0000928816-17-000016.txt : 20170106
0000928816-17-000016.hdr.sgml : 20170106
20170106135323
ACCESSION NUMBER: 0000928816-17-000016
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20161231
FILED AS OF DATE: 20170106
DATE AS OF CHANGE: 20170106
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: 17513745
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
C000017191
Class T Shares
C000017192
Class A Shares
PDDXX
C000017193
Class B Shares
PTBXX
C000017194
Class C Shares
PFCXX
C000017195
Class M Shares
PTMXX
C000017196
Class R Shares
PURXX
N-MFP2
1
primary_doc.xml
N-MFP2
0000081248
XXXXXXXX
2016-12-31
0000081248
S000006251
6
N
N
002-55091
Putnam Investment Management, LLC
801-07974
Putnam Investment Limited
801-61441
PricewaterhouseCoopers, LLP
Boston
MA
None
Putnam Investor Services, Inc.
0001448300
084-06331
N
N
N
Prime
Y
29
49
378937310.29
373396003.36
438235387.60
375872390.84
396468008.96
434485535.08
411994644.75
468984285.80
422120899.45
420467564.51
0.4087
0.4017
0.4718
0.4062
0.4269
0.4687
0.4432
0.5049
0.4562
0.4527
0.00
929839368.16
929697683.00
70355588.56
71253288.80
928799982.76
928787147.8700
1.0000
0.0086
1.0001
1.0002
1.0001
1.0001
1.0002
C000017192
500.00
844498350.50
844486714.4100
1.0001
1.0002
1.0001
1.0001
1.0002
8570273.14
7124552.32
10486480.95
10196733.06
11676845.38
10107029.21
6408816.22
10023560.35
7087005.47
5182286.54
39733740.53
39308907.08
0.0038
N
C000017193
500.00
13044907.88
13044727.1700
1.0001
1.0002
1.0001
1.0001
1.0002
173554.94
83443.42
233125.33
282241.84
190110.74
247211.41
96275.89
102070.96
112388.97
57432.04
684311.17
693398.29
0.0001
Y
Putnam Investment Management, LLC Voluntary Expense Waiver 3223.55
C000017194
500.00
26798759.05
26798388.1400
1.0001
1.0002
1.0001
1.0001
1.0002
297078.07
567654.74
583895.11
806840.93
537014.06
281052.51
298364.51
495609.23
1224911.00
346391.72
2699952.61
2069545.76
0.0023
Y
Putnam Investment Management, LLC. Voluntary Expense Waiver 6393.93
C000017195
500.00
29516731.82
29516192.8100
1.0001
1.0002
1.0001
1.0001
1.0002
525295.68
455693.43
1087777.81
740400.77
470734.21
809009.64
818054.09
725546.35
787695.47
732942.95
3417172.91
3133106.10
0.0001
Y
Putnam Investment Management, LLC Voluntary Expense Waiver 241.58
C000017196
500.00
11932031.59
11932015.5200
1.0001
1.0001
1.0001
1.0001
1.0001
55228.61
122585.24
36008.72
10266.05
173278.72
131964.72
64650.17
4646.75
77968.25
39697.12
389541.75
306879.60
0.0001
Y
Putnam Investment Management, LLC Voluntary Expense Waiver 2900.08
C000017191
500.00
3009201.92
3009109.8100
1.0001
1.0002
1.0001
1.0001
1.0002
0.00
0.00
13614.38
61020.08
209037.31
118739.36
18145.47
21241.68
415.36
7571.93
243413.52
212680.99
0.0013
Y
Putnam Investment Management, LLC Voluntary Expense Waiver 141.12
LLOYDS BANK PLC
LLOYDS BANK PLC USD 04.2000 03/28/2017
539473AQ1
US539473AQ13
Other Instrument
Corporate bonds and notes
N
Fitch
NR
2017-03-28
2017-03-28
2017-03-28
N
N
N
0.0131
2517130.00
2517130.00
0.0027
N
N
N
N
N/A
UNITED STATES OF AMERICA
US TREASURY FRN 00.6398 01/31/2017
912828H60
US912828H607
U.S. Treasury Debt
N
2016-12-31
2017-01-31
2017-01-31
N
N
N
0.0064
12501150.00
12501150.00
0.0135
N
Y
Y
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.1334 02/14/2017
94985H3Z5
US94985H3Z50
Other Instrument
Corporate bonds and notes
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-02-14
2017-02-14
2017-02-14
N
N
N
0.0113
10996810.00
10996810.00
0.0118
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.0989 03/08/2017
9612C4TL5
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-01-09
2017-03-08
2017-03-08
N
N
N
0.0110
5003760.05
5003760.05
0.0054
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 01.3211 02/03/2017
13606AP77
US13606AP775
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-01-03
2017-02-03
2017-02-03
N
N
N
0.0132
8505040.59
8505040.59
0.0092
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAV ENSKILDA BK NY 01.2067 02/06/2017
83050FJS1
US83050FJS11
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
2017-01-06
2017-02-06
2017-02-06
N
N
N
0.0121
6504140.57
6504140.57
0.0070
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 01.3017 04/04/2017
06417GQF8
US06417GQF80
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-01-04
2017-04-04
2017-04-04
N
N
N
0.0130
5005065.05
5005065.05
0.0054
N
N
N
N
N/A
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 01.0645 04/04/2017
89233AQJ1
NA
Non-Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1
2017-01-04
2017-04-04
2017-04-04
N
N
N
0.0106
7005432.07
7005432.07
0.0075
N
N
N
N
N/A
NORDEA BANK AB
NORDEA BANK AB 65558FNS0 DCP 01/26/2017
65558FNS0
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-01-26
2017-01-26
2017-01-26
N
N
N
0.0083
3298413.69
3298413.69
0.0036
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 01.2443 01/27/2017
20272AQB5
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-01-27
2017-01-27
2017-01-27
N
N
N
0.0124
7003115.07
7003115.07
0.0075
N
N
N
N
N/A
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157TNH2 DCP 01/17/2017
59157TNH2
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-01-17
2017-01-17
2017-01-17
N
N
N
0.0088
4998600.00
4998600.00
0.0054
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 00.9000 02/13/2017
17305TDL3
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-02-13
2017-02-13
2017-02-13
N
N
N
0.0090
8002135.28
8002135.28
0.0086
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.2439 05/15/2017
86958JDY2
US86958JDY29
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-01-17
2017-05-15
2017-05-15
N
N
N
0.0124
9009963.09
9009963.09
0.0097
N
N
N
N
N/A
HSBC BANK PLC
HSBC BANK PLC - 04/17/2017 01.2362 04/17/2017
40433FHN2
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-17
2017-04-17
2017-04-17
N
N
N
0.0124
10009630.10
10009630.10
0.0108
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.1862 04/17/2017
06427KED5
US06427KED54
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-01-17
2017-04-17
2017-04-17
N
N
N
0.0119
6505291.07
6505291.07
0.0070
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 01.2811 10/13/2017
78009NK47
US78009NK471
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-01-13
2017-10-13
2017-10-13
N
N
N
0.0128
10011730.10
10011730.10
0.0108
N
N
N
N
N/A
DNB BANK ASA/NEW YORK
DNB BANK ASA/NY USD 01.0800 04/17/2017
23340QTD5
US23340QTD50
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
2017-01-17
2017-04-17
2017-04-17
N
N
N
0.0108
9506650.10
9506650.10
0.0102
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 01.2262 04/17/2017
13606A4U9
US13606A4U91
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-01-17
2017-04-17
2017-04-17
N
N
N
0.0123
5004665.05
5004665.05
0.0054
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 00.8800 02/21/2017
17305TDQ2
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-02-21
2017-02-21
2017-02-21
N
N
N
0.0088
5750410.03
5750410.03
0.0062
N
N
N
N
N/A
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 01.1162 02/17/2017
67984YCD4
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-01-17
2017-02-17
2017-02-17
N
N
N
0.0112
13249841.00
13249841.00
0.0143
N
N
N
N
N/A
DANSKE CORP
DANSKE CORP 2363F6P12 DCP 02/01/2017
2363F6P12
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-02-01
2017-02-01
2017-02-01
N
N
N
0.0089
5495664.35
5495664.35
0.0059
N
N
N
N
N/A
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 89153PNS7 DCP 01/26/2017
89153PNS7
NA
Non-Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
WD
2017-01-26
2017-01-26
2017-01-26
N
N
N
0.0071
4748015.93
4748015.93
0.0051
N
N
N
N
N/A
MICROSOFT CORP
MICROSOFT CORP 59515MP74 DCP 02/07/2017
59515MP74
NA
Non-Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-02-07
2017-02-07
2017-02-07
N
N
N
0.0073
7245633.33
7245633.33
0.0078
N
N
N
N
N/A
NORDEA BANK FINLAND PLC/NEW YORK
NORDEA BANK FINLAND PLC/NEW Y 01.1900 03/16/2017
65558LTF9
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-03-16
2017-03-16
2017-03-16
N
N
N
0.0095
2001264.02
2001264.02
0.0022
N
N
N
N
N/A
DNB BANK ASA/NEW YORK
DNB BANK ASA/NY 01.2061 04/25/2017
23340QTS2
US23340QTS20
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
2017-01-25
2017-04-25
2017-04-25
N
N
N
0.0121
4003180.04
4003180.04
0.0043
N
N
N
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602TNR0 DCP 01/25/2017
88602TNR0
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-01-25
2017-01-25
2017-01-25
N
N
N
0.0085
2498828.25
2498828.25
0.0027
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.2261 04/25/2017
94989RAL2
US94989RAL24
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-01-25
2017-04-25
2017-04-25
N
N
N
0.0123
3001737.03
3001737.03
0.0032
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 01.2211 02/01/2017
89113WAX4
US89113WAX48
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-01-03
2017-02-01
2017-02-01
N
N
N
0.0122
1825872.37
1825872.37
0.0020
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
RABOBANK NEDERLAND NV NY 21687AQ14 DCP 03/01/2017
21687AQ14
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0093
7492019.25
7492019.25
0.0081
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAV ENSKILDA BK NY 01.1961 04/26/2017
83050FNA5
US83050FNA56
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
2017-01-26
2017-04-26
2017-04-26
N
N
N
0.0120
7255481.07
7255481.07
0.0078
N
N
N
N
N/A
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP/NY 9612C0NJ4 DCP 01/18/2017
9612C0NJ4
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-01-18
2017-01-18
2017-01-18
N
N
N
0.0075
1209623.21
1209623.21
0.0013
N
N
N
N
N/A
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP/NY 9612C0ND7 DCP 01/13/2017
9612C0ND7
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-01-13
2017-01-13
2017-01-13
N
N
N
0.0075
2171527.81
2171527.81
0.0023
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY 01.2561 04/28/2017
86563YJH7
US86563YJH71
Certificate of Deposit
N
Moody's
P-1
Fitch
F1
2017-01-30
2017-04-28
2017-04-28
N
N
N
0.0126
10004480.10
10004480.10
0.0108
N
N
N
N
N/A
EXPORT DEVELOPMENT CANADA
EXPORT DEVELOPMENT CANADA 30215GP89 DCP 02/08/2017
30215GP89
NA
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
N
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-02-08
2017-02-08
2017-02-08
N
N
N
0.0070
9994144.00
9994144.00
0.0108
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
RABOBANK NEDERLAND NV NY 21687AQ89 DCP 03/08/2017
21687AQ89
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-03-08
2017-03-08
2017-03-08
N
N
N
0.0090
5992248.00
5992248.00
0.0065
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 63254ES27 DCP 05/02/2017
63254ES27
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-05-02
2017-05-02
2017-05-02
N
N
N
0.0105
4985086.50
4985086.50
0.0054
N
N
N
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084BP24 DCP 02/02/2017
00084BP24
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-02-02
2017-02-02
2017-02-02
N
N
N
0.0088
4497394.95
4497394.95
0.0048
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 00.8800 03/03/2017
06053PTA5
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-03-03
2017-03-03
2017-03-03
N
N
N
0.0088
13498299.00
13498299.00
0.0145
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.1637 11/02/2017
9612C4UF6
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-01-03
2017-11-02
2017-11-02
N
N
N
0.0116
1500459.02
1500459.02
0.0016
N
N
N
N
N/A
CHARTA LLC
CHARTA LLC 16115VPQ6 DCP 02/24/2017
16115VPQ6
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-02-24
2017-02-24
2017-02-24
N
N
N
0.0094
8989262.10
8989262.10
0.0097
N
N
N
N
N/A
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KNW8 DCP 01/30/2017
92646KNW8
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-01-30
2017-01-30
2017-01-30
N
N
N
0.0088
3997647.60
3997647.60
0.0043
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAP 19422FQ90 DCP 03/09/2017
19422FQ90
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-03-09
2017-03-09
2017-03-09
N
N
N
0.0100
4991950.00
4991950.00
0.0054
N
N
N
N
N/A
SWEDBANK AB
SWEDBANK AB 87019RPH3 DCP 02/17/2017
87019RPH3
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-02-17
2017-02-17
2017-02-17
N
N
N
0.0082
2418125.71
2418125.71
0.0026
N
N
N
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619TQD9 DCP 03/13/2017
12619TQD9
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-03-13
2017-03-13
2017-03-13
N
N
N
0.0094
9233737.58
9233737.58
0.0099
N
N
N
N
N/A
DANSKE CORP
DANSKE CORP 2363F6PE4 DCP 02/14/2017
2363F6PE4
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-02-14
2017-02-14
2017-02-14
N
N
N
0.0086
3745673.25
3745673.25
0.0040
N
N
N
N
N/A
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC - 04/14/2017
30601YUT0
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-01-16
2017-04-14
2017-04-14
N
N
N
0.0104
7253625.00
7253625.00
0.0078
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAP 01.1739 05/15/2017
19423CCS9
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-01-15
2017-05-15
2017-05-15
N
N
N
0.0117
9006570.09
9006570.09
0.0097
N
N
N
N
N/A
CORPORATE ASSET FUNDING CO INC
CORPORATE ASSET FUNDING CO IN 1247P2Q15 DCP 03/01/2017
1247P2Q15
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0090
1747666.38
1747666.38
0.0019
N
N
N
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E0PN7 DCP 02/22/2017
6385E0PN7
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-02-22
2017-02-22
2017-02-22
N
N
N
0.0092
4993400.00
4993400.00
0.0054
N
N
N
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602TPF4 DCP 02/15/2017
88602TPF4
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-02-15
2017-02-15
2017-02-15
N
N
N
0.0086
4995189.00
4995189.00
0.0054
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN/NEW YOR 01.2300 03/01/2017
86958JCC1
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-03-01
2017-03-01
2017-03-01
N
N
N
0.0083
5004154.55
5004154.55
0.0054
N
N
N
N
N/A
NORDEA BANK AB
NORDEA BANK AB 65558FQ99 DCP 03/09/2017
65558FQ99
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-03-09
2017-03-09
2017-03-09
N
N
N
0.0082
2495826.50
2495826.50
0.0027
N
N
N
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 83369BP67 DCP 02/06/2017
83369BP67
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-02-06
2017-02-06
2017-02-06
N
N
N
0.0083
4996981.00
4996981.00
0.0054
N
N
N
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 83369BPD2 DCP 02/13/2017
83369BPD2
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-02-13
2017-02-13
2017-02-13
N
N
N
0.0088
2997618.90
2997618.90
0.0032
N
N
N
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602TNP4 DCP 01/23/2017
88602TNP4
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-01-23
2017-01-23
2017-01-23
N
N
N
0.0073
4997890.00
4997890.00
0.0054
N
N
N
N
N/A
SWEDBANK AB/NEW YORK
SWEDBANK (NEW YORK) 01.0890 05/22/2017
87019UTN9
US87019UTN99
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-01-23
2017-05-22
2017-05-22
N
N
N
0.0109
11251957.60
11251957.60
0.0121
N
N
N
N
N/A
CAFCO LLC
CAFCO LLC 1247P2Q64 DCP 03/06/2017
1247P2Q64
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-03-06
2017-03-06
2017-03-06
N
N
N
0.0093
7488725.25
7488725.25
0.0081
N
N
N
N
N/A
ING US FUNDING LLC
ING US FUNDING LLC 4497W0Q35 DCP 03/03/2017
4497W0Q35
NA
Non-Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-03-03
2017-03-03
2017-03-03
N
N
N
0.0094
8985667.50
8985667.50
0.0097
N
N
N
N
N/A
TOTAL CAPITAL CANADA LTD
TOTAL CAPITAL CANADA LTD 89153PNH1 DCP 01/17/2017
89153PNH1
NA
Non-Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
WD
2017-01-17
2017-01-17
2017-01-17
N
N
N
0.0072
3998964.00
3998964.00
0.0043
N
N
N
N
N/A
EXPORT DEVELOPMENT CANADA
EXPORT DEVELOPMENT CANADA 30215GNH1 DCP 01/17/2017
30215GNH1
NA
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
N
Moody's
P-1
S&P
A-1+
Fitch
F1
2017-01-17
2017-01-17
2017-01-17
N
N
N
0.0060
3749137.50
3749137.50
0.0040
N
N
N
N
N/A
MICROSOFT CORP
MICROSOFT CORP 59515MPM1 DCP 02/21/2017
59515MPM1
NA
Non-Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-02-21
2017-02-21
2017-02-21
N
N
N
0.0079
6494076.55
6494076.55
0.0070
N
N
N
N
N/A
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 89233GQX7 DCP 03/31/2017
89233GQX7
NA
Non-Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1
2017-03-31
2017-03-31
2017-03-31
N
N
N
0.0088
2245154.18
2245154.18
0.0024
N
N
N
N
N/A
APPLE INC
APPLE INC 03785DQX7 DCP 03/31/2017
03785DQX7
NA
Non-Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
2017-03-31
2017-03-31
2017-03-31
N
N
N
0.0075
2545346.00
2545346.00
0.0027
N
N
N
N
N/A
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KQ70 DCP 03/07/2017
92646KQ70
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-03-07
2017-03-07
2017-03-07
N
N
N
0.0100
9734993.78
9734993.78
0.0105
N
N
N
N
N/A
SIMON PROPERTY GROUP LP
SIMON PROPERTY GROUP LP 82880WNH1 DCP 01/17/2017
82880WNH1
NA
Non-Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-01-17
2017-01-17
2017-01-17
N
N
N
0.0079
8997534.00
8997534.00
0.0097
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 01.2508 12/08/2017
78009NL61
US78009NL610
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-03-08
2017-12-08
2017-12-08
N
N
N
0.0125
2999925.00
2999925.00
0.0032
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 01.1019 09/07/2017
06417GRF7
US06417GRF71
Certificate of Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-01-09
2017-09-07
2017-09-07
N
N
N
0.0110
8499753.50
8499753.50
0.0092
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 01.2731 12/12/2017
63254GDD4
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-03-13
2017-12-12
2017-12-12
N
N
N
0.0127
8501088.09
8501088.09
0.0092
N
N
N
N
N/A
BNP PARIBAS FORTIS SA/NEW YORK
BNP PARIBAS FORTIS SA/NEW YOR 09659JQE6 DCP 03/14/2017
09659JQE6
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-03-14
2017-03-14
2017-03-14
N
N
N
0.0096
5788924.32
5788924.32
0.0062
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 20272DQE3 DCP 03/14/2017
20272DQE3
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-03-14
2017-03-14
2017-03-14
N
N
N
0.0100
6988517.90
6988517.90
0.0075
N
N
N
N
N/A
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R0N60 DCP 01/06/2017
7588R0N60
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-01-06
2017-01-06
2017-01-06
N
N
N
0.0080
3999587.60
3999587.60
0.0043
N
N
Y
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88602TQD8 DCP 03/13/2017
88602TQD8
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-03-13
2017-03-13
2017-03-13
N
N
N
0.0105
1497362.85
1497362.85
0.0016
N
N
N
N
N/A
TORONTO-DOMINION HOLDINGS USA INC
TORONTO-DOMINION HOLDINGS USA 89116EQL0 DCP 03/20/2017
89116EQL0
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-03-20
2017-03-20
2017-03-20
N
N
N
0.0105
11976000.00
11976000.00
0.0129
N
N
N
N
N/A
BPCE SA
BPCE SA 05571BP64 DCP 02/06/2017
05571BP64
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-02-06
2017-02-06
2017-02-06
N
N
N
0.0090
8994281.40
8994281.40
0.0097
N
N
N
N
N/A
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION 04821TPM1 DCP 02/21/2017
04821TPM1
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-02-21
2017-02-21
2017-02-21
N
N
N
0.0090
8988644.70
8988644.70
0.0097
N
N
N
N
N/A
LLOYDS BANK PLC/NEW YORK NY
LLOYDS BANK PLC NY USD 01.2140 06/20/2017
53943NP69
US53943NP693
Certificate of Deposit
N
Moody's
P-1
S&P
NR
Fitch
F1
2017-01-23
2017-06-20
2017-06-20
N
N
N
0.0121
11304045.50
11304045.50
0.0122
N
N
N
N
N/A
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LP81 DCP 02/08/2017
56274LP81
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-02-08
2017-02-08
2017-02-08
N
N
N
0.0088
3497227.30
3497227.30
0.0038
N
N
N
N
N/A
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 02087VQX4 DCP 03/31/2017
02087VQX4
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-03-31
2017-03-31
2017-03-31
N
N
N
0.0115
8977614.30
8977614.30
0.0097
N
N
N
N
N/A
NORDEA BANK FINLAND PLC/NEW YORK
NORDEA BANK FINLAND PLC/NEW Y 01.1000 02/27/2017
65558LSB9
NA
Certificate of Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-02-27
2017-02-27
2017-02-27
N
N
N
0.0087
6002481.66
6002481.66
0.0065
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253AQN3 DCP 03/22/2017
05253AQN3
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-03-22
2017-03-22
2017-03-22
N
N
N
0.0097
13470295.90
13470295.90
0.0145
N
N
N
N
N/A
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157TRK1 DCP 04/19/2017
59157TRK1
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-04-19
2017-04-19
2017-04-19
N
N
N
0.0105
7974822.40
7974822.40
0.0086
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307LP21 DCP 02/02/2017
63307LP21
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-02-02
2017-02-02
2017-02-02
N
N
N
0.0078
9244645.18
9244645.18
0.0100
N
N
N
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.57 01/05/2017
TRIPARTY1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
U.S. TREASURY
2018-12-31
1.5000%
8873350.00
8988785.53
U.S. Treasuries (including strips)
U.S. TREASURY
2023-11-30
2.1250%
11500687.50
11411216.45
U.S. Treasuries (including strips)
N
2017-01-05
2017-01-05
2017-01-05
N
N
N
0.0057
20000000.00
20000000.00
0.0215
N
N
Y
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 83369BN36 DCP 01/03/2017
83369BN36
NA
Financial Company Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0054
9999704.40
9999704.40
0.0108
N
Y
Y
N
N/A
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.5 01/03/2017
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2046-12-01
3.5000%
64197033.83
65772136.58
Agency Mortgage-Backed Securities
FNMA
2046-12-01
3.0000%
46049533.24
45407863.69
Agency Mortgage-Backed Securities
N
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0050
109000000.00
109000000.00
0.1174
N
Y
Y
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS
AUSTRALIA & NEW ZEALAND BANKI 99FL879G3 TD 01/03/2017
99FL879G3
NA
Non-Negotiable Time Deposit
N
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0055
13750000.00
13750000.00
0.0148
N
Y
Y
N
N/A
CREDIT AGRICOLE CORPORATE & INVESTMENT BANK SA
CREDIT AGRICOLE CORPORATE & I 99375Q9T0 TD 01/03/2017
99375Q9T0
NA
Non-Negotiable Time Deposit
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0052
9250000.00
9250000.00
0.0100
N
Y
Y
N
N/A
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KN32 DCP 01/03/2017
92646KN32
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
Fitch
F1
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0050
13749213.20
13749213.20
0.0148
N
Y
Y
N
N/A
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 38346LN36 DCP 01/03/2017
38346LN36
NA
Asset Backed Commercial Paper
N
Moody's
P-1
S&P
A-1
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0050
9999427.80
9999427.80
0.0108
N
Y
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.53 01/03/2017
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
2019-02-28
1.5000%
88140285.94
89022906.24
U.S. Treasuries (including strips)
U.S. TREASURY
2019-08-15
3.6250%
11135126.60
11931791.95
U.S. Treasuries (including strips)
U.S. TREASURY
2019-04-15
0.8750%
10531466.44
10448688.30
U.S. Treasuries (including strips)
N
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0053
109219000.00
109219000.00
0.1176
N
Y
Y
N
N/A
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.44 01/03/2017
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2042-09-15
3.0000%
95046000.00
49686910.33
Agency Mortgage-Backed Securities
GNMA
2046-08-20
3.5000%
60250707.00
61493089.90
Agency Mortgage-Backed Securities
N
2017-01-03
2017-01-03
2017-01-03
N
N
N
0.0044
109000000.00
109000000.00
0.1174
N
Y
Y
N
N/A
Putnam Money Market Fund
2017-01-06
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer