0000928816-22-001302.txt : 20221206
0000928816-22-001302.hdr.sgml : 20221206
20221206133207
ACCESSION NUMBER: 0000928816-22-001302
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221130
FILED AS OF DATE: 20221206
DATE AS OF CHANGE: 20221206
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: 221447268
BUSINESS ADDRESS:
STREET 1: 100 FEDERAL STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 6172921000
MAIL ADDRESS:
STREET 1: 100 FEDERAL STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
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
2022-11-30
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
13
63
394239830.84
385427839.88
369223247.39
371218906.73
416489047.99
400177880.84
376973542.05
386715076.46
0.5137
0.5084
0.4978
0.4993
0.5427
0.5278
0.5082
0.5202
46990.49
746218087.30
746376235.60
1261986.79
3079575.02
744605637.86
744616582.5400
1.0000
0.0408
0.9996
0.9996
0.9997
0.9997
C000017192
500.00
719782287.06
719791865.4300
0.9996
0.9996
0.9997
0.9997
5320752.27
5992770.46
3801093.46
12689612.87
4796982.40
20090350.23
8773414.90
3982814.53
27464026.88
45454908.67
0.0361
N
C000017193
500.00
1276652.67
1276631.4630
0.9996
0.9997
0.9997
0.9997
129113.70
108472.55
0.00
75324.47
13083.24
84250.13
1000.00
6942.86
143196.94
280990.01
0.0361
N
C000017194
500.00
18774302.65
18775521.1910
0.9995
0.9996
0.9996
0.9997
135836.34
233708.09
301935.01
736200.69
366251.61
1539676.64
31472.56
3093521.13
852521.49
5688610.40
0.0361
N
C000017196
500.00
4772395.48
4772564.4570
0.9996
0.9996
0.9997
0.9997
24869.80
29055.26
294562.80
5127.27
1492.12
5320.98
1467.54
293119.99
322545.63
332478.77
0.0361
N
BARCLAYS BANK PLC CCP
BARCLAYS BANK PLC CCP 04.0600 12/19/2022
06741HDQ3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2022-12-01
2022-12-19
2022-12-19
N
Y
BARCLAYS BANK PLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0404
7750304.42
7750304.42
0.0104
N
N
N
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619UM24 DCP 12/02/2022
12619UM24
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2022-12-02
2022-12-02
2022-12-02
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0310
7748352.66
7748352.66
0.0104
N
N
Y
N
N/A
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION 04821UMF6 DCP 12/15/2022
04821UMF6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2022-12-15
2022-12-15
2022-12-15
N
Y
CREDIT AGRICOLE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0392
7737309.38
7737309.38
0.0104
N
N
N
N
N/A
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963UPD2 DCP 02/13/2023
15963UPD2
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2023-02-13
2023-02-13
2023-02-13
N
Y
JP Morgan Chase Bank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0472
7429843.73
7429843.73
0.0100
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER FLEX CO LLC
COLLATERALIZED COMMERCIAL PAP 04.2000 03/23/2023
19423MDZ0
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2022-12-01
2023-03-23
2023-03-23
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0418
7746147.55
7746147.55
0.0104
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER V CO LLC
COLLATERALIZED COMMERCIAL PAP 04.2000 03/22/2023
19424G6L1
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2022-12-01
2023-03-22
2023-03-22
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0418
7746370.83
7746370.83
0.0104
N
N
N
N
N/A
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 04.2700 02/01/2023
07645RDA1
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
2022-12-01
2023-02-01
2023-02-01
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0425
4000680.76
4000680.76
0.0054
N
N
N
N
N/A
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 04.3600 02/22/2023
67984VGG9
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2022-12-01
2023-02-22
2023-02-22
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0436
5000023.80
5000023.80
0.0067
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA CORP 03.4600 12/13/2022
06054R3W0
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-2
Fitch
NR
2022-12-01
2022-12-13
2022-12-13
N
N
N
0.0421
7500372.08
7500372.08
0.0101
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 03.6300 10/06/2023
06050TNE8
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2022-12-01
2023-10-06
2023-10-06
N
N
N
0.0438
7749853.60
7749853.60
0.0104
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 04.5200 08/07/2023
06054R4J8
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2022-12-01
2023-08-07
2023-08-07
N
N
N
0.0452
3750208.20
3750208.20
0.0050
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 04.3400 03/03/2023
06367CSY4
US06367CSY48
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2022-12-01
2023-03-03
2023-03-03
N
N
N
0.0432
3000749.70
3000749.70
0.0040
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL/CHICAGO IL 05.0000 10/06/2023
06367CYD3
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2023-10-06
2023-10-06
2023-10-06
N
N
N
0.0500
7717238.50
7717238.50
0.0104
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 04.3700 12/23/2022
06417MWV3
US06417MWV35
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2022-12-01
2022-12-23
2022-12-23
N
N
N
0.0435
3750906.04
3750906.04
0.0050
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 04.3000 05/12/2023
06417MYA7
US06417MYA79
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2022-12-01
2023-05-12
2023-05-12
N
N
N
0.0428
7497213.98
7497213.98
0.0101
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 04.5700 08/01/2023
06417MK20
US06417MK202
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2022-12-01
2023-08-01
2023-08-01
N
N
N
0.0455
3501875.30
3501875.30
0.0047
N
N
N
N
N/A
BNP PARIBAS SA/NEW YORK NY
BNP PARIBAS NEW YORK 04.3200 02/21/2023
05586FAR8
US05586FAR82
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2022-12-01
2023-02-21
2023-02-21
N
N
N
0.0430
7753030.64
7753030.64
0.0104
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 04.3200 05/08/2023
13606KFX9
US13606KFX90
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2022-12-01
2023-05-08
2023-05-08
N
N
N
0.0430
3750286.24
3750286.24
0.0050
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 04.5800 08/21/2023
13606KKT2
US13606KKT24
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2022-12-01
2023-08-21
2023-08-21
N
N
N
0.0456
7760138.40
7760138.40
0.0104
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 04.1000 08/07/2023
17305T6F4
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2023-08-07
2023-08-07
2023-08-07
N
N
N
0.0410
7677216.57
7677216.57
0.0103
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 04.6700 10/25/2023
17330QBN6
US17330QBN60
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2022-12-01
2023-10-25
2023-10-25
N
N
N
0.0465
3753376.31
3753376.31
0.0050
N
N
N
N
N/A
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK
CREDIT AGRICOLE CIB NY 04.5000 04/25/2023
22532XTR9
US22532XTR97
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2022-12-01
2023-04-25
2023-04-25
N
N
N
0.0448
7754992.94
7754992.94
0.0104
N
N
N
N
N/A
MIZUHO BANK LTD/NEW YORK NY
MIZUHO BANK LTD/NY 04.2600 02/23/2023
60710RQU2
US60710RQU22
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2022-12-01
2023-02-23
2023-02-23
N
N
N
0.0424
7752292.06
7752292.06
0.0104
N
N
N
N
N/A
MUFG BANK LTD/NEW YORK NY
MUFG BANK LTD/NY 04.3100 02/22/2023
55380T7K0
US55380T7K00
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2022-12-01
2023-02-22
2023-02-22
N
N
N
0.0429
7751333.54
7751333.54
0.0104
N
N
N
N
N/A
NORDEA BANK ABP/NEW YORK NY
NORDEA BANK ABP NEW YORK 04.3300 02/14/2023
65558UUX8
US65558UUX89
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2022-12-01
2023-02-14
2023-02-14
N
N
N
0.0431
7752350.34
7752350.34
0.0104
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 04.4500 05/11/2023
21684LES7
US21684LES79
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2022-12-01
2023-05-11
2023-05-11
N
N
N
0.0443
7751292.16
7751292.16
0.0104
N
N
N
N
N/A
STATE STREET BANK & TRUST CO
STATE STREET BANK & TR 04.4900 08/16/2023
8574P1MX1
US8574P1MX13
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2022-12-01
2023-08-16
2023-08-16
N
N
N
0.0447
7748987.39
7748987.39
0.0104
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY 04.3200 02/10/2023
86565FRR5
US86565FRR54
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2022-12-01
2023-02-10
2023-02-10
N
N
N
0.0430
7751825.28
7751825.28
0.0104
N
N
N
N
N/A
SUMITOMO MITSUI TRUST BANK LTD/ NEW YORK
SUMITOMO MITSUI TRUST NY 04.3400 01/10/2023
86564MNE4
US86564MNE48
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2022-12-01
2023-01-10
2023-01-10
N
N
N
0.0432
7752590.90
7752590.90
0.0104
N
N
N
N
N/A
SUMITOMO MITSUI TRUST BANK LTD/ NEW YORK
SUMITOMO MITSUI TRUST NY 04.2500 03/20/2023
86564MYK8
US86564MYK88
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2022-12-01
2023-03-20
2023-03-20
N
N
N
0.0423
7499981.40
7499981.40
0.0101
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN/NEW YOR 04.0250 08/22/2023
86959RF39
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2023-08-22
2023-08-22
2023-08-22
N
N
N
0.0402
3709741.05
3709741.05
0.0050
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO-DOMINION BANK/NY 3.30000 02/09/2023
89114WR64
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2022-12-01
2023-02-09
2023-02-09
N
N
N
0.0405
7249409.20
7249409.20
0.0097
N
N
N
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084CM82 DCP 12/08/2022
00084CM82
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2022-12-08
2022-12-08
2022-12-08
N
N
N
0.0000
7743298.81
7743298.81
0.0104
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 04.4300 09/28/2023
05253MSC9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2022-12-01
2023-09-28
2023-09-28
N
N
N
0.0441
7741501.20
7741501.20
0.0104
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 04.2100 12/01/2022
05253MQQ0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0420
7750070.29
7750070.29
0.0104
N
Y
Y
N
N/A
BANK OF MONTREAL
BANK OF MONTREAL - 01/13/2023 04.1200 01/13/2023
06373LAG4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2022-12-01
2023-01-13
2023-01-13
N
N
N
0.0410
8249084.91
8249084.91
0.0111
N
N
N
N
N/A
BPCE SA
BPCE SA 05571CV99 DCP 08/09/2023
05571CV99
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2023-08-09
2023-08-09
2023-08-09
N
N
N
0.0550
7226055.00
7226055.00
0.0097
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 04.3200 02/28/2023
20272AV94
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2022-12-01
2023-02-28
2023-02-28
N
N
N
0.0430
7251629.37
7251629.37
0.0097
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BK AUSTRALI 04.4300 09/25/2023
20272AZ58
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2022-12-01
2023-09-25
2023-09-25
N
N
N
0.0439
3495694.90
3495694.90
0.0047
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA - 03/02/2023 04.3200 03/02/2023
2332K4MF8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2022-12-01
2023-03-02
2023-03-02
N
N
N
0.0430
3750475.05
3750475.05
0.0050
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA - 01/27/2023 04.3500 01/27/2023
2332K4MS0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2022-12-01
2023-01-27
2023-01-27
N
N
N
0.0433
7752252.38
7752252.38
0.0104
N
N
N
N
N/A
ING US FUNDING LLC
ING US FUNDING LLC 4497W1P26 DCP 02/02/2023
4497W1P26
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2023-02-02
2023-02-02
2023-02-02
N
N
N
0.0456
7689295.10
7689295.10
0.0103
N
N
N
N
N/A
LLOYDS BANK PLC
LLOYDS BANK PLC - 04/11/2023 04.2800 04/11/2023
53946BFS5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2022-12-01
2023-04-11
2023-04-11
N
N
N
0.0425
7746249.54
7746249.54
0.0104
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 04.1000 02/24/2023
63254GTA3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2022-12-01
2023-02-24
2023-02-24
N
N
N
0.0408
7247870.17
7247870.17
0.0097
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 04.2200 02/24/2023
63254GUY9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2022-12-01
2023-02-24
2023-02-24
N
N
N
0.0420
3749965.95
3749965.95
0.0050
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 04.2200 02/13/2023
63307NHU4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2022-12-01
2023-02-13
2023-02-13
N
N
N
0.0420
7501212.75
7501212.75
0.0101
N
N
N
N
N/A
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA 04.5700 07/28/2023
78014XJZ1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2022-12-01
2023-07-28
2023-07-28
N
N
N
0.0453
7003454.50
7003454.50
0.0094
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 04.2500 12/27/2022
83050WCR3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2022-12-01
2022-12-27
2022-12-27
N
N
N
0.0425
7751687.80
7751687.80
0.0104
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 04.3100 02/21/2023
83050WDT8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2022-12-01
2023-02-21
2023-02-21
N
N
N
0.0431
7751790.33
7751790.33
0.0104
N
N
N
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 04.0500 12/08/2022
83368YHV2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2022-12-01
2022-12-08
2022-12-08
N
N
N
0.0404
7500208.80
7500208.80
0.0101
N
N
N
N
N/A
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 04.3700 03/09/2023
86960LEF3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2022-12-01
2023-03-09
2023-03-09
N
N
N
0.0437
7752397.70
7752397.70
0.0104
N
N
N
N
N/A
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 89119BU38 DCP 07/03/2023
89119BU38
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2023-07-03
2023-07-03
2023-07-03
N
N
N
0.0370
3635915.63
3635915.63
0.0049
N
N
N
N
N/A
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 04.5300 10/02/2023
89120DWM7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2022-12-01
2023-10-02
2023-10-02
N
N
N
0.0453
7250000.00
7250000.00
0.0097
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 04.3200 03/20/2023
9612C4T43
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2022-12-01
2023-03-20
2023-03-20
N
N
N
0.0430
10000668.70
10000668.70
0.0134
N
N
N
N
N/A
TOYOTA CREDIT DE PUERTO RICO CORP
TOYOTA CREDIT DE PUERTO RICO 04.3900 01/31/2023
8923A4XC4
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2022-12-01
2023-01-31
2023-01-31
N
N
N
0.0436
7752336.39
7752336.39
0.0104
N
N
N
N
N/A
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 04.1800 03/07/2023
89233BDG9
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1
2022-12-01
2023-03-07
2023-03-07
N
N
N
0.0415
7748677.08
7748677.08
0.0104
N
N
N
N
N/A
BNP PARIBAS
REPO TRIPA MORTG 3.82 12/01/2022
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2052-06-01
3.5000%
22370.30
20024.38
Agency Mortgage-Backed Securities
FNMA
2038-05-01
3.3660%
704000.00
84595.60
Agency Mortgage-Backed Securities
FNMA
2042-07-01
3.2250%
3313136.64
3009683.88
Agency Mortgage-Backed Securities
FNMA
2052-11-01
5.5000%
89218.62
90898.04
Agency Mortgage-Backed Securities
FNMA
2052-09-01
5.0000%
9401216.00
9276832.01
Agency Mortgage-Backed Securities
FNMA
2051-01-01
1.5000%
3096659.46
2079690.80
Agency Mortgage-Backed Securities
GNMA
2042-09-20
3.5000%
238576.10
28236.16
Agency Mortgage-Backed Securities
GNMA
2047-07-20
6.0000%
45747.68
10003.83
Agency Mortgage-Backed Securities
GNMA
2049-01-20
4.0000%
55694598.43
6039385.17
Agency Mortgage-Backed Securities
GNMA
2050-08-20
3.0000%
387267.23
154378.66
Agency Mortgage-Backed Securities
GNMA
2051-10-20
2.5000%
19063970.11
15114081.30
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0382
35200000.00
35200000.00
0.0473
N
Y
Y
N
N/A
BofA Securities, Inc.
REPO TRIPA MORTG 3.8 12/01/2022
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2028-03-01
6.0000%
330278.90
7366.92
Agency Mortgage-Backed Securities
FMAC
2036-01-01
5.0000%
2642231.17
19761.89
Agency Mortgage-Backed Securities
FMAC
2035-10-01
5.0000%
2642231.17
27252.75
Agency Mortgage-Backed Securities
FMAC
2036-05-01
5.5000%
357220.14
15373.40
Agency Mortgage-Backed Securities
FMAC
2038-10-01
5.5000%
1421784.60
20023.83
Agency Mortgage-Backed Securities
FMAC
2040-08-01
5.0000%
330278.90
20737.96
Agency Mortgage-Backed Securities
FMAC
2038-12-01
5.0000%
800596.05
9948.10
Agency Mortgage-Backed Securities
FMAC
2044-08-01
4.0000%
44917.93
7999.00
Agency Mortgage-Backed Securities
FMAC
2041-06-01
5.0000%
200809.57
15867.32
Agency Mortgage-Backed Securities
FMAC
2044-05-01
3.5000%
105689.25
26787.87
Agency Mortgage-Backed Securities
FMAC
2043-04-01
3.5000%
60771.32
10630.28
Agency Mortgage-Backed Securities
FMAC
2045-01-01
3.5000%
50202.39
9867.57
Agency Mortgage-Backed Securities
FMAC
2045-02-01
4.0000%
129157.54
23329.88
Agency Mortgage-Backed Securities
FMAC
2025-10-01
4.0000%
897337.91
8238.52
Agency Mortgage-Backed Securities
FMAC
2028-12-01
4.0000%
58129.09
7347.32
Agency Mortgage-Backed Securities
FMAC
2030-10-01
3.0000%
68698.01
16923.87
Agency Mortgage-Backed Securities
FMAC
2032-06-01
3.5000%
58129.09
17148.10
Agency Mortgage-Backed Securities
FMAC
2047-08-01
4.0000%
115986.55
17488.72
Agency Mortgage-Backed Securities
FMAC
2047-09-01
3.5000%
145322.71
22268.36
Agency Mortgage-Backed Securities
FMAC
2047-09-01
4.0000%
217984.07
33368.26
Agency Mortgage-Backed Securities
FMAC
2047-09-01
4.0000%
50995.06
8201.49
Agency Mortgage-Backed Securities
FMAC
2047-12-01
3.5000%
55005.18
9326.81
Agency Mortgage-Backed Securities
FMAC
2048-03-01
3.5000%
66055.78
10225.11
Agency Mortgage-Backed Securities
FMAC
2048-11-01
4.0000%
159062.32
15247.01
Agency Mortgage-Backed Securities
FMAC
2044-12-01
3.5000%
108131.20
11856.88
Agency Mortgage-Backed Securities
FMAC
2046-06-01
3.0000%
125505.98
23837.26
Agency Mortgage-Backed Securities
FMAC
2046-12-01
3.0000%
49169.02
11107.10
Agency Mortgage-Backed Securities
FMAC
2047-01-01
3.0000%
36727.01
8782.74
Agency Mortgage-Backed Securities
FMAC
2047-04-01
3.0000%
79266.94
21478.96
Agency Mortgage-Backed Securities
FMAC
2029-01-01
3.0000%
189712.20
23337.44
Agency Mortgage-Backed Securities
FMAC
2034-10-01
3.0000%
156057.57
21289.98
Agency Mortgage-Backed Securities
FMAC
2027-12-01
5.5000%
821733.90
9103.59
Agency Mortgage-Backed Securities
FMAC
2028-01-01
5.5000%
792669.35
7056.43
Agency Mortgage-Backed Securities
FMAC
2028-08-01
5.5000%
1321115.59
12790.28
Agency Mortgage-Backed Securities
FMAC
2030-04-01
4.5000%
917646.89
30099.77
Agency Mortgage-Backed Securities
FMAC
2030-08-01
4.5000%
766247.04
28929.34
Agency Mortgage-Backed Securities
FMAC
2031-11-01
3.5000%
264223.12
22189.84
Agency Mortgage-Backed Securities
FMAC
2035-01-01
3.0000%
129708.98
20226.36
Agency Mortgage-Backed Securities
FMAC
2035-01-01
4.0000%
80405.74
17423.08
Agency Mortgage-Backed Securities
FMAC
2036-02-01
3.0000%
123455.35
25975.42
Agency Mortgage-Backed Securities
FMAC
2035-07-01
3.0000%
151928.29
29398.94
Agency Mortgage-Backed Securities
FMAC
2037-07-01
3.0000%
198167.34
37510.21
Agency Mortgage-Backed Securities
FMAC
2038-04-01
3.0000%
79266.94
16323.42
Agency Mortgage-Backed Securities
FMAC
2038-01-01
4.0000%
52844.62
12538.58
Agency Mortgage-Backed Securities
FMAC
2038-08-01
4.0000%
136074.91
23893.75
Agency Mortgage-Backed Securities
FMAC
2025-06-01
4.0000%
1874804.64
27280.27
Agency Mortgage-Backed Securities
FMAC
2025-06-01
4.0000%
1001207.98
18162.71
Agency Mortgage-Backed Securities
FMAC
2025-11-01
3.5000%
898358.60
16827.39
Agency Mortgage-Backed Securities
FMAC
2026-01-01
4.0000%
528446.23
14440.33
Agency Mortgage-Backed Securities
FMAC
2026-01-01
3.5000%
396334.68
11588.34
Agency Mortgage-Backed Securities
FMAC
2026-03-01
4.0000%
1289408.81
15611.96
Agency Mortgage-Backed Securities
FMAC
2026-12-01
3.0000%
158533.87
9268.75
Agency Mortgage-Backed Securities
FMAC
2026-12-01
4.0000%
157191.09
21947.07
Agency Mortgage-Backed Securities
FMAC
2042-05-01
3.5000%
39633.47
9470.67
Agency Mortgage-Backed Securities
FMAC
2043-12-01
4.0000%
321884.79
27774.99
Agency Mortgage-Backed Securities
FMAC
2040-08-01
5.0000%
409545.83
20518.00
Agency Mortgage-Backed Securities
FMAC
2040-08-01
5.0000%
554868.55
23621.46
Agency Mortgage-Backed Securities
FMAC
2033-08-01
5.0000%
792748.62
32176.45
Agency Mortgage-Backed Securities
FMAC
2033-09-01
5.0000%
990317.23
32784.63
Agency Mortgage-Backed Securities
FMAC
2035-09-01
5.0000%
1400382.52
25079.11
Agency Mortgage-Backed Securities
FMAC
2028-09-01
3.0000%
79266.94
13694.81
Agency Mortgage-Backed Securities
FMAC
2034-10-01
5.5000%
1783506.04
13944.83
Agency Mortgage-Backed Securities
FMAC
2036-06-01
5.5000%
528446.23
18008.71
Agency Mortgage-Backed Securities
FMAC
2037-05-01
5.5000%
410866.95
13567.78
Agency Mortgage-Backed Securities
FMAC
2033-04-01
5.5000%
536556.56
36099.60
Agency Mortgage-Backed Securities
FMAC
2040-10-01
4.0000%
317067.74
13643.03
Agency Mortgage-Backed Securities
FMAC
2029-10-01
5.5000%
271399.95
7109.40
Agency Mortgage-Backed Securities
FMAC
2033-05-01
5.5000%
259731.32
15525.03
Agency Mortgage-Backed Securities
FMAC
2028-10-01
6.5000%
424502.71
8199.34
Agency Mortgage-Backed Securities
FMAC
2042-01-01
3.5000%
86546.28
17226.76
Agency Mortgage-Backed Securities
FMAC
2042-07-01
3.5000%
227231.88
31414.36
Agency Mortgage-Backed Securities
FMAC
2043-02-01
3.0000%
132111.56
37319.52
Agency Mortgage-Backed Securities
FMAC
2043-06-01
3.5000%
118900.40
25303.83
Agency Mortgage-Backed Securities
FMAC
2044-06-01
4.0000%
747258.12
25294.02
Agency Mortgage-Backed Securities
FMAC
2045-03-01
3.5000%
235158.57
34123.37
Agency Mortgage-Backed Securities
FMAC
2045-09-01
4.0000%
42539.92
7483.87
Agency Mortgage-Backed Securities
FMAC
2045-11-01
4.0000%
38312.35
7076.94
Agency Mortgage-Backed Securities
FMAC
2045-11-01
4.0000%
85608.29
12779.44
Agency Mortgage-Backed Securities
FMAC
2045-11-01
4.0000%
44125.26
10079.21
Agency Mortgage-Backed Securities
FMAC
2045-12-01
4.0000%
89571.64
12116.77
Agency Mortgage-Backed Securities
FMAC
2045-12-01
4.0000%
85344.07
13396.19
Agency Mortgage-Backed Securities
FMAC
2046-01-01
3.5000%
105689.25
26707.38
Agency Mortgage-Backed Securities
FMAC
2046-02-01
4.0000%
95120.32
10166.05
Agency Mortgage-Backed Securities
FMAC
2046-04-01
4.0000%
69754.90
14378.05
Agency Mortgage-Backed Securities
FMAC
2046-05-01
3.5000%
85488.60
13607.80
Agency Mortgage-Backed Securities
FMAC
2047-04-01
4.0000%
203451.80
30773.03
Agency Mortgage-Backed Securities
FMAC
2048-11-01
5.0000%
194203.99
38912.68
Agency Mortgage-Backed Securities
FMAC
2048-11-01
4.0000%
130790.44
16328.52
Agency Mortgage-Backed Securities
FMAC
2049-02-01
4.5000%
89043.19
23821.19
Agency Mortgage-Backed Securities
FMAC
2049-03-01
5.5000%
68783.88
12227.74
Agency Mortgage-Backed Securities
FMAC
2049-04-01
5.5000%
277923.35
32531.57
Agency Mortgage-Backed Securities
FMAC
2024-10-01
5.5000%
1952608.84
9081.70
Agency Mortgage-Backed Securities
FMAC
2027-04-01
5.5000%
1981673.38
12578.66
Agency Mortgage-Backed Securities
FMAC
2029-08-01
4.5000%
683016.76
20950.97
Agency Mortgage-Backed Securities
FMAC
2029-09-01
5.0000%
264223.12
8516.16
Agency Mortgage-Backed Securities
FMAC
2030-10-01
4.5000%
475601.61
21902.89
Agency Mortgage-Backed Securities
FMAC
2030-04-01
4.5000%
695963.69
22804.17
Agency Mortgage-Backed Securities
FMAC
2030-12-01
4.5000%
396334.68
25751.84
Agency Mortgage-Backed Securities
FMAC
2038-02-01
3.0000%
146384.10
28149.66
Agency Mortgage-Backed Securities
FMAC
2044-10-01
4.0000%
445215.95
22867.78
Agency Mortgage-Backed Securities
FMAC
2043-04-01
3.0000%
111766.38
32320.35
Agency Mortgage-Backed Securities
FMAC
2046-10-01
3.0000%
52844.62
15531.17
Agency Mortgage-Backed Securities
FMAC
2047-08-01
3.5000%
26422.31
9481.82
Agency Mortgage-Backed Securities
FMAC
2048-06-01
3.5000%
132111.56
30865.47
Agency Mortgage-Backed Securities
FMAC
2038-10-01
3.5000%
279543.04
26544.36
Agency Mortgage-Backed Securities
FMAC
2048-11-01
4.0000%
127883.99
19241.54
Agency Mortgage-Backed Securities
FMAC
2048-12-01
4.5000%
266725.84
21164.75
Agency Mortgage-Backed Securities
FMAC
2049-03-01
4.5000%
88250.52
16098.96
Agency Mortgage-Backed Securities
FMAC
2033-12-01
5.5000%
1321115.59
15850.78
Agency Mortgage-Backed Securities
FMAC
2035-08-01
5.5000%
792669.35
9374.63
Agency Mortgage-Backed Securities
FMAC
2037-05-01
6.0000%
951203.22
13834.04
Agency Mortgage-Backed Securities
FMAC
2037-07-01
5.5000%
1483381.61
28479.89
Agency Mortgage-Backed Securities
FMAC
2037-08-01
5.0000%
349011.79
11683.40
Agency Mortgage-Backed Securities
FMAC
2035-05-01
6.5000%
328429.34
12010.56
Agency Mortgage-Backed Securities
FMAC
2041-06-01
4.5000%
185484.63
12390.32
Agency Mortgage-Backed Securities
FMAC
2041-08-01
5.0000%
449179.30
33890.44
Agency Mortgage-Backed Securities
FMAC
2042-02-01
3.5000%
264223.12
23169.14
Agency Mortgage-Backed Securities
FMAC
2041-06-01
5.5000%
79266.94
7379.13
Agency Mortgage-Backed Securities
FMAC
2044-06-01
5.0000%
24044.30
7422.82
Agency Mortgage-Backed Securities
FMAC
2046-09-01
4.5000%
100407.16
14788.42
Agency Mortgage-Backed Securities
FMAC
2046-05-01
3.0000%
184956.18
34130.54
Agency Mortgage-Backed Securities
FMAC
2047-02-01
2.5000%
48215.43
15919.69
Agency Mortgage-Backed Securities
FMAC
2047-04-01
4.5000%
133685.54
16025.54
Agency Mortgage-Backed Securities
FMAC
2047-07-01
4.5000%
188919.53
28717.51
Agency Mortgage-Backed Securities
FMAC
2047-08-01
4.5000%
114937.06
16800.74
Agency Mortgage-Backed Securities
FMAC
2048-04-01
3.0000%
158533.87
37548.34
Agency Mortgage-Backed Securities
FMAC
2024-09-01
5.5000%
4756016.11
9592.40
Agency Mortgage-Backed Securities
FMAC
2031-05-01
3.0000%
137396.02
33227.50
Agency Mortgage-Backed Securities
FMAC
2025-09-01
5.5000%
2525169.24
31041.55
Agency Mortgage-Backed Securities
FMAC
2034-01-01
3.5000%
78892.27
19184.57
Agency Mortgage-Backed Securities
FMAC
2046-01-01
3.5000%
52844.62
11505.65
Agency Mortgage-Backed Securities
FMAC
2045-01-01
3.5000%
85872.51
27973.92
Agency Mortgage-Backed Securities
FMAC
2047-12-01
3.5000%
56279.52
23991.78
Agency Mortgage-Backed Securities
FMAC
2047-10-01
3.5000%
44653.71
18767.77
Agency Mortgage-Backed Securities
FMAC
2046-08-01
3.5000%
105689.25
30773.10
Agency Mortgage-Backed Securities
FMAC
2047-01-01
4.0000%
132111.56
36461.32
Agency Mortgage-Backed Securities
FMAC
2049-01-01
5.0000%
64734.66
13579.41
Agency Mortgage-Backed Securities
FMAC
2048-09-01
3.0000%
22987.41
8611.44
Agency Mortgage-Backed Securities
FMAC
2049-03-01
4.5000%
94063.43
35742.32
Agency Mortgage-Backed Securities
FMAC
2033-04-01
3.5000%
26422.31
10305.63
Agency Mortgage-Backed Securities
FMAC
2048-04-01
3.0000%
92478.09
20532.77
Agency Mortgage-Backed Securities
FMAC
2037-04-01
2.5000%
12708.60
11101.44
Agency Mortgage-Backed Securities
FMAC
2037-06-01
2.5000%
41218.81
37093.43
Agency Mortgage-Backed Securities
FMAC
2034-07-01
3.0000%
231723.67
38814.36
Agency Mortgage-Backed Securities
FMAC
2034-11-01
2.0000%
31706.77
10549.23
Agency Mortgage-Backed Securities
FMAC
2035-09-01
3.0000%
66055.78
29417.01
Agency Mortgage-Backed Securities
FMAC
2036-11-01
2.0000%
26422.31
20858.06
Agency Mortgage-Backed Securities
FMAC
2037-07-01
2.5000%
22458.96
19874.89
Agency Mortgage-Backed Securities
FMAC
2037-04-01
2.5000%
29064.54
24943.33
Agency Mortgage-Backed Securities
FMAC
2037-08-01
4.5000%
27809.75
25670.93
Agency Mortgage-Backed Securities
FMAC
2041-12-01
2.0000%
26422.31
20900.97
Agency Mortgage-Backed Securities
FMAC
2051-12-01
2.0000%
16381.83
12802.72
Agency Mortgage-Backed Securities
FMAC
2052-01-01
3.0000%
11247.98
9332.96
Agency Mortgage-Backed Securities
FMAC
2052-01-01
3.0000%
26422.31
21637.61
Agency Mortgage-Backed Securities
FMAC
2049-06-01
3.5000%
39633.47
30147.34
Agency Mortgage-Backed Securities
FMAC
2050-09-01
2.5000%
59450.20
36871.00
Agency Mortgage-Backed Securities
FMAC
2045-09-01
4.0000%
23175.54
15125.61
Agency Mortgage-Backed Securities
FMAC
2046-09-01
3.5000%
17005.66
6880.47
Agency Mortgage-Backed Securities
FMAC
2048-04-01
4.0000%
27250.12
17057.38
Agency Mortgage-Backed Securities
FMAC
2050-08-01
3.0000%
43257.29
29622.09
Agency Mortgage-Backed Securities
FMAC
2051-03-01
2.5000%
25101.20
17558.04
Agency Mortgage-Backed Securities
FMAC
2051-08-01
2.5000%
22723.19
16897.39
Agency Mortgage-Backed Securities
FMAC
2052-07-01
4.0000%
16117.61
14875.09
Agency Mortgage-Backed Securities
FMAC
2050-05-01
4.0000%
132111.56
38028.96
Agency Mortgage-Backed Securities
FMAC
2050-07-01
3.5000%
66055.78
21690.80
Agency Mortgage-Backed Securities
FMAC
2050-07-01
5.0000%
68662.60
28330.73
Agency Mortgage-Backed Securities
FMAC
2050-05-01
3.5000%
59450.20
33473.66
Agency Mortgage-Backed Securities
FMAC
2049-11-01
3.0000%
39633.47
19228.94
Agency Mortgage-Backed Securities
FMAC
2052-01-01
2.0000%
11840.37
9135.45
Agency Mortgage-Backed Securities
FMAC
2052-01-02
3.0000%
33027.89
26919.25
Agency Mortgage-Backed Securities
FMAC
2051-02-01
2.0000%
14796.49
9963.81
Agency Mortgage-Backed Securities
FMAC
2051-01-01
1.5000%
13211.16
8808.35
Agency Mortgage-Backed Securities
FMAC
2051-06-01
1.5000%
26422.31
18574.43
Agency Mortgage-Backed Securities
FMAC
2051-10-01
1.5000%
46239.05
33716.55
Agency Mortgage-Backed Securities
FMAC
2051-10-01
2.0000%
26100.22
19824.55
Agency Mortgage-Backed Securities
FMAC
2051-12-01
3.0000%
39633.47
31728.46
Agency Mortgage-Backed Securities
FMAC
2052-11-01
3.0000%
42691.06
37594.46
Agency Mortgage-Backed Securities
FMAC
2041-07-01
4.5000%
660557.79
26608.91
Agency Mortgage-Backed Securities
FMAC
2041-08-01
4.5000%
66055.78
8201.63
Agency Mortgage-Backed Securities
FMAC
2042-04-01
4.0000%
65729.73
11333.49
Agency Mortgage-Backed Securities
FMAC
2042-06-01
3.5000%
105689.25
29108.46
Agency Mortgage-Backed Securities
FMAC
2042-06-01
4.0000%
1310427.50
36775.94
Agency Mortgage-Backed Securities
FMAC
2043-04-01
3.0000%
20873.63
7527.41
Agency Mortgage-Backed Securities
FMAC
2036-09-01
3.0000%
79266.94
30371.01
Agency Mortgage-Backed Securities
FMAC
2031-09-01
5.0000%
135704.46
17497.13
Agency Mortgage-Backed Securities
FMAC
2048-01-01
4.0000%
26422.31
14665.42
Agency Mortgage-Backed Securities
FMAC
2030-06-01
3.0000%
33027.89
6833.58
Agency Mortgage-Backed Securities
FMAC
2044-04-01
4.0000%
59450.20
13891.84
Agency Mortgage-Backed Securities
FMAC
2045-04-01
3.0000%
118900.40
28364.35
Agency Mortgage-Backed Securities
FMAC
2045-04-01
3.0000%
118900.40
31061.23
Agency Mortgage-Backed Securities
FMAC
2046-07-01
3.0000%
46239.05
14963.13
Agency Mortgage-Backed Securities
FMAC
2046-07-01
3.0000%
26422.31
9277.97
Agency Mortgage-Backed Securities
FMAC
2046-07-01
3.0000%
33027.89
9712.14
Agency Mortgage-Backed Securities
FMAC
2046-11-01
4.0000%
34349.01
7733.79
Agency Mortgage-Backed Securities
FMAC
2047-01-01
4.0000%
58622.13
16196.72
Agency Mortgage-Backed Securities
FMAC
2048-06-01
4.0000%
141972.63
37308.60
Agency Mortgage-Backed Securities
FMAC
2047-11-01
3.5000%
45497.37
12886.82
Agency Mortgage-Backed Securities
FMAC
2047-10-01
4.0000%
383411.79
35528.61
Agency Mortgage-Backed Securities
FMAC
2047-10-01
3.5000%
59450.20
12455.89
Agency Mortgage-Backed Securities
FMAC
2048-01-01
3.5000%
60771.32
17334.97
Agency Mortgage-Backed Securities
FMAC
2048-08-01
4.0000%
559781.78
24634.91
Agency Mortgage-Backed Securities
FMAC
2048-11-01
4.5000%
29064.54
6940.99
Agency Mortgage-Backed Securities
FMAC
2048-07-01
4.0000%
42801.24
11784.36
Agency Mortgage-Backed Securities
FMAC
2049-06-01
5.0000%
298415.97
34295.31
Agency Mortgage-Backed Securities
FMAC
2047-04-01
3.0000%
43356.64
13512.73
Agency Mortgage-Backed Securities
FMAC
2049-08-01
3.0000%
35304.70
19452.17
Agency Mortgage-Backed Securities
FMAC
2045-07-01
3.5000%
76624.70
17467.84
Agency Mortgage-Backed Securities
FMAC
2045-10-01
3.5000%
72661.36
17414.95
Agency Mortgage-Backed Securities
FMAC
2045-07-01
3.5000%
132111.56
37758.57
Agency Mortgage-Backed Securities
FMAC
2045-12-01
3.5000%
60771.32
14369.19
Agency Mortgage-Backed Securities
FMAC
2048-02-01
3.5000%
42275.70
7027.70
Agency Mortgage-Backed Securities
FMAC
2048-09-01
3.0000%
52844.62
19818.37
Agency Mortgage-Backed Securities
FMAC
2045-01-01
3.5000%
83230.28
27143.45
Agency Mortgage-Backed Securities
FMAC
2024-05-01
5.5000%
2734709.27
10770.60
Agency Mortgage-Backed Securities
FMAC
2036-08-20
5.0000%
237800.81
52602.86
Agency Mortgage-Backed Securities
FMAC
2049-11-01
2.5000%
76624.70
34618.65
Agency Mortgage-Backed Securities
FMAC
2050-01-01
3.5000%
18495.62
9702.65
Agency Mortgage-Backed Securities
FMAC
2050-02-01
4.5000%
34349.01
9812.02
Agency Mortgage-Backed Securities
FMAC
2050-03-01
3.5000%
52844.62
35816.52
Agency Mortgage-Backed Securities
FMAC
2050-03-01
5.0000%
267949.72
28015.16
Agency Mortgage-Backed Securities
FMAC
2050-04-01
3.0000%
38682.26
20763.31
Agency Mortgage-Backed Securities
FMAC
2050-05-01
3.0000%
26422.31
14935.22
Agency Mortgage-Backed Securities
FMAC
2050-07-01
3.0000%
33820.56
20945.00
Agency Mortgage-Backed Securities
FMAC
2050-08-01
4.5000%
27837.75
13239.35
Agency Mortgage-Backed Securities
FMAC
2050-10-01
2.5000%
26950.76
16773.88
Agency Mortgage-Backed Securities
FMAC
2050-11-01
2.0000%
22723.19
16241.44
Agency Mortgage-Backed Securities
FMAC
2050-11-01
2.5000%
49145.50
30608.17
Agency Mortgage-Backed Securities
FMAC
2051-05-01
1.5000%
48884.71
34754.64
Agency Mortgage-Backed Securities
FMAC
2051-06-01
1.5000%
18000.46
12917.89
Agency Mortgage-Backed Securities
FMAC
2051-08-01
3.0000%
21347.91
18101.74
Agency Mortgage-Backed Securities
FMAC
2051-08-01
1.5000%
12446.76
9304.91
Agency Mortgage-Backed Securities
FMAC
2051-10-01
2.5000%
47560.16
37424.87
Agency Mortgage-Backed Securities
FMAC
2051-11-01
2.5000%
13211.16
10459.65
Agency Mortgage-Backed Securities
FMAC
2051-11-01
2.0000%
26422.31
20691.90
Agency Mortgage-Backed Securities
FMAC
2051-11-01
2.0000%
26422.31
20538.94
Agency Mortgage-Backed Securities
FMAC
2051-11-01
2.5000%
11405.19
9250.51
Agency Mortgage-Backed Securities
FMAC
2051-11-01
3.0000%
24527.04
21219.38
Agency Mortgage-Backed Securities
FMAC
2052-01-01
2.5000%
15152.40
12355.63
Agency Mortgage-Backed Securities
FMAC
2052-02-01
2.5000%
26422.31
21597.04
Agency Mortgage-Backed Securities
FMAC
2052-02-01
2.5000%
21799.20
17816.17
Agency Mortgage-Backed Securities
FMAC
2052-01-01
3.5000%
15083.97
13593.48
Agency Mortgage-Backed Securities
FMAC
2052-02-01
3.5000%
26422.31
21962.62
Agency Mortgage-Backed Securities
FMAC
2052-03-01
3.5000%
15521.79
14003.51
Agency Mortgage-Backed Securities
FMAC
2052-03-01
3.5000%
15096.65
13644.62
Agency Mortgage-Backed Securities
FMAC
2052-03-01
3.0000%
10833.15
8988.06
Agency Mortgage-Backed Securities
FMAC
2052-04-01
3.5000%
16249.72
14668.21
Agency Mortgage-Backed Securities
FMAC
2052-04-01
3.5000%
25220.10
22768.25
Agency Mortgage-Backed Securities
FMAC
2052-04-01
3.0000%
33063.56
28718.40
Agency Mortgage-Backed Securities
FMAC
2052-04-01
3.5000%
36370.84
32774.96
Agency Mortgage-Backed Securities
FMAC
2052-04-01
3.5000%
17570.84
15806.10
Agency Mortgage-Backed Securities
FMAC
2052-04-01
4.0000%
14796.49
13825.74
Agency Mortgage-Backed Securities
FMAC
2052-06-01
3.0000%
41794.55
36066.94
Agency Mortgage-Backed Securities
FMAC
2052-08-01
4.5000%
26422.31
25610.92
Agency Mortgage-Backed Securities
FMAC
2052-09-01
3.0000%
29157.02
25603.79
Agency Mortgage-Backed Securities
FMAC
2052-11-01
6.5000%
33783.57
35368.18
Agency Mortgage-Backed Securities
FMAC
2052-11-01
3.0000%
16525.83
14558.13
Agency Mortgage-Backed Securities
FMAC
2040-02-01
3.0000%
27479.20
16956.93
Agency Mortgage-Backed Securities
FMAC
2037-03-01
2.5000%
35306.29
30465.88
Agency Mortgage-Backed Securities
FMAC
2049-09-01
3.0000%
52844.62
23748.27
Agency Mortgage-Backed Securities
FMAC
2050-05-01
3.0000%
23727.24
11162.26
Agency Mortgage-Backed Securities
FMAC
2050-01-01
4.5000%
132111.56
29726.62
Agency Mortgage-Backed Securities
FMAC
2050-02-01
4.0000%
51523.51
15514.59
Agency Mortgage-Backed Securities
FMAC
2050-03-01
4.0000%
26422.31
7285.81
Agency Mortgage-Backed Securities
FMAC
2050-04-01
4.5000%
26422.31
9679.40
Agency Mortgage-Backed Securities
FMAC
2050-06-01
2.5000%
25101.20
14017.89
Agency Mortgage-Backed Securities
FMAC
2050-07-01
3.0000%
39633.47
15729.86
Agency Mortgage-Backed Securities
FMAC
2050-08-01
3.0000%
53373.07
31390.48
Agency Mortgage-Backed Securities
FMAC
2050-09-01
3.0000%
45446.38
28705.54
Agency Mortgage-Backed Securities
FMAC
2051-02-01
1.5000%
26422.31
17626.09
Agency Mortgage-Backed Securities
FMAC
2051-11-01
3.0000%
26422.31
21509.82
Agency Mortgage-Backed Securities
FMAC
2051-08-01
3.0000%
24293.73
18222.24
Agency Mortgage-Backed Securities
FMAC
2051-12-01
2.5000%
29757.86
23750.20
Agency Mortgage-Backed Securities
FMAC
2052-01-01
3.0000%
46239.05
38422.68
Agency Mortgage-Backed Securities
FMAC
2052-02-01
2.5000%
12682.71
10097.86
Agency Mortgage-Backed Securities
FMAC
2052-05-01
3.5000%
25365.42
22591.37
Agency Mortgage-Backed Securities
FMAC
2052-06-01
3.5000%
29064.54
26121.97
Agency Mortgage-Backed Securities
FMAC
2041-12-01
2.0000%
26422.31
20335.20
Agency Mortgage-Backed Securities
FMAC
2040-01-01
3.5000%
130790.44
30507.16
Agency Mortgage-Backed Securities
FMAC
2040-05-01
2.5000%
59450.20
21077.02
Agency Mortgage-Backed Securities
FMAC
2040-07-01
2.0000%
52844.62
26713.12
Agency Mortgage-Backed Securities
FMAC
2041-05-01
2.0000%
52844.62
38789.17
Agency Mortgage-Backed Securities
FMAC
2042-05-01
2.5000%
16117.61
13560.05
Agency Mortgage-Backed Securities
FMAC
2042-06-01
2.5000%
8719.36
7395.59
Agency Mortgage-Backed Securities
FMAC
2032-03-01
2.5000%
31706.77
25812.05
Agency Mortgage-Backed Securities
FMAC
2037-05-01
3.5000%
38672.75
35846.68
Agency Mortgage-Backed Securities
FMAC
2037-05-01
2.5000%
27284.47
24378.48
Agency Mortgage-Backed Securities
FMAC
2037-11-01
3.5000%
15130.74
14470.53
Agency Mortgage-Backed Securities
FMAC
2049-12-01
3.0000%
87193.63
37560.61
Agency Mortgage-Backed Securities
GNMA
2051-02-20
2.0000%
94656119.27
62882211.28
Agency Mortgage-Backed Securities
GNMA
2052-07-20
3.0000%
3565429.65
3286605.36
Agency Mortgage-Backed Securities
GNMA
2052-08-20
3.0000%
558039.22
523452.43
Agency Mortgage-Backed Securities
GNMA
2052-11-20
3.5000%
1633228.88
1554783.99
Agency Mortgage-Backed Securities
GNMA
2052-11-20
4.5000%
725670.83
712042.73
Agency Mortgage-Backed Securities
GNMA
2052-11-20
5.0000%
419867.97
409412.75
Agency Mortgage-Backed Securities
GNMA
2057-12-15
4.3500%
838300.68
858487.10
Agency Mortgage-Backed Securities
GNMA
2065-02-15
4.4700%
199806.58
193845.72
Agency Mortgage-Backed Securities
GNMA
2064-12-15
4.3900%
1780771.07
1716777.97
Agency Mortgage-Backed Securities
GNMA
2057-12-15
3.8000%
3922326.12
3680009.17
Agency Mortgage-Backed Securities
GNMA
2057-11-15
4.3000%
4044375.27
3916803.09
Agency Mortgage-Backed Securities
GNMA
2057-10-15
4.1100%
2673937.95
2665226.79
Agency Mortgage-Backed Securities
GNMA
2057-10-15
4.1600%
2935204.15
2816650.18
Agency Mortgage-Backed Securities
GNMA
2057-11-15
4.0000%
3132779.10
2986197.06
Agency Mortgage-Backed Securities
GNMA
2057-10-15
4.2500%
3302788.97
3180112.18
Agency Mortgage-Backed Securities
GNMA
2063-01-15
2.6100%
2167305.71
1954403.68
Agency Mortgage-Backed Securities
GNMA
2057-12-15
4.3400%
594502.01
577255.58
Agency Mortgage-Backed Securities
GNMA
2057-11-15
4.2400%
1394913.10
1423145.53
Agency Mortgage-Backed Securities
GNMA
2057-11-15
4.0600%
754621.22
721274.18
Agency Mortgage-Backed Securities
GNMA
2052-10-20
3.2500%
11841116.47
10718330.62
Agency Mortgage-Backed Securities
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
110380000.00
110380000.00
0.1482
N
Y
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 3.8 12/01/2022
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2032-09-01
3.8500%
3532228.15
3335777.59
Agency Mortgage-Backed Securities
FMAC
2032-09-01
3.9000%
2329867.94
2209513.18
Agency Mortgage-Backed Securities
FNMA
2028-12-01
3.9700%
71672.49
70065.24
Agency Mortgage-Backed Securities
FNMA
2029-01-01
3.8500%
44956.45
43492.59
Agency Mortgage-Backed Securities
FNMA
2034-05-01
3.5900%
415847.15
376446.44
Agency Mortgage-Backed Securities
FNMA
2034-05-01
3.5900%
379881.99
345423.63
Agency Mortgage-Backed Securities
FNMA
2034-05-01
3.5900%
836189.94
760340.78
Agency Mortgage-Backed Securities
FNMA
2034-05-01
3.5900%
543973.03
492432.64
Agency Mortgage-Backed Securities
FNMA
2029-05-01
3.3700%
674346.73
623759.34
Agency Mortgage-Backed Securities
FNMA
2029-08-01
2.9400%
2656765.16
2417200.22
Agency Mortgage-Backed Securities
FNMA
2031-01-01
2.9300%
271312.17
241869.99
Agency Mortgage-Backed Securities
FNMA
2032-01-01
2.7900%
2135431.30
1791708.56
Agency Mortgage-Backed Securities
FNMA
2037-05-01
2.3100%
1011520.09
764479.33
Agency Mortgage-Backed Securities
FNMA
2036-05-01
2.5800%
346164.65
275764.94
Agency Mortgage-Backed Securities
FNMA
2028-06-01
1.2300%
4720427.09
3943571.45
Agency Mortgage-Backed Securities
FNMA
2033-07-01
2.2000%
267490.87
217030.65
Agency Mortgage-Backed Securities
FNMA
2031-10-01
1.9100%
5394773.81
4464917.68
Agency Mortgage-Backed Securities
FNMA
2032-01-01
1.9750%
3247878.62
2587743.95
Agency Mortgage-Backed Securities
FNMA
2032-02-01
2.1600%
1123911.21
910180.39
Agency Mortgage-Backed Securities
FNMA
2030-10-01
2.5600%
959595.39
839679.77
Agency Mortgage-Backed Securities
FNMA
2029-03-01
2.2300%
249179.43
217477.93
Agency Mortgage-Backed Securities
FNMA
2032-04-01
2.6300%
271761.73
229731.23
Agency Mortgage-Backed Securities
FNMA
2031-04-01
2.5150%
513177.86
438636.71
Agency Mortgage-Backed Securities
FNMA
2032-05-01
2.6200%
561955.61
483422.53
Agency Mortgage-Backed Securities
FNMA
2032-08-01
3.7100%
77549.87
72734.85
Agency Mortgage-Backed Securities
FNMA
2027-11-01
4.4000%
4542849.11
4492779.85
Agency Mortgage-Backed Securities
FNMA
2032-11-01
4.7100%
3552850.35
3570370.05
Agency Mortgage-Backed Securities
FNMA
2032-09-01
3.6000%
12146540.94
11219747.72
Agency Mortgage-Backed Securities
GNMA
2052-11-20
5.0000%
13282257.94
13253073.87
Agency Mortgage-Backed Securities
GNMA
2052-11-20
6.0000%
5609.67
5732.00
Agency Mortgage-Backed Securities
GNMA
2052-11-20
6.5000%
252826.52
259864.23
Agency Mortgage-Backed Securities
GNMA
2065-09-20
4.6560%
67434.67
37091.05
Agency Mortgage-Backed Securities
GNMA
2067-06-20
4.6390%
157347.57
78086.41
Agency Mortgage-Backed Securities
GNMA
2067-08-20
4.7000%
67434.67
42844.77
Agency Mortgage-Backed Securities
GNMA
2057-10-15
3.5000%
134509.69
131261.28
Agency Mortgage-Backed Securities
GNMA
2057-10-15
4.1000%
1236077.55
1182342.56
Agency Mortgage-Backed Securities
GNMA
2057-09-15
3.7300%
56195.56
52346.20
Agency Mortgage-Backed Securities
GNMA
2057-11-15
3.9500%
449564.48
426867.75
Agency Mortgage-Backed Securities
GNMA
2057-11-15
3.9500%
112391.12
106716.94
Agency Mortgage-Backed Securities
GNMA
2057-09-15
3.7500%
280977.80
262131.48
Agency Mortgage-Backed Securities
GNMA
2057-09-15
3.5000%
496522.17
456459.95
Agency Mortgage-Backed Securities
GNMA
2057-11-15
4.3900%
2247822.42
2305309.11
Agency Mortgage-Backed Securities
GNMA
2057-09-15
4.0000%
449564.48
427722.33
Agency Mortgage-Backed Securities
GNMA
2063-08-15
4.4000%
28638.83
27639.32
Agency Mortgage-Backed Securities
GNMA
2057-11-15
3.8700%
2522476.43
2393173.02
Agency Mortgage-Backed Securities
GNMA
2055-11-15
3.7500%
426681.65
400988.09
Agency Mortgage-Backed Securities
GNMA
2057-10-15
4.0000%
449564.48
446748.58
Agency Mortgage-Backed Securities
GNMA
2057-11-15
4.3000%
1082717.84
1048565.55
Agency Mortgage-Backed Securities
GNMA
2057-11-15
4.3300%
726967.13
705467.84
Agency Mortgage-Backed Securities
GNMA
2057-11-15
4.0000%
4083978.65
3893139.32
Agency Mortgage-Backed Securities
GNMA
2063-02-15
2.6200%
152136.89
126631.23
Agency Mortgage-Backed Securities
GNMA
2057-02-15
2.1000%
120348.86
99053.21
Agency Mortgage-Backed Securities
GNMA
2062-09-15
3.0000%
234170.50
207547.11
Agency Mortgage-Backed Securities
GNMA
2063-02-15
2.9500%
125203.71
110461.90
Agency Mortgage-Backed Securities
GNMA
2062-10-15
2.1900%
89158.98
73311.16
Agency Mortgage-Backed Securities
GNMA
2063-02-15
2.8000%
85652.37
74039.59
Agency Mortgage-Backed Securities
GNMA
2064-02-15
2.4000%
459133.91
367219.13
Agency Mortgage-Backed Securities
GNMA
2057-10-15
3.9000%
31076.82
29360.11
Agency Mortgage-Backed Securities
GNMA
2064-05-15
4.0000%
280977.80
269039.68
Agency Mortgage-Backed Securities
GNMA
2057-11-15
3.7500%
930768.42
869789.90
Agency Mortgage-Backed Securities
GNMA
2057-08-15
3.0700%
257088.17
228573.77
Agency Mortgage-Backed Securities
GNMA
2064-01-15
2.4500%
399735.21
332641.49
Agency Mortgage-Backed Securities
GNMA
2063-10-15
2.6900%
147319.81
125564.64
Agency Mortgage-Backed Securities
GNMA
2071-10-20
2.8170%
830293.45
690194.95
Agency Mortgage-Backed Securities
GNMA
2071-11-20
2.8700%
577997.64
524362.48
Agency Mortgage-Backed Securities
GNMA
2063-09-15
2.6000%
78673.78
66592.67
Agency Mortgage-Backed Securities
GNMA
2064-05-15
2.7400%
224782.24
192248.88
Agency Mortgage-Backed Securities
GNMA
2063-12-15
2.6800%
190502.95
162394.98
Agency Mortgage-Backed Securities
GNMA
2062-02-15
3.2000%
50404.95
44672.03
Agency Mortgage-Backed Securities
GNMA
2057-09-15
3.7400%
224332.68
209163.68
Agency Mortgage-Backed Securities
GNMA
2057-09-15
3.8700%
56195.56
52918.39
Agency Mortgage-Backed Securities
GNMA
2064-01-15
2.7400%
57038.04
48593.63
Agency Mortgage-Backed Securities
GNMA
2064-10-15
3.6400%
56195.56
52875.15
Agency Mortgage-Backed Securities
GNMA
2057-10-15
3.8000%
657051.31
615935.65
Agency Mortgage-Backed Securities
GNMA
2057-10-15
3.8000%
1553795.34
1456565.00
Agency Mortgage-Backed Securities
GNMA
2057-11-15
4.1700%
1355711.83
1302953.17
Agency Mortgage-Backed Securities
GNMA
2057-09-15
3.8950%
56195.56
53023.42
Agency Mortgage-Backed Securities
GNMA
2057-09-15
3.9500%
56195.56
53254.68
Agency Mortgage-Backed Securities
GNMA
2064-03-15
3.2400%
56195.56
50770.67
Agency Mortgage-Backed Securities
GNMA
2057-10-15
3.7300%
1966619.84
1970478.86
Agency Mortgage-Backed Securities
GNMA
2065-10-20
4.6840%
30345.60
13305.56
Agency Mortgage-Backed Securities
GNMA
2072-10-20
4.9580%
318678.95
312243.53
Agency Mortgage-Backed Securities
GNMA
2057-11-15
3.7500%
1206316.38
1127285.57
Agency Mortgage-Backed Securities
GNMA
2066-08-20
4.6350%
174206.24
135844.17
Agency Mortgage-Backed Securities
GNMA
2067-05-20
4.3700%
44956.45
43494.13
Agency Mortgage-Backed Securities
GNMA
2066-12-20
4.3990%
105647.65
42598.19
Agency Mortgage-Backed Securities
GNMA
2066-12-20
4.6400%
620761.79
299661.22
Agency Mortgage-Backed Securities
GNMA
2067-05-20
4.7000%
67434.67
30456.45
Agency Mortgage-Backed Securities
GNMA
2067-03-20
4.5250%
126118.35
81766.95
Agency Mortgage-Backed Securities
U.S. TREASURY
2024-04-15
0.5000%
21567046.92
24681245.25
U.S. Treasuries (including strips)
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
110400000.00
110400000.00
0.1483
N
Y
Y
N
N/A
ROYAL BANK OF CANADA
REPO TRIPA MORTG 3.8 12/01/2022
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2044-10-20
4.0000%
70873074.10
6343206.88
Agency Mortgage-Backed Securities
GNMA
2045-04-20
3.5000%
207.35
20.64
Agency Mortgage-Backed Securities
GNMA
2047-07-20
4.0000%
30463474.69
4119062.21
Agency Mortgage-Backed Securities
GNMA
2047-09-20
3.5000%
9757227.53
1566860.07
Agency Mortgage-Backed Securities
GNMA
2036-06-20
2.5000%
202.49
125.06
Agency Mortgage-Backed Securities
GNMA
2052-06-20
3.5000%
202.49
183.12
Agency Mortgage-Backed Securities
GNMA
2047-09-20
3.0000%
150442.07
127340.44
Agency Mortgage-Backed Securities
GNMA
2061-04-20
2.5000%
7628.17
6312.58
Agency Mortgage-Backed Securities
GNMA
2050-11-20
2.5000%
245445.81
209386.37
Agency Mortgage-Backed Securities
GNMA
2046-12-15
4.0000%
1203010.29
260064.49
Agency Mortgage-Backed Securities
GNMA
2042-02-15
3.5000%
242.59
44.00
Agency Mortgage-Backed Securities
U.S. TREASURY
2041-11-15
3.1250%
213064.71
187174.98
U.S. Treasuries (including strips)
U.S. TREASURY
2042-11-15
2.7500%
1053518.12
859545.95
U.S. Treasuries (including strips)
U.S. TREASURY
2024-02-29
2.1250%
60.75
59.10
U.S. Treasuries (including strips)
U.S. TREASURY
2024-06-30
2.0000%
37047259.28
35827560.43
U.S. Treasuries (including strips)
U.S. TREASURY
2029-08-15
1.6250%
8935859.43
7808179.56
U.S. Treasuries (including strips)
U.S. TREASURY
2023-04-30
4.3660%
411165.08
412875.47
U.S. Treasuries (including strips)
U.S. TREASURY
2023-06-30
0.1250%
42133475.57
41049157.97
U.S. Treasuries (including strips)
U.S. TREASURY
2023-07-31
0.1250%
14266162.58
13842734.35
U.S. Treasuries (including strips)
Y
2022-12-01
2022-12-01
2022-12-01
N
N
N
0.0380
110400000.00
110400000.00
0.1483
N
Y
Y
N
N/A
Putnam Money Market Fund
2022-12-06
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer