0000928816-20-000413.txt : 20200406
0000928816-20-000413.hdr.sgml : 20200406
20200406154042
ACCESSION NUMBER: 0000928816-20-000413
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200406
DATE AS OF CHANGE: 20200406
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: 20776942
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
2020-03-31
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
25
62
277663602.40
308258792.61
350505080.00
356165598.02
298663395.90
330756745.94
370503807.02
388413690.24
0.3548
0.3812
0.4052
0.3970
0.3817
0.4090
0.4283
0.4329
0.00
886561818.11
886957154.57
844145.71
1649176.04
886152124.24
886167002.2700
1.0000
0.0097
1.0005
0.9999
0.9993
0.9993
C000017192
500.00
851866839.74
851880220.2230
1.0005
0.9999
0.9993
0.9993
16218477.17
9049187.30
49870367.34
18952369.36
70024678.38
22009835.34
33766737.88
22650686.50
169880260.77
72662078.50
0.0052
N
C000017193
500.00
3802165.48
3802209.5720
1.0005
0.9999
0.9993
0.9993
104304.54
78260.90
486622.23
93505.58
424650.70
56383.52
544860.01
65682.85
1560437.48
293832.85
0.0052
N
C000017194
500.00
23909734.39
23910985.0330
1.0004
0.9999
0.9992
0.9993
1666952.99
363371.33
4210041.03
313774.67
3877576.18
380804.58
2313723.50
558735.62
12068293.70
1616686.20
0.0052
N
C000017196
500.00
6573384.63
6573587.4440
1.0005
0.9999
0.9993
0.9993
301033.56
576041.85
617842.23
41430.48
294649.72
50741.63
332743.06
70905.44
1546268.57
739119.40
0.0052
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
10975907.80
10975907.80
0.0124
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
3497768.75
3497768.75
0.0039
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
3745286.25
3745286.25
0.0042
N
N
N
N
N/A
CHARTA LLC
CHARTA LLC 16115VDF3 DCP 04/15/2020
16115VDF3
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
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0115
6995566.90
6995566.90
0.0079
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
3744494.63
3744494.63
0.0042
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
7236923.90
7236923.90
0.0082
N
N
N
N
N/A
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 02088WE63 DCP 05/06/2020
02088WE63
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-05-06
2020-05-06
2020-05-06
N
Y
CREDIT AGRICOLE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0140
7738065.00
7738065.00
0.0087
N
N
N
N
N/A
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 02088WES5 DCP 05/26/2020
02088WES5
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-05-26
2020-05-26
2020-05-26
N
Y
CREDIT AGRICOLE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0276
6483468.55
6483468.55
0.0073
N
N
N
N
N/A
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R0D87 DCP 04/08/2020
7588R0D87
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-04-08
2020-04-08
2020-04-08
N
Y
HSBC Bank PLC
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0240
10997174.10
10997174.10
0.0124
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
7166147.24
7166147.24
0.0081
N
N
N
N
N/A
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TEE5 DCP 05/14/2020
15963TEE5
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-05-14
2020-05-14
2020-05-14
N
Y
JP Morgan Chase Bank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0251
9982156.00
9982156.00
0.0113
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
0.0146
10980596.00
10980596.00
0.0124
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
7460676.75
7460676.75
0.0084
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
0.0155
4492512.45
4492512.45
0.0051
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+
2020-04-16
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
0.0171
4250446.29
4250446.29
0.0048
N
N
N
N
N/A
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983TDL7 DCP 04/20/2020
67983TDL7
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-04-20
2020-04-20
2020-04-20
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0230
4496319.90
4496319.90
0.0051
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
6983438.00
6983438.00
0.0079
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
7492726.50
7492726.50
0.0085
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
10975110.30
10975110.30
0.0124
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 01.8011 05/01/2020
06053P4M6
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-04-01
2020-05-01
2020-05-01
N
N
N
0.0180
12004496.50
12004496.50
0.0135
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.1445 06/01/2020
06370RC56
US06370RC563
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-04-01
2020-06-01
2020-06-01
N
N
N
0.0114
7751441.58
7751441.58
0.0087
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.2551 08/07/2020
06370RX79
US06370RX791
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-04-07
2020-08-07
2020-08-07
N
N
N
0.0126
3497943.05
3497943.05
0.0039
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
3751749.79
3751749.79
0.0042
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 00.2900 03/04/2021
06367BHL6
US06367BHL62
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-04-01
2021-03-04
2021-03-04
N
N
N
0.0029
7699927.25
7699927.25
0.0087
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.2200 06/12/2020
13606B2E5
US13606B2E59
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-04-01
2020-06-12
2020-06-12
N
N
N
0.0022
3995543.20
3995543.20
0.0045
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.4900 10/09/2020
13606B5R3
US13606B5R36
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-04-01
2020-10-09
2020-10-09
N
N
N
0.0050
7707926.80
7707926.80
0.0087
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
3505688.24
3505688.24
0.0040
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
10921361.00
10921361.00
0.0123
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
3753023.66
3753023.66
0.0042
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 01.5568 06/05/2020
21684L4T6
US21684L4T64
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-04-06
2020-06-05
2020-06-05
N
N
N
0.0156
7740232.68
7740232.68
0.0087
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 01.0836 05/22/2020
78012UPP4
US78012UPP48
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-04-22
2020-05-22
2020-05-22
N
N
N
0.0108
7500023.25
7500023.25
0.0085
N
N
N
N
N/A
STATE STREET BANK AND TRUST CO
STATE STREET BANK & TR 01.0229 07/20/2020
8574P1MK9
US8574P1MK91
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-04-20
2020-07-20
2020-07-20
N
N
N
0.0102
7505484.08
7505484.08
0.0085
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
7255672.47
7255672.47
0.0082
N
N
N
N
N/A
SUMITOMO MITSUI TRUST BANK LIMITED/ NEW YORK
SUMITOMO MITSUI TRUST NY 00.8000 06/19/2020
86564F6N8
US86564F6N82
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2020-04-20
2020-06-19
2020-06-19
N
N
N
0.0080
7244887.30
7244887.30
0.0082
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
7489275.75
7489275.75
0.0085
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+
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0176
7500242.33
7500242.33
0.0085
N
Y
Y
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
7493664.75
7493664.75
0.0085
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
3743059.13
3743059.13
0.0042
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
7215963.43
7215963.43
0.0081
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+
2020-04-28
2020-08-28
2020-08-28
N
N
N
0.0157
7490909.25
7490909.25
0.0085
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253ADL1 DCP 04/20/2020
05253ADL1
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
0.0215
3598718.04
3598718.04
0.0041
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
0.0159
10955564.40
10955564.40
0.0124
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
7492050.00
7492050.00
0.0085
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
7227684.50
7227684.50
0.0082
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
0.0151
7225846.63
7225846.63
0.0082
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
7245106.25
7245106.25
0.0082
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
3496771.25
3496771.25
0.0039
N
N
N
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
2020-04-02
2020-04-02
2020-04-02
N
N
N
0.0176
7500534.83
7500534.83
0.0085
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
7491126.00
7491126.00
0.0085
N
N
N
N
N/A
LLOYDS BANK PLC
LLOYDS BANK PLC 53943REF2 DCP 05/15/2020
53943REF2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-05-15
2020-05-15
2020-05-15
N
N
N
0.0105
7488281.25
7488281.25
0.0085
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
7237572.05
7237572.05
0.0082
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
7249984.05
7249984.05
0.0082
N
N
Y
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+
2020-04-24
2020-04-24
2020-04-24
N
N
N
0.0168
2500602.03
2500602.03
0.0028
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+
2020-04-20
2020-05-20
2020-05-20
N
N
N
0.0168
3999920.80
3999920.80
0.0045
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 01.8185 05/15/2020
63254GLB9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-04-15
2020-05-15
2020-05-15
N
N
N
0.0182
5000297.55
5000297.55
0.0056
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
4996587.50
4996587.50
0.0056
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
7233153.90
7233153.90
0.0082
N
N
N
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E0G98 DCP 07/09/2020
6385E0G98
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-07-09
2020-07-09
2020-07-09
N
N
N
0.0100
3735135.38
3735135.38
0.0042
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
7223030.00
7223030.00
0.0082
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
4997778.00
4997778.00
0.0056
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
7488726.00
7488726.00
0.0085
N
N
N
N
N/A
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 01.9000 03/04/2021
78014XFK8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-06-04
2021-03-04
2021-03-04
N
N
N
0.0190
7394621.25
7394621.25
0.0083
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050TF14 DCP 06/01/2020
83050TF14
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-06-01
2020-06-01
2020-06-01
N
N
N
0.0181
3992305.20
3992305.20
0.0045
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
3749178.38
3749178.38
0.0042
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
3490736.20
3490736.20
0.0039
N
N
N
N
N/A
SUMITOMO MITSUI TRUST BANK LIMITED/ NEW YORK
SUMITOMO MITSUI TRUST BANK LI 86563GDG4 DCP 04/16/2020
86563GDG4
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
0.0110
7747785.05
7747785.05
0.0087
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+
2020-06-02
2020-12-02
2020-12-02
N
N
N
0.0157
10946048.30
10946048.30
0.0124
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
3978850.00
3978850.00
0.0045
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
7235020.05
7235020.05
0.0082
N
N
N
N
N/A
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 89119AFG8 DCP 06/16/2020
89119AFG8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-06-16
2020-06-16
2020-06-16
N
N
N
0.0100
3988304.40
3988304.40
0.0045
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+
2020-04-06
2020-08-06
2020-08-06
N
N
N
0.0186
7486875.75
7486875.75
0.0084
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+
2020-04-01
2020-06-26
2020-06-26
N
N
N
0.0184
2991602.70
2991602.70
0.0034
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
7447430.25
7447430.25
0.0084
N
N
N
N
N/A
INTERNATIONAL BUSINESS MACHINES CORP
INTERNATIONAL BUSINESS MACHIN 45920FFR4 DCP 06/25/2020
45920FFR4
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
WD
2020-06-25
2020-06-25
2020-06-25
N
N
N
0.0100
3738829.13
3738829.13
0.0042
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
3743401.13
3743401.13
0.0042
N
N
N
N
N/A
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M2DV5 DCP 04/29/2020
7443M2DV5
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-04-29
2020-04-29
2020-04-29
N
N
N
0.0205
3496625.30
3496625.30
0.0039
N
N
N
N
N/A
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 89153PF23 DCP 06/02/2020
89153PF23
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
WD
2020-06-02
2020-06-02
2020-06-02
N
N
N
0.0132
7483134.75
7483134.75
0.0084
N
N
N
N
N/A
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 01.6611 08/28/2020
89236DET3
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2020-04-02
2020-08-28
2020-08-28
N
N
N
0.0166
7492391.25
7492391.25
0.0085
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
11230781.60
11230781.60
0.0127
N
N
N
N
N/A
EXPORT DEVELOPMENT CANADA
EXPORT DEVELOPMENT CANADA 30215GKG6 DCP 10/16/2020
30215GKG6
NA
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2020-10-16
2020-10-16
2020-10-16
N
N
N
0.0116
7438102.50
7438102.50
0.0084
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
4698271.85
4698271.85
0.0053
N
N
N
N
N/A
FEDERAL FARM CREDIT DISCOUNT NOTES
FEDERAL FARM CREDIT DISCOUNT 313312VB3 GDC 04/02/2020
313312VB3
NA
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-04-02
2020-04-02
2020-04-02
N
N
N
0.0053
9999980.60
9999980.60
0.0113
N
N
Y
N
N/A
BofA Securities, Inc.
REPO TRIPA MORTG 0.01 04/01/2020
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2029-03-01
2.5000%
1092875.25
388275.41
Agency Mortgage-Backed Securities
FMAC
2037-08-01
4.5380%
5803076.40
429829.29
Agency Mortgage-Backed Securities
FMAC
2041-10-01
4.1660%
6943022.54
443778.92
Agency Mortgage-Backed Securities
FMAC
2044-07-01
4.2790%
5918704.65
363521.06
Agency Mortgage-Backed Securities
FMAC
2034-05-01
4.0000%
390817.87
397603.20
Agency Mortgage-Backed Securities
FMAC
2026-08-01
3.5000%
5219393.51
541607.16
Agency Mortgage-Backed Securities
FMAC
2042-12-01
3.0000%
773079.82
368536.44
Agency Mortgage-Backed Securities
FMAC
2046-09-01
3.5000%
783065.22
518606.46
Agency Mortgage-Backed Securities
FMAC
2046-12-01
3.5000%
655620.04
490472.55
Agency Mortgage-Backed Securities
FMAC
2047-07-01
4.5000%
471963.92
399928.48
Agency Mortgage-Backed Securities
FMAC
2047-09-01
4.5000%
595040.49
548348.56
Agency Mortgage-Backed Securities
FMAC
2047-09-01
3.5000%
560801.35
527739.83
Agency Mortgage-Backed Securities
FMAC
2047-10-01
4.5000%
554219.40
534958.66
Agency Mortgage-Backed Securities
FMAC
2049-03-01
4.0000%
475299.83
513516.33
Agency Mortgage-Backed Securities
FMAC
2049-03-01
4.5000%
401898.76
433730.38
Agency Mortgage-Backed Securities
FMAC
2049-03-01
4.5000%
517353.85
558415.78
Agency Mortgage-Backed Securities
FMAC
2049-03-01
4.5000%
439809.89
474242.28
Agency Mortgage-Backed Securities
FMAC
2043-06-01
1.9490%
1471531.96
363272.05
Agency Mortgage-Backed Securities
FMAC
2044-05-01
4.4870%
7944974.19
578461.32
Agency Mortgage-Backed Securities
FMAC
2044-09-01
4.0020%
8765855.68
466126.41
Agency Mortgage-Backed Securities
FMAC
2029-03-01
3.0000%
413962.17
386189.04
Agency Mortgage-Backed Securities
FMAC
2043-06-01
3.0000%
816456.38
464555.08
Agency Mortgage-Backed Securities
FMAC
2043-07-01
3.0000%
1051094.25
582613.14
Agency Mortgage-Backed Securities
FMAC
2045-12-01
3.0000%
788320.69
518722.71
Agency Mortgage-Backed Securities
FMAC
2048-05-01
3.5000%
415182.23
374765.83
Agency Mortgage-Backed Securities
FMAC
2048-03-01
3.5000%
550510.62
487279.34
Agency Mortgage-Backed Securities
FMAC
2047-04-01
3.5000%
683474.04
514045.38
Agency Mortgage-Backed Securities
FMAC
2048-01-01
3.5000%
546569.01
466446.57
Agency Mortgage-Backed Securities
FMAC
2049-02-01
4.0000%
836892.02
471263.92
Agency Mortgage-Backed Securities
FMAC
2049-03-01
4.0000%
604379.20
365507.09
Agency Mortgage-Backed Securities
FMAC
2034-07-01
3.5000%
669015.97
580245.22
Agency Mortgage-Backed Securities
FMAC
2035-01-01
3.0000%
393140.00
405119.38
Agency Mortgage-Backed Securities
FMAC
2035-03-01
3.5000%
374078.66
392143.71
Agency Mortgage-Backed Securities
FMAC
2049-09-01
3.0000%
45229.90
44935.56
Agency Mortgage-Backed Securities
FMAC
2042-06-01
4.0000%
1303238.36
387859.70
Agency Mortgage-Backed Securities
FMAC
2048-01-01
5.0000%
443805.37
420951.46
Agency Mortgage-Backed Securities
FMAC
2048-06-01
4.0000%
517791.37
402501.85
Agency Mortgage-Backed Securities
FMAC
2049-06-01
4.5000%
381651.80
349525.00
Agency Mortgage-Backed Securities
FMAC
2049-08-01
4.0000%
451214.00
445005.30
Agency Mortgage-Backed Securities
FMAC
2049-07-01
4.5000%
338606.86
365504.94
Agency Mortgage-Backed Securities
FMAC
2049-07-01
4.0000%
502790.94
546056.59
Agency Mortgage-Backed Securities
FMAC
2046-11-01
3.5000%
524664.47
388592.81
Agency Mortgage-Backed Securities
FMAC
2049-09-01
5.0000%
394992.55
429833.48
Agency Mortgage-Backed Securities
FMAC
2049-09-01
5.0000%
397769.54
434858.13
Agency Mortgage-Backed Securities
FMAC
2049-11-01
3.5000%
348963.29
373131.33
Agency Mortgage-Backed Securities
FMAC
2049-11-01
3.5000%
430845.37
460449.59
Agency Mortgage-Backed Securities
FMAC
2050-01-01
5.0000%
398225.71
436851.03
Agency Mortgage-Backed Securities
FMAC
2050-01-01
3.5000%
333747.13
357711.88
Agency Mortgage-Backed Securities
FMAC
2050-02-01
3.5000%
351645.16
379645.00
Agency Mortgage-Backed Securities
FMAC
2050-02-01
3.5000%
445016.75
474424.87
Agency Mortgage-Backed Securities
FMAC
2050-01-01
3.0000%
526342.81
554920.46
Agency Mortgage-Backed Securities
FMAC
2049-12-01
2.5000%
353065.45
370313.88
Agency Mortgage-Backed Securities
FMAC
2050-02-01
4.0000%
541529.01
583924.17
Agency Mortgage-Backed Securities
FMAC
2049-12-01
3.0000%
416855.84
440516.20
Agency Mortgage-Backed Securities
FMAC
2050-02-01
3.0000%
460999.95
490193.70
Agency Mortgage-Backed Securities
FMAC
2050-03-01
3.0000%
517346.75
548827.30
Agency Mortgage-Backed Securities
FMAC
2050-02-01
3.0000%
449671.26
479261.88
Agency Mortgage-Backed Securities
FMAC
2050-03-01
3.0000%
517924.85
552007.42
Agency Mortgage-Backed Securities
FMAC
2039-08-01
3.0000%
455366.35
474189.54
Agency Mortgage-Backed Securities
FMAC
2040-02-01
3.0000%
439577.34
465364.44
Agency Mortgage-Backed Securities
FMAC
2034-09-01
3.5000%
335548.96
349262.77
Agency Mortgage-Backed Securities
FMAC
2034-11-01
3.5000%
388465.52
409251.15
Agency Mortgage-Backed Securities
FMAC
2034-11-01
3.5000%
335729.75
353198.23
Agency Mortgage-Backed Securities
FMAC
2035-01-01
2.5000%
392543.24
409357.18
Agency Mortgage-Backed Securities
FMAC
2035-02-01
3.0000%
401961.57
403023.17
Agency Mortgage-Backed Securities
FMAC
2035-02-01
3.0000%
496401.33
521664.58
Agency Mortgage-Backed Securities
FMAC
2035-02-01
3.5000%
413496.80
440210.84
Agency Mortgage-Backed Securities
FMAC
2035-02-01
3.0000%
466700.30
490518.19
Agency Mortgage-Backed Securities
FMAC
2035-03-01
2.5000%
430065.99
450937.23
Agency Mortgage-Backed Securities
FMAC
2035-03-01
3.0000%
452479.00
479129.10
Agency Mortgage-Backed Securities
FMAC
2035-03-01
3.0000%
457538.96
482788.25
Agency Mortgage-Backed Securities
FMAC
2049-07-01
3.5000%
365557.97
382111.15
Agency Mortgage-Backed Securities
FMAC
2049-07-01
3.5000%
542582.21
574720.65
Agency Mortgage-Backed Securities
FMAC
2049-11-01
3.0000%
432129.81
454267.29
Agency Mortgage-Backed Securities
FMAC
2049-11-01
3.0000%
488111.09
515367.77
Agency Mortgage-Backed Securities
FMAC
2050-01-01
3.5000%
467282.61
498447.24
Agency Mortgage-Backed Securities
FMAC
2049-10-01
3.0000%
544992.37
559169.57
Agency Mortgage-Backed Securities
FMAC
2049-10-01
3.0000%
446715.06
461010.73
Agency Mortgage-Backed Securities
FMAC
2049-11-01
4.0000%
519477.58
563849.00
Agency Mortgage-Backed Securities
FNMA
2041-02-01
3.6490%
5305237.95
404702.12
Agency Mortgage-Backed Securities
FNMA
2041-04-01
4.5000%
1760582.87
512140.47
Agency Mortgage-Backed Securities
FNMA
2041-07-01
3.7340%
7835651.72
545934.91
Agency Mortgage-Backed Securities
FNMA
2041-09-01
3.9210%
3942747.83
545794.66
Agency Mortgage-Backed Securities
FNMA
2042-04-01
4.0000%
1546685.19
402882.37
Agency Mortgage-Backed Securities
FNMA
2028-04-01
3.0000%
1577550.84
417912.58
Agency Mortgage-Backed Securities
FNMA
2035-08-01
3.8380%
900416.48
361676.61
Agency Mortgage-Backed Securities
FNMA
2030-10-01
3.0000%
843503.14
412391.46
Agency Mortgage-Backed Securities
FNMA
2031-11-01
3.5000%
696349.94
401790.67
Agency Mortgage-Backed Securities
FNMA
2046-12-01
3.5000%
525547.13
409172.30
Agency Mortgage-Backed Securities
FNMA
2045-01-01
4.1850%
2590760.24
545019.68
Agency Mortgage-Backed Securities
FNMA
2046-10-01
3.2800%
436466.89
419182.06
Agency Mortgage-Backed Securities
FNMA
2036-11-01
2.9200%
328466.95
362971.67
Agency Mortgage-Backed Securities
FNMA
2027-08-01
3.2100%
428583.68
461476.88
Agency Mortgage-Backed Securities
FNMA
2048-04-01
3.7800%
465109.21
475957.08
Agency Mortgage-Backed Securities
FNMA
2027-07-01
3.0000%
1736041.40
486772.08
Agency Mortgage-Backed Securities
FNMA
2043-02-01
3.5000%
905468.04
506310.60
Agency Mortgage-Backed Securities
FNMA
2029-10-01
3.5000%
1051094.25
389491.29
Agency Mortgage-Backed Securities
FNMA
2034-12-01
3.0000%
937559.52
539320.41
Agency Mortgage-Backed Securities
FNMA
2030-02-01
3.0000%
1309436.67
515820.63
Agency Mortgage-Backed Securities
FNMA
2045-04-01
3.5000%
614890.14
452896.42
Agency Mortgage-Backed Securities
FNMA
2030-11-01
2.0000%
792638.32
472168.19
Agency Mortgage-Backed Securities
FNMA
2046-04-01
3.5000%
692408.34
381400.27
Agency Mortgage-Backed Securities
FNMA
2032-07-01
3.5000%
696349.94
459344.71
Agency Mortgage-Backed Securities
FNMA
2037-04-01
3.0000%
491492.46
376733.36
Agency Mortgage-Backed Securities
FNMA
2038-10-01
4.0000%
1102458.86
542173.34
Agency Mortgage-Backed Securities
FNMA
2044-07-01
5.0000%
459491.11
349372.04
Agency Mortgage-Backed Securities
FNMA
2044-10-01
2.8800%
1576641.38
381444.87
Agency Mortgage-Backed Securities
FNMA
2045-10-01
2.8240%
1042387.25
349013.63
Agency Mortgage-Backed Securities
FNMA
2036-03-01
5.0000%
12531145.69
400922.02
Agency Mortgage-Backed Securities
FNMA
2044-09-01
2.2860%
8974403.03
417866.57
Agency Mortgage-Backed Securities
FNMA
2035-12-01
5.0000%
13926998.86
554614.27
Agency Mortgage-Backed Securities
FNMA
2036-07-01
4.3060%
7706729.23
402923.22
Agency Mortgage-Backed Securities
FNMA
2036-01-01
6.0000%
7818846.30
376574.69
Agency Mortgage-Backed Securities
FNMA
2045-11-01
4.0000%
1051094.25
454778.59
Agency Mortgage-Backed Securities
FNMA
2046-05-01
3.5000%
1579149.55
502779.11
Agency Mortgage-Backed Securities
FNMA
2046-05-01
3.5000%
755078.78
421371.68
Agency Mortgage-Backed Securities
FNMA
2046-04-01
3.5000%
1318535.99
432939.26
Agency Mortgage-Backed Securities
FNMA
2046-11-01
2.4840%
1337840.12
487164.89
Agency Mortgage-Backed Securities
FNMA
2046-06-01
3.0000%
741521.51
554988.79
Agency Mortgage-Backed Securities
FNMA
2046-10-01
3.5000%
1211422.92
495761.20
Agency Mortgage-Backed Securities
FNMA
2046-09-01
3.0000%
499603.49
346124.27
Agency Mortgage-Backed Securities
FNMA
2046-12-01
3.5000%
719188.38
537537.41
Agency Mortgage-Backed Securities
FNMA
2047-06-01
3.0130%
1313867.82
582799.00
Agency Mortgage-Backed Securities
FNMA
2037-02-01
4.0000%
863775.59
571781.16
Agency Mortgage-Backed Securities
FNMA
2047-02-01
3.0000%
750211.43
538584.46
Agency Mortgage-Backed Securities
FNMA
2047-05-01
4.5000%
593931.58
545929.81
Agency Mortgage-Backed Securities
FNMA
2047-05-01
3.5000%
678141.05
348260.42
Agency Mortgage-Backed Securities
FNMA
2047-11-01
3.5000%
587644.99
500123.66
Agency Mortgage-Backed Securities
FNMA
2047-07-01
3.0150%
462404.22
452743.50
Agency Mortgage-Backed Securities
FNMA
2048-01-01
5.0000%
676419.88
518217.05
Agency Mortgage-Backed Securities
FNMA
2048-01-01
5.0000%
470590.40
415370.04
Agency Mortgage-Backed Securities
FNMA
2048-02-01
3.5000%
456442.67
394349.34
Agency Mortgage-Backed Securities
FNMA
2047-09-01
3.5000%
775182.01
562706.10
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.5000%
336350.16
345765.93
Agency Mortgage-Backed Securities
FNMA
2047-12-01
4.0000%
660315.80
471064.63
Agency Mortgage-Backed Securities
FNMA
2034-08-01
3.5000%
364823.52
375343.58
Agency Mortgage-Backed Securities
FNMA
2035-01-01
3.0000%
403446.50
425117.89
Agency Mortgage-Backed Securities
FNMA
2048-10-01
5.0000%
372976.33
408453.48
Agency Mortgage-Backed Securities
FNMA
2049-06-01
5.0000%
507669.59
559497.25
Agency Mortgage-Backed Securities
FNMA
2050-02-01
4.0000%
422283.42
391386.27
Agency Mortgage-Backed Securities
FNMA
2050-02-01
5.0000%
411629.27
464730.76
Agency Mortgage-Backed Securities
FNMA
2050-01-01
3.0000%
435170.63
458416.63
Agency Mortgage-Backed Securities
FNMA
2040-02-01
3.5000%
398738.65
434353.61
Agency Mortgage-Backed Securities
FNMA
2048-04-01
4.0000%
445847.91
357875.27
Agency Mortgage-Backed Securities
FNMA
2048-06-01
4.5000%
359401.45
355554.97
Agency Mortgage-Backed Securities
FNMA
2048-09-01
4.5000%
526080.29
531043.04
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.5000%
569790.84
558478.60
Agency Mortgage-Backed Securities
FNMA
2048-07-01
4.5000%
385809.14
360990.55
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.0000%
606337.38
372047.72
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.3700%
269342.90
347738.28
Agency Mortgage-Backed Securities
FNMA
2031-01-01
4.0900%
319532.65
369049.46
Agency Mortgage-Backed Securities
FNMA
2034-02-01
3.8900%
422014.34
493438.34
Agency Mortgage-Backed Securities
FNMA
2029-10-01
2.4200%
459853.74
493155.27
Agency Mortgage-Backed Securities
FNMA
2035-02-01
2.6800%
323211.48
349741.76
Agency Mortgage-Backed Securities
FNMA
2047-04-01
4.0000%
729798.92
440909.60
Agency Mortgage-Backed Securities
FNMA
2048-04-01
2.8920%
528729.05
386418.11
Agency Mortgage-Backed Securities
FNMA
2047-08-01
3.5000%
469576.36
407677.90
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.0000%
420639.77
364824.68
Agency Mortgage-Backed Securities
FNMA
2049-08-01
5.0000%
489300.67
525705.19
Agency Mortgage-Backed Securities
FNMA
2049-08-01
5.0000%
399934.53
411174.23
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.5000%
557034.76
546016.06
Agency Mortgage-Backed Securities
FNMA
2034-10-01
2.0000%
352589.57
355986.73
Agency Mortgage-Backed Securities
FNMA
2049-04-01
4.5000%
379580.88
359994.91
Agency Mortgage-Backed Securities
FNMA
2049-05-01
5.0000%
373095.10
413245.15
Agency Mortgage-Backed Securities
FNMA
2049-04-01
5.5000%
450830.62
409822.60
Agency Mortgage-Backed Securities
FNMA
2049-06-01
3.5000%
454723.08
477704.50
Agency Mortgage-Backed Securities
FNMA
2034-09-01
3.5000%
419785.50
435782.70
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.0000%
394580.52
413404.75
Agency Mortgage-Backed Securities
FNMA
2049-11-01
3.5000%
413686.00
443827.31
Agency Mortgage-Backed Securities
FNMA
2034-10-01
2.5000%
317534.52
318574.76
Agency Mortgage-Backed Securities
FNMA
2049-10-01
3.5000%
375357.58
400243.57
Agency Mortgage-Backed Securities
FNMA
2049-07-01
4.5000%
373789.61
393588.65
Agency Mortgage-Backed Securities
FNMA
2050-03-01
3.0000%
507427.84
539563.75
Agency Mortgage-Backed Securities
FNMA
2030-02-01
3.0000%
548603.93
574893.05
Agency Mortgage-Backed Securities
FNMA
2050-03-01
3.5000%
345745.37
369418.09
Agency Mortgage-Backed Securities
FNMA
2050-01-01
3.5000%
349184.81
374886.09
Agency Mortgage-Backed Securities
FNMA
2035-03-01
3.0000%
332027.01
352197.32
Agency Mortgage-Backed Securities
FNMA
2040-02-01
3.0000%
415180.39
440084.25
Agency Mortgage-Backed Securities
FNMA
2050-02-01
3.0000%
407267.23
431892.66
Agency Mortgage-Backed Securities
FNMA
2050-01-01
3.0000%
462470.70
489541.20
Agency Mortgage-Backed Securities
FNMA
2039-12-01
3.0000%
449309.95
472909.54
Agency Mortgage-Backed Securities
FNMA
2049-12-01
3.5000%
369150.61
396196.50
Agency Mortgage-Backed Securities
FNMA
2050-01-01
3.5000%
427708.38
456311.47
Agency Mortgage-Backed Securities
FNMA
2035-02-01
3.5000%
390941.11
413329.41
Agency Mortgage-Backed Securities
FNMA
2050-02-01
3.5000%
347026.65
371245.19
Agency Mortgage-Backed Securities
FNMA
2050-01-01
3.5000%
541453.07
579687.57
Agency Mortgage-Backed Securities
FNMA
2049-12-01
3.5000%
453711.40
481047.75
Agency Mortgage-Backed Securities
FNMA
2035-03-01
2.5000%
537343.29
563416.98
Agency Mortgage-Backed Securities
FNMA
2035-02-01
2.5000%
392748.20
410834.39
Agency Mortgage-Backed Securities
FNMA
2050-02-01
3.5000%
381366.69
411865.13
Agency Mortgage-Backed Securities
FNMA
2050-02-01
3.5000%
366271.92
393861.76
Agency Mortgage-Backed Securities
FNMA
2050-02-01
3.5000%
445692.34
475473.15
Agency Mortgage-Backed Securities
FNMA
2050-03-01
3.0000%
519321.50
553498.04
Agency Mortgage-Backed Securities
FNMA
2050-02-01
3.5000%
489736.87
522524.93
Agency Mortgage-Backed Securities
FNMA
2035-02-01
3.5000%
524423.51
558384.82
Agency Mortgage-Backed Securities
FNMA
2050-03-01
5.0000%
421905.82
469698.82
Agency Mortgage-Backed Securities
FNMA
2050-03-01
3.5000%
513212.01
551842.33
Agency Mortgage-Backed Securities
FNMA
2050-03-01
3.5000%
461061.71
498620.56
Agency Mortgage-Backed Securities
FNMA
2047-10-01
5.0000%
948013.70
560712.19
Agency Mortgage-Backed Securities
FNMA
2048-01-01
4.0000%
555194.29
434670.50
Agency Mortgage-Backed Securities
FNMA
2048-09-01
4.0000%
613897.38
507451.82
Agency Mortgage-Backed Securities
FNMA
2049-07-01
2.5000%
525547.13
519223.98
Agency Mortgage-Backed Securities
FNMA
2049-11-01
4.0000%
496642.03
519973.12
Agency Mortgage-Backed Securities
FNMA
2049-12-01
3.0000%
524233.26
546994.91
Agency Mortgage-Backed Securities
FNMA
2034-12-01
3.0000%
524758.81
541272.21
Agency Mortgage-Backed Securities
FNMA
2027-05-01
2.0000%
420205.94
358451.59
Agency Mortgage-Backed Securities
FNMA
2025-05-01
5.5000%
567037.23
463498.52
Agency Mortgage-Backed Securities
FNMA
2049-12-01
3.0000%
347649.42
366251.17
Agency Mortgage-Backed Securities
FNMA
2036-11-01
3.9750%
8556561.27
452939.24
Agency Mortgage-Backed Securities
FNMA
2036-08-01
4.4270%
10738739.62
542815.22
Agency Mortgage-Backed Securities
FNMA
2034-02-01
4.0330%
4940137.21
445161.90
Agency Mortgage-Backed Securities
FNMA
2046-09-01
4.0700%
12549666.24
586820.04
Agency Mortgage-Backed Securities
FNMA
2046-09-01
2.2860%
3738399.34
499443.58
Agency Mortgage-Backed Securities
FNMA
2038-01-01
2.7770%
6585494.67
490335.39
Agency Mortgage-Backed Securities
FNMA
2044-03-01
3.2530%
3419255.33
435287.88
Agency Mortgage-Backed Securities
FNMA
2039-06-01
5.5000%
8797658.90
508862.58
Agency Mortgage-Backed Securities
FNMA
2033-01-01
2.5000%
1166659.70
576586.17
Agency Mortgage-Backed Securities
FNMA
2042-06-01
3.5000%
1312646.97
479941.06
Agency Mortgage-Backed Securities
FNMA
2028-03-01
2.0000%
1024644.26
368166.32
Agency Mortgage-Backed Securities
FNMA
2039-08-01
4.5000%
1454451.67
355352.12
Agency Mortgage-Backed Securities
FNMA
2039-11-01
4.5000%
2092331.61
540759.64
Agency Mortgage-Backed Securities
FNMA
2045-08-01
4.5000%
1235253.59
550178.96
Agency Mortgage-Backed Securities
FNMA
2046-10-01
3.0000%
459158.96
347890.52
Agency Mortgage-Backed Securities
FNMA
2046-12-01
3.0000%
748379.11
571596.32
Agency Mortgage-Backed Securities
FNMA
2047-06-01
3.5000%
605693.06
436147.74
Agency Mortgage-Backed Securities
FNMA
2037-07-01
3.5000%
765798.89
531902.23
Agency Mortgage-Backed Securities
FNMA
2033-06-01
3.5000%
558919.37
388116.27
Agency Mortgage-Backed Securities
FNMA
2039-03-01
4.0000%
525547.13
382478.47
Agency Mortgage-Backed Securities
FNMA
2039-04-01
3.5000%
656933.91
526286.58
Agency Mortgage-Backed Securities
FNMA
2039-04-01
3.0000%
755930.96
505165.97
Agency Mortgage-Backed Securities
FNMA
2039-07-01
3.5000%
535423.21
477620.59
Agency Mortgage-Backed Securities
FNMA
2039-08-01
3.0000%
515561.73
485843.18
Agency Mortgage-Backed Securities
FNMA
2034-10-01
2.0000%
524358.60
515839.82
Agency Mortgage-Backed Securities
FNMA
2049-10-01
3.5000%
492700.43
462057.65
Agency Mortgage-Backed Securities
FNMA
2034-10-01
4.0000%
501809.48
444184.52
Agency Mortgage-Backed Securities
FNMA
2034-12-01
2.0000%
534375.79
537057.22
Agency Mortgage-Backed Securities
FNMA
2035-02-01
3.0000%
355506.62
367178.37
Agency Mortgage-Backed Securities
FNMA
2035-02-01
2.0000%
536796.46
548330.19
Agency Mortgage-Backed Securities
FNMA
2040-03-01
3.0000%
416777.27
439719.77
Agency Mortgage-Backed Securities
FNMA
2050-03-01
2.5000%
547773.30
571196.21
Agency Mortgage-Backed Securities
FNMA
2040-02-01
4.0000%
402674.21
434136.33
Agency Mortgage-Backed Securities
FNMA
2030-03-01
4.0000%
452018.62
481956.86
Agency Mortgage-Backed Securities
FNMA
2040-10-01
5.0000%
7205251.11
400249.17
Agency Mortgage-Backed Securities
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0001
108423000.00
108423000.00
0.1224
N
Y
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.02 04/01/2020
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2050-01-01
4.0000%
4109608.73
4247408.12
Agency Mortgage-Backed Securities
FMAC
2049-12-01
2.5000%
114109.14
117624.38
Agency Mortgage-Backed Securities
FMAC
2050-01-01
3.0000%
5756749.36
6003219.05
Agency Mortgage-Backed Securities
FMAC
2050-01-01
4.5000%
33355.93
35084.52
Agency Mortgage-Backed Securities
FMAC
2050-01-01
3.5000%
6713389.36
7194589.96
Agency Mortgage-Backed Securities
FMAC
2050-01-01
3.5000%
61226.98
64743.28
Agency Mortgage-Backed Securities
FMAC
2050-01-01
4.0000%
3054651.55
3315322.94
Agency Mortgage-Backed Securities
FMAC
2050-01-01
4.0000%
1149351.81
1257091.92
Agency Mortgage-Backed Securities
FMAC
2050-01-01
3.5000%
786695.95
843096.64
Agency Mortgage-Backed Securities
FMAC
2050-01-01
3.5000%
3004497.47
3123822.62
Agency Mortgage-Backed Securities
FMAC
2050-01-01
4.5000%
473493.45
522351.46
Agency Mortgage-Backed Securities
FMAC
2050-01-01
3.5000%
2468970.84
2645061.62
Agency Mortgage-Backed Securities
FMAC
2050-01-01
4.0000%
3957710.68
4259684.60
Agency Mortgage-Backed Securities
FMAC
2050-01-01
3.5000%
429888.17
459320.17
Agency Mortgage-Backed Securities
FMAC
2050-01-01
5.0000%
346158.17
375089.98
Agency Mortgage-Backed Securities
FMAC
2050-01-01
3.5000%
2344110.26
2484664.68
Agency Mortgage-Backed Securities
FMAC
2050-01-01
3.5000%
11984606.59
12676228.25
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.5000%
507679.62
560117.90
Agency Mortgage-Backed Securities
FNMA
2050-01-01
3.5000%
1237090.48
1352694.89
Agency Mortgage-Backed Securities
FNMA
2050-01-01
3.5000%
492596.04
528160.50
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.0000%
2131291.36
2218210.02
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.0000%
1621881.82
1737333.68
Agency Mortgage-Backed Securities
FNMA
2050-01-01
3.0000%
16287573.76
17086596.67
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.0000%
1680817.71
1795721.58
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.0000%
442893.31
477877.64
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.5000%
423557.36
460101.20
Agency Mortgage-Backed Securities
FNMA
2050-01-01
3.0000%
1793093.77
1893852.19
Agency Mortgage-Backed Securities
FNMA
2050-01-01
3.5000%
1532214.26
1635303.33
Agency Mortgage-Backed Securities
FNMA
2050-01-01
3.5000%
8144953.29
8654584.04
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.0000%
2117386.54
2294959.59
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.0000%
3905397.04
4198326.30
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.0000%
3730369.37
3998946.69
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.5000%
577009.73
547550.24
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.0000%
488386.41
534818.39
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.0000%
443313.94
481166.36
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.0000%
492276.56
531369.10
Agency Mortgage-Backed Securities
FNMA
2050-01-01
5.0000%
351449.76
381828.02
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.0000%
401260.32
440581.96
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.0000%
2144511.82
2292294.92
Agency Mortgage-Backed Securities
FNMA
2050-01-01
3.5000%
1367929.67
1449450.92
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.5000%
2099580.22
2264486.18
Agency Mortgage-Backed Securities
FNMA
2050-01-01
3.5000%
1838462.35
1995895.31
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.0000%
336262.02
365208.30
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.0000%
256251.25
274767.41
Agency Mortgage-Backed Securities
FNMA
2050-01-01
4.5000%
78973.55
83392.52
Agency Mortgage-Backed Securities
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0002
108000000.00
108000000.00
0.1219
N
Y
Y
N
N/A
HSBC SECURITIES (USA), INC.
REPO TRIPA MORTG 0.01 04/01/2020
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2038-10-01
6.0000%
11277773.53
947162.44
Agency Mortgage-Backed Securities
FMAC
2025-12-01
4.5000%
538686.56
16048.49
Agency Mortgage-Backed Securities
FMAC
2041-03-01
5.0000%
5089423.81
575189.37
Agency Mortgage-Backed Securities
FMAC
2050-02-01
3.0000%
33372820.90
35194849.05
Agency Mortgage-Backed Securities
FMAC
2042-09-01
4.0000%
18352624.19
16306149.29
Agency Mortgage-Backed Securities
FMAC
2042-11-01
3.5000%
8805444.71
4433555.28
Agency Mortgage-Backed Securities
FMAC
2048-09-01
4.5000%
6669833.73
5699471.76
Agency Mortgage-Backed Securities
FNMA
2041-07-01
4.5000%
9213187.04
993960.31
Agency Mortgage-Backed Securities
FNMA
2037-07-01
3.2900%
1697729.22
1964463.98
Agency Mortgage-Backed Securities
FNMA
2033-05-01
3.6800%
4204560.57
5017981.87
Agency Mortgage-Backed Securities
FNMA
2045-06-01
4.5000%
1625553.41
603323.66
Agency Mortgage-Backed Securities
FNMA
2036-05-01
5.0000%
38069358.67
1208968.80
Agency Mortgage-Backed Securities
FNMA
2037-02-01
3.5000%
5099344.42
3753207.51
Agency Mortgage-Backed Securities
FNMA
2047-12-01
4.0000%
164180.52
163620.62
Agency Mortgage-Backed Securities
FNMA
2041-10-01
4.2520%
581248.30
285490.24
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.5000%
20648984.32
17307983.64
Agency Mortgage-Backed Securities
FNMA
2049-12-01
4.0000%
13618511.66
14462087.91
Agency Mortgage-Backed Securities
FNMA
2024-06-01
4.5000%
7802679.33
368352.71
Agency Mortgage-Backed Securities
GNMA
2043-02-15
3.0000%
1794672.68
858163.71
Agency Mortgage-Backed Securities
Y
2020-04-01
2020-04-01
2020-04-01
N
N
N
0.0001
108000000.00
108000000.00
0.1219
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 00.1280 07/31/2020
912828Y53
US912828Y537
U.S. Treasury Debt
Y
2020-04-01
2020-07-31
2020-07-31
N
N
N
0.0013
7499822.63
7499822.63
0.0085
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 00.2240 04/30/2021
9128286Q8
US9128286Q86
U.S. Treasury Debt
Y
2020-04-01
2021-04-30
2021-04-30
N
N
N
0.0022
7507298.70
7507298.70
0.0085
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 00.3050 07/31/2021
9128287G9
US9128287G95
U.S. Treasury Debt
Y
2020-04-01
2021-07-31
2021-07-31
N
N
N
0.0031
7513649.93
7513649.93
0.0085
N
Y
Y
N
N/A
Putnam Money Market Fund
2020-04-06
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer