0000928816-20-000274.txt : 20200305
0000928816-20-000274.hdr.sgml : 20200305
20200305145556
ACCESSION NUMBER: 0000928816-20-000274
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200229
FILED AS OF DATE: 20200305
DATE AS OF CHANGE: 20200305
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: 20690501
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
2020-02-29
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
35
75
276158096.85
235446927.41
265757688.37
290955371.70
292906799.82
299593807.71
289781353.87
312727724.40
0.3705
0.3187
0.3570
0.3754
0.3930
0.4055
0.3893
0.4035
11549.13
768020065.31
767831762.49
808918.15
1660515.21
766991714.56
766997428.1300
1.0000
0.0174
1.0001
1.0001
1.0001
1.0002
C000017192
500.00
745354350.83
745358825.5080
1.0001
1.0001
1.0001
1.0002
5773212.82
5732185.55
7596961.39
10950376.81
9362318.18
3216727.15
33423541.88
5852332.72
56156034.27
25751622.23
0.0128
N
C000017193
500.00
2471448.15
2471462.6290
1.0001
1.0001
1.0001
1.0002
9356.37
46893.24
29207.21
58515.76
3517.08
54112.95
217890.43
65446.26
259971.09
224968.21
0.0128
N
C000017194
500.00
13165294.99
13166388.3070
1.0001
1.0000
1.0000
1.0002
130703.02
245287.62
194213.24
3485033.15
6490.07
346716.32
3638463.42
544705.15
3969869.75
4621742.24
0.0128
N
C000017196
500.00
6000620.59
6000751.6840
1.0001
1.0001
1.0001
1.0002
89351.08
4699.51
3247.79
6955.90
4097.78
3050.11
240390.84
274631.93
337087.49
289337.45
0.0128
N
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TEM1 DCP 05/21/2020
53127TEM1
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-05-21
2020-05-21
2020-05-21
N
Y
BANK OF NOVA SCOTIA/THE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0164
10960589.20
10960589.20
0.0143
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
3492592.95
3492592.95
0.0046
N
N
N
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
7493646.75
7493646.75
0.0098
N
N
N
N
N/A
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 57666ACL4 DCP 03/20/2020
57666ACL4
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-03-20
2020-03-20
2020-03-20
N
Y
BNP Paribas
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0165
7492991.25
7492991.25
0.0098
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
3739233.00
3739233.00
0.0049
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
3749141.25
3749141.25
0.0049
N
N
Y
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
3748832.63
3748832.63
0.0049
N
N
Y
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
3738833.25
3738833.25
0.0049
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
7225682.05
7225682.05
0.0094
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
3749476.13
3749476.13
0.0049
N
Y
Y
N
N/A
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R0CG0 DCP 03/16/2020
7588R0CG0
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-03-16
2020-03-16
2020-03-16
N
Y
HSBC Bank PLC
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0165
10991392.50
10991392.50
0.0143
N
N
N
N
N/A
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TF38 DCP 06/03/2020
15963TF38
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-06-03
2020-06-03
2020-06-03
N
Y
JP Morgan Chase Bank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0166
7155876.29
7155876.29
0.0093
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAP 01.7353 03/11/2020
19423EHT8
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-03-11
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
11501171.90
11501171.90
0.0150
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAP 01.4628 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
11000870.20
11000870.20
0.0143
N
N
N
N
N/A
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157TH30 DCP 08/03/2020
59157TH30
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-08-03
2020-08-03
2020-08-03
N
Y
Metlife Life Insurance Co
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0164
7451330.25
7451330.25
0.0097
N
N
N
N
N/A
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 01.5528 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
4502018.30
4502018.30
0.0059
N
N
N
N
N/A
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 01.7053 04/16/2020
07645RCG9
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
2020-03-17
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
4251101.64
4251101.64
0.0055
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
7248373.10
7248373.10
0.0095
N
N
Y
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
6973974.00
6973974.00
0.0091
N
N
N
N
N/A
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LDP6 DCP 04/23/2020
56274LDP6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-04-23
2020-04-23
2020-04-23
N
Y
Sumitomo Mitsui Banking Corp
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0160
7481895.75
7481895.75
0.0098
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+
2020-05-12
2020-08-12
2020-08-12
N
N
N
0.0198
11002419.00
11002419.00
0.0143
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.7411 06/01/2020
06370RC56
US06370RC563
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-03-02
2020-06-01
2020-06-01
N
N
N
0.0174
7753196.18
7753196.18
0.0101
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.9196 08/07/2020
06370RX79
US06370RX791
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-03-09
2020-08-07
2020-08-07
N
N
N
0.0192
3503099.99
3503099.99
0.0046
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL/CHICAGO IL 01.6300 05/06/2020
06367BFY0
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-05-06
2020-05-06
2020-05-06
N
N
N
0.0163
3751324.91
3751324.91
0.0049
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+
2020-02-29
2020-06-12
2020-06-12
N
N
N
0.0179
4001161.24
4001161.24
0.0052
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 01.9800 10/09/2020
13606B5R3
US13606B5R36
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-02-29
2020-10-09
2020-10-09
N
N
N
0.0198
7763406.03
7763406.03
0.0101
N
N
N
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
7500772.58
7500772.58
0.0098
N
N
N
N
N/A
CREDIT SUISSE AG/NEW YORK NY
CREDIT SUISSE AG/NEW YORK NY 02.0200 06/18/2020
22549LA47
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-06-18
2020-06-18
2020-06-18
N
N
N
0.0166
3506710.24
3506710.24
0.0046
N
N
N
N
N/A
DNB BANK ASA/NEW YORK
DNB BANK ASA/NY USD 01.7810 02/05/2021
23341VD32
US23341VD324
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
2020-05-05
2021-02-05
2021-02-05
N
N
N
0.0178
11000992.30
11000992.30
0.0143
N
N
N
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
3752628.04
3752628.04
0.0049
N
N
N
N
N/A
NORDEA BANK ABP/NEW YORK NY
NORDEA BANK AB NEW YORK USD 02.3466 03/27/2020
65590AUC8
US65590AUC88
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-03-27
2020-03-27
2020-03-27
N
N
N
0.0235
6502112.57
6502112.57
0.0085
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 01.8478 06/05/2020
21684L4T6
US21684L4T64
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-03-05
2020-06-05
2020-06-05
N
N
N
0.0185
7753355.83
7753355.83
0.0101
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 01.7889 05/22/2020
78012UPP4
US78012UPP48
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-03-23
2020-05-22
2020-05-22
N
N
N
0.0179
7502874.83
7502874.83
0.0098
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAV ENSKILDA BK NY USD 01.8528 03/13/2020
83050PEF2
US83050PEF27
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-03-13
2020-03-13
2020-03-13
N
N
N
0.0185
7000749.77
7000749.77
0.0091
N
N
N
N
N/A
STATE STREET BANK AND TRUST CO
STATE STREET BANK & TR 01.8970 07/20/2020
8574P1MK9
US8574P1MK91
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-03-20
2020-07-20
2020-07-20
N
N
N
0.0190
7508334.83
7508334.83
0.0098
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
7254144.17
7254144.17
0.0095
N
N
N
N
N/A
SUMITOMO MITSUI TRUST BANK LIMITED/ NEW YORK
SUMITOMO MITSUI TRUST NY 01.6968 06/19/2020
86564F6N8
US86564F6N82
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2020-03-19
2020-06-19
2020-06-19
N
N
N
0.0170
7250599.65
7250599.65
0.0095
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.7878 03/05/2020
86958J7K9
US86958J7K98
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-03-05
2020-03-05
2020-03-05
N
N
N
0.0179
7025243.84
7025243.84
0.0092
N
N
Y
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
7502889.83
7502889.83
0.0098
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+
2020-03-02
2020-04-01
2020-04-01
N
N
N
0.0176
7500903.08
7500903.08
0.0098
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.7738 06/12/2020
95001KBA1
US95001KBA16
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-05-14
2020-06-12
2020-06-12
N
N
N
0.0177
7502099.33
7502099.33
0.0098
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
3751316.29
3751316.29
0.0049
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
7498990.50
7498990.50
0.0098
N
Y
Y
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
7206790.00
7206790.00
0.0094
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 01.5653 08/28/2020
05253MNB6
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-03-30
2020-08-28
2020-08-28
N
N
N
0.0165
7499977.50
7499977.50
0.0098
N
N
N
N
N/A
BANK OF NOVA SCOTIA/THE
BANK OF NOVA SCOTIA/THE 01.5928 11/09/2020
06417LNS2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-05-11
2020-11-09
2020-11-09
N
N
N
0.0204
11009052.00
11009052.00
0.0144
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
7478650.50
7478650.50
0.0098
N
N
N
N
N/A
BPCE SA
BPCE SA 05571BGH0 DCP 07/17/2020
05571BGH0
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
0.0171
7210528.10
7210528.10
0.0094
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 01.5128 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
7251716.15
7251716.15
0.0095
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
7232182.40
7232182.40
0.0094
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA 2332K0EB4 DCP 05/11/2020
2332K0EB4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2020-05-11
2020-05-11
2020-05-11
N
N
N
0.0164
3489971.80
3489971.80
0.0046
N
N
N
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
2199703.88
2199703.88
0.0029
N
Y
Y
N
N/A
ING US FUNDING LLC
ING US FUNDING LLC 01.7553 04/02/2020
44988GBE7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-03-02
2020-04-02
2020-04-02
N
N
N
0.0200
7501884.08
7501884.08
0.0098
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
7479048.75
7479048.75
0.0098
N
N
N
N
N/A
MITSUBISHI UFJ TRUST & BANKING CORP/SINGAPORE
MITSUBISHI UFJ TRUST & BANKIN 60682YEM2 DCP 05/21/2020
60682YEM2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-05-21
2020-05-21
2020-05-21
N
N
N
0.0166
7225679.15
7225679.15
0.0094
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
7239285.95
7239285.95
0.0094
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 01.6753 04/24/2020
63254GKT1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-03-24
2020-04-24
2020-04-24
N
N
N
0.0192
2500038.28
2500038.28
0.0033
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 01.6753 05/20/2020
63254GLD5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-03-20
2020-05-20
2020-05-20
N
N
N
0.0192
4001062.44
4001062.44
0.0052
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
4988848.00
4988848.00
0.0065
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307LF30 DCP 06/03/2020
63307LF30
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-06-03
2020-06-03
2020-06-03
N
N
N
0.0166
7221657.58
7221657.58
0.0094
N
N
N
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E0CR2 DCP 03/25/2020
6385E0CR2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-03-25
2020-03-25
2020-03-25
N
N
N
0.0161
3495998.45
3495998.45
0.0046
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
7208553.93
7208553.93
0.0094
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
2498573.50
2498573.50
0.0033
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
4989000.50
4989000.50
0.0065
N
N
N
N
N/A
NRW BANK
NRW BANK 62939LEU9 DCP 05/28/2020
62939LEU9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-05-28
2020-05-28
2020-05-28
N
N
N
0.0158
7472812.50
7472812.50
0.0097
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
3742549.88
3742549.88
0.0049
N
N
N
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 83369BFN1 DCP 06/22/2020
83369BFN1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-06-22
2020-06-22
2020-06-22
N
N
N
0.0160
3484570.95
3484570.95
0.0045
N
N
N
N
N/A
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 01.5728 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
11005750.90
11005750.90
0.0143
N
N
N
N
N/A
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 89119AHD3 DCP 08/13/2020
89119AHD3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-08-13
2020-08-13
2020-08-13
N
N
N
0.0165
3975822.00
3975822.00
0.0052
N
N
N
N
N/A
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 89119AET1 DCP 05/27/2020
89119AET1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-05-27
2020-05-27
2020-05-27
N
N
N
0.0163
7224691.70
7224691.70
0.0094
N
N
N
N
N/A
UBS AG/LONDON
UBS AG/LONDON - 08/06/2020 01.8553 08/06/2020
90276JHY5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-03-06
2020-08-06
2020-08-06
N
N
N
0.0210
7503666.83
7503666.83
0.0098
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.8400 06/26/2020
9612C4F71
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-03-02
2020-06-26
2020-06-26
N
N
N
0.0181
3002097.93
3002097.93
0.0039
N
N
N
N
N/A
CHEVRON CORP
CHEVRON CORP 16677JGM2 DCP 07/21/2020
16677JGM2
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2020-07-21
2020-07-21
2020-07-21
N
N
N
0.0158
7459500.00
7459500.00
0.0097
N
N
N
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
3737349.75
3737349.75
0.0049
N
N
N
N
N/A
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 01.7153 03/02/2020
89233A4G1
NA
Non-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
0.0196
7750175.23
7750175.23
0.0101
N
Y
Y
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
11211255.00
11211255.00
0.0146
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP USD 01.9718 05/15/2020
961214DY6
US961214DY69
Other Instrument
Corporate bonds and notes
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-05-15
2020-05-15
2020-05-15
N
N
N
0.0197
4707681.85
4707681.85
0.0061
N
N
N
N
N/A
BofA Securities, Inc.
REPO TRIPA MORTG 1.61 03/02/2020
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2049-01-01
4.5000%
1399321.19
791715.70
Agency Mortgage-Backed Securities
FMAC
2037-10-01
4.1310%
11578137.18
857009.33
Agency Mortgage-Backed Securities
FMAC
2037-04-01
4.1010%
2591698.25
900959.26
Agency Mortgage-Backed Securities
FMAC
2042-06-01
4.6580%
12137599.86
853941.72
Agency Mortgage-Backed Securities
FMAC
2043-09-01
3.2040%
3043592.09
866896.14
Agency Mortgage-Backed Securities
FMAC
2028-07-01
2.5000%
2833264.48
952857.62
Agency Mortgage-Backed Securities
FMAC
2041-03-01
4.5000%
2931545.50
792917.34
Agency Mortgage-Backed Securities
FMAC
2048-08-01
4.5000%
1119046.62
975170.57
Agency Mortgage-Backed Securities
FMAC
2047-12-01
2.8850%
1657987.91
883763.12
Agency Mortgage-Backed Securities
FMAC
2047-05-01
4.0000%
1393267.16
889041.92
Agency Mortgage-Backed Securities
FMAC
2047-04-01
4.0000%
1424694.32
889793.49
Agency Mortgage-Backed Securities
FMAC
2033-07-01
3.5000%
1231971.70
848964.59
Agency Mortgage-Backed Securities
FMAC
2046-12-01
3.0000%
923736.12
854041.37
Agency Mortgage-Backed Securities
FMAC
2049-07-01
3.5000%
1166862.05
1035696.96
Agency Mortgage-Backed Securities
FMAC
2049-08-01
5.0000%
1005711.07
876304.49
Agency Mortgage-Backed Securities
FMAC
2050-02-01
5.0000%
817732.90
885152.52
Agency Mortgage-Backed Securities
FMAC
2029-07-01
2.5000%
2368554.15
813889.10
Agency Mortgage-Backed Securities
FMAC
2049-03-01
3.5000%
1089970.49
870017.86
Agency Mortgage-Backed Securities
FMAC
2047-10-01
4.5000%
931139.51
792230.00
Agency Mortgage-Backed Securities
FMAC
2047-10-01
4.0000%
1088597.67
850149.61
Agency Mortgage-Backed Securities
FMAC
2049-10-01
5.0000%
800692.10
880819.22
Agency Mortgage-Backed Securities
FMAC
2050-02-01
3.5000%
917521.03
967555.22
Agency Mortgage-Backed Securities
FMAC
2035-01-01
3.5000%
810473.52
854412.08
Agency Mortgage-Backed Securities
FMAC
2049-12-01
3.0000%
790262.65
803632.32
Agency Mortgage-Backed Securities
FMAC
2049-11-01
5.0000%
935111.81
1037522.69
Agency Mortgage-Backed Securities
FNMA
2041-06-01
4.5000%
16579879.07
933910.99
Agency Mortgage-Backed Securities
FNMA
2042-05-01
4.0000%
1681673.45
1014411.26
Agency Mortgage-Backed Securities
FNMA
2042-04-01
2.9090%
2608095.51
1040111.16
Agency Mortgage-Backed Securities
FNMA
2035-09-01
4.0560%
6006536.33
794003.25
Agency Mortgage-Backed Securities
FNMA
2037-05-01
4.0560%
4036602.73
947202.23
Agency Mortgage-Backed Securities
FNMA
2043-04-01
4.4080%
11842770.77
850130.09
Agency Mortgage-Backed Securities
FNMA
2036-09-01
4.1140%
2640439.77
1032033.79
Agency Mortgage-Backed Securities
FNMA
2026-10-01
3.3200%
876365.04
903593.14
Agency Mortgage-Backed Securities
FNMA
2025-09-01
2.9900%
899340.01
960911.08
Agency Mortgage-Backed Securities
FNMA
2028-01-01
3.0800%
894129.19
971181.67
Agency Mortgage-Backed Securities
FNMA
2027-12-01
2.9600%
753946.32
813498.27
Agency Mortgage-Backed Securities
FNMA
2030-08-01
3.7500%
883707.55
1025053.48
Agency Mortgage-Backed Securities
FNMA
2027-11-01
3.0000%
374548.71
119833.04
Agency Mortgage-Backed Securities
FNMA
2027-09-01
3.0000%
3105838.64
888841.34
Agency Mortgage-Backed Securities
FNMA
2043-02-01
3.0000%
1752730.07
978033.12
Agency Mortgage-Backed Securities
FNMA
2028-02-01
2.5000%
2415925.24
797800.07
Agency Mortgage-Backed Securities
FNMA
2044-05-01
4.0000%
1800101.16
880417.19
Agency Mortgage-Backed Securities
FNMA
2045-06-01
3.5000%
1774647.02
921779.16
Agency Mortgage-Backed Securities
FNMA
2047-06-01
4.5000%
1169118.33
962138.87
Agency Mortgage-Backed Securities
FNMA
2043-10-01
4.0000%
2368554.15
1014481.40
Agency Mortgage-Backed Securities
FNMA
2044-07-01
5.0000%
2183676.90
929324.85
Agency Mortgage-Backed Securities
FNMA
2045-06-01
3.5000%
1705358.99
995424.86
Agency Mortgage-Backed Securities
FNMA
2045-08-01
4.0000%
2652780.65
1019636.71
Agency Mortgage-Backed Securities
FNMA
2045-12-01
3.5000%
1379257.17
914629.48
Agency Mortgage-Backed Securities
FNMA
2046-01-01
3.5000%
1538066.59
1021316.13
Agency Mortgage-Backed Securities
FNMA
2046-03-01
3.5000%
1081492.48
985281.30
Agency Mortgage-Backed Securities
FNMA
2046-05-01
3.5000%
1391860.95
939536.74
Agency Mortgage-Backed Securities
FNMA
2046-04-01
3.5000%
1347962.64
747729.02
Agency Mortgage-Backed Securities
FNMA
2046-06-01
3.5000%
1605624.39
806578.89
Agency Mortgage-Backed Securities
FNMA
2046-04-01
3.5000%
1562623.76
991198.16
Agency Mortgage-Backed Securities
FNMA
2046-04-01
3.5000%
849342.44
829380.85
Agency Mortgage-Backed Securities
FNMA
2046-06-01
2.5710%
2420146.47
923906.25
Agency Mortgage-Backed Securities
FNMA
2046-04-01
3.5000%
1116016.77
929000.17
Agency Mortgage-Backed Securities
FNMA
2046-12-01
3.0000%
1260523.20
1018491.26
Agency Mortgage-Backed Securities
FNMA
2046-05-01
3.5000%
1279019.24
1030808.58
Agency Mortgage-Backed Securities
FNMA
2046-11-01
3.5000%
1404043.61
989758.81
Agency Mortgage-Backed Securities
FNMA
2047-02-01
3.5000%
1571312.09
922798.12
Agency Mortgage-Backed Securities
FNMA
2037-05-01
4.0000%
949385.67
842645.89
Agency Mortgage-Backed Securities
FNMA
2056-06-01
3.5000%
1408691.42
985521.82
Agency Mortgage-Backed Securities
FNMA
2057-01-01
3.5000%
1244949.25
946910.68
Agency Mortgage-Backed Securities
FNMA
2037-04-01
4.0000%
1160219.20
946493.90
Agency Mortgage-Backed Securities
FNMA
2047-10-01
3.5000%
1089534.91
900700.20
Agency Mortgage-Backed Securities
FNMA
2047-12-01
3.5000%
1267045.25
931443.53
Agency Mortgage-Backed Securities
FNMA
2047-12-01
4.0000%
1412486.56
1024662.65
Agency Mortgage-Backed Securities
FNMA
2050-01-01
3.5000%
786220.47
843805.62
Agency Mortgage-Backed Securities
FNMA
2050-02-01
4.0000%
929762.67
997740.41
Agency Mortgage-Backed Securities
FNMA
2031-01-01
3.8700%
772622.36
879124.33
Agency Mortgage-Backed Securities
FNMA
2050-01-01
3.0000%
1016139.34
1042911.90
Agency Mortgage-Backed Securities
FNMA
2049-06-01
5.5000%
801215.31
865394.04
Agency Mortgage-Backed Securities
FNMA
2049-11-01
3.5000%
804019.68
836820.85
Agency Mortgage-Backed Securities
FNMA
2049-11-01
3.5000%
836773.47
893134.74
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.0000%
785316.16
815344.29
Agency Mortgage-Backed Securities
FNMA
2050-01-01
3.5000%
927312.87
999272.93
Agency Mortgage-Backed Securities
FNMA
2050-02-01
2.9030%
947430.19
981515.17
Agency Mortgage-Backed Securities
FNMA
2035-02-01
3.5000%
809681.24
860911.39
Agency Mortgage-Backed Securities
FNMA
2037-09-01
4.0000%
937635.03
825641.95
Agency Mortgage-Backed Securities
FNMA
2049-06-01
4.0000%
877798.72
901894.23
Agency Mortgage-Backed Securities
FNMA
2034-12-01
3.5000%
805308.41
826611.02
Agency Mortgage-Backed Securities
FNMA
2036-01-01
4.3850%
9795482.09
932384.22
Agency Mortgage-Backed Securities
FNMA
2039-03-01
5.0000%
4832657.68
799583.74
Agency Mortgage-Backed Securities
FNMA
2039-05-01
4.5000%
8526794.95
1001380.69
Agency Mortgage-Backed Securities
FNMA
2040-04-01
5.0000%
8289939.54
1018722.44
Agency Mortgage-Backed Securities
FNMA
2039-06-01
5.0000%
4370129.74
923809.14
Agency Mortgage-Backed Securities
FNMA
2042-07-01
4.5000%
1527676.93
817002.47
Agency Mortgage-Backed Securities
FNMA
2038-07-01
4.0000%
1185983.38
916990.07
Agency Mortgage-Backed Securities
FNMA
2049-12-01
3.5000%
819224.85
840420.39
Agency Mortgage-Backed Securities
FNMA
2035-02-01
2.0000%
973008.20
981715.65
Agency Mortgage-Backed Securities
FNMA
2038-04-01
4.0570%
11842770.77
819270.67
Agency Mortgage-Backed Securities
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0161
82420000.00
82420000.00
0.1075
N
Y
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 1.61 03/02/2020
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2049-08-01
4.5000%
9257172.39
9507189.68
Agency Mortgage-Backed Securities
FMAC
2049-08-01
4.0000%
324217.78
346273.03
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.5000%
578881.50
543788.04
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.0000%
172069.62
169754.67
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.0000%
67149.12
65094.23
Agency Mortgage-Backed Securities
FMAC
2049-08-01
4.0000%
3989.83
4283.78
Agency Mortgage-Backed Securities
FMAC
2049-09-01
4.5000%
305722.57
274081.56
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.0000%
206777.33
209826.65
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.0000%
64604.51
63935.12
Agency Mortgage-Backed Securities
FMAC
2049-08-01
5.0000%
603917.71
559704.68
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.0000%
58587.61
58294.47
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.5000%
2489394.72
2518683.40
Agency Mortgage-Backed Securities
FMAC
2049-09-01
2.5000%
294156.30
297035.99
Agency Mortgage-Backed Securities
FMAC
2049-08-01
5.0000%
197600.06
213889.88
Agency Mortgage-Backed Securities
FMAC
2049-09-01
5.5000%
216377.80
226533.27
Agency Mortgage-Backed Securities
FMAC
2049-09-01
3.5000%
267735.97
285124.19
Agency Mortgage-Backed Securities
FMAC
2049-09-01
3.5000%
578914.74
613331.64
Agency Mortgage-Backed Securities
FMAC
2049-09-01
3.5000%
850322.76
879456.50
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.5000%
325534.58
336623.32
Agency Mortgage-Backed Securities
FMAC
2049-08-01
4.0000%
279349.92
300852.72
Agency Mortgage-Backed Securities
FMAC
2049-09-01
4.0000%
168412.68
177423.36
Agency Mortgage-Backed Securities
FMAC
2049-09-01
4.0000%
191659.04
201479.90
Agency Mortgage-Backed Securities
FMAC
2049-08-01
5.0000%
183318.78
201605.18
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.5000%
69578.74
71767.24
Agency Mortgage-Backed Securities
FMAC
2049-08-01
4.0000%
76288.96
79815.30
Agency Mortgage-Backed Securities
FMAC
2049-08-01
4.5000%
29259.89
31117.11
Agency Mortgage-Backed Securities
FMAC
2049-09-01
4.0000%
435026.76
451453.08
Agency Mortgage-Backed Securities
FMAC
2049-09-01
2.5000%
516250.84
519446.76
Agency Mortgage-Backed Securities
FMAC
2049-09-01
3.5000%
2466050.83
2575075.78
Agency Mortgage-Backed Securities
FMAC
2049-09-01
5.0000%
172679.17
188999.23
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.5000%
140089.35
147200.25
Agency Mortgage-Backed Securities
FMAC
2049-09-01
3.5000%
208863.15
220134.98
Agency Mortgage-Backed Securities
FMAC
2049-09-01
3.5000%
184652.36
196281.56
Agency Mortgage-Backed Securities
FMAC
2049-09-01
3.5000%
790407.61
833982.53
Agency Mortgage-Backed Securities
FMAC
2049-09-01
3.0000%
310758.08
317185.68
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.0000%
320404.89
327056.54
Agency Mortgage-Backed Securities
FMAC
2049-09-01
5.0000%
179826.69
169222.11
Agency Mortgage-Backed Securities
FMAC
2049-09-01
3.5000%
50411.20
52068.86
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.5000%
252227.55
261438.45
Agency Mortgage-Backed Securities
FMAC
2049-09-01
3.0000%
53047.81
53811.20
Agency Mortgage-Backed Securities
FMAC
2049-09-01
4.5000%
8389425.28
8391452.16
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.5000%
309471.00
320112.84
Agency Mortgage-Backed Securities
FNMA
2049-08-01
5.0000%
219734.76
240544.52
Agency Mortgage-Backed Securities
FNMA
2049-08-01
4.5000%
288201.01
237487.57
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.0000%
269163.06
274045.96
Agency Mortgage-Backed Securities
FNMA
2049-09-01
5.0000%
194313.27
90041.33
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.0000%
774120.59
794965.58
Agency Mortgage-Backed Securities
FNMA
2049-09-01
2.5000%
293157.96
294915.01
Agency Mortgage-Backed Securities
FNMA
2049-08-01
5.0000%
429354.67
464331.37
Agency Mortgage-Backed Securities
FNMA
2049-09-01
4.5000%
345066.58
370928.31
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.5000%
1114556.06
1153571.43
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.0000%
599700.58
613819.24
Agency Mortgage-Backed Securities
FNMA
2049-08-01
4.0000%
271282.45
269867.97
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.5000%
7890510.49
8020283.78
Agency Mortgage-Backed Securities
FNMA
2049-09-01
4.5000%
175579.17
189321.96
Agency Mortgage-Backed Securities
FNMA
2049-08-01
4.5000%
125904.60
129113.68
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.5000%
96526.86
93474.52
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.5000%
107438.59
102493.40
Agency Mortgage-Backed Securities
FNMA
2049-08-01
5.0000%
8305.00
9296.01
Agency Mortgage-Backed Securities
FNMA
2049-08-01
4.0000%
185080.77
198907.57
Agency Mortgage-Backed Securities
FNMA
2049-09-01
4.0000%
171924.08
166620.26
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.5000%
315637.64
327069.28
Agency Mortgage-Backed Securities
FNMA
2049-09-01
4.5000%
856548.32
913831.91
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.0000%
158813.38
161366.99
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.5000%
251658.46
259860.04
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.0000%
212089.16
212973.30
Agency Mortgage-Backed Securities
FNMA
2049-09-01
2.5000%
134795.48
135964.73
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.0000%
33574.56
31669.67
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.0000%
42807.57
42379.64
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.0000%
117510.96
115248.33
Agency Mortgage-Backed Securities
FNMA
2049-08-01
4.5000%
234387.03
251760.58
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.5000%
3823725.32
4020193.91
Agency Mortgage-Backed Securities
FNMA
2049-09-01
4.5000%
364115.44
354536.35
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.5000%
600361.33
633769.79
Agency Mortgage-Backed Securities
FNMA
2049-09-01
4.5000%
275313.75
300565.33
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.5000%
1058972.37
1119637.24
Agency Mortgage-Backed Securities
FNMA
2049-08-01
4.0000%
304481.99
328191.45
Agency Mortgage-Backed Securities
FNMA
2049-08-01
5.5000%
197844.82
222906.85
Agency Mortgage-Backed Securities
FNMA
2049-08-01
5.5000%
173667.94
194373.48
Agency Mortgage-Backed Securities
FNMA
2049-09-01
4.0000%
171813.62
181039.55
Agency Mortgage-Backed Securities
FNMA
2049-09-01
4.0000%
260569.48
283573.94
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.0000%
79739.58
80036.10
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.5000%
242258.08
258549.23
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.5000%
599556.38
638474.43
Agency Mortgage-Backed Securities
FNMA
2049-09-01
5.0000%
11701.91
13108.75
Agency Mortgage-Backed Securities
FNMA
2049-09-01
4.5000%
104755.32
112780.43
Agency Mortgage-Backed Securities
FNMA
2049-09-01
5.0000%
408870.50
452196.72
Agency Mortgage-Backed Securities
FNMA
2049-08-01
4.0000%
6560469.20
6885831.21
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.5000%
33574.56
33203.38
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.5000%
109650.49
115252.06
Agency Mortgage-Backed Securities
FNMA
2049-08-01
4.5000%
13765.57
13362.34
Agency Mortgage-Backed Securities
FNMA
2049-08-01
4.0000%
622995.45
641310.76
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.0000%
201447.37
201168.46
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.5000%
4064723.69
4283281.66
Agency Mortgage-Backed Securities
FNMA
2049-09-01
2.5000%
201071.67
203900.09
Agency Mortgage-Backed Securities
FNMA
2049-09-01
4.0000%
49783.52
53697.44
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.5000%
887861.80
869944.94
Agency Mortgage-Backed Securities
FNMA
2049-08-01
4.0000%
1536538.44
1651483.72
Agency Mortgage-Backed Securities
FNMA
2049-08-01
5.0000%
111299.67
99681.56
Agency Mortgage-Backed Securities
FNMA
2049-08-01
3.0000%
230155.29
222230.32
Agency Mortgage-Backed Securities
FNMA
2049-09-01
4.0000%
282980.33
267541.45
Agency Mortgage-Backed Securities
FNMA
2049-09-01
5.0000%
380604.58
377330.28
Agency Mortgage-Backed Securities
FNMA
2049-09-01
2.5000%
9281576.40
9192059.48
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.5000%
43646.93
42408.31
Agency Mortgage-Backed Securities
FNMA
2049-09-01
4.5000%
264487.30
253141.82
Agency Mortgage-Backed Securities
FNMA
2049-09-01
5.5000%
39029.08
38576.35
Agency Mortgage-Backed Securities
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0161
82419000.00
82419000.00
0.1075
N
Y
Y
N
N/A
HSBC SECURITIES (USA), INC.
REPO TRIPA MORTG 1.6 03/02/2020
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2050-02-01
4.0000%
155500.80
166113.27
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.0000%
19554906.10
16505906.83
Agency Mortgage-Backed Securities
FNMA
2048-08-01
4.0000%
1406065.58
1423404.68
Agency Mortgage-Backed Securities
FNMA
2048-08-01
4.5000%
21367563.65
14917164.99
Agency Mortgage-Backed Securities
FNMA
2049-11-01
2.5000%
30698422.00
31091834.02
Agency Mortgage-Backed Securities
FNMA
2041-01-01
5.0000%
2167129.19
581958.55
Agency Mortgage-Backed Securities
FNMA
2041-01-01
5.0000%
1184384.79
354406.56
Agency Mortgage-Backed Securities
FNMA
2049-12-01
4.0000%
18355973.02
19037800.32
Agency Mortgage-Backed Securities
Y
2020-03-02
2020-03-02
2020-03-02
N
N
N
0.0160
82419000.00
82419000.00
0.1075
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 01.5537 07/31/2020
912828Y53
US912828Y537
U.S. Treasury Debt
Y
2020-02-29
2020-07-31
2020-07-31
N
N
N
0.0155
7500160.28
7500160.28
0.0098
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 01.6497 04/30/2021
9128286Q8
US9128286Q86
U.S. Treasury Debt
Y
2020-02-29
2021-04-30
2021-04-30
N
N
N
0.0165
7502507.85
7502507.85
0.0098
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 01.7307 07/31/2021
9128287G9
US9128287G95
U.S. Treasury Debt
Y
2020-02-29
2021-07-31
2021-07-31
N
N
N
0.0173
7514922.30
7514922.30
0.0098
N
Y
Y
N
N/A
Putnam Money Market Fund
2020-03-05
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer