0000928816-20-000623.txt : 20200604
0000928816-20-000623.hdr.sgml : 20200604
20200604161850
ACCESSION NUMBER: 0000928816-20-000623
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200531
FILED AS OF DATE: 20200604
DATE AS OF CHANGE: 20200604
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: 20943173
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
2020-05-31
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
38
72
325239217.73
311747134.74
313735521.83
310953932.74
302557514.12
392181800.82
381044053.95
399728296.57
370147415.54
374806983.94
0.3718
0.3557
0.3572
0.3569
0.3553
0.4483
0.4348
0.4551
0.4249
0.4402
1029.91
851690260.27
851411413.15
9076032.61
9675912.19
850812563.48
850857036.9800
1.0000
0.0051
1.0003
1.0004
1.0004
1.0003
1.0003
C000017192
500.00
822972596.17
823014448.9300
1.0003
1.0004
1.0004
1.0003
1.0003
15227137.23
10175618.27
9803042.93
8469903.82
7931178.83
6908193.66
5037514.76
18599542.48
1936799.24
10635100.19
25261385.09
46352271.77
0.0006
N
C000017193
500.00
3635246.11
3635418.7770
1.0003
1.0004
1.0004
1.0004
1.0004
67799.51
74466.66
50043.18
72324.55
0.00
13272.51
0.00
49985.37
3245.99
44789.31
61816.46
202076.51
0.0006
N
C000017194
500.00
18043347.69
18045371.5690
1.0002
1.0003
1.0003
1.0003
1.0003
2793106.57
342714.52
1115196.51
409703.16
422824.14
336004.80
101994.37
3071863.42
111153.22
738055.50
1753665.94
4652794.54
0.0006
N
C000017196
500.00
6161373.51
6161797.7040
1.0003
1.0003
1.0004
1.0003
1.0003
14785.11
75544.02
11860.22
119216.60
344258.12
7625.72
6329.12
2664.89
11190.85
826866.02
378375.75
956380.27
0.0006
N
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 30601VLC3 DCP 11/12/2020
30601VLC3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-11-12
2020-11-12
2020-11-12
N
Y
BANK OF MONTREAL
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0030
7489005.83
7489005.83
0.0088
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127THM8 DCP 08/21/2020
53127THM8
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-08-21
2020-08-21
2020-08-21
N
Y
BANK OF NOVA SCOTIA/THE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0023
11993391.90
11993391.90
0.0141
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
4498939.13
4498939.13
0.0053
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
8497366.45
8497366.45
0.0100
N
N
N
N
N/A
CAFCO LLC
CAFCO LLC 1247P2H64 DCP 08/06/2020
1247P2H64
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-08-06
2020-08-06
2020-08-06
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0023
4498525.13
4498525.13
0.0053
N
N
N
N
N/A
CHARTA LLC
CHARTA LLC 16115VH51 DCP 08/05/2020
16115VH51
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-08-05
2020-08-05
2020-08-05
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0025
4498452.99
4498452.99
0.0053
N
N
N
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
3999080.00
3999080.00
0.0047
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
8499256.25
8499256.25
0.0100
N
N
N
N
N/A
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION 04821TJF3 DCP 09/15/2020
04821TJF3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-09-15
2020-09-15
2020-09-15
N
Y
CREDIT AGRICOLE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0025
8743032.29
8743032.29
0.0103
N
N
N
N
N/A
ALPINE SECURITIZATION LLC
ALPINE SECURITIZATION LLC 02088WJJ0 DCP 09/18/2020
02088WJJ0
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-09-18
2020-09-18
2020-09-18
N
Y
CREDIT AGRICOLE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0028
8740880.58
8740880.58
0.0103
N
N
N
N
N/A
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R0F44 DCP 06/04/2020
7588R0F44
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-06-04
2020-06-04
2020-06-04
N
Y
HSBC Bank PLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0022
8499830.00
8499830.00
0.0100
N
N
Y
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
7185859.30
7185859.30
0.0084
N
N
Y
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
6999648.81
6999648.81
0.0082
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
11001537.90
11001537.90
0.0129
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
7498350.00
7498350.00
0.0088
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
8747115.91
8747115.91
0.0103
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
4501303.74
4501303.74
0.0053
N
N
N
N
N/A
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983TH74 DCP 08/07/2020
67983TH74
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-08-07
2020-08-07
2020-08-07
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0025
4497550.02
4497550.02
0.0053
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
5996942.82
5996942.82
0.0070
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+
2020-08-12
2020-08-12
2020-08-12
N
N
N
0.0198
11002600.20
11002600.20
0.0129
N
N
N
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+
2020-06-01
2020-06-01
2020-06-01
N
N
N
0.0053
7750255.83
7750255.83
0.0091
N
Y
Y
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 00.4973 08/07/2020
06370RX79
US06370RX791
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-06-08
2020-08-07
2020-08-07
N
N
N
0.0050
3501475.11
3501475.11
0.0041
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 00.3400 03/04/2021
06367BHL6
US06367BHL62
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-05-30
2021-03-04
2021-03-04
N
N
N
0.0034
7747661.52
7747661.52
0.0091
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.2700 06/12/2020
13606B2E5
US13606B2E59
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-05-30
2020-06-12
2020-06-12
N
N
N
0.0027
4000202.20
4000202.20
0.0047
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.4500 10/09/2020
13606B5R3
US13606B5R36
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-05-30
2020-10-09
2020-10-09
N
N
N
0.0045
7753005.14
7753005.14
0.0091
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
3503652.81
3503652.81
0.0041
N
N
N
N
N/A
DNB BANK ASA/NEW YORK
DNB BANK ASA/NY 00.5809 02/05/2021
23341VD32
US23341VD324
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
2020-08-05
2021-02-05
2021-02-05
N
N
N
0.0058
10999254.50
10999254.50
0.0129
N
N
N
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
4252106.17
4252106.17
0.0050
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 00.4834 06/05/2020
21684L4T6
US21684L4T64
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-06-05
2020-06-05
2020-06-05
N
N
N
0.0048
7750517.39
7750517.39
0.0091
N
N
Y
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY USD 00.4628 02/03/2021
21684L6C1
US21684L6C12
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-06-03
2021-02-03
2021-02-03
N
N
N
0.0046
8501420.86
8501420.86
0.0100
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
4258085.63
4258085.63
0.0050
N
N
N
N
N/A
STATE STREET BANK AND TRUST CO
STATE STREET BANK & TR 00.4208 07/20/2020
8574P1MK9
US8574P1MK91
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-06-22
2020-07-20
2020-07-20
N
N
N
0.0042
7502390.85
7502390.85
0.0088
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
8507544.86
8507544.86
0.0100
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANKING CORP/ 00.3800 11/20/2020
86565CFU8
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-11-20
2020-11-20
2020-11-20
N
N
N
0.0038
8750975.01
8750975.01
0.0103
N
N
N
N
N/A
SUMITOMO MITSUI TRUST BANK LIMITED/ NEW YORK
SUMITOMO MITSUI TRUST NY 00.2224 06/19/2020
86564F6N8
US86564F6N82
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2020-06-19
2020-06-19
2020-06-19
N
N
N
0.0022
7250267.96
7250267.96
0.0085
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
8505441.02
8505441.02
0.0100
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
7501768.95
7501768.95
0.0088
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY USD 00.2924 02/19/2021
89114NGW9
US89114NGW92
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-06-19
2021-02-19
2021-02-19
N
N
N
0.0029
10295688.10
10295688.10
0.0121
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 00.4940 06/12/2020
95001KBA1
US95001KBA16
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-06-12
2020-06-12
2020-06-12
N
N
N
0.0049
7500354.00
7500354.00
0.0088
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
3750933.79
3750933.79
0.0044
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
7247598.44
7247598.44
0.0085
N
N
N
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084BLG7 DCP 11/16/2020
00084BLG7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
WD
2020-11-16
2020-11-16
2020-11-16
N
N
N
0.0025
8476784.38
8476784.38
0.0100
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+
2020-06-29
2020-08-28
2020-08-28
N
N
N
0.0157
7499568.15
7499568.15
0.0088
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+
2020-08-10
2020-11-09
2020-11-09
N
N
N
0.0159
11006346.70
11006346.70
0.0129
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
8495871.13
8495871.13
0.0100
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
7248736.91
7248736.91
0.0085
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COM 13608AP18 DCP 02/01/2021
13608AP18
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2021-02-01
2021-02-01
2021-02-01
N
N
N
0.0042
5237414.02
5237414.02
0.0062
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
7251773.79
7251773.79
0.0085
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA 2332K0FW7 DCP 06/30/2020
2332K0FW7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2020-06-30
2020-06-30
2020-06-30
N
N
N
0.0017
9999280.00
9999280.00
0.0118
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
5905442.93
5905442.93
0.0069
N
N
N
N
N/A
HSBC BANK PLC
HSBC BANK PLC - 10/13/2020 01.5414 10/13/2020
40433FPV5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2020-07-13
2020-10-13
2020-10-13
N
N
N
0.0154
2502271.68
2502271.68
0.0029
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
8498788.75
8498788.75
0.0100
N
N
N
N
N/A
ING US FUNDING LLC
ING US FUNDING LLC 4497W0P10 DCP 02/01/2021
4497W0P10
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2021-02-01
2021-02-01
2021-02-01
N
N
N
0.0050
8484658.44
8484658.44
0.0100
N
N
N
N
N/A
LLOYDS BANK PLC
LLOYDS BANK PLC - 08/24/2020 00.1300 08/24/2020
53946BEZ0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-06-01
2020-08-24
2020-08-24
N
N
N
0.0013
1649800.71
1649800.71
0.0019
N
N
N
N
N/A
LLOYDS BANK PLC
LLOYDS BANK PLC - 08/25/2020 00.1500 08/25/2020
53946BFA4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-06-01
2020-08-25
2020-08-25
N
N
N
0.0015
4849407.48
4849407.48
0.0057
N
N
N
N
N/A
MUFG BANK LTD/NEW YORK NY
MUFG BANK LTD/NEW YORK NY 62479LLH6 DCP 11/17/2020
62479LLH6
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2020-11-17
2020-11-17
2020-11-17
N
N
N
0.0036
8735242.60
8735242.60
0.0103
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 00.3524 02/19/2021
63254GNF8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2020-06-19
2021-02-19
2021-02-19
N
N
N
0.0035
8749657.70
8749657.70
0.0103
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
7249939.61
7249939.61
0.0085
N
N
Y
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
4999950.00
4999950.00
0.0059
N
N
Y
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
3749235.53
3749235.53
0.0044
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
7249210.55
7249210.55
0.0085
N
N
N
N
N/A
NRW BANK
NRW BANK 62939LJ83 DCP 09/08/2020
62939LJ83
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-09-08
2020-09-08
2020-09-08
N
N
N
0.0024
8495448.25
8495448.25
0.0100
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
7496576.70
7496576.70
0.0088
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
3999975.32
3999975.32
0.0047
N
Y
Y
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
3499727.00
3499727.00
0.0041
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
11004997.90
11004997.90
0.0129
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
3998598.24
3998598.24
0.0047
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
3999754.00
3999754.00
0.0047
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+
2020-06-08
2020-08-06
2020-08-06
N
N
N
0.0186
7500758.10
7500758.10
0.0088
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
2020-06-01
2020-06-26
2020-06-26
N
N
N
0.0184
3000059.82
3000059.82
0.0035
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
7497018.75
7497018.75
0.0088
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
3749713.13
3749713.13
0.0044
N
N
N
N
N/A
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M2H74 DCP 08/07/2020
7443M2H74
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2020-08-07
2020-08-07
2020-08-07
N
N
N
0.0029
4248570.34
4248570.34
0.0050
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
7499952.53
7499952.53
0.0088
N
N
Y
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
2020-06-02
2020-08-28
2020-08-28
N
N
N
0.0166
7499620.35
7499620.35
0.0088
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
7494254.18
7494254.18
0.0088
N
N
N
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
5199602.77
5199602.77
0.0061
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
8400000.00
8400000.00
0.0099
N
Y
Y
N
N/A
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384ZE2 GDC 07/10/2020
313384ZE2
NA
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-07-10
2020-07-10
2020-07-10
N
N
N
0.0011
3399521.18
3399521.18
0.0040
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
2399919.34
2399919.34
0.0028
N
N
Y
N
N/A
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384YT0 GDC 06/29/2020
313384YT0
NA
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-06-29
2020-06-29
2020-06-29
N
N
N
0.0010
1399880.22
1399880.22
0.0016
N
N
Y
N
N/A
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384ZT9 GDC 07/23/2020
313384ZT9
NA
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-07-23
2020-07-23
2020-07-23
N
N
N
0.0012
1169780.30
1169780.30
0.0014
N
N
Y
N
N/A
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384B73 GDC 08/12/2020
313384B73
NA
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-08-12
2020-08-12
2020-08-12
N
N
N
0.0013
8747375.00
8747375.00
0.0103
N
N
N
N
N/A
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384ZL6 GDC 07/16/2020
313384ZL6
NA
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-07-16
2020-07-16
2020-07-16
N
N
N
0.0013
6998862.50
6998862.50
0.0082
N
N
Y
N
N/A
FREDDIE MAC DISCOUNT NOTES
FREDDIE MAC DISCOUNT NOTES 313396ZT3 GDC 07/23/2020
313396ZT3
NA
U.S. Government Agency Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-07-23
2020-07-23
2020-07-23
N
N
N
0.0012
8498403.87
8498403.87
0.0100
N
N
Y
N
N/A
BofA Securities, Inc.
REPO TRIPA MORTG 0.07 06/01/2020
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2033-04-01
5.1400%
45843743.64
1338495.15
Agency Mortgage-Backed Securities
FMAC
2044-08-01
4.0000%
2567619.42
1280504.24
Agency Mortgage-Backed Securities
FMAC
2042-03-01
3.5000%
4405205.54
1312817.96
Agency Mortgage-Backed Securities
FMAC
2032-03-01
2.5000%
1762082.21
1188725.83
Agency Mortgage-Backed Securities
FMAC
2045-02-01
3.6980%
9361061.76
1199803.85
Agency Mortgage-Backed Securities
FMAC
2030-10-01
2.5000%
2548700.82
1258006.05
Agency Mortgage-Backed Securities
FMAC
2047-12-01
4.0000%
1961805.42
1351070.99
Agency Mortgage-Backed Securities
FMAC
2043-06-01
3.0000%
2153736.70
1236339.80
Agency Mortgage-Backed Securities
FMAC
2032-03-01
3.5000%
2422863.04
1256765.20
Agency Mortgage-Backed Securities
FMAC
2033-08-01
4.0000%
2213615.78
1209120.41
Agency Mortgage-Backed Securities
FMAC
2048-10-01
5.0000%
2074084.86
1224417.24
Agency Mortgage-Backed Securities
FMAC
2048-11-01
5.0000%
2290211.73
1340210.97
Agency Mortgage-Backed Securities
FMAC
2045-09-01
4.5000%
1800452.44
1217411.21
Agency Mortgage-Backed Securities
FMAC
2049-04-01
4.0000%
1366565.68
1228974.93
Agency Mortgage-Backed Securities
FMAC
2047-07-01
4.0000%
1254910.02
1196401.71
Agency Mortgage-Backed Securities
FMAC
2045-06-01
4.0000%
2577045.24
1323898.19
Agency Mortgage-Backed Securities
FMAC
2050-04-01
4.0000%
1073019.08
1217573.76
Agency Mortgage-Backed Securities
FMAC
2050-04-01
2.5000%
1178036.54
1230903.98
Agency Mortgage-Backed Securities
FMAC
2035-03-01
3.0000%
1292985.97
1350528.08
Agency Mortgage-Backed Securities
FMAC
2047-08-01
2.9270%
2715339.62
1316556.08
Agency Mortgage-Backed Securities
FNMA
2035-09-01
3.7760%
10226474.08
1238007.61
Agency Mortgage-Backed Securities
FNMA
2028-02-01
3.0000%
5572585.00
1319315.44
Agency Mortgage-Backed Securities
FNMA
2027-11-01
3.0000%
4405205.54
1271078.30
Agency Mortgage-Backed Securities
FNMA
2033-05-01
3.6400%
1151961.25
1253063.97
Agency Mortgage-Backed Securities
FNMA
2043-06-01
4.2500%
1241386.92
1337089.19
Agency Mortgage-Backed Securities
FNMA
2043-03-01
3.0000%
2555019.21
1259999.27
Agency Mortgage-Backed Securities
FNMA
2046-09-01
3.0000%
1792478.13
1301373.00
Agency Mortgage-Backed Securities
FNMA
2032-02-01
3.0000%
2202602.77
1350297.26
Agency Mortgage-Backed Securities
FNMA
2043-07-01
3.5000%
3430665.70
1252360.41
Agency Mortgage-Backed Securities
FNMA
2047-02-01
4.0000%
1748668.36
1344045.94
Agency Mortgage-Backed Securities
FNMA
2037-05-01
4.0000%
1520429.38
1299064.88
Agency Mortgage-Backed Securities
FNMA
2037-04-01
4.0000%
1744542.89
1277563.48
Agency Mortgage-Backed Securities
FNMA
2047-05-01
4.0000%
1304658.45
1191188.03
Agency Mortgage-Backed Securities
FNMA
2047-11-01
3.5000%
1761775.17
1340538.71
Agency Mortgage-Backed Securities
FNMA
2048-04-01
3.5000%
1273318.93
1234609.95
Agency Mortgage-Backed Securities
FNMA
2050-03-01
4.0000%
1138010.84
1223789.51
Agency Mortgage-Backed Securities
FNMA
2029-05-01
3.2400%
1145353.44
1318266.30
Agency Mortgage-Backed Securities
FNMA
2031-08-01
2.7650%
1189405.49
1317124.52
Agency Mortgage-Backed Securities
FNMA
2031-10-01
2.4000%
1207026.32
1304389.49
Agency Mortgage-Backed Securities
FNMA
2032-01-01
3.5000%
1925074.82
1210687.79
Agency Mortgage-Backed Securities
FNMA
2035-12-01
3.5000%
1834768.11
1246412.23
Agency Mortgage-Backed Securities
FNMA
2032-12-01
3.5000%
1762082.21
1300493.55
Agency Mortgage-Backed Securities
FNMA
2048-06-01
5.0000%
1520789.72
1345558.41
Agency Mortgage-Backed Securities
FNMA
2048-11-01
3.0000%
1375332.48
1217610.59
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.0000%
1528676.80
1215872.46
Agency Mortgage-Backed Securities
FNMA
2049-10-01
5.0000%
2199894.01
1297098.77
Agency Mortgage-Backed Securities
FNMA
2050-03-01
3.0000%
1138951.35
1229241.51
Agency Mortgage-Backed Securities
FNMA
2035-02-01
3.0000%
1261068.06
1309154.80
Agency Mortgage-Backed Securities
FNMA
2050-06-01
2.2710%
1195305.83
1241864.58
Agency Mortgage-Backed Securities
FNMA
2050-06-01
2.3230%
1248570.93
1298172.63
Agency Mortgage-Backed Securities
FNMA
2050-05-01
3.0000%
1128966.07
1212779.76
Agency Mortgage-Backed Securities
FNMA
2035-05-01
3.0000%
1131844.44
1197300.51
Agency Mortgage-Backed Securities
FNMA
2037-12-01
4.0000%
1649325.25
1314723.46
Agency Mortgage-Backed Securities
FNMA
2047-11-01
4.5000%
1510104.46
1192973.81
Agency Mortgage-Backed Securities
FNMA
2048-05-01
4.5000%
1897322.02
1197638.55
Agency Mortgage-Backed Securities
FNMA
2048-01-01
4.5000%
745447.12
661418.27
Agency Mortgage-Backed Securities
FNMA
2033-02-01
3.0000%
1762082.21
1326038.68
Agency Mortgage-Backed Securities
FNMA
2049-10-01
3.0000%
1324210.07
1334271.20
Agency Mortgage-Backed Securities
FNMA
2034-07-01
3.0000%
1365613.72
1202476.77
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.0000%
1207026.32
1193093.97
Agency Mortgage-Backed Securities
FNMA
2040-02-01
4.0000%
1133756.74
1213429.66
Agency Mortgage-Backed Securities
FNMA
2033-04-01
2.5000%
1409665.77
1247717.13
Agency Mortgage-Backed Securities
FNMA
2033-01-01
2.5000%
1409665.77
1248787.91
Agency Mortgage-Backed Securities
FNMA
2046-07-01
2.2390%
12969112.32
1247787.90
Agency Mortgage-Backed Securities
FNMA
2032-07-01
3.0000%
4140893.20
1299390.61
Agency Mortgage-Backed Securities
FNMA
2045-02-01
3.0000%
2466915.10
1291690.51
Agency Mortgage-Backed Securities
FNMA
2036-01-01
3.5000%
2460307.29
1209130.63
Agency Mortgage-Backed Securities
FNMA
2038-01-01
4.0000%
1762082.21
1274752.70
Agency Mortgage-Backed Securities
Y
2020-06-01
2020-06-01
2020-06-01
N
N
N
0.0007
83813000.00
83813000.00
0.0985
N
Y
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.07 06/01/2020
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2049-02-01
4.0000%
2465256.94
1174870.50
Agency Mortgage-Backed Securities
FMAC
2049-03-01
4.5000%
73711.18
39540.59
Agency Mortgage-Backed Securities
FMAC
2049-02-01
4.5000%
140994.45
152540.70
Agency Mortgage-Backed Securities
FMAC
2048-12-01
5.0000%
39191.67
42282.87
Agency Mortgage-Backed Securities
FMAC
2048-12-01
5.0000%
181997.84
101254.73
Agency Mortgage-Backed Securities
FMAC
2048-12-01
4.5000%
67794.57
48472.93
Agency Mortgage-Backed Securities
FMAC
2048-12-01
5.5000%
250233.19
123380.42
Agency Mortgage-Backed Securities
FMAC
2048-12-01
5.5000%
43879.60
37321.47
Agency Mortgage-Backed Securities
FMAC
2049-01-01
4.5000%
246525.69
173811.33
Agency Mortgage-Backed Securities
FMAC
2048-12-01
5.5000%
407121.41
103983.80
Agency Mortgage-Backed Securities
FMAC
2049-01-01
5.5000%
130191.94
81740.07
Agency Mortgage-Backed Securities
FMAC
2049-02-01
5.0000%
386188.66
264287.07
Agency Mortgage-Backed Securities
FMAC
2049-02-01
3.0000%
923472.92
813260.04
Agency Mortgage-Backed Securities
FMAC
2049-01-01
3.0000%
237109.65
206534.05
Agency Mortgage-Backed Securities
FMAC
2048-12-01
3.5000%
665999.76
289056.19
Agency Mortgage-Backed Securities
FMAC
2049-02-01
5.5000%
90524.97
50931.61
Agency Mortgage-Backed Securities
FMAC
2049-02-01
5.5000%
284628.21
249751.79
Agency Mortgage-Backed Securities
FMAC
2048-12-01
4.0000%
8402582.99
5360598.98
Agency Mortgage-Backed Securities
FMAC
2049-02-01
4.5000%
1232628.47
800964.98
Agency Mortgage-Backed Securities
FMAC
2049-02-01
4.0000%
3212025.42
2049922.93
Agency Mortgage-Backed Securities
FMAC
2048-12-01
5.0000%
1527113.77
1102434.64
Agency Mortgage-Backed Securities
FMAC
2048-12-01
4.5000%
1259746.30
811311.85
Agency Mortgage-Backed Securities
FMAC
2049-02-01
5.0000%
26470.45
18582.31
Agency Mortgage-Backed Securities
FMAC
2049-02-01
5.5000%
573405.70
236655.42
Agency Mortgage-Backed Securities
FMAC
2048-12-01
4.0000%
18489.43
12818.82
Agency Mortgage-Backed Securities
FMAC
2049-01-01
4.0000%
9391777.19
5370626.15
Agency Mortgage-Backed Securities
FMAC
2049-02-01
3.5000%
1835987.53
1061745.56
Agency Mortgage-Backed Securities
FMAC
2048-12-01
3.0000%
416870.26
283176.21
Agency Mortgage-Backed Securities
FMAC
2049-01-01
3.5000%
919892.38
571855.51
Agency Mortgage-Backed Securities
FMAC
2049-02-01
5.0000%
389977.02
245460.66
Agency Mortgage-Backed Securities
FMAC
2048-12-01
4.0000%
75013.82
54637.41
Agency Mortgage-Backed Securities
FMAC
2048-12-01
4.5000%
54346.84
30399.26
Agency Mortgage-Backed Securities
FMAC
2048-12-01
5.5000%
518914.89
485504.69
Agency Mortgage-Backed Securities
FMAC
2048-12-01
5.5000%
1316587.23
1131076.17
Agency Mortgage-Backed Securities
FMAC
2048-12-01
4.0000%
43120.06
33837.06
Agency Mortgage-Backed Securities
FMAC
2048-12-01
4.5000%
627900.94
459990.52
Agency Mortgage-Backed Securities
FMAC
2048-12-01
4.5000%
527338.92
515937.01
Agency Mortgage-Backed Securities
FMAC
2048-12-01
5.0000%
55468.28
51392.81
Agency Mortgage-Backed Securities
FMAC
2048-12-01
4.5000%
1123066.53
552417.26
Agency Mortgage-Backed Securities
FMAC
2049-01-01
5.0000%
651560.01
389521.60
Agency Mortgage-Backed Securities
FMAC
2049-01-01
4.5000%
923986.93
647973.02
Agency Mortgage-Backed Securities
FMAC
2049-01-01
5.0000%
469380.24
255205.74
Agency Mortgage-Backed Securities
FMAC
2049-01-01
5.0000%
1083558.82
802921.24
Agency Mortgage-Backed Securities
FMAC
2049-01-01
3.5000%
49453.30
40648.26
Agency Mortgage-Backed Securities
FMAC
2049-02-01
3.5000%
246525.69
142647.81
Agency Mortgage-Backed Securities
FMAC
2049-02-01
4.0000%
1018151.12
801056.12
Agency Mortgage-Backed Securities
FMAC
2049-02-01
5.5000%
397273.20
319081.44
Agency Mortgage-Backed Securities
FMAC
2049-01-01
5.5000%
281722.66
261752.44
Agency Mortgage-Backed Securities
FMAC
2049-02-01
4.5000%
27906.71
23211.68
Agency Mortgage-Backed Securities
FMAC
2049-03-01
5.0000%
400837.96
419383.56
Agency Mortgage-Backed Securities
FMAC
2049-03-01
5.0000%
851414.45
770292.53
Agency Mortgage-Backed Securities
FMAC
2049-03-01
5.5000%
251334.42
254092.34
Agency Mortgage-Backed Securities
FMAC
2049-03-01
5.5000%
250078.87
139545.92
Agency Mortgage-Backed Securities
FMAC
2049-03-01
5.0000%
248723.72
282559.31
Agency Mortgage-Backed Securities
FMAC
2049-03-01
5.0000%
2135673.53
1858952.88
Agency Mortgage-Backed Securities
FMAC
2049-02-01
4.0000%
590815.34
487548.86
Agency Mortgage-Backed Securities
FMAC
2048-12-01
4.0000%
129425.99
89749.38
Agency Mortgage-Backed Securities
FNMA
2048-12-01
4.5000%
708502.76
559100.62
Agency Mortgage-Backed Securities
FNMA
2048-12-01
4.0000%
217816.54
142123.49
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.0000%
40050.07
27288.67
Agency Mortgage-Backed Securities
FNMA
2049-02-01
3.5000%
837140.86
852291.17
Agency Mortgage-Backed Securities
FNMA
2049-02-01
3.5000%
1440407.23
1219569.72
Agency Mortgage-Backed Securities
FNMA
2049-02-01
3.5000%
774282.23
784078.07
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.5000%
754087.09
753426.46
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.0000%
350851.42
251108.33
Agency Mortgage-Backed Securities
FNMA
2048-12-01
4.5000%
848048.39
651773.39
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.0000%
67794.57
62326.80
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.0000%
319659.76
267232.05
Agency Mortgage-Backed Securities
FNMA
2048-12-01
4.2800%
1951990.44
2204780.80
Agency Mortgage-Backed Securities
FNMA
2049-01-01
3.5000%
543959.68
515129.14
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.0000%
189085.21
151632.79
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.5000%
419093.93
246317.01
Agency Mortgage-Backed Securities
FNMA
2049-02-01
5.0000%
117099.70
92514.44
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.0000%
3588995.01
2932364.62
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.5000%
127207.26
125822.51
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.0000%
1593788.61
1195063.01
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.5000%
2245849.07
1455030.22
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.5000%
1394102.80
1256122.33
Agency Mortgage-Backed Securities
FNMA
2048-12-01
4.0000%
1845787.67
1725689.81
Agency Mortgage-Backed Securities
FNMA
2048-12-01
4.0000%
304459.23
170681.00
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.0000%
43574.90
27629.46
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.0000%
123425.06
49259.40
Agency Mortgage-Backed Securities
FNMA
2049-01-01
5.0000%
43305.69
41591.39
Agency Mortgage-Backed Securities
FNMA
2048-12-01
4.5000%
498721.48
342629.93
Agency Mortgage-Backed Securities
FNMA
2048-12-01
4.5000%
4118456.27
3205399.75
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.5000%
255397.91
282852.07
Agency Mortgage-Backed Securities
FNMA
2048-12-01
4.0000%
123940.79
87136.96
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.5000%
346129.22
383532.66
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.5000%
1550564.03
1197850.73
Agency Mortgage-Backed Securities
FNMA
2048-12-01
4.5000%
6395.37
6286.54
Agency Mortgage-Backed Securities
FNMA
2048-12-01
4.5000%
274145.20
239681.92
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.5000%
359757.90
214703.06
Agency Mortgage-Backed Securities
FNMA
2048-12-01
4.5000%
426385.66
406592.47
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.0000%
49305.14
26887.94
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.5000%
843584.30
854589.97
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.5000%
252638.30
237723.14
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.5000%
137449.41
109940.57
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.0000%
1327992.25
757838.12
Agency Mortgage-Backed Securities
FNMA
2049-03-01
3.5000%
1745420.90
1142935.47
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.5000%
501324.54
517154.36
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.0000%
1476688.91
1103423.00
Agency Mortgage-Backed Securities
FNMA
2049-01-01
5.0000%
586789.82
412659.78
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.5000%
43881.57
39340.18
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.0000%
308157.12
168895.68
Agency Mortgage-Backed Securities
FNMA
2048-12-01
4.5000%
209546.84
125716.67
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.0000%
174786.72
122183.12
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.0000%
591661.67
410060.46
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.5000%
2580660.55
1845135.19
Agency Mortgage-Backed Securities
FNMA
2049-02-01
5.0000%
4682729.43
4045669.57
Agency Mortgage-Backed Securities
FNMA
2049-03-01
5.0000%
26334.61
19268.23
Agency Mortgage-Backed Securities
FNMA
2048-12-01
5.0000%
330517.00
310223.85
Agency Mortgage-Backed Securities
FNMA
2048-12-01
3.5000%
191965.61
157783.66
Agency Mortgage-Backed Securities
FNMA
2048-12-01
4.5000%
293830.77
319170.90
Agency Mortgage-Backed Securities
FNMA
2048-12-01
4.0000%
174735.69
181822.70
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.0000%
977061.45
867379.18
Agency Mortgage-Backed Securities
FNMA
2049-03-01
5.0000%
352843.35
350523.08
Agency Mortgage-Backed Securities
FNMA
2049-02-01
5.0000%
330588.00
363746.93
Agency Mortgage-Backed Securities
FNMA
2049-02-01
5.0000%
511309.57
569926.05
Agency Mortgage-Backed Securities
FNMA
2049-03-01
5.0000%
360472.33
399435.41
Agency Mortgage-Backed Securities
FNMA
2049-02-01
5.0000%
368233.21
360959.59
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.5000%
296739.53
302829.35
Agency Mortgage-Backed Securities
FNMA
2049-01-01
5.5000%
286065.70
227747.33
Agency Mortgage-Backed Securities
FNMA
2049-01-01
5.5000%
298391.25
175967.95
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.5000%
449969.54
495878.60
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.5000%
300848.12
333039.71
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.5000%
406713.65
369472.30
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.5000%
37075.74
40517.85
Agency Mortgage-Backed Securities
FNMA
2049-02-01
5.0000%
393377.35
439251.66
Agency Mortgage-Backed Securities
FNMA
2049-02-01
5.0000%
364077.03
261165.18
Agency Mortgage-Backed Securities
FNMA
2049-02-01
5.0000%
246731.79
279752.68
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.5000%
318007.54
350971.34
Agency Mortgage-Backed Securities
FNMA
2049-03-01
3.5000%
329515.12
284800.40
Agency Mortgage-Backed Securities
FNMA
2049-03-01
3.5000%
921803.70
880201.82
Agency Mortgage-Backed Securities
FNMA
2049-03-01
3.5000%
927418.32
714937.80
Agency Mortgage-Backed Securities
FNMA
2049-02-01
5.0000%
44109.12
33426.03
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.0000%
1356524.89
1101252.39
Agency Mortgage-Backed Securities
FNMA
2049-02-01
3.5000%
493100.69
455891.45
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.5000%
512370.62
458516.29
Agency Mortgage-Backed Securities
FNMA
2049-02-01
5.5000%
270836.33
303531.53
Agency Mortgage-Backed Securities
FNMA
2049-03-01
5.0000%
350363.55
397365.06
Agency Mortgage-Backed Securities
FNMA
2049-02-01
5.0000%
522813.94
584345.88
Agency Mortgage-Backed Securities
FNMA
2049-02-01
5.0000%
272352.96
301897.96
Agency Mortgage-Backed Securities
FNMA
2049-03-01
5.0000%
353402.72
334966.15
Agency Mortgage-Backed Securities
FNMA
2049-03-01
5.0000%
280670.74
67592.17
Agency Mortgage-Backed Securities
FNMA
2049-01-01
3.5000%
188592.16
131382.35
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.5000%
94665.87
85753.37
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.5000%
49305.14
37977.96
Agency Mortgage-Backed Securities
FNMA
2049-02-01
4.0000%
123262.85
83096.73
Agency Mortgage-Backed Securities
FNMA
2049-02-01
3.5000%
172567.99
158138.06
Agency Mortgage-Backed Securities
FNMA
2049-01-01
4.0000%
371021.17
190613.11
Agency Mortgage-Backed Securities
FNMA
2049-01-01
5.0000%
51666.36
28421.90
Agency Mortgage-Backed Securities
FNMA
2049-01-01
5.5000%
31789.73
17930.47
Agency Mortgage-Backed Securities
FNMA
2049-02-01
5.0000%
2166078.53
1284827.40
Agency Mortgage-Backed Securities
FNMA
2049-02-01
3.5000%
68780.67
40750.00
Agency Mortgage-Backed Securities
FNMA
2049-02-01
5.5000%
114769.05
72173.45
Agency Mortgage-Backed Securities
FNMA
2049-03-01
5.5000%
1214854.71
893027.05
Agency Mortgage-Backed Securities
FNMA
2049-03-01
4.5000%
251490.23
134682.72
Agency Mortgage-Backed Securities
Y
2020-06-01
2020-06-01
2020-06-01
N
N
N
0.0007
83800000.00
83800000.00
0.0985
N
Y
Y
N
N/A
ROYAL BANK OF CANADA
REPO TRIPA MORTG 0.07 06/01/2020
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%
4214429.52
3889415.27
Agency Mortgage-Backed Securities
FMAC
2048-06-01
4.0000%
196243.62
170245.29
Agency Mortgage-Backed Securities
FMAC
2049-05-01
4.0000%
2665555.13
2397799.72
Agency Mortgage-Backed Securities
FMAC
2042-09-01
3.5000%
290.47
108.89
Agency Mortgage-Backed Securities
FMAC
2049-01-01
4.5000%
290.47
254.47
Agency Mortgage-Backed Securities
FNMA
2039-01-01
3.6750%
297139.41
60718.59
Agency Mortgage-Backed Securities
FNMA
2047-02-01
4.0000%
9153966.63
6412756.28
Agency Mortgage-Backed Securities
FNMA
2043-07-01
3.0000%
20085857.89
10656954.46
Agency Mortgage-Backed Securities
FNMA
2045-05-01
3.2400%
2928918.05
589093.46
Agency Mortgage-Backed Securities
FNMA
2045-06-01
2.3080%
3321366.09
605626.13
Agency Mortgage-Backed Securities
FNMA
2036-01-01
3.4280%
18865960.23
608460.27
Agency Mortgage-Backed Securities
FNMA
2048-01-01
2.8530%
1244757.94
598784.06
Agency Mortgage-Backed Securities
FNMA
2048-02-01
2.8270%
1267049.61
605631.18
Agency Mortgage-Backed Securities
FNMA
2048-01-01
3.5000%
11868782.51
10592648.44
Agency Mortgage-Backed Securities
FNMA
2045-04-01
3.5000%
497262.23
431786.33
Agency Mortgage-Backed Securities
FNMA
2045-08-01
4.0000%
1001118.95
855126.36
Agency Mortgage-Backed Securities
FNMA
2049-09-01
3.4260%
822844.54
593794.61
Agency Mortgage-Backed Securities
FNMA
2049-11-01
2.9680%
794581.14
622773.41
Agency Mortgage-Backed Securities
FNMA
2047-09-01
3.5000%
12887460.83
11890897.65
Agency Mortgage-Backed Securities
FNMA
2047-09-01
4.5000%
9645328.59
7076036.12
Agency Mortgage-Backed Securities
FNMA
2049-05-01
4.5000%
1365316.95
1360135.17
Agency Mortgage-Backed Securities
FNMA
2049-09-01
4.0000%
1279018.05
1264696.67
Agency Mortgage-Backed Securities
FNMA
2040-03-01
3.7610%
19735727.83
474149.92
Agency Mortgage-Backed Securities
FNMA
2040-03-01
3.8350%
11972177.19
621534.18
Agency Mortgage-Backed Securities
GNMA
2048-11-20
4.5000%
259630.99
134229.15
Agency Mortgage-Backed Securities
GNMA
2048-12-20
4.5000%
313798.61
152455.61
Agency Mortgage-Backed Securities
GNMA
2049-05-20
3.5000%
2012046.71
1458310.09
Agency Mortgage-Backed Securities
GNMA
2049-05-20
4.5000%
5814337.08
3943828.97
Agency Mortgage-Backed Securities
GNMA
2049-08-20
2.5000%
290.47
288.27
Agency Mortgage-Backed Securities
GNMA
2049-08-20
3.5000%
503342.01
449301.73
Agency Mortgage-Backed Securities
GNMA
2049-12-20
3.0000%
164694.16
171921.58
Agency Mortgage-Backed Securities
GNMA
2049-10-20
4.0000%
1114165.01
1192334.69
Agency Mortgage-Backed Securities
GNMA
2047-08-20
4.5000%
264647.08
140790.95
Agency Mortgage-Backed Securities
GNMA
2047-10-15
4.0000%
2369971.47
1840857.73
Agency Mortgage-Backed Securities
GNMA
2048-05-20
4.0000%
1711765.90
455037.97
Agency Mortgage-Backed Securities
GNMA
2048-08-20
2.5000%
1680694.25
567975.28
Agency Mortgage-Backed Securities
GNMA
2048-07-20
4.5000%
1847087.36
1410259.12
Agency Mortgage-Backed Securities
GNMA
2049-04-20
4.5000%
644919.57
538972.52
Agency Mortgage-Backed Securities
GNMA
2049-07-20
4.5000%
1263304.61
1245523.01
Agency Mortgage-Backed Securities
GNMA
2049-06-20
4.5000%
1296128.35
1361160.83
Agency Mortgage-Backed Securities
GNMA
2049-08-20
3.0000%
1587302.42
1656639.86
Agency Mortgage-Backed Securities
GNMA
2049-08-20
4.0000%
733493.41
782754.67
Agency Mortgage-Backed Securities
GNMA
2049-09-20
3.5000%
67614.84
72055.07
Agency Mortgage-Backed Securities
GNMA
2050-01-20
4.5000%
368241.60
407714.98
Agency Mortgage-Backed Securities
GNMA
2050-03-20
3.0000%
1041606.99
1100642.96
Agency Mortgage-Backed Securities
GNMA
2050-02-20
3.0000%
1232600.40
1319506.22
Agency Mortgage-Backed Securities
GNMA
2050-02-20
3.0000%
1351010.53
1441910.60
Agency Mortgage-Backed Securities
GNMA
2050-04-20
3.5000%
1241.46
1329.09
Agency Mortgage-Backed Securities
GNMA
2050-05-20
4.0000%
459270.77
501840.62
Agency Mortgage-Backed Securities
GNMA
2041-03-15
4.0000%
2138616.67
749375.77
Agency Mortgage-Backed Securities
GNMA
2032-11-15
6.5000%
517.32
6.66
Agency Mortgage-Backed Securities
GNMA
2034-08-15
6.0000%
290.76
10.60
Agency Mortgage-Backed Securities
GNMA
2037-10-15
6.0000%
325.91
4.55
Agency Mortgage-Backed Securities
GNMA
2036-12-15
6.0000%
629.44
13.02
Agency Mortgage-Backed Securities
GNMA
2038-09-15
6.5000%
413.92
19.57
Agency Mortgage-Backed Securities
Y
2020-06-01
2020-06-01
2020-06-01
N
N
N
0.0007
83800000.00
83800000.00
0.0985
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 00.1730 07/31/2020
912828Y53
US912828Y537
U.S. Treasury Debt
Y
2020-05-30
2020-07-31
2020-07-31
N
N
N
0.0017
7500411.60
7500411.60
0.0088
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 00.2690 04/30/2021
9128286Q8
US9128286Q86
U.S. Treasury Debt
Y
2020-05-30
2021-04-30
2021-04-30
N
N
N
0.0027
7507986.30
7507986.30
0.0088
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 00.3500 07/31/2021
9128287G9
US9128287G95
U.S. Treasury Debt
Y
2020-05-30
2021-07-31
2021-07-31
N
N
N
0.0035
7515699.00
7515699.00
0.0088
N
Y
Y
N
N/A
UNITED STATES OF AMERICA
CASH MGMT BILL 00.0000 09/08/2020
9127963X5
US9127963X55
U.S. Treasury Debt
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2020-09-08
2020-09-08
2020-09-08
N
N
N
0.0016
8496143.13
8496143.13
0.0100
N
Y
Y
N
N/A
Putnam Money Market Fund
2020-06-04
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer