0000928816-21-001235.txt : 20211104
0000928816-21-001235.hdr.sgml : 20211104
20211104145632
ACCESSION NUMBER: 0000928816-21-001235
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211031
FILED AS OF DATE: 20211104
DATE AS OF CHANGE: 20211104
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: 211379521
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
2021-10-31
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
35
52
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0.0010
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1.0000
1.0000
C000017192
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1.0000
1.0001
1.0001
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1.0000
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3560617.86
5294851.54
19004604.78
23408944.05
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Y
Putnam Investment Management, LLC Voluntary Expense Waiver 220608.49
C000017193
500.00
2568933.34
2568868.9340
1.0001
1.0001
1.0001
1.0001
1.0000
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0.0001
Y
Putnam Investment Management, LLC Voluntary Expense Waiver 812.75
C000017194
500.00
10353942.69
10354381.6880
1.0000
1.0000
1.0000
1.0000
1.0000
88711.96
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316377.17
75944.45
86900.73
6958.63
224959.52
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3893273.00
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Y
Putnam Investment Management, LLC Voluntary Expense Waiver 4198.64
C000017196
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5732803.73
5732798.3570
1.0000
1.0000
1.0000
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1.0000
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3215.44
21907.38
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4873.90
5472.05
80301.48
39886.24
113989.15
0.0001
Y
Putnam Investment Management, LLC Voluntary Expense Waiver 1797.34
BARCLAYS BANK PLC CCP
BARCLAYS BANK PLC CCP 06742XRX7 DCP 12/23/2021
06742XRX7
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2021-12-23
2021-12-23
2021-12-23
N
Y
BARCLAYS BANK PLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0011
3499374.38
3499374.38
0.0048
N
N
N
N
N/A
CAFCO LLC
CAFCO LLC 1247P2Z23 DCP 12/02/2021
1247P2Z23
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2021-12-02
2021-12-02
2021-12-02
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0009
7249335.83
7249335.83
0.0100
N
N
N
N
N/A
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION 04821TYJ8 DCP 11/18/2021
04821TYJ8
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2021-11-18
2021-11-18
2021-11-18
N
Y
CREDIT AGRICOLE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0011
7499612.48
7499612.48
0.0103
N
N
N
N
N/A
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TZ28 DCP 12/02/2021
15963TZ28
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2021-12-02
2021-12-02
2021-12-02
N
Y
JP Morgan Chase Bank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0010
6999358.73
6999358.73
0.0096
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAP 19424HYV6 DCP 11/29/2021
19424HYV6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2021-11-29
2021-11-29
2021-11-29
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0015
7749359.31
7749359.31
0.0107
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAP 19424JB39 DCP 02/03/2022
19424JB39
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
NR
Fitch
F1+
2022-02-03
2022-02-03
2022-02-03
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0016
6997510.31
6997510.31
0.0096
N
N
N
N
N/A
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 00.1200 01/03/2022
67984VEV8
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2021-11-01
2022-01-03
2022-01-03
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0012
7500000.00
7500000.00
0.0103
N
N
N
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602TYF4 DCP 11/15/2021
88602TYF4
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2021-11-15
2021-11-15
2021-11-15
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0011
7249708.99
7249708.99
0.0100
N
N
N
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88603HE46 DCP 12/27/2021
88603HE46
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2021-12-27
2021-12-27
2021-12-27
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0011
6499051.91
6499051.91
0.0089
N
N
N
N
N/A
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LZ15 DCP 12/01/2021
56274LZ15
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2021-12-01
2021-12-01
2021-12-01
N
Y
Sumitomo Mitsui Banking Corp
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0010
7249355.33
7249355.33
0.0100
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 00.1623 03/25/2022
06367CBM8
US06367CBM82
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2021-12-29
2022-03-25
2022-03-25
N
N
N
0.0016
8000295.84
8000295.84
0.0110
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 00.1680 03/16/2022
06367CCY1
US06367CCY12
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2021-12-16
2022-03-16
2022-03-16
N
N
N
0.0017
4000585.60
4000585.60
0.0055
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 00.2400 11/12/2021
06367C2Q9
US06367C2Q93
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2021-10-30
2021-11-12
2021-11-12
N
N
N
0.0024
10000622.00
10000622.00
0.0137
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCO 00.2100 07/18/2022
06417MQK4
US06417MQK44
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2021-10-30
2022-07-18
2022-07-18
N
N
N
0.0021
3500766.19
3500766.19
0.0048
N
N
N
N
N/A
BNP PARIBAS SA/NEW YORK NY
BNP PARIBAS SA/NEW YORK NY 00.2200 02/01/2022
05586FFU6
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2022-02-01
2022-02-01
2022-02-01
N
N
N
0.0017
7502332.35
7502332.35
0.0103
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.1484 02/10/2022
13606CSS4
US13606CSS43
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2021-11-10
2022-02-10
2022-02-10
N
N
N
0.0015
7750282.57
7750282.57
0.0107
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK 00.2000 07/01/2022
13606CUA0
US13606CUA07
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2021-10-30
2022-07-01
2022-07-01
N
N
N
0.0020
3500750.44
3500750.44
0.0048
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 00.1000 12/14/2021
17305TY55
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2021-12-14
2021-12-14
2021-12-14
N
N
N
0.0010
7500287.25
7500287.25
0.0103
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 00.1700 08/03/2022
17305TZ62
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2022-08-03
2022-08-03
2022-08-03
N
N
N
0.0000
3998856.36
3998856.36
0.0055
N
N
N
N
N/A
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK
CREDIT AGRICOLE CIB NY 00.1700 05/18/2022
22532XQR2
US22532XQR25
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2021-10-30
2022-05-18
2022-05-18
N
N
N
0.0017
7250592.18
7250592.18
0.0100
N
N
N
N
N/A
MITSUBISHI UFJ TRUST & BANKING CORP/NY
MITSUBISHI UFJ TRUST & BANKIN 00.1500 02/10/2022
60683B2A0
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2022-02-10
2022-02-10
2022-02-10
N
N
N
0.0015
7499934.00
7499934.00
0.0103
N
N
N
N
N/A
MIZUHO BANK LTD/NEW YORK NY
MIZUHO BANK LTD/NEW YORK NY 00.1300 12/10/2021
60710RSN6
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2021-12-10
2021-12-10
2021-12-10
N
N
N
0.0013
7500489.60
7500489.60
0.0103
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 00.1641 03/11/2022
78012UJ22
US78012UJ225
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2021-12-13
2022-03-11
2022-03-11
N
N
N
0.0016
8001360.56
8001360.56
0.0110
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANKING CORP/ 00.2000 04/25/2022
86565FAQ5
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2022-04-25
2022-04-25
2022-04-25
N
N
N
0.0020
6998754.98
6998754.98
0.0096
N
N
N
N
N/A
SUMITOMO MITSUI TRUST BANK LTD/ NEW YORK
SUMITOMO MITSUI TRUST BANK LT 00.1600 01/24/2022
86564GC33
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2022-01-24
2022-01-24
2022-01-24
N
N
N
0.0016
7000556.99
7000556.99
0.0096
N
N
N
N
N/A
SUMITOMO MITSUI TRUST BANK LTD/ NEW YORK
SUMITOMO MITSUI TRUST BANK LT 00.1200 11/17/2021
86564GL74
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2021-11-17
2021-11-17
2021-11-17
N
N
N
0.0008
7500178.05
7500178.05
0.0103
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN/NEW YOR 00.1050 12/07/2021
86959RRE2
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2021-12-07
2021-12-07
2021-12-07
N
N
N
0.0014
11000261.60
11000261.60
0.0151
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN/NEW YOR 00.1350 03/22/2022
86959RTF7
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2022-03-22
2022-03-22
2022-03-22
N
N
N
0.0014
7250260.35
7250260.35
0.0100
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.2300 05/18/2022
89114WB38
US89114WB385
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2021-10-30
2022-05-18
2022-05-18
N
N
N
0.0023
10003859.40
10003859.40
0.0138
N
N
N
N
N/A
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP NY 00.2100 05/17/2022
96130AJZ2
US96130AJZ21
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2021-10-30
2022-05-17
2022-05-17
N
N
N
0.0021
10003037.00
10003037.00
0.0138
N
N
N
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084BY81 DCP 11/08/2021
00084BY81
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
WD
2021-11-08
2021-11-08
2021-11-08
N
N
N
0.0000
6999753.04
6999753.04
0.0096
N
N
N
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084CC18 DCP 03/01/2022
00084CC18
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
WD
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0014
7245466.94
7245466.94
0.0100
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253AYN4 DCP 11/22/2021
05253AYN4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2021-11-22
2021-11-22
2021-11-22
N
N
N
0.0010
9999533.30
9999533.30
0.0137
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253CCV6 DCP 03/29/2022
05253CCV6
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2022-03-29
2022-03-29
2022-03-29
N
N
N
0.0013
6997063.92
6997063.92
0.0096
N
N
N
N
N/A
BANK OF NOVA SCOTIA/THE
BANK OF NOVA SCOTIA/THE 06417KEA3 DCP 05/10/2022
06417KEA3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2022-05-10
2022-05-10
2022-05-10
N
N
N
0.0023
7742812.11
7742812.11
0.0106
N
N
N
N
N/A
BPCE SA
BPCE SA 05571CC17 DCP 03/01/2022
05571CC17
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2022-03-01
2022-03-01
2022-03-01
N
N
N
0.0016
7496899.35
7496899.35
0.0103
N
N
N
N
N/A
BPCE SA
BPCE SA 05571BYN7 DCP 11/22/2021
05571BYN7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2021-11-22
2021-11-22
2021-11-22
N
N
N
0.0010
7249666.50
7249666.50
0.0100
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 20272DYK0 DCP 11/19/2021
20272DYK0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2021-11-19
2021-11-19
2021-11-19
N
N
N
0.0011
7749665.43
7749665.43
0.0107
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 20272EDT2 DCP 04/27/2022
20272EDT2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2022-04-27
2022-04-27
2022-04-27
N
N
N
0.0016
7493250.00
7493250.00
0.0103
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA 2332K1AA8 DCP 01/10/2022
2332K1AA8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2022-01-10
2022-01-10
2022-01-10
N
N
N
0.0011
11698362.90
11698362.90
0.0161
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA 2332K0Y14 DCP 11/01/2021
2332K0Y14
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0010
7249975.86
7249975.86
0.0100
N
Y
Y
N
N/A
ING US FUNDING LLC
ING US FUNDING LLC 4497W0ZD3 DCP 12/13/2021
4497W0ZD3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2021-12-13
2021-12-13
2021-12-13
N
N
N
0.0010
7499156.25
7499156.25
0.0103
N
N
N
N
N/A
ING US FUNDING LLC
ING US FUNDING LLC 45685QYF0 DCP 11/15/2021
45685QYF0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2021-11-15
2021-11-15
2021-11-15
N
N
N
0.0009
4999792.20
4999792.20
0.0069
N
N
N
N
N/A
MITSUBISHI UFJ TRUST & BANKING CORP/NY
MITSUBISHI UFJ TRUST & BANKIN 60682WZ92 DCP 12/09/2021
60682WZ92
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2021-12-09
2021-12-09
2021-12-09
N
N
N
0.0011
3999635.56
3999635.56
0.0055
N
N
N
N
N/A
MIZUHO BANK LTD/SINGAPORE
MIZUHO BANK LTD/SINGAPORE 60689PYV2 DCP 11/29/2021
60689PYV2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2021-11-29
2021-11-29
2021-11-29
N
N
N
0.0008
6499384.32
6499384.32
0.0089
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 00.1300 03/18/2022
63254GRH0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2021-11-01
2022-03-18
2022-03-18
N
N
N
0.0013
7500000.00
7500000.00
0.0103
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 63254EZ11 DCP 12/01/2021
63254EZ11
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2021-12-01
2021-12-01
2021-12-01
N
N
N
0.0008
7249534.77
7249534.77
0.0100
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307MBJ7 DCP 02/18/2022
63307MBJ7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2022-02-18
2022-02-18
2022-02-18
N
N
N
0.0015
6997234.23
6997234.23
0.0096
N
N
N
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E1AD3 DCP 01/13/2022
6385E1AD3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2022-01-13
2022-01-13
2022-01-13
N
N
N
0.0012
3499216.77
3499216.77
0.0048
N
N
N
N
N/A
NORDEA BANK ABP
NORDEA BANK ABP 65558JYA9 DCP 11/10/2021
65558JYA9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2021-11-10
2021-11-10
2021-11-10
N
N
N
0.0013
7749814.00
7749814.00
0.0107
N
N
N
N
N/A
NORDEA BANK ABP
NORDEA BANK ABP 65558KCB8 DCP 03/11/2022
65558KCB8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2022-03-11
2022-03-11
2022-03-11
N
N
N
0.0013
7246705.46
7246705.46
0.0100
N
N
N
N
N/A
NRW BANK
NRW BANK 62939MBP1 DCP 02/23/2022
62939MBP1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2022-02-23
2022-02-23
2022-02-23
N
N
N
0.0013
7246984.00
7246984.00
0.0100
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050TYJ4 DCP 11/18/2021
83050TYJ4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2021-11-18
2021-11-18
2021-11-18
N
N
N
0.0018
7749698.60
7749698.60
0.0107
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050UCG1 DCP 03/16/2022
83050UCG1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2022-03-16
2022-03-16
2022-03-16
N
N
N
0.0014
7245998.00
7245998.00
0.0100
N
N
N
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 83369BZ25 DCP 12/02/2021
83369BZ25
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2021-12-02
2021-12-02
2021-12-02
N
N
N
0.0011
3749776.88
3749776.88
0.0052
N
N
N
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 83369BYJ9 DCP 11/18/2021
83369BYJ9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2021-11-18
2021-11-18
2021-11-18
N
N
N
0.0008
3499875.54
3499875.54
0.0048
N
N
N
N
N/A
SWEDBANK AB
SWEDBANK AB 87019RZF6 DCP 12/15/2021
87019RZF6
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2021-12-15
2021-12-15
2021-12-15
N
N
N
0.0010
2999780.67
2999780.67
0.0041
N
N
N
N
N/A
FMS WERTMANAGEMENT
FMS WERTMANAGEMENT 34411GY91 DCP 11/09/2021
34411GY91
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
2021-11-09
2021-11-09
2021-11-09
N
N
N
0.0011
7499823.53
7499823.53
0.0103
N
N
N
N
N/A
FMS WERTMANAGEMENT
FMS WERTMANAGEMENT 34411HAT1 DCP 01/27/2022
34411HAT1
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
2022-01-27
2022-01-27
2022-01-27
N
N
N
0.0012
7247643.75
7247643.75
0.0100
N
N
N
N
N/A
TOTALENERGIES CAPITAL CANADA LTD
TOTALENERGIES CAPITAL CANADA 89153QB33 DCP 02/03/2022
89153QB33
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
WD
2022-02-03
2022-02-03
2022-02-03
N
N
N
0.0013
7497575.03
7497575.03
0.0103
N
N
N
N
N/A
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 89233GYN0 DCP 11/22/2021
89233GYN0
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2021-11-22
2021-11-22
2021-11-22
N
N
N
0.0008
7499649.98
7499649.98
0.0103
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBAN 00.1500 03/22/2022
21684LBL5
US21684LBL53
Other Instrument
Corporate bonds and notes
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2021-10-30
2022-03-22
2022-03-22
N
N
N
0.0015
7500827.63
7500827.63
0.0103
N
N
N
N
N/A
BofA Securities, Inc.
REPO TRIPA MORTG 0.05 11/01/2021
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2030-04-20
3.0000%
3558194.79
657008.59
Agency Mortgage-Backed Securities
GNMA
2046-09-20
5.0000%
3318042.26
769661.02
Agency Mortgage-Backed Securities
GNMA
2046-10-20
3.0000%
2675839.34
763353.98
Agency Mortgage-Backed Securities
GNMA
2047-01-20
3.0000%
2328126.85
708452.65
Agency Mortgage-Backed Securities
GNMA
2051-03-20
4.5000%
848566.48
788476.09
Agency Mortgage-Backed Securities
GNMA
2050-08-20
4.0000%
711759.94
685095.59
Agency Mortgage-Backed Securities
GNMA
2050-08-20
4.0000%
1188601.80
850226.19
Agency Mortgage-Backed Securities
GNMA
2050-08-20
4.0000%
751664.38
808531.82
Agency Mortgage-Backed Securities
GNMA
2050-08-20
4.0000%
609605.94
661702.47
Agency Mortgage-Backed Securities
GNMA
2050-08-20
4.0000%
631312.36
683208.95
Agency Mortgage-Backed Securities
GNMA
2050-11-20
2.0000%
676057.01
656822.70
Agency Mortgage-Backed Securities
GNMA
2051-04-20
2.5000%
727171.90
740676.32
Agency Mortgage-Backed Securities
GNMA
2051-04-20
2.5000%
812947.17
833477.34
Agency Mortgage-Backed Securities
GNMA
2051-08-20
2.5000%
686286.46
710341.08
Agency Mortgage-Backed Securities
GNMA
2051-08-20
3.5000%
601726.68
652100.16
Agency Mortgage-Backed Securities
GNMA
2051-02-20
2.0000%
705303.59
699659.64
Agency Mortgage-Backed Securities
GNMA
2051-04-20
2.5000%
668325.05
690047.56
Agency Mortgage-Backed Securities
GNMA
2051-04-20
2.5000%
668484.46
688501.32
Agency Mortgage-Backed Securities
GNMA
2051-02-20
3.5000%
785624.50
761816.19
Agency Mortgage-Backed Securities
GNMA
2051-05-20
3.5000%
723959.92
778036.08
Agency Mortgage-Backed Securities
GNMA
2051-04-20
3.5000%
11333.56
12265.75
Agency Mortgage-Backed Securities
GNMA
2051-06-20
3.0000%
863282.10
892513.88
Agency Mortgage-Backed Securities
GNMA
2051-07-20
2.5000%
622473.80
645096.35
Agency Mortgage-Backed Securities
GNMA
2051-08-20
3.0000%
761951.83
807881.83
Agency Mortgage-Backed Securities
GNMA
2051-08-20
3.5000%
732208.17
779112.40
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
735979.15
767044.42
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
831629.47
865181.10
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
834332.28
862291.12
Agency Mortgage-Backed Securities
GNMA
2051-08-20
3.0000%
757501.95
786278.95
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.5000%
806736.70
867702.26
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.5000%
746027.49
809321.68
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.5000%
628563.29
682070.05
Agency Mortgage-Backed Securities
GNMA
2051-08-20
3.5000%
597651.83
641777.38
Agency Mortgage-Backed Securities
GNMA
2051-08-20
3.0000%
710950.09
752824.69
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
730068.27
777654.33
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
654390.09
686889.36
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
718271.43
748589.27
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
642390.44
666313.35
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
695286.56
718588.01
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
755811.81
781140.91
Agency Mortgage-Backed Securities
GNMA
2051-08-20
2.5000%
699250.39
724584.69
Agency Mortgage-Backed Securities
GNMA
2051-08-20
2.5000%
740619.39
769125.37
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
845748.03
879358.33
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
803252.51
854569.70
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
661756.63
703051.77
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
603362.02
640975.82
Agency Mortgage-Backed Securities
GNMA
2051-09-20
2.5000%
684789.89
714962.16
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.0000%
769550.00
831289.72
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.0000%
770297.93
821814.95
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.0000%
765367.70
816555.75
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
637810.69
656808.16
Agency Mortgage-Backed Securities
GNMA
2051-08-20
3.5000%
730629.40
784502.94
Agency Mortgage-Backed Securities
GNMA
2051-07-20
3.5000%
656309.39
703744.91
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
739714.54
768965.64
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
811740.23
844491.06
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
666385.84
707883.57
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
681054.50
728005.08
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.5000%
656128.63
688652.72
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
747160.77
793804.42
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
797809.18
852811.16
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.5000%
623288.98
677377.72
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.5000%
646817.90
703726.09
Agency Mortgage-Backed Securities
GNMA
2051-08-20
2.5000%
621777.10
647710.62
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
636738.96
667180.03
Agency Mortgage-Backed Securities
GNMA
2051-09-20
2.5000%
734356.96
766625.43
Agency Mortgage-Backed Securities
GNMA
2051-08-20
2.5000%
788652.53
814357.31
Agency Mortgage-Backed Securities
GNMA
2051-08-20
3.5000%
665265.72
702528.15
Agency Mortgage-Backed Securities
GNMA
2051-09-20
2.5000%
686111.40
705337.82
Agency Mortgage-Backed Securities
GNMA
2051-09-20
2.5000%
849787.65
882119.35
Agency Mortgage-Backed Securities
GNMA
2051-08-20
3.5000%
833082.28
872950.90
Agency Mortgage-Backed Securities
GNMA
2051-08-20
3.0000%
596055.98
643452.17
Agency Mortgage-Backed Securities
GNMA
2051-09-20
2.5000%
629384.17
654715.97
Agency Mortgage-Backed Securities
GNMA
2051-09-20
2.5000%
743412.57
772044.15
Agency Mortgage-Backed Securities
GNMA
2051-08-20
3.0000%
749360.09
777854.39
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
648994.80
696520.26
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
834923.65
864460.28
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
745395.91
775469.98
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.0000%
761687.81
804591.66
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.0000%
702033.26
748984.07
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.0000%
655509.15
697517.67
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
690629.95
738149.59
Agency Mortgage-Backed Securities
GNMA
2051-09-20
2.5000%
764349.34
785763.45
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
813359.92
864127.81
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
655562.52
700709.44
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
761884.94
803529.29
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
692373.47
720298.22
Agency Mortgage-Backed Securities
GNMA
2051-09-20
2.5000%
634877.67
661808.85
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.5000%
735492.38
792222.55
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
763745.16
794010.34
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.5000%
622906.48
680997.00
Agency Mortgage-Backed Securities
GNMA
2051-09-20
2.5000%
754634.41
775677.92
Agency Mortgage-Backed Securities
GNMA
2051-09-20
2.5000%
669482.89
695226.75
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.0000%
682595.90
724434.48
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
688946.22
733839.17
Agency Mortgage-Backed Securities
GNMA
2051-09-20
2.5000%
661590.46
687059.36
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
679432.67
710642.71
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
791557.79
830866.11
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
846019.88
874372.07
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.5000%
715098.24
781783.45
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
624521.18
649309.68
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
700044.22
728287.12
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
707984.69
734348.94
Agency Mortgage-Backed Securities
GNMA
2051-08-20
2.5000%
733028.33
761256.41
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.0000%
768003.25
822225.31
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.0000%
765901.43
810124.85
Agency Mortgage-Backed Securities
GNMA
2051-09-20
3.5000%
311171.96
337793.49
Agency Mortgage-Backed Securities
GNMA
2051-08-20
3.0000%
601908.50
639380.65
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.5000%
722286.86
785167.14
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
865613.08
891394.88
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.0000%
852367.70
887678.17
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.0000%
855677.53
891125.11
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
782567.30
809764.99
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
689280.69
709810.53
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
626664.29
655451.01
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
762135.79
787676.82
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.0000%
658171.03
690765.20
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
833181.56
857997.41
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
779430.75
815233.47
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
778101.41
809494.26
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
803686.26
827623.61
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.0000%
822891.26
856983.09
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
805334.41
835324.62
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.0000%
626007.44
651940.64
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
851121.62
880701.88
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
737952.16
767724.43
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
702539.94
728701.44
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
837238.61
872577.15
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
627937.76
656783.62
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.0000%
636208.79
687248.21
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.5000%
748824.58
822372.81
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
703929.77
733642.26
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.0000%
719555.59
765667.83
Agency Mortgage-Backed Securities
GNMA
2051-10-20
3.0000%
728767.40
775469.97
Agency Mortgage-Backed Securities
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
97639000.00
97639000.00
0.1342
N
Y
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.06 11/01/2021
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2047-04-01
2.5800%
187299.93
76586.88
Agency Mortgage-Backed Securities
FMAC
2040-07-01
2.1300%
5631500.99
72162.00
Agency Mortgage-Backed Securities
FMAC
2037-09-01
2.1450%
6225228.58
251132.95
Agency Mortgage-Backed Securities
FMAC
2035-09-01
2.2500%
10297032.31
140997.27
Agency Mortgage-Backed Securities
FMAC
2036-07-01
2.2600%
11399152.54
223356.43
Agency Mortgage-Backed Securities
FMAC
2038-11-01
2.1200%
927849.30
48519.72
Agency Mortgage-Backed Securities
FMAC
2039-11-01
2.3550%
6999772.27
114721.34
Agency Mortgage-Backed Securities
FMAC
2037-09-01
1.6940%
1083270.59
84034.90
Agency Mortgage-Backed Securities
FMAC
2037-08-01
2.0550%
1799835.45
393666.44
Agency Mortgage-Backed Securities
FMAC
2038-06-01
2.1970%
5422576.86
63296.05
Agency Mortgage-Backed Securities
FMAC
2038-02-01
2.1310%
4101415.08
167034.43
Agency Mortgage-Backed Securities
FMAC
2039-12-01
2.0960%
74152.40
12514.43
Agency Mortgage-Backed Securities
FMAC
2041-05-01
2.1450%
3910229.64
91635.86
Agency Mortgage-Backed Securities
FMAC
2041-10-01
2.3800%
2573043.84
74647.46
Agency Mortgage-Backed Securities
FMAC
2040-05-01
2.0310%
729545.76
21441.11
Agency Mortgage-Backed Securities
FMAC
2040-09-01
2.0630%
5270141.01
86640.48
Agency Mortgage-Backed Securities
FMAC
2044-10-01
1.8450%
4331677.96
133965.30
Agency Mortgage-Backed Securities
FMAC
2043-05-01
1.8800%
1510615.69
32002.76
Agency Mortgage-Backed Securities
FMAC
2043-06-01
1.9000%
1585394.14
53017.55
Agency Mortgage-Backed Securities
FNMA
2031-02-01
5.5390%
11040079.23
26618.75
Agency Mortgage-Backed Securities
FNMA
2041-08-01
2.0000%
1505372.08
104766.69
Agency Mortgage-Backed Securities
FNMA
2041-07-01
2.0000%
825182.37
12970.88
Agency Mortgage-Backed Securities
FNMA
2027-05-01
2.8310%
56311.81
35670.26
Agency Mortgage-Backed Securities
FNMA
2045-08-01
1.8380%
1675675.42
118604.63
Agency Mortgage-Backed Securities
FNMA
2027-07-01
3.0680%
56311.81
56783.79
Agency Mortgage-Backed Securities
FNMA
2022-08-01
2.3100%
22798.31
21976.26
Agency Mortgage-Backed Securities
FNMA
2030-11-01
4.1800%
192683.75
200875.81
Agency Mortgage-Backed Securities
FNMA
2034-09-01
3.7000%
138157.73
139563.83
Agency Mortgage-Backed Securities
FNMA
2029-10-01
3.6300%
572191.86
566591.06
Agency Mortgage-Backed Securities
FNMA
2030-02-01
3.5500%
284978.81
317550.78
Agency Mortgage-Backed Securities
FNMA
2030-02-01
3.1700%
153380.61
157353.62
Agency Mortgage-Backed Securities
FNMA
2027-03-01
3.0100%
80663.82
77165.16
Agency Mortgage-Backed Securities
FNMA
2025-11-01
2.9900%
78654.15
83858.03
Agency Mortgage-Backed Securities
FNMA
2035-12-01
3.5000%
490163.56
423374.86
Agency Mortgage-Backed Securities
FNMA
2035-12-01
3.7600%
96892.80
103298.27
Agency Mortgage-Backed Securities
FNMA
2025-12-01
3.2200%
1235668.14
1274791.17
Agency Mortgage-Backed Securities
FNMA
2046-08-01
3.2400%
839281.98
914878.69
Agency Mortgage-Backed Securities
FNMA
2036-12-01
3.0900%
364772.88
410095.67
Agency Mortgage-Backed Securities
FNMA
2028-08-01
3.3200%
2070022.95
2052532.01
Agency Mortgage-Backed Securities
FNMA
2028-12-01
3.1600%
1417565.32
1557762.22
Agency Mortgage-Backed Securities
FNMA
2037-02-01
3.6900%
387571.19
397680.62
Agency Mortgage-Backed Securities
FNMA
2033-03-01
3.3900%
273579.66
304252.89
Agency Mortgage-Backed Securities
FNMA
2037-07-01
3.2100%
1896591.00
2075693.04
Agency Mortgage-Backed Securities
FNMA
2037-09-01
3.4600%
1025923.73
1176397.10
Agency Mortgage-Backed Securities
FNMA
2032-06-01
3.2600%
2396785.81
2591729.72
Agency Mortgage-Backed Securities
FNMA
2047-09-01
3.4200%
256480.93
274987.30
Agency Mortgage-Backed Securities
FNMA
2028-01-01
3.0800%
29637.80
32162.12
Agency Mortgage-Backed Securities
FNMA
2027-12-01
3.1100%
947041.59
991551.49
Agency Mortgage-Backed Securities
FNMA
2029-12-01
3.2250%
227983.05
252460.75
Agency Mortgage-Backed Securities
FNMA
2030-01-01
3.1200%
113991.53
117359.36
Agency Mortgage-Backed Securities
FNMA
2030-04-01
3.5150%
2447398.05
2744778.67
Agency Mortgage-Backed Securities
FNMA
2048-04-01
3.7800%
1941612.18
2146848.97
Agency Mortgage-Backed Securities
FNMA
2030-03-01
3.1100%
118551.19
130274.58
Agency Mortgage-Backed Securities
FNMA
2028-02-01
3.1300%
2323033.30
2404210.40
Agency Mortgage-Backed Securities
FNMA
2030-04-01
3.3300%
923103.37
972937.02
Agency Mortgage-Backed Securities
FNMA
2033-05-01
3.6800%
2640271.71
3075502.61
Agency Mortgage-Backed Securities
FNMA
2030-06-01
3.5800%
1139915.25
1293797.48
Agency Mortgage-Backed Securities
FNMA
2048-07-01
4.0400%
455966.10
532650.58
Agency Mortgage-Backed Securities
FNMA
2033-06-01
3.8800%
1748630.00
1921177.87
Agency Mortgage-Backed Securities
FNMA
2047-09-01
3.0430%
455966.10
108800.02
Agency Mortgage-Backed Securities
FNMA
2033-10-01
3.6900%
1443132.71
1678747.22
Agency Mortgage-Backed Securities
FNMA
2028-09-01
3.7050%
240227.79
271123.89
Agency Mortgage-Backed Securities
FNMA
2028-11-01
3.7200%
2955875.26
3348233.21
Agency Mortgage-Backed Securities
FNMA
2028-11-01
3.7700%
115071.25
130881.15
Agency Mortgage-Backed Securities
FNMA
2029-01-01
3.8300%
1524828.16
1741791.21
Agency Mortgage-Backed Securities
FNMA
2029-01-01
3.7800%
1778217.64
2020955.02
Agency Mortgage-Backed Securities
FNMA
2029-01-01
3.7100%
7362712.62
8356130.72
Agency Mortgage-Backed Securities
FNMA
2029-01-01
3.6950%
3382185.33
3838512.78
Agency Mortgage-Backed Securities
FNMA
2034-03-01
3.7400%
327839.63
384729.27
Agency Mortgage-Backed Securities
FNMA
2029-02-01
3.6200%
3870263.52
4380757.30
Agency Mortgage-Backed Securities
FNMA
2034-06-01
3.3700%
1016528.77
1150619.20
Agency Mortgage-Backed Securities
FNMA
2031-05-01
3.5300%
1262753.21
1428547.09
Agency Mortgage-Backed Securities
FNMA
2034-06-01
3.5600%
69909.18
80746.56
Agency Mortgage-Backed Securities
FNMA
2037-08-01
1.7670%
5465176.41
2042587.18
Agency Mortgage-Backed Securities
FNMA
2048-05-01
2.6520%
6116629.08
3697780.33
Agency Mortgage-Backed Securities
FNMA
2047-03-01
1.9720%
132950.14
97945.39
Agency Mortgage-Backed Securities
FNMA
2048-06-01
2.7980%
2898032.31
2308868.92
Agency Mortgage-Backed Securities
FNMA
2033-04-01
2.2700%
239382.20
248676.83
Agency Mortgage-Backed Securities
FNMA
2033-05-01
2.2100%
1383857.12
1423242.92
Agency Mortgage-Backed Securities
FNMA
2033-06-01
2.1500%
851972.66
871165.24
Agency Mortgage-Backed Securities
FNMA
2033-07-01
2.2000%
271299.83
278780.41
Agency Mortgage-Backed Securities
FNMA
2033-07-01
2.0500%
313476.69
318453.53
Agency Mortgage-Backed Securities
FNMA
2033-08-01
2.1100%
387571.19
396312.44
Agency Mortgage-Backed Securities
FNMA
2033-09-01
1.9100%
1905938.30
1894252.15
Agency Mortgage-Backed Securities
FNMA
2039-11-01
2.1250%
2983036.70
60434.88
Agency Mortgage-Backed Securities
FNMA
2040-01-01
2.2100%
1899269.57
76071.75
Agency Mortgage-Backed Securities
FNMA
2040-08-01
2.0400%
1544813.15
77586.54
Agency Mortgage-Backed Securities
GNMA
2063-09-20
4.6570%
31917.63
22174.16
Agency Mortgage-Backed Securities
GNMA
2064-01-20
4.6220%
29637.80
15467.18
Agency Mortgage-Backed Securities
GNMA
2064-04-20
4.6250%
49016.36
46809.65
Agency Mortgage-Backed Securities
GNMA
2065-07-20
4.6690%
38757.12
11536.21
Agency Mortgage-Backed Securities
GNMA
2060-06-15
4.4350%
1157347.29
1339738.10
Agency Mortgage-Backed Securities
GNMA
2061-05-15
3.6600%
183664.74
198957.89
Agency Mortgage-Backed Securities
GNMA
2062-11-15
2.6000%
116064.58
121830.11
Agency Mortgage-Backed Securities
GNMA
2059-01-15
2.9000%
24669.13
26269.45
Agency Mortgage-Backed Securities
GNMA
2058-10-15
3.0000%
5446.97
5813.75
Agency Mortgage-Backed Securities
GNMA
2063-05-15
2.7200%
175143.42
184155.17
Agency Mortgage-Backed Securities
GNMA
2065-04-20
4.5780%
14818.90
11941.97
Agency Mortgage-Backed Securities
GNMA
2065-05-20
4.4510%
43316.78
35946.94
Agency Mortgage-Backed Securities
GNMA
2027-03-20
3.0000%
2735796.61
172872.29
Agency Mortgage-Backed Securities
GNMA
2039-08-20
5.0000%
1102526.03
22440.10
Agency Mortgage-Backed Securities
GNMA
2039-12-20
5.0000%
5699576.27
118250.45
Agency Mortgage-Backed Securities
GNMA
2040-10-20
4.0000%
1105717.80
41643.84
Agency Mortgage-Backed Securities
GNMA
2040-10-20
4.5000%
6839491.52
276989.11
Agency Mortgage-Backed Securities
GNMA
2027-09-15
6.2500%
226542.88
33159.54
Agency Mortgage-Backed Securities
GNMA
2068-07-20
4.4280%
553489.73
35410.86
Agency Mortgage-Backed Securities
U.S. TREASURY
2022-08-15
7.2500%
8135233.19
8711173.66
U.S. Treasuries (including strips)
U.S. TREASURY
2039-05-15
4.2500%
8067089.06
11171794.48
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0006
97600000.00
97600000.00
0.1342
N
Y
Y
N
N/A
ROYAL BANK OF CANADA
REPO TRIPA MORTG 0.05 11/01/2021
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
U.S. TREASURY
2022-02-24
0.0000%
33074034.82
33067453.08
U.S. Treasuries (including strips)
U.S. TREASURY
2039-05-15
4.2500%
2007879.30
2777806.01
U.S. Treasuries (including strips)
U.S. TREASURY
2028-05-15
2.8750%
21473384.40
23724565.44
U.S. Treasuries (including strips)
U.S. TREASURY
2022-03-31
0.3750%
629271.44
630232.19
U.S. Treasuries (including strips)
U.S. TREASURY
2022-06-30
0.1250%
39329433.40
39352362.66
U.S. Treasuries (including strips)
Y
2021-11-01
2021-11-01
2021-11-01
N
N
N
0.0005
97600000.00
97600000.00
0.1342
N
Y
Y
N
N/A
Putnam Money Market Fund
2021-11-04
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer