.59
4531119.15
Agency Mortgage-Backed Securities
FNMA
2041-06-01
4.5000%
47903613.21
4569800.38
Agency Mortgage-Backed Securities
FNMA
2043-04-01
3.0000%
7572570.79
4455759.63
Agency Mortgage-Backed Securities
FNMA
2056-06-01
3.5000%
5748433.59
4451419.51
Agency Mortgage-Backed Securities
FNMA
2026-02-01
3.3300%
4591465.52
4969917.06
Agency Mortgage-Backed Securities
FNMA
2024-04-01
3.0100%
5236823.00
5453807.27
Agency Mortgage-Backed Securities
FNMA
2049-03-01
2.8280%
5812247.14
4821910.50
Agency Mortgage-Backed Securities
FNMA
2044-04-01
4.3390%
6165115.88
5169212.47
Agency Mortgage-Backed Securities
FNMA
2042-07-01
4.5100%
5788761.53
4984762.17
Agency Mortgage-Backed Securities
FNMA
2042-01-01
3.1120%
5124379.80
4837305.61
Agency Mortgage-Backed Securities
FNMA
2049-02-01
5.0000%
6097575.05
4453871.19
Agency Mortgage-Backed Securities
FNMA
2049-06-01
4.5000%
626720.29
565637.42
Agency Mortgage-Backed Securities
FNMA
2034-12-01
3.0000%
4381084.16
4541022.93
Agency Mortgage-Backed Securities
FNMA
2048-04-01
3.5000%
4192874.69
4520658.73
Agency Mortgage-Backed Securities
FNMA
2043-04-01
3.0000%
6445885.48
3229566.73
Agency Mortgage-Backed Securities
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0159
77861000.00
77861000.00
0.1046
N
Y
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 1.59 02/03/2020
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2025-03-01
4.5000%
171985.20
4355.15
Agency Mortgage-Backed Securities
FMAC
2028-07-01
6.5000%
4657703.21
6884.98
Agency Mortgage-Backed Securities
FMAC
2028-05-01
5.5000%
343970.40
18036.26
Agency Mortgage-Backed Securities
FMAC
2024-08-01
5.5000%
524727.71
24382.30
Agency Mortgage-Backed Securities
FMAC
2026-10-01
5.0000%
137588.16
6563.18
Agency Mortgage-Backed Securities
FMAC
2028-07-01
5.5000%
239471.68
13187.00
Agency Mortgage-Backed Securities
FMAC
2022-09-01
6.5000%
756196.91
48860.79
Agency Mortgage-Backed Securities
FMAC
2027-01-01
7.5000%
470642.32
5694.20
Agency Mortgage-Backed Securities
FMAC
2027-06-01
7.5000%
174096.66
7159.87
Agency Mortgage-Backed Securities
FMAC
2025-04-01
4.5000%
267542.41
13575.45
Agency Mortgage-Backed Securities
FMAC
2026-05-01
7.5000%
2389463.83
4971.98
Agency Mortgage-Backed Securities
FMAC
2021-09-01
5.5000%
1067193.45
5309.84
Agency Mortgage-Backed Securities
FMAC
2021-10-01
5.5000%
2149815.01
9808.77
Agency Mortgage-Backed Securities
FMAC
2021-11-01
4.5000%
2346622.32
8709.98
Agency Mortgage-Backed Securities
FMAC
2041-10-01
5.0000%
17198.52
5361.21
Agency Mortgage-Backed Securities
FMAC
2023-06-01
5.0000%
2619534.11
41516.30
Agency Mortgage-Backed Securities
FMAC
2024-01-01
6.0000%
1958945.83
33731.30
Agency Mortgage-Backed Securities
FMAC
2024-09-01
4.5000%
1610441.90
42145.43
Agency Mortgage-Backed Securities
FMAC
2024-12-01
5.5000%
1399777.75
30164.98
Agency Mortgage-Backed Securities
FMAC
2029-07-01
2.5000%
49015.78
18232.56
Agency Mortgage-Backed Securities
FMAC
2026-07-01
4.5000%
429678.71
13970.16
Agency Mortgage-Backed Securities
FMAC
2026-10-01
3.5000%
163390.41
28935.01
Agency Mortgage-Backed Securities
FMAC
2024-12-01
5.5000%
89432.30
6523.38
Agency Mortgage-Backed Securities
FMAC
2028-07-01
3.0000%
108419.30
36106.60
Agency Mortgage-Backed Securities
FMAC
2028-08-01
3.0000%
18230.43
5245.93
Agency Mortgage-Backed Securities
FMAC
2023-04-01
5.0000%
872249.09
29890.14
Agency Mortgage-Backed Securities
FMAC
2026-07-01
4.5000%
2070443.84
244966.36
Agency Mortgage-Backed Securities
FMAC
2029-01-01
3.5000%
18574.40
7261.76
Agency Mortgage-Backed Securities
FMAC
2024-12-01
5.5000%
938003.16
75500.88
Agency Mortgage-Backed Securities
FMAC
2029-12-01
3.5000%
16338.59
6440.33
Agency Mortgage-Backed Securities
FMAC
2029-12-01
3.0000%
171985.20
66683.08
Agency Mortgage-Backed Securities
FMAC
2029-09-01
2.5000%
19772.45
7987.59
Agency Mortgage-Backed Securities
FMAC
2026-11-01
4.5000%
277732.54
72109.87
Agency Mortgage-Backed Securities
FMAC
2027-11-01
2.5000%
255398.02
103516.18
Agency Mortgage-Backed Securities
FMAC
2024-01-01
6.0000%
520850.82
93225.76
Agency Mortgage-Backed Securities
FMAC
2026-01-01
5.0000%
428616.53
150549.45
Agency Mortgage-Backed Securities
FMAC
2028-06-01
2.5000%
180584.46
141298.53
Agency Mortgage-Backed Securities
FMAC
2029-12-01
3.5000%
21928.29
16355.01
Agency Mortgage-Backed Securities
FMAC
2035-08-01
5.5000%
515955.60
22816.97
Agency Mortgage-Backed Securities
FMAC
2024-03-01
4.5000%
2519693.95
55235.35
Agency Mortgage-Backed Securities
FMAC
2028-09-01
2.5000%
255888.87
93811.20
Agency Mortgage-Backed Securities
FMAC
2029-06-01
2.5000%
172002.40
63169.76
Agency Mortgage-Backed Securities
FMAC
2029-10-01
3.0000%
177187.58
63943.97
Agency Mortgage-Backed Securities
FMAC
2029-10-01
2.5000%
94990.18
37632.32
Agency Mortgage-Backed Securities
FMAC
2029-12-01
3.0000%
72749.74
27344.85
Agency Mortgage-Backed Securities
FMAC
2025-10-01
6.0000%
201094.04
6346.25
Agency Mortgage-Backed Securities
FMAC
2025-12-01
6.0000%
171985.20
6125.03
Agency Mortgage-Backed Securities
FMAC
2026-09-01
6.0000%
261655.70
5060.14
Agency Mortgage-Backed Securities
FMAC
2028-03-01
5.5000%
372995.66
7758.36
Agency Mortgage-Backed Securities
FMAC
2028-05-01
5.0000%
10517161.09
175586.96
Agency Mortgage-Backed Securities
FMAC
2029-09-01
4.5000%
2288091.11
194537.99
Agency Mortgage-Backed Securities
FMAC
2023-05-01
4.5000%
2434545.11
49444.01
Agency Mortgage-Backed Securities
FMAC
2025-02-01
4.5000%
859926.00
82213.57
Agency Mortgage-Backed Securities
FMAC
2025-01-01
4.5000%
202942.54
8757.15
Agency Mortgage-Backed Securities
FMAC
2025-04-01
4.5000%
121817.29
5099.63
Agency Mortgage-Backed Securities
FMAC
2025-05-01
4.5000%
1729704.87
88339.38
Agency Mortgage-Backed Securities
FMAC
2025-11-01
3.5000%
59242.02
7126.11
Agency Mortgage-Backed Securities
FMAC
2026-01-01
3.5000%
99751.42
13833.72
Agency Mortgage-Backed Securities
FMAC
2026-06-01
4.0000%
85992.60
12164.95
Agency Mortgage-Backed Securities
FMAC
2021-08-01
4.0000%
247979.27
10151.79
Agency Mortgage-Backed Securities
FMAC
2026-08-01
3.5000%
388772.55
64359.79
Agency Mortgage-Backed Securities
FMAC
2027-01-01
3.5000%
37320.79
8487.97
Agency Mortgage-Backed Securities
FMAC
2028-09-01
6.0000%
1281977.69
12753.46
Agency Mortgage-Backed Securities
FMAC
2029-08-01
6.5000%
2694498.33
7053.67
Agency Mortgage-Backed Securities
FMAC
2026-08-01
3.5000%
2497267.42
237479.36
Agency Mortgage-Backed Securities
FMAC
2027-08-01
3.5000%
220781.70
44465.81
Agency Mortgage-Backed Securities
FMAC
2027-12-01
2.5000%
149627.12
47236.16
Agency Mortgage-Backed Securities
FMAC
2027-09-01
3.0000%
343970.40
90291.48
Agency Mortgage-Backed Securities
FMAC
2027-10-01
2.5000%
303992.27
105383.82
Agency Mortgage-Backed Securities
FMAC
2028-04-01
2.5000%
492893.07
147448.60
Agency Mortgage-Backed Securities
FMAC
2028-05-01
2.0000%
120389.64
41421.62
Agency Mortgage-Backed Securities
FMAC
2028-11-01
3.0000%
128988.90
44768.59
Agency Mortgage-Backed Securities
FMAC
2027-03-01
3.5000%
79113.19
26440.50
Agency Mortgage-Backed Securities
FHLB
2043-06-22
3.6250%
194343.28
242751.54
Agency Mortgage-Backed Securities
FMAC
2024-10-01
4.5000%
193099.14
51281.26
Agency Mortgage-Backed Securities
FMAC
2021-10-01
6.5000%
231093.59
4417.93
Agency Mortgage-Backed Securities
FMAC
2024-10-01
4.5000%
2468644.44
75024.49
Agency Mortgage-Backed Securities
FMAC
2028-08-01
2.0000%
40416.52
12189.50
Agency Mortgage-Backed Securities
FMAC
2029-02-01
3.5000%
106601.76
41923.45
Agency Mortgage-Backed Securities
FMAC
2026-02-01
4.5000%
741114.67
89362.35
Agency Mortgage-Backed Securities
FMAC
2026-04-01
4.5000%
311057.42
24772.76
Agency Mortgage-Backed Securities
FMAC
2027-05-01
3.0000%
120389.64
21438.22
Agency Mortgage-Backed Securities
FMAC
2029-07-01
3.0000%
179595.20
46759.56
Agency Mortgage-Backed Securities
FMAC
2029-10-01
3.0000%
174199.85
93555.66
Agency Mortgage-Backed Securities
FMAC
2029-10-01
3.0000%
179922.15
127742.45
Agency Mortgage-Backed Securities
FMAC
2028-12-01
4.0000%
201955.69
60728.21
Agency Mortgage-Backed Securities
FMAC
2029-05-01
3.0000%
181704.77
59902.20
Agency Mortgage-Backed Securities
FMAC
2029-05-01
3.0000%
202470.95
78473.03
Agency Mortgage-Backed Securities
FMAC
2029-06-01
4.0000%
175451.73
107559.15
Agency Mortgage-Backed Securities
FMAC
2029-08-01
5.0000%
343970.40
28500.29
Agency Mortgage-Backed Securities
FMAC
2027-11-01
2.5000%
257977.80
81592.23
Agency Mortgage-Backed Securities
FMAC
2028-01-01
2.5000%
343970.40
126051.64
Agency Mortgage-Backed Securities
FMAC
2029-08-01
2.0000%
103878.03
58633.55
Agency Mortgage-Backed Securities
FMAC
2027-05-01
5.5000%
86347.75
60727.39
Agency Mortgage-Backed Securities
FMAC
2021-05-01
5.0000%
1461608.49
5968.06
Agency Mortgage-Backed Securities
FMAC
2025-08-01
4.5000%
354289.51
28060.53
Agency Mortgage-Backed Securities
FMAC
2024-01-01
6.0000%
2960725.23
5637.23
Agency Mortgage-Backed Securities
FMAC
2026-09-01
4.5000%
218115.24
41016.90
Agency Mortgage-Backed Securities
FMAC
2028-06-01
5.5000%
859926.00
34640.38
Agency Mortgage-Backed Securities
FMAC
2026-08-01
6.0000%
739536.36
33186.26
Agency Mortgage-Backed Securities
FMAC
2028-05-01
6.0000%
185896.22
68431.45
Agency Mortgage-Backed Securities
FMAC
2028-07-01
3.0000%
27517.63
9032.58
Agency Mortgage-Backed Securities
FMAC
2049-12-01
3.5000%
645584.63
691380.08
Agency Mortgage-Backed Securities
FMAC
2048-11-01
4.0000%
259615.10
271540.85
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.5000%
3380960.58
3218484.10
Agency Mortgage-Backed Securities
FMAC
2049-08-01
4.0000%
11866.98
11032.00
Agency Mortgage-Backed Securities
FMAC
2049-10-01
3.0000%
1762887.35
1773485.13
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.5000%
2923748.41
2982890.99
Agency Mortgage-Backed Securities
FMAC
2024-04-01
5.0000%
89295.58
22979.70
Agency Mortgage-Backed Securities
FMAC
2028-04-01
3.0000%
679352.72
224632.70
Agency Mortgage-Backed Securities
FMAC
2029-01-01
6.0000%
19001.10
6464.21
Agency Mortgage-Backed Securities
FMAC
2028-10-01
3.0000%
226813.39
77252.14
Agency Mortgage-Backed Securities
FMAC
2029-03-01
3.0000%
324858.72
168778.67
Agency Mortgage-Backed Securities
FMAC
2029-03-01
3.0000%
202712.08
62641.55
Agency Mortgage-Backed Securities
FMAC
2029-02-01
3.0000%
185948.16
41670.80
Agency Mortgage-Backed Securities
FMAC
2029-03-01
3.0000%
250705.92
132603.67
Agency Mortgage-Backed Securities
FMAC
2029-03-01
3.0000%
197802.42
94233.57
Agency Mortgage-Backed Securities
FMAC
2029-04-01
3.0000%
193647.60
63963.76
Agency Mortgage-Backed Securities
FMAC
2029-04-01
3.0000%
334821.65
155806.97
Agency Mortgage-Backed Securities
FMAC
2029-06-01
3.0000%
316317.07
130664.97
Agency Mortgage-Backed Securities
FMAC
2029-06-01
3.0000%
209375.13
63141.22
Agency Mortgage-Backed Securities
FMAC
2029-05-01
3.0000%
454088.57
221521.56
Agency Mortgage-Backed Securities
FMAC
2029-05-01
3.0000%
257476.12
158245.30
Agency Mortgage-Backed Securities
FMAC
2029-05-01
3.0000%
227684.33
87683.44
Agency Mortgage-Backed Securities
FMAC
2029-06-01
3.0000%
257902.13
117126.10
Agency Mortgage-Backed Securities
FMAC
2029-07-01
3.0000%
376715.70
144101.38
Agency Mortgage-Backed Securities
FMAC
2029-09-01
3.0000%
253094.11
100811.21
Agency Mortgage-Backed Securities
FMAC
2049-08-01
4.0000%
231169.26
246426.75
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.0000%
332672.52
338935.13
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.5000%
333509.23
344398.99
Agency Mortgage-Backed Securities
FMAC
2022-08-01
6.5000%
1622842.89
8420.70
Agency Mortgage-Backed Securities
FMAC
2023-08-01
4.5000%
865518.62
13948.59
Agency Mortgage-Backed Securities
FMAC
2027-10-20
8.5000%
731128.01
11090.90
Agency Mortgage-Backed Securities
FMAC
2027-10-20
6.2000%
720059.38
20955.73
Agency Mortgage-Backed Securities
FMAC
2049-12-01
4.5000%
10104.47
11050.14
Agency Mortgage-Backed Securities
FMAC
2050-01-01
4.5000%
264569.31
292652.28
Agency Mortgage-Backed Securities
FMAC
2029-06-01
2.5000%
175895.11
105587.73
Agency Mortgage-Backed Securities
FMAC
2029-08-01
3.5000%
202229.66
198758.96
Agency Mortgage-Backed Securities
FMAC
2029-12-01
3.5000%
195928.81
205093.07
Agency Mortgage-Backed Securities
FMAC
2029-09-01
3.5000%
178237.38
182642.47
Agency Mortgage-Backed Securities
FMAC
2049-07-01
4.0000%
1440549.42
1432694.47
Agency Mortgage-Backed Securities
FMAC
2049-12-01
3.0000%
682062.69
695271.88
Agency Mortgage-Backed Securities
FNMA
2024-01-01
6.5000%
12640912.25
29113.86
Agency Mortgage-Backed Securities
FNMA
2028-09-01
3.6300%
1302618.32
1462973.24
Agency Mortgage-Backed Securities
FNMA
2028-12-01
6.0000%
1208020.95
7139.61
Agency Mortgage-Backed Securities
FNMA
2029-04-01
7.0000%
4092475.39
38349.36
Agency Mortgage-Backed Securities
FNMA
2022-06-01
6.5000%
2081020.93
7001.87
Agency Mortgage-Backed Securities
FNMA
2024-12-01
6.0000%
648848.39
26241.78
Agency Mortgage-Backed Securities
FNMA
2025-02-01
6.0000%
709983.63
27922.72
Agency Mortgage-Backed Securities
FNMA
2024-07-01
5.0000%
7746921.16
165192.30
Agency Mortgage-Backed Securities
FNMA
2024-07-01
5.5000%
3467176.76
77271.64
Agency Mortgage-Backed Securities
FNMA
2025-03-01
6.0000%
930832.75
32654.03
Agency Mortgage-Backed Securities
FNMA
2025-10-01
5.5000%
1075497.24
34129.25
Agency Mortgage-Backed Securities
FNMA
2026-08-01
7.0000%
496602.11
28846.59
Agency Mortgage-Backed Securities
FNMA
2028-09-01
6.0000%
756734.88
21400.56
Agency Mortgage-Backed Securities
FNMA
2027-09-01
6.0000%
2861128.26
70796.29
Agency Mortgage-Backed Securities
FNMA
2028-01-01
5.5000%
581921.73
13705.92
Agency Mortgage-Backed Securities
FNMA
2028-02-01
6.0000%
1244177.40
51424.02
Agency Mortgage-Backed Securities
FNMA
2027-12-01
7.0000%
1780502.07
93151.45
Agency Mortgage-Backed Securities
FNMA
2028-09-01
5.5000%
2712199.91
61428.29
Agency Mortgage-Backed Securities
FNMA
2028-12-01
6.0000%
1760818.19
43841.58
Agency Mortgage-Backed Securities
FNMA
2025-03-01
4.0000%
121815.23
7337.66
Agency Mortgage-Backed Securities
FNMA
2029-09-01
7.0000%
10029145.00
49624.03
Agency Mortgage-Backed Securities
FNMA
2026-12-01
6.2500%
258788.02
11746.63
Agency Mortgage-Backed Securities
FNMA
2028-08-01
4.1900%
284807.49
301848.70
Agency Mortgage-Backed Securities
FNMA
2028-10-01
6.0000%
1790909.58
92895.48
Agency Mortgage-Backed Securities
FNMA
2020-12-01
3.4900%
266577.06
221750.36
Agency Mortgage-Backed Securities
FNMA
2029-01-01
6.0000%
658704.87
7847.50
Agency Mortgage-Backed Securities
FNMA
2025-12-01
4.0000%
624857.49
37451.22
Agency Mortgage-Backed Securities
FNMA
2026-01-01
4.0000%
738147.07
112507.47
Agency Mortgage-Backed Securities
FNMA
2026-04-01
4.5000%
606101.30
114690.76
Agency Mortgage-Backed Securities
FNMA
2026-10-01
3.0000%
285495.43
27357.33
Agency Mortgage-Backed Securities
FNMA
2026-10-01
3.5000%
859926.00
143126.65
Agency Mortgage-Backed Securities
FNMA
2026-10-01
3.5000%
947122.50
114035.06
Agency Mortgage-Backed Securities
FNMA
2026-11-01
3.5000%
249378.54
42313.25
Agency Mortgage-Backed Securities
FNMA
2027-11-01
3.5000%
120389.64
26197.27
Agency Mortgage-Backed Securities
FNMA
2025-09-01
5.0000%
385313.58
6430.13
Agency Mortgage-Backed Securities
FNMA
2029-12-01
3.5000%
343970.40
154913.42
Agency Mortgage-Backed Securities
FNMA
2027-03-01
5.0000%
894323.04
97515.69
Agency Mortgage-Backed Securities
FNMA
2026-06-01
5.0000%
1719852.01
192337.62
Agency Mortgage-Backed Securities
FNMA
2024-08-01
6.0000%
773933.40
141098.74
Agency Mortgage-Backed Securities
FNMA
2025-09-01
5.0000%
859926.00
89461.44
Agency Mortgage-Backed Securities
FNMA
2028-02-01
6.5000%
134209.51
46745.03
Agency Mortgage-Backed Securities
FNMA
2025-07-01
2.5000%
266577.06
89964.41
Agency Mortgage-Backed Securities
FNMA
2027-07-01
3.5000%
15223.10
5614.31
Agency Mortgage-Backed Securities
FNMA
2028-08-01
3.3200%
36791.59
37884.27
Agency Mortgage-Backed Securities
FNMA
2029-03-01
3.2500%
11262.45
12405.67
Agency Mortgage-Backed Securities
FNMA
2027-07-01
3.0400%
2866133.37
3092596.12
Agency Mortgage-Backed Securities
FNMA
2027-08-01
2.9000%
6646414.35
7120726.84
Agency Mortgage-Backed Securities
FNMA
2029-12-01
3.0800%
171985.20
187509.90
Agency Mortgage-Backed Securities
FNMA
2027-06-01
3.5000%
171985.20
33658.85
Agency Mortgage-Backed Securities
FNMA
2027-08-01
3.0000%
328779.12
90093.34
Agency Mortgage-Backed Securities
FNMA
2027-11-01
3.0000%
657670.38
219849.02
Agency Mortgage-Backed Securities
FNMA
2027-10-01
3.0000%
618175.18
190039.36
Agency Mortgage-Backed Securities
FNMA
2027-08-01
2.5000%
51595.56
19171.47
Agency Mortgage-Backed Securities
FNMA
2027-08-01
3.0000%
23561.97
6480.38
Agency Mortgage-Backed Securities
FNMA
2027-09-01
3.0000%
431321.17
133948.10
Agency Mortgage-Backed Securities
FNMA
2027-10-01
3.0000%
486573.82
115120.66
Agency Mortgage-Backed Securities
FNMA
2027-11-01
2.5000%
262913.95
59351.34
Agency Mortgage-Backed Securities
FNMA
2027-12-01
2.5000%
470984.91
87597.85
Agency Mortgage-Backed Securities
FNMA
2028-09-01
4.0000%
177055.84
69914.18
Agency Mortgage-Backed Securities
FNMA
2028-11-01
4.0000%
183374.23
97937.20
Agency Mortgage-Backed Securities
FNMA
2028-11-01
3.0000%
71889.81
25508.87
Agency Mortgage-Backed Securities
FNMA
2028-12-01
3.0000%
221578.85
89190.86
Agency Mortgage-Backed Securities
FNMA
2029-05-01
3.0000%
559786.55
243584.93
Agency Mortgage-Backed Securities
FNMA
2029-06-01
3.0000%
271119.53
139138.91
Agency Mortgage-Backed Securities
FNMA
2029-09-01
3.0000%
561846.59
246642.54
Agency Mortgage-Backed Securities
FNMA
2028-04-01
3.0000%
336707.47
89637.64
Agency Mortgage-Backed Securities
FNMA
2028-05-01
3.0000%
880512.63
200883.11
Agency Mortgage-Backed Securities
FNMA
2028-05-01
3.0000%
226378.27
95201.53
Agency Mortgage-Backed Securities
FNMA
2028-05-01
2.5000%
113510.23
39763.54
Agency Mortgage-Backed Securities
FNMA
2028-07-01
2.0000%
237683.55
82006.63
Agency Mortgage-Backed Securities
FNMA
2028-08-01
3.0000%
185744.02
64059.20
Agency Mortgage-Backed Securities
FNMA
2028-09-01
3.0000%
204635.90
83288.92
Agency Mortgage-Backed Securities
FNMA
2028-09-01
3.0000%
274367.99
106916.84
Agency Mortgage-Backed Securities
FNMA
2028-12-01
3.0000%
174821.58
72875.31
Agency Mortgage-Backed Securities
FNMA
2028-10-01
3.5000%
219993.15
61327.81
Agency Mortgage-Backed Securities
FNMA
2028-11-01
3.5000%
214981.50
49787.56
Agency Mortgage-Backed Securities
FNMA
2029-02-01
3.5000%
321506.90
99054.47
Agency Mortgage-Backed Securities
FNMA
2029-07-01
3.0000%
182425.39
79803.04
Agency Mortgage-Backed Securities
FNMA
2027-01-01
3.5000%
107662.74
26079.82
Agency Mortgage-Backed Securities
FNMA
2029-08-01
3.0000%
578003.91
246777.20
Agency Mortgage-Backed Securities
FNMA
2029-06-01
3.5000%
175522.76
100783.58
Agency Mortgage-Backed Securities
FNMA
2029-07-01
3.5000%
329670.18
124481.73
Agency Mortgage-Backed Securities
FNMA
2029-07-01
3.5000%
178701.05
83827.78
Agency Mortgage-Backed Securities
FNMA
2029-05-01
3.5000%
165358.78
35511.56
Agency Mortgage-Backed Securities
FNMA
2029-10-01
3.0000%
244111.32
100744.58
Agency Mortgage-Backed Securities
FNMA
2029-11-01
3.0000%
182898.01
66444.20
Agency Mortgage-Backed Securities
FNMA
2029-11-01
3.5000%
70422.09
23275.47
Agency Mortgage-Backed Securities
FNMA
2024-02-01
5.5000%
515955.60
11213.95
Agency Mortgage-Backed Securities
FNMA
2029-08-01
3.0000%
16229.56
7545.90
Agency Mortgage-Backed Securities
FNMA
2046-06-01
4.0000%
1166749.32
576831.71
Agency Mortgage-Backed Securities
FNMA
2028-10-01
3.6900%
1590476.83
1793397.81
Agency Mortgage-Backed Securities
FNMA
2028-10-01
3.7900%
557232.05
628287.98
Agency Mortgage-Backed Securities
FNMA
2029-07-01
3.1300%
687680.07
752926.01
Agency Mortgage-Backed Securities
FNMA
2029-08-01
3.0900%
171985.20
183075.84
Agency Mortgage-Backed Securities
FNMA
2029-12-01
2.5000%
38994.20
23331.19
Agency Mortgage-Backed Securities
FNMA
2023-08-01
4.5000%
3272229.13
28666.79
Agency Mortgage-Backed Securities
FNMA
2024-02-01
4.5000%
715179.30
55972.61
Agency Mortgage-Backed Securities
FNMA
2026-09-01
5.0000%
477345.27
35397.20
Agency Mortgage-Backed Securities
FNMA
2030-04-01
2.5000%
6994346.94
4466459.72
Agency Mortgage-Backed Securities
FNMA
2031-02-01
3.5000%
6861472.21
4020834.09
Agency Mortgage-Backed Securities
FNMA
2028-03-01
3.5000%
74915.72
42044.18
Agency Mortgage-Backed Securities
FNMA
2029-09-01
6.0000%
132576.51
104779.10
Agency Mortgage-Backed Securities
FNMA
2029-09-01
6.0000%
96243.61
82565.88
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.5000%
32057.01
33027.18
Agency Mortgage-Backed Securities
FNMA
2049-03-01
5.0000%
195806.01
107610.38
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.5000%
495822.50
506017.47
Agency Mortgage-Backed Securities
FNMA
2049-08-01
4.0000%
157054.48
160489.14
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.5000%
1130313.22
1164895.03
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.5000%
1543222.86
1533031.07
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.5000%
1730827.41
1672883.97
Agency Mortgage-Backed Securities
FNMA
2049-12-01
3.5000%
282235.28
296981.38
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.0000%
7380.23
4940.98
Agency Mortgage-Backed Securities
FNMA
2049-07-01
6.0000%
26150.01
28079.88
Agency Mortgage-Backed Securities
FNMA
2049-12-01
3.0000%
1844391.48
1896579.92
Agency Mortgage-Backed Securities
FNMA
2026-09-01
5.0000%
155702.33
101107.30
Agency Mortgage-Backed Securities
FNMA
2028-09-01
2.5000%
214981.50
201636.70
Agency Mortgage-Backed Securities
FNMA
2023-03-01
5.0000%
781341.84
8793.86
Agency Mortgage-Backed Securities
FNMA
2027-11-01
7.0000%
1140986.63
44791.83
Agency Mortgage-Backed Securities
FNMA
2020-12-01
4.0000%
7862917.78
19387.24
Agency Mortgage-Backed Securities
FNMA
2023-03-01
6.0000%
1227974.33
10173.32
Agency Mortgage-Backed Securities
FNMA
2023-02-01
6.0000%
7473100.94
97993.80
Agency Mortgage-Backed Securities
FNMA
2026-06-01
5.0000%
207758.47
8963.84
Agency Mortgage-Backed Securities
FNMA
2028-06-01
2.5000%
171985.20
59414.05
Agency Mortgage-Backed Securities
FNMA
2022-01-01
5.5000%
4741803.97
9110.10
Agency Mortgage-Backed Securities
FNMA
2023-03-01
5.5000%
1669573.85
18919.35
Agency Mortgage-Backed Securities
FNMA
2023-06-01
5.0000%
773933.40
24550.28
Agency Mortgage-Backed Securities
FNMA
2023-12-01
5.0000%
411928.98
7557.01
Agency Mortgage-Backed Securities
FNMA
2027-03-01
6.5000%
171985.20
10565.79
Agency Mortgage-Backed Securities
FNMA
2024-04-01
4.5000%
464979.70
5660.09
Agency Mortgage-Backed Securities
FNMA
2024-03-01
5.0000%
1162619.96
56627.15
Agency Mortgage-Backed Securities
FNMA
2026-11-01
3.5000%
409252.20
64004.08
Agency Mortgage-Backed Securities
FNMA
2027-11-01
2.5000%
328534.73
96272.74
Agency Mortgage-Backed Securities
FNMA
2028-01-01
2.5000%
309573.36
92750.03
Agency Mortgage-Backed Securities
FNMA
2028-07-01
2.5000%
171985.20
63279.83
Agency Mortgage-Backed Securities
FNMA
2024-09-01
4.5000%
108757.25
5847.97
Agency Mortgage-Backed Securities
FNMA
2029-08-01
5.0000%
265817.23
27389.41
Agency Mortgage-Backed Securities
FNMA
2028-09-01
3.0000%
392126.26
167273.48
Agency Mortgage-Backed Securities
FNMA
2029-06-01
3.0000%
455040.34
157639.92
Agency Mortgage-Backed Securities
FNMA
2028-04-01
3.0000%
128988.90
89888.53
Agency Mortgage-Backed Securities
FNMA
2028-08-01
3.5000%
103191.12
72761.02
Agency Mortgage-Backed Securities
FNMA
2048-08-01
4.0000%
106170.08
74552.89
Agency Mortgage-Backed Securities
FNMA
2029-05-01
2.5000%
179694.78
152339.78
Agency Mortgage-Backed Securities
FNMA
2029-06-01
2.5000%
139977.89
112928.29
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.0000%
60194.82
58831.55
Agency Mortgage-Backed Securities
FNMA
2029-09-01
2.5000%
119108.87
110126.73
Agency Mortgage-Backed Securities
FNMA
2029-08-01
3.5000%
64781.49
63325.94
Agency Mortgage-Backed Securities
FNMA
2029-11-01
3.5000%
57271.07
55137.96
Agency Mortgage-Backed Securities
FNMA
2039-01-01
2.5000%
592410.59
602144.42
Agency Mortgage-Backed Securities
FNMA
2023-06-01
6.0000%
222203.68
56383.08
Agency Mortgage-Backed Securities
FNMA
2025-06-01
5.0000%
5329055.18
144674.69
Agency Mortgage-Backed Securities
FNMA
2024-03-01
6.0000%
7088588.47
233411.11
Agency Mortgage-Backed Securities
FNMA
2025-08-01
3.5000%
1243245.07
160513.61
Agency Mortgage-Backed Securities
FNMA
2025-09-01
4.0000%
195723.29
48042.10
Agency Mortgage-Backed Securities
GNMA
2043-01-15
3.5000%
156320.44
50393.36
Agency Mortgage-Backed Securities
GNMA
2050-01-20
3.5000%
6924230.81
7202144.82
Agency Mortgage-Backed Securities
GNMA
2060-01-15
3.4500%
255015.18
270416.36
Agency Mortgage-Backed Securities
GNMA
2060-01-15
3.4900%
681297.36
723741.77
Agency Mortgage-Backed Securities
GNMA
2060-01-15
3.3800%
152283.61
160969.98
Agency Mortgage-Backed Securities
GNMA
2059-12-15
3.8500%
109216.62
116216.58
Agency Mortgage-Backed Securities
GNMA
2051-11-15
4.7000%
10971.62
12093.32
Agency Mortgage-Backed Securities
GNMA
2061-06-15
4.0900%
118661.53
130658.54
Agency Mortgage-Backed Securities
GNMA
2069-01-20
4.4350%
347717.62
412663.78
Agency Mortgage-Backed Securities
GNMA
2054-12-15
3.0700%
765764.11
811914.14
Agency Mortgage-Backed Securities
GNMA
2050-01-20
3.5000%
136544.55
141217.17
Agency Mortgage-Backed Securities
GNMA
2050-01-20
4.0000%
4210.54
4378.60
Agency Mortgage-Backed Securities
GNMA
2043-03-15
4.0000%
603761.61
584762.38
Agency Mortgage-Backed Securities
U.S. TREASURY
2043-11-15
3.7500%
4708524.83
6287023.37
U.S. Treasuries (including strips)
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0159
77862000.00
77862000.00
0.1046
N
Y
Y
N
N/A
HSBC SECURITIES (USA), INC.
REPO TRIPA MORTG 1.59 02/03/2020
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2048-11-01
4.0000%
13725994.11
11570453.00
Agency Mortgage-Backed Securities
FNMA
2048-11-01
4.0000%
2270555.43
2157788.38
Agency Mortgage-Backed Securities
FNMA
2034-09-01
3.0000%
2437475.39
2473186.06
Agency Mortgage-Backed Securities
FNMA
2048-08-01
4.5000%
22791605.15
16383676.41
Agency Mortgage-Backed Securities
FNMA
2034-05-01
4.0000%
8750233.70
8508073.20
Agency Mortgage-Backed Securities
FNMA
2034-09-01
3.5000%
7460945.88
7558766.24
Agency Mortgage-Backed Securities
FNMA
2034-09-01
4.0000%
4959817.49
5171925.92
Agency Mortgage-Backed Securities
FNMA
2034-09-01
4.0000%
2260637.84
2332103.67
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.0000%
21385469.80
21583315.42
Agency Mortgage-Backed Securities
FNMA
2039-07-01
6.5000%
2555791.97
807790.38
Agency Mortgage-Backed Securities
FNMA
2041-01-01
5.0000%
2059890.36
547950.35
Agency Mortgage-Backed Securities
FNMA
2041-01-01
5.0000%
1125774.88
334734.12
Agency Mortgage-Backed Securities
Y
2020-02-03
2020-02-03
2020-02-03
N
N
N
0.0159
77862000.00
77862000.00
0.1046
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 01.5789 07/31/2020
912828Y53
US912828Y537
U.S. Treasury Debt
Y
2020-02-01
2020-07-31
2020-07-31
N
N
N
0.0158
7498996.80
7498996.80
0.0101
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 01.6749 04/30/2021
9128286Q8
US9128286Q86
U.S. Treasury Debt
Y
2020-02-01
2021-04-30
2021-04-30
N
N
N
0.0167
7503162.08
7503162.08
0.0101
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 01.7559 07/31/2021
9128287G9
US9128287G95
U.S. Treasury Debt
Y
2020-02-01
2021-07-31
2021-07-31
N
N
N
0.0176
7511169.83
7511169.83
0.0101
N
Y
Y
N
N/A
Putnam Money Market Fund
2020-02-06
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer