0000928816-20-000545.txt : 20200506
0000928816-20-000545.hdr.sgml : 20200506
20200506171039
ACCESSION NUMBER: 0000928816-20-000545
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200506
DATE AS OF CHANGE: 20200506
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: 20853563
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
2020-04-30
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
26
57
352672132.21
320500165.05
323988053.62
320908031.14
363670665.54
363441167.77
362981195.33
367651932.21
0.3973
0.3632
0.3732
0.3709
0.4097
0.4119
0.4181
0.4249
1195.85
873402142.53
873105471.51
768119.44
1410719.08
872464067.72
872498889.0200
1.0000
0.0086
1.0000
0.9999
0.9999
1.0001
C000017192
500.00
841070785.14
841103337.1870
1.0000
0.9999
0.9999
1.0001
11166213.12
8055013.50
9300783.31
14325229.95
8533094.05
19430164.66
5656963.98
6641852.05
29082852.58
44258729.65
0.0042
N
C000017193
500.00
3793329.99
3793459.7220
1.0000
0.9999
0.9999
1.0001
63902.10
4471.28
70602.92
64946.80
47776.21
137943.34
27990.17
35877.22
198090.15
247071.18
0.0042
N
C000017194
500.00
20853499.88
20855288.6670
0.9999
0.9999
0.9999
1.0001
358909.94
809056.90
171626.28
551066.23
304506.97
4421366.24
70652.45
690958.21
767349.78
6428005.92
0.0042
N
C000017196
500.00
6746452.71
6746803.4440
0.9999
0.9999
0.9999
1.0001
20973.11
467861.76
5103.04
17299.44
36078.87
1705.78
821669.53
154921.14
868048.90
641602.45
0.0042
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
10998396.20
10998396.20
0.0126
N
N
N
N
N/A
BARCLAYS BANK PLC CCP
BARCLAYS BANK PLC CCP 06742VCR0 DCP 07/09/2020
06742VCR0
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-07-09
2020-07-09
2020-07-09
N
Y
BARCLAYS BANK PLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0186
4495975.20
4495975.20
0.0052
N
N
N
N
N/A
BARCLAYS BANK PLC CCP
BARCLAYS BANK PLC CCP 06742VJL6 DCP 05/15/2020
06742VJL6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-05-15
2020-05-15
2020-05-15
N
Y
BARCLAYS BANK PLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0093
4249769.65
4249769.65
0.0049
N
N
N
N
N/A
MATCHPOINT FINANCE PLC
MATCHPOINT FINANCE PLC 57666AG71 DCP 07/07/2020
57666AG71
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-07-07
2020-07-07
2020-07-07
N
Y
BNP Paribas
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0135
8491859.55
8491859.55
0.0097
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
3749824.88
3749824.88
0.0043
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
3749934.75
3749934.75
0.0043
N
N
Y
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619TG81 DCP 07/08/2020
12619TG81
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-07-08
2020-07-08
2020-07-08
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0125
3996703.20
3996703.20
0.0046
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
7248724.73
7248724.73
0.0083
N
N
N
N
N/A
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION 04821TFK6 DCP 06/19/2020
04821TFK6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-06-19
2020-06-19
2020-06-19
N
Y
CREDIT AGRICOLE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0130
8495868.15
8495868.15
0.0097
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
7749820.20
7749820.20
0.0089
N
N
Y
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
6498445.85
6498445.85
0.0074
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
7183916.78
7183916.78
0.0082
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
9999572.00
9999572.00
0.0115
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER FLEX CO LLC
COLLATERALIZED COMMERCIAL PAP 19423JFC6 DCP 06/12/2020
19423JFC6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-06-12
2020-06-12
2020-06-12
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0115
6997458.30
6997458.30
0.0080
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+
2020-07-28
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
10998319.20
10998319.20
0.0126
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
7490658.00
7490658.00
0.0086
N
N
N
N
N/A
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KG22 DCP 07/02/2020
92646KG22
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-07-02
2020-07-02
2020-07-02
N
Y
Bank of Tokyo-Mitsubishi UFJ Ltd/The
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0140
8742420.75
8742420.75
0.0100
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+
2020-07-30
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
4498006.95
4498006.95
0.0052
N
N
N
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88603HCM8 DCP 08/20/2020
88603HCM8
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-08-20
2020-08-20
2020-08-20
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0123
5991749.40
5991749.40
0.0069
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
10993127.20
10993127.20
0.0126
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+
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0180
12000345.70
12000345.70
0.0138
N
Y
Y
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 00.5301 06/01/2020
06370RC56
US06370RC563
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-05-01
2020-06-01
2020-06-01
N
N
N
0.0053
7751629.90
7751629.90
0.0089
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.2351 08/07/2020
06370RX79
US06370RX791
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-05-07
2020-08-07
2020-08-07
N
N
N
0.0124
3500980.74
3500980.74
0.0040
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
3750932.66
3750932.66
0.0043
N
N
Y
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+
2020-05-01
2021-03-04
2021-03-04
N
N
N
0.0029
7719091.45
7719091.45
0.0088
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+
2020-05-01
2020-06-12
2020-06-12
N
N
N
0.0022
3998868.00
3998868.00
0.0046
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.4400 10/09/2020
13606B5R3
US13606B5R36
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-05-01
2020-10-09
2020-10-09
N
N
N
0.0044
7741672.63
7741672.63
0.0089
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
3508079.09
3508079.09
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
10978562.10
10978562.10
0.0126
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
3750904.16
3750904.16
0.0043
N
N
Y
N
N/A
MIZUHO BANK LTD/NEW YORK NY
MIZUHO BANK LTD/NEW YORK NY 00.4300 09/01/2020
60710ALR1
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-09-01
2020-09-01
2020-09-01
N
N
N
0.0043
4249839.14
4249839.14
0.0049
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 01.1616 06/05/2020
21684L4T6
US21684L4T64
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-05-05
2020-06-05
2020-06-05
N
N
N
0.0116
7752744.35
7752744.35
0.0089
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 00.8274 05/22/2020
78012UPP4
US78012UPP48
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-05-22
2020-05-22
2020-05-22
N
N
N
0.0083
7502129.33
7502129.33
0.0086
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY USD 00.9866 04/29/2021
78012UVU6
US78012UVU68
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-07-29
2021-04-29
2021-04-29
N
N
N
0.0099
4250000.00
4250000.00
0.0049
N
N
N
N
N/A
STATE STREET BANK AND TRUST CO
STATE STREET BANK & TR 00.9683 07/20/2020
8574P1MK9
US8574P1MK91
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-05-20
2020-07-20
2020-07-20
N
N
N
0.0097
7507537.58
7507537.58
0.0086
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
7256045.85
7256045.85
0.0083
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANKING CORP/ 00.7400 07/22/2020
86565CCE7
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-07-22
2020-07-22
2020-07-22
N
N
N
0.0070
8507753.79
8507753.79
0.0098
N
N
N
N
N/A
SUMITOMO MITSUI TRUST BANK LIMITED/ NEW YORK
SUMITOMO MITSUI TRUST NY 00.7683 06/19/2020
86564F6N8
US86564F6N82
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2020-05-19
2020-06-19
2020-06-19
N
N
N
0.0077
7251996.00
7251996.00
0.0083
N
N
N
N
N/A
SUMITOMO MITSUI TRUST BANK LIMITED/ NEW YORK
SUMITOMO MITSUI TRUST BANK LI 00.5500 07/31/2020
86564GBX8
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2020-07-31
2020-07-31
2020-07-31
N
N
N
0.0050
8503927.00
8503927.00
0.0097
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 01.1776 07/22/2020
89114M2W6
US89114M2W66
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-07-22
2020-07-22
2020-07-22
N
N
N
0.0118
7498872.00
7498872.00
0.0086
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
7499757.75
7499757.75
0.0086
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.3914 08/10/2020
95001KCC6
US95001KCC62
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-07-10
2020-08-10
2020-08-10
N
N
N
0.0139
3747759.75
3747759.75
0.0043
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
7241908.28
7241908.28
0.0083
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+
2020-05-28
2020-08-28
2020-08-28
N
N
N
0.0157
7495645.50
7495645.50
0.0086
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
10998859.30
10998859.30
0.0126
N
N
N
N
N/A
BNP PARIBAS SA/NEW YORK NY
BNP PARIBAS SA/NEW YORK NY 09659BHQ6 DCP 08/24/2020
09659BHQ6
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-08-24
2020-08-24
2020-08-24
N
N
N
0.0050
8491701.45
8491701.45
0.0097
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
7499952.75
7499952.75
0.0086
N
N
Y
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
7246340.20
7246340.20
0.0083
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
2020-07-08
2020-10-08
2020-10-08
N
N
N
0.0151
7246883.95
7246883.95
0.0083
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
3499906.90
3499906.90
0.0040
N
N
N
N
N/A
HSBC BANK PLC
HSBC BANK PLC - 10/15/2020 01.4489 10/15/2020
40433FPZ6
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-07-15
2020-10-15
2020-10-15
N
N
N
0.0145
5899468.41
5899468.41
0.0068
N
N
N
N
N/A
ING US FUNDING LLC
ING US FUNDING LLC 4497W0G69 DCP 07/06/2020
4497W0G69
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-07-06
2020-07-06
2020-07-06
N
N
N
0.0125
8495254.45
8495254.45
0.0097
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
7499885.25
7499885.25
0.0086
N
N
Y
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
7499499.75
7499499.75
0.0086
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
7249001.68
7249001.68
0.0083
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
2020-05-20
2020-05-20
2020-05-20
N
N
N
0.0168
4001571.64
4001571.64
0.0046
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
2020-05-15
2020-05-15
2020-05-15
N
N
N
0.0182
5001720.55
5001720.55
0.0057
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
7248199.10
7248199.10
0.0083
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307LF48 DCP 06/04/2020
63307LF48
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-06-04
2020-06-04
2020-06-04
N
N
N
0.0155
4998702.00
4998702.00
0.0057
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
3747010.50
3747010.50
0.0043
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
7246732.43
7246732.43
0.0083
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
7499481.00
7499481.00
0.0086
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
7459766.25
7459766.25
0.0086
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
3999242.80
3999242.80
0.0046
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
3498722.15
3498722.15
0.0040
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
10994266.80
10994266.80
0.0126
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
3996675.20
3996675.20
0.0046
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
7248923.38
7248923.38
0.0083
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
3998903.20
3998903.20
0.0046
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+
2020-05-06
2020-08-06
2020-08-06
N
N
N
0.0186
7495980.75
7495980.75
0.0086
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
2020-05-01
2020-06-26
2020-06-26
N
N
N
0.0184
2998940.70
2998940.70
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
7487375.25
7487375.25
0.0086
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
3748366.50
3748366.50
0.0043
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
3749646.00
3749646.00
0.0043
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
7491474.75
7491474.75
0.0086
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
2020-05-04
2020-08-28
2020-08-28
N
N
N
0.0166
7496022.00
7496022.00
0.0086
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
11249062.80
11249062.80
0.0129
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
7484613.75
7484613.75
0.0086
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
4707517.18
4707517.18
0.0054
N
N
N
N
N/A
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384XK0 GDC 05/28/2020
313384XK0
NA
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-05-28
2020-05-28
2020-05-28
N
N
N
0.0022
1999865.00
1999865.00
0.0023
N
N
Y
N
N/A
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384XC8 GDC 05/21/2020
313384XC8
NA
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-05-21
2020-05-21
2020-05-21
N
N
N
0.0020
8299585.00
8299585.00
0.0095
N
N
Y
N
N/A
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384YQ6 GDC 06/26/2020
313384YQ6
NA
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-06-26
2020-06-26
2020-06-26
N
N
N
0.0018
5199191.09
5199191.09
0.0060
N
N
Y
N
N/A
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384XP9 GDC 06/01/2020
313384XP9
NA
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-06-01
2020-06-01
2020-06-01
N
N
N
0.0021
8399276.68
8399276.68
0.0096
N
N
Y
N
N/A
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384XL8 GDC 05/29/2020
313384XL8
NA
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-05-29
2020-05-29
2020-05-29
N
N
N
0.0026
2899797.00
2899797.00
0.0033
N
N
Y
N
N/A
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384YA1 GDC 06/12/2020
313384YA1
NA
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-06-12
2020-06-12
2020-06-12
N
N
N
0.0025
2399719.99
2399719.99
0.0028
N
N
Y
N
N/A
BofA Securities, Inc.
REPO TRIPA MORTG 0.04 05/01/2020
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2050-04-20
3.0000%
90535437.74
96511380.17
Agency Mortgage-Backed Securities
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
94619000.00
94619000.00
0.1085
N
Y
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.04 05/01/2020
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2048-10-01
4.0000%
9823.04
6024.42
Agency Mortgage-Backed Securities
FMAC
2048-11-01
4.0000%
902221.03
543447.75
Agency Mortgage-Backed Securities
FMAC
2048-11-01
4.5000%
224233.38
187152.08
Agency Mortgage-Backed Securities
FMAC
2048-10-01
5.5000%
349149.39
285414.14
Agency Mortgage-Backed Securities
FMAC
2048-10-01
5.5000%
260766.61
44638.32
Agency Mortgage-Backed Securities
FMAC
2048-10-01
4.5000%
134382.31
39408.81
Agency Mortgage-Backed Securities
FMAC
2048-10-01
4.5000%
5892075.00
5188546.88
Agency Mortgage-Backed Securities
FMAC
2048-10-01
3.5000%
4572532.99
2987204.14
Agency Mortgage-Backed Securities
FMAC
2048-10-01
4.0000%
570419.48
349718.88
Agency Mortgage-Backed Securities
FMAC
2048-10-01
4.5000%
349177.50
220574.65
Agency Mortgage-Backed Securities
FMAC
2048-11-01
5.0000%
343788.40
366307.01
Agency Mortgage-Backed Securities
FMAC
2048-10-01
4.5000%
118727.67
104583.19
Agency Mortgage-Backed Securities
FMAC
2048-10-01
5.0000%
971625.38
701276.73
Agency Mortgage-Backed Securities
FMAC
2048-10-01
5.0000%
564347.86
610239.02
Agency Mortgage-Backed Securities
FMAC
2048-11-01
5.0000%
70875.00
45333.22
Agency Mortgage-Backed Securities
FMAC
2048-11-01
5.0000%
489345.33
383898.63
Agency Mortgage-Backed Securities
FMAC
2048-11-01
4.5000%
1211141.77
1001309.38
Agency Mortgage-Backed Securities
FMAC
2048-11-01
4.5000%
335415.94
334177.28
Agency Mortgage-Backed Securities
FMAC
2048-11-01
4.5000%
280115.25
217315.04
Agency Mortgage-Backed Securities
FMAC
2048-11-01
5.0000%
422472.88
409758.55
Agency Mortgage-Backed Securities
FMAC
2048-11-01
4.0000%
3271677.89
2695617.62
Agency Mortgage-Backed Securities
FMAC
2048-10-01
5.0000%
878850.00
521907.16
Agency Mortgage-Backed Securities
FMAC
2048-10-01
5.0000%
492407.61
324939.07
Agency Mortgage-Backed Securities
FMAC
2048-10-01
5.0000%
47250.00
34620.85
Agency Mortgage-Backed Securities
FMAC
2048-10-01
5.0000%
646294.95
450625.66
Agency Mortgage-Backed Securities
FMAC
2048-11-01
5.5000%
385519.13
269827.96
Agency Mortgage-Backed Securities
FMAC
2048-11-01
5.5000%
818836.59
487385.23
Agency Mortgage-Backed Securities
FMAC
2048-11-01
4.5000%
904391.70
672316.68
Agency Mortgage-Backed Securities
FMAC
2048-11-01
4.5000%
297224.94
298238.90
Agency Mortgage-Backed Securities
FMAC
2048-11-01
4.5000%
666814.92
610365.23
Agency Mortgage-Backed Securities
FMAC
2048-11-01
4.5000%
70875.00
60121.20
Agency Mortgage-Backed Securities
FMAC
2048-10-01
4.0000%
342131.82
277680.84
Agency Mortgage-Backed Securities
FMAC
2048-10-01
4.0000%
385087.50
361272.32
Agency Mortgage-Backed Securities
FNMA
2048-10-01
3.5000%
6705308.22
6583175.11
Agency Mortgage-Backed Securities
FNMA
2048-10-01
3.6080%
435490.49
302870.58
Agency Mortgage-Backed Securities
FNMA
2048-11-01
4.5000%
507554.78
531458.05
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.5000%
320407.21
325824.77
Agency Mortgage-Backed Securities
FNMA
2048-11-01
4.0000%
67729.10
36941.40
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.5000%
3130992.43
2858740.19
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.2100%
428557.50
499636.50
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.5000%
4319745.73
4011018.23
Agency Mortgage-Backed Securities
FNMA
2048-10-01
3.0000%
3544907.63
2917823.62
Agency Mortgage-Backed Securities
FNMA
2048-11-01
4.0000%
6968154.53
6023763.53
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.0000%
6665702.32
5674225.38
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.0000%
5231740.42
3446372.80
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.5000%
2725696.81
1966708.47
Agency Mortgage-Backed Securities
FNMA
2048-10-01
5.0000%
49612.50
27422.20
Agency Mortgage-Backed Securities
FNMA
2048-11-01
4.5000%
717892.88
608410.99
Agency Mortgage-Backed Securities
FNMA
2048-11-01
4.5000%
56614.48
29386.02
Agency Mortgage-Backed Securities
FNMA
2048-10-01
5.0000%
274142.14
214950.36
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.5000%
782806.58
631734.24
Agency Mortgage-Backed Securities
FNMA
2048-10-01
5.0000%
1049104.27
976739.45
Agency Mortgage-Backed Securities
FNMA
2048-10-01
5.5000%
352991.52
342368.76
Agency Mortgage-Backed Securities
FNMA
2048-10-01
5.5000%
925934.15
389599.87
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.5000%
539801.25
540422.07
Agency Mortgage-Backed Securities
FNMA
2048-11-01
4.0000%
11749899.66
7912639.10
Agency Mortgage-Backed Securities
FNMA
2048-11-01
4.5000%
1386620.71
1168482.76
Agency Mortgage-Backed Securities
FNMA
2048-11-01
5.5000%
311384.35
208866.31
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.5000%
337433.75
283031.36
Agency Mortgage-Backed Securities
FNMA
2048-11-01
5.5000%
1022127.83
500663.46
Agency Mortgage-Backed Securities
FNMA
2048-11-01
3.5000%
553550.05
571310.62
Agency Mortgage-Backed Securities
FNMA
2048-11-01
4.5000%
213142.86
195880.59
Agency Mortgage-Backed Securities
FNMA
2048-11-01
5.0000%
1298580.02
707540.30
Agency Mortgage-Backed Securities
FNMA
2048-11-01
4.5000%
963870.47
948408.28
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.0000%
259385.49
234993.07
Agency Mortgage-Backed Securities
FNMA
2048-11-01
4.5000%
119817.26
77638.35
Agency Mortgage-Backed Securities
FNMA
2048-11-01
5.5000%
1717567.50
1265501.18
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.5000%
601182.54
512765.39
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.5000%
1913625.00
1227509.59
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.0000%
2449448.74
2333852.64
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.5000%
106312.50
85442.07
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.5000%
13506446.99
8417142.90
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.0000%
1709505.00
1623590.69
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.5000%
2990471.40
1882900.99
Agency Mortgage-Backed Securities
FNMA
2048-11-01
4.0000%
1104804.23
703829.40
Agency Mortgage-Backed Securities
FNMA
2048-11-01
4.5000%
6727557.06
4384393.69
Agency Mortgage-Backed Securities
FNMA
2048-11-01
4.0000%
2236984.16
1049874.56
Agency Mortgage-Backed Securities
FNMA
2048-10-01
6.0000%
119488.64
67576.04
Agency Mortgage-Backed Securities
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
94500000.00
94500000.00
0.1083
N
Y
Y
N
N/A
HSBC SECURITIES (USA), INC.
REPO TRIPA MORTG 0.04 05/01/2020
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2047-08-01
3.5000%
42450921.01
41191670.36
Agency Mortgage-Backed Securities
FMAC
2050-04-01
5.0000%
107872.24
117698.09
Agency Mortgage-Backed Securities
FMAC
2042-01-01
4.0000%
119708.68
50449.43
Agency Mortgage-Backed Securities
FMAC
2044-07-01
4.0000%
880432.98
327165.56
Agency Mortgage-Backed Securities
FMAC
2045-11-01
3.5000%
186605.81
108770.13
Agency Mortgage-Backed Securities
FMAC
2048-04-01
3.5000%
492921.01
510287.11
Agency Mortgage-Backed Securities
FMAC
2046-11-01
4.5000%
111963.49
66182.98
Agency Mortgage-Backed Securities
FMAC
2049-10-01
4.0000%
983050.69
824716.42
Agency Mortgage-Backed Securities
FMAC
2050-01-01
3.5000%
18741.56
20086.81
Agency Mortgage-Backed Securities
FNMA
2043-01-01
4.0000%
737942.19
417350.16
Agency Mortgage-Backed Securities
FNMA
2041-12-01
4.0000%
2086064.26
599205.87
Agency Mortgage-Backed Securities
FNMA
2043-07-01
3.5000%
70417.29
36699.45
Agency Mortgage-Backed Securities
FNMA
2044-07-01
5.0000%
187311.39
100749.04
Agency Mortgage-Backed Securities
FNMA
2041-05-01
6.0000%
222003.17
71571.43
Agency Mortgage-Backed Securities
FNMA
2045-09-01
4.5000%
92950.82
52887.04
Agency Mortgage-Backed Securities
FNMA
2046-08-01
3.0000%
77741.39
52235.96
Agency Mortgage-Backed Securities
FNMA
2042-07-01
3.5000%
1547893.10
442622.00
Agency Mortgage-Backed Securities
FNMA
2032-09-01
3.5000%
1550642.19
629714.97
Agency Mortgage-Backed Securities
FNMA
2043-02-01
4.0000%
211251.86
91096.42
Agency Mortgage-Backed Securities
FNMA
2043-02-01
2.5000%
277339.90
149403.24
Agency Mortgage-Backed Securities
FNMA
2043-05-01
3.0000%
704172.88
353700.79
Agency Mortgage-Backed Securities
FNMA
2033-05-01
3.5000%
705950.21
242902.58
Agency Mortgage-Backed Securities
FNMA
2028-09-01
3.5000%
1157686.97
428157.08
Agency Mortgage-Backed Securities
FNMA
2043-09-01
3.0000%
141063.43
75514.00
Agency Mortgage-Backed Securities
FNMA
2045-03-01
4.0000%
271654.40
153446.93
Agency Mortgage-Backed Securities
FNMA
2043-04-01
3.5000%
306315.20
150919.75
Agency Mortgage-Backed Securities
FNMA
2043-10-01
4.5000%
1735296.04
733041.44
Agency Mortgage-Backed Securities
FNMA
2042-01-01
3.5000%
445741.43
216902.48
Agency Mortgage-Backed Securities
FNMA
2045-06-01
3.5000%
944298.64
750707.49
Agency Mortgage-Backed Securities
FNMA
2046-03-01
3.5000%
1296996.30
724313.69
Agency Mortgage-Backed Securities
FNMA
2045-10-01
4.0000%
158055.83
79288.99
Agency Mortgage-Backed Securities
FNMA
2046-10-01
4.0000%
3761274.63
1572395.41
Agency Mortgage-Backed Securities
FNMA
2047-01-01
4.0000%
2525378.00
2100871.22
Agency Mortgage-Backed Securities
FNMA
2047-06-01
4.0000%
737997.12
668767.35
Agency Mortgage-Backed Securities
FNMA
2047-06-01
4.5000%
1491908.54
1379304.36
Agency Mortgage-Backed Securities
FNMA
2048-02-01
3.5000%
2437840.86
2129397.60
Agency Mortgage-Backed Securities
FNMA
2048-07-01
4.5000%
2725867.29
2409228.87
Agency Mortgage-Backed Securities
FNMA
2038-10-01
4.5000%
1460936.20
1367198.34
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.0000%
1502104.96
1408957.73
Agency Mortgage-Backed Securities
FNMA
2048-08-01
4.5000%
1489432.67
1259522.22
Agency Mortgage-Backed Securities
FNMA
2029-08-01
2.7400%
10914679.58
12186853.40
Agency Mortgage-Backed Securities
FNMA
2041-02-01
4.5000%
309836.07
270231.43
Agency Mortgage-Backed Securities
FNMA
2048-11-01
4.5000%
1871015.50
1617133.98
Agency Mortgage-Backed Securities
FNMA
2050-04-01
4.0000%
954876.73
1064572.22
Agency Mortgage-Backed Securities
FNMA
2050-04-01
3.5000%
1013666.71
1119995.73
Agency Mortgage-Backed Securities
FNMA
2049-05-01
3.5000%
9116999.46
9043021.84
Agency Mortgage-Backed Securities
FNMA
2046-11-01
3.5000%
1554954.55
1184507.68
Agency Mortgage-Backed Securities
FNMA
2043-06-01
3.5000%
176043.22
93027.02
Agency Mortgage-Backed Securities
FNMA
2035-10-01
4.0000%
2672209.31
1150864.01
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.0000%
1233006.71
556982.83
Agency Mortgage-Backed Securities
FNMA
2047-03-01
3.0000%
1086720.42
887775.53
Agency Mortgage-Backed Securities
FNMA
2032-09-01
2.5000%
3256315.08
2333565.90
Agency Mortgage-Backed Securities
FNMA
2049-09-01
5.0000%
656922.88
595009.93
Agency Mortgage-Backed Securities
FNMA
2039-09-01
3.5000%
238452.65
221464.92
Agency Mortgage-Backed Securities
Y
2020-05-01
2020-05-01
2020-05-01
N
N
N
0.0004
94500000.00
94500000.00
0.1083
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 00.1630 07/31/2020
912828Y53
US912828Y537
U.S. Treasury Debt
Y
2020-05-01
2020-07-31
2020-07-31
N
N
N
0.0017
7500625.05
7500625.05
0.0086
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 00.2590 04/30/2021
9128286Q8
US9128286Q86
U.S. Treasury Debt
Y
2020-05-01
2021-04-30
2021-04-30
N
N
N
0.0026
7507501.58
7507501.58
0.0086
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 00.3400 07/31/2021
9128287G9
US9128287G95
U.S. Treasury Debt
Y
2020-05-01
2021-07-31
2021-07-31
N
N
N
0.0035
7514706.68
7514706.68
0.0086
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
TREASURY BILL 00.0000 05/28/2020
912796TW9
US912796TW96
U.S. Treasury Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-05-28
2020-05-28
2020-05-28
N
N
N
0.0021
7999670.00
7999670.00
0.0092
N
Y
Y
N
N/A
Putnam Money Market Fund
2020-05-06
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer