0000928816-17-002065.txt : 20170908 0000928816-17-002065.hdr.sgml : 20170908 20170908075418 ACCESSION NUMBER: 0000928816-17-002065 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20170831 FILED AS OF DATE: 20170908 DATE AS OF CHANGE: 20170908 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: 171075111 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 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5.0000% 113994.22 6391.99 Agency Mortgage-Backed Securities FMAC 2035-08-01 5.0000% 59485.55 3649.16 Agency Mortgage-Backed Securities FMAC 2035-09-01 5.5000% 23699.42 3007.58 Agency Mortgage-Backed Securities FMAC 2035-10-01 5.5000% 294560.59 7778.85 Agency Mortgage-Backed Securities FMAC 2035-10-01 5.5000% 79985.55 3423.96 Agency Mortgage-Backed Securities FMAC 2035-05-01 5.0000% 82947.98 5776.90 Agency Mortgage-Backed Securities FMAC 2035-11-01 5.5000% 474507.10 103141.90 Agency Mortgage-Backed Securities FMAC 2035-11-01 5.0000% 87829.58 3009.45 Agency Mortgage-Backed Securities FMAC 2030-12-01 8.0000% 162441.29 3701.81 Agency Mortgage-Backed Securities FMAC 2031-05-01 8.0000% 90750.89 2986.76 Agency Mortgage-Backed Securities FMAC 2031-06-01 7.0000% 276939.00 4596.42 Agency Mortgage-Backed Securities FMAC 2029-01-01 6.5000% 106351.39 6714.14 Agency Mortgage-Backed Securities FMAC 2031-05-01 7.0000% 308092.49 8518.40 Agency Mortgage-Backed Securities FMAC 2031-09-01 6.0000% 86214.11 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Mortgage-Backed Securities FMAC 2030-05-01 3.0000% 6302.03 5030.58 Agency Mortgage-Backed Securities FMAC 2030-03-01 3.0000% 191880.24 166116.31 Agency Mortgage-Backed Securities FMAC 2030-07-01 3.0000% 12070.35 9397.81 Agency Mortgage-Backed Securities FMAC 2030-07-01 3.5000% 169613.92 158775.54 Agency Mortgage-Backed Securities FMAC 2030-07-01 3.5000% 6043.35 4705.80 Agency Mortgage-Backed Securities FMAC 2030-07-01 3.0000% 7711.67 6277.53 Agency Mortgage-Backed Securities FMAC 2030-07-01 2.5000% 5825.55 5228.62 Agency Mortgage-Backed Securities FMAC 2030-09-01 3.5000% 8467.80 7153.57 Agency Mortgage-Backed Securities FMAC 2031-06-01 3.0000% 201931.40 177271.59 Agency Mortgage-Backed Securities FMAC 2031-04-01 3.0000% 8887.28 8518.95 Agency Mortgage-Backed Securities FMAC 2031-04-01 3.5000% 5672.22 5556.76 Agency Mortgage-Backed Securities FMAC 2031-05-01 3.0000% 192848.12 166739.91 Agency Mortgage-Backed Securities FMAC 2032-02-01 3.0000% 189492.99 190218.73 Agency Mortgage-Backed Securities FMAC 2031-11-01 3.0000% 168145.03 155022.16 Agency Mortgage-Backed Securities FMAC 2032-02-01 3.0000% 169289.59 170983.97 Agency Mortgage-Backed Securities FMAC 2032-01-01 3.0000% 173904.70 174246.21 Agency Mortgage-Backed Securities FMAC 2032-02-01 3.5000% 5817.73 5894.52 Agency Mortgage-Backed Securities FMAC 2032-03-01 3.5000% 6417.80 6483.86 Agency Mortgage-Backed Securities FMAC 2032-03-01 3.5000% 129590.69 117125.54 Agency Mortgage-Backed Securities FMAC 2032-04-01 3.5000% 162139.48 167030.05 Agency Mortgage-Backed Securities FMAC 2032-06-01 3.5000% 156238.44 162712.52 Agency Mortgage-Backed Securities FMAC 2032-06-01 3.5000% 161351.59 168445.84 Agency Mortgage-Backed Securities FMAC 2032-05-01 3.5000% 384044.51 404184.63 Agency Mortgage-Backed Securities FMAC 2032-08-01 3.5000% 159817.05 168662.00 Agency Mortgage-Backed Securities FMAC 2047-08-01 3.5000% 118388.21 121799.58 Agency Mortgage-Backed Securities FMAC 2036-04-01 5.5000% 118497.11 6625.20 Agency Mortgage-Backed Securities FMAC 2037-10-01 7.0000% 369628.98 54325.00 Agency Mortgage-Backed Securities FMAC 2023-02-01 5.5000% 263987.86 120863.53 Agency Mortgage-Backed Securities FMAC 2032-09-01 3.5000% 14261.96 7511.17 Agency Mortgage-Backed Securities FMAC 2028-07-01 3.0000% 18959.54 10913.91 Agency Mortgage-Backed Securities FMAC 2033-08-01 3.0000% 174614.38 118619.80 Agency Mortgage-Backed Securities FMAC 2032-07-01 3.0000% 4976.88 3273.10 Agency Mortgage-Backed Securities FMAC 2034-11-01 4.0000% 170527.65 167860.84 Agency Mortgage-Backed Securities FMAC 2041-04-01 4.5000% 15833.11 5749.42 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.0000% 19049.95 8645.05 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.0000% 82473.99 15970.11 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.0000% 31994.22 4100.57 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.0000% 19680.36 3255.88 Agency Mortgage-Backed Securities FMAC 2041-07-01 5.0000% 29052.05 6749.80 Agency Mortgage-Backed Securities FMAC 2041-05-01 5.0000% 375533.58 82170.97 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.0000% 9953.76 3733.48 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.5000% 29634.59 6105.93 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.0000% 107165.47 9937.27 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.0000% 18197.48 3995.65 Agency Mortgage-Backed Securities FMAC 2041-07-01 5.0000% 374714.40 102169.16 Agency Mortgage-Backed Securities FMAC 2041-07-01 5.5000% 128381.43 5235.79 Agency Mortgage-Backed Securities FMAC 2041-08-01 4.5000% 8294.80 3957.15 Agency Mortgage-Backed Securities FMAC 2041-10-01 4.0000% 14136.11 7511.47 Agency Mortgage-Backed Securities FMAC 2041-09-01 5.0000% 252163.51 96964.76 Agency Mortgage-Backed Securities FMAC 2041-09-01 4.0000% 38618.56 21253.45 Agency Mortgage-Backed Securities FMAC 2041-09-01 5.0000% 301353.08 103505.47 Agency Mortgage-Backed Securities FMAC 2041-11-01 5.0000% 153890.18 57568.22 Agency Mortgage-Backed Securities FMAC 2041-10-01 4.0000% 296242.77 120523.13 Agency Mortgage-Backed Securities FMAC 2041-10-01 4.0000% 12442.20 5530.45 Agency Mortgage-Backed Securities FMAC 2041-12-01 3.5000% 10190.75 5849.55 Agency Mortgage-Backed Securities FMAC 2042-03-01 4.0000% 228584.12 125829.41 Agency Mortgage-Backed Securities FMAC 2042-02-01 3.5000% 258900.31 186211.36 Agency Mortgage-Backed Securities FMAC 2042-02-01 4.0000% 369535.49 188338.44 Agency Mortgage-Backed Securities FMAC 2042-02-01 3.5000% 155231.21 84110.45 Agency Mortgage-Backed Securities FMAC 2042-02-01 4.0000% 21329.48 10409.58 Agency Mortgage-Backed Securities FMAC 2042-03-01 4.0000% 13745.66 8157.93 Agency Mortgage-Backed Securities FMAC 2042-04-01 3.5000% 142367.52 81677.57 Agency Mortgage-Backed Securities FMAC 2042-05-01 3.5000% 15827.30 9606.48 Agency Mortgage-Backed Securities FMAC 2042-05-01 4.5000% 74283.94 10116.79 Agency Mortgage-Backed Securities FMAC 2042-06-01 3.5000% 14678.24 8826.41 Agency Mortgage-Backed Securities FMAC 2042-07-01 3.5000% 18959.54 10074.40 Agency Mortgage-Backed Securities FMAC 2042-08-01 3.5000% 38373.16 25726.75 Agency Mortgage-Backed Securities FMAC 2042-10-01 3.0000% 11849.71 8029.46 Agency Mortgage-Backed Securities FMAC 2042-06-01 3.5000% 148121.39 101137.65 Agency Mortgage-Backed Securities FMAC 2043-08-01 4.0000% 11849.71 9722.48 Agency Mortgage-Backed Securities FMAC 2043-06-01 4.0000% 225144.51 170687.92 Agency Mortgage-Backed Securities FMAC 2043-12-01 5.0000% 223849.45 168050.59 Agency Mortgage-Backed Securities FMAC 2044-01-01 5.0000% 178456.77 183078.62 Agency Mortgage-Backed Securities FMAC 2044-02-01 4.0000% 5332.37 4682.75 Agency Mortgage-Backed Securities FMAC 2042-09-01 3.5000% 12810.60 6037.29 Agency Mortgage-Backed Securities FMAC 2042-08-01 3.5000% 121154.05 97946.98 Agency Mortgage-Backed Securities FMAC 2042-10-01 3.5000% 21575.24 12101.03 Agency Mortgage-Backed Securities FMAC 2042-09-01 3.0000% 17300.58 10363.03 Agency Mortgage-Backed Securities FMAC 2042-09-01 3.0000% 290833.26 183366.31 Agency Mortgage-Backed Securities FMAC 2042-09-01 3.5000% 31952.51 16274.47 Agency Mortgage-Backed Securities FMAC 2042-12-01 3.0000% 10103.30 6854.71 Agency Mortgage-Backed Securities FMAC 2042-11-01 3.0000% 13034.68 8038.72 Agency Mortgage-Backed Securities FMAC 2042-12-01 3.0000% 106647.40 69459.90 Agency Mortgage-Backed Securities FMAC 2042-12-01 4.0000% 6517.34 4130.83 Agency Mortgage-Backed Securities FMAC 2043-01-01 3.0000% 5924.86 4209.34 Agency Mortgage-Backed Securities FMAC 2033-08-01 2.5000% 200461.56 172896.42 Agency Mortgage-Backed Securities FMAC 2037-05-01 3.5000% 115737.31 121050.58 Agency Mortgage-Backed Securities FMAC 2033-04-01 3.0000% 38517.37 24179.72 Agency Mortgage-Backed Securities FMAC 2033-08-01 3.0000% 486307.64 356543.86 Agency Mortgage-Backed Securities FMAC 2035-07-01 4.0000% 11849.71 9122.99 Agency Mortgage-Backed Securities FMAC 2036-07-01 3.5000% 11849.71 9849.64 Agency Mortgage-Backed Securities FMAC 2043-02-01 3.0000% 16420.50 12243.67 Agency Mortgage-Backed Securities FMAC 2029-08-01 2.0000% 62694.81 47827.37 Agency Mortgage-Backed Securities FMAC 2044-11-01 4.0000% 47398.84 34159.45 Agency Mortgage-Backed Securities FMAC 2047-06-01 4.5000% 215384.97 235179.46 Agency Mortgage-Backed Securities FMAC 2047-07-01 4.0000% 56219.77 59735.61 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.5000% 46687.86 50924.70 Agency Mortgage-Backed Securities FMAC 2047-01-01 4.0000% 38662.29 39068.73 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.5000% 41613.93 45762.05 Agency Mortgage-Backed Securities FMAC 2047-08-01 3.5000% 42025.12 43847.18 Agency Mortgage-Backed Securities FMAC 2047-09-01 4.0000% 38640.01 41482.07 Agency Mortgage-Backed Securities FMAC 2047-09-01 4.0000% 255273.47 271336.20 Agency Mortgage-Backed Securities FMAC 2045-02-01 4.5000% 13485.68 7903.86 Agency Mortgage-Backed Securities FMAC 2044-01-01 3.5000% 71690.75 51673.91 Agency Mortgage-Backed Securities FMAC 2042-05-01 4.5000% 42184.97 26914.36 Agency Mortgage-Backed Securities FMAC 2044-01-01 3.5000% 78682.08 56939.51 Agency Mortgage-Backed Securities FMAC 2033-09-01 4.5000% 82355.49 58132.93 Agency Mortgage-Backed Securities FMAC 2046-04-01 4.0000% 8294.80 7343.67 Agency Mortgage-Backed Securities FMAC 2046-11-01 4.5000% 61026.01 55881.82 Agency Mortgage-Backed Securities FMAC 2027-07-01 2.8650% 782888.25 5236.74 Agency Mortgage-Backed Securities FNMA 2033-04-01 3.1990% 473702.62 8347.27 Agency Mortgage-Backed Securities FNMA 2041-11-01 4.0000% 617962.43 306133.88 Agency Mortgage-Backed Securities FNMA 2029-08-01 4.5000% 56598.96 22398.02 Agency Mortgage-Backed Securities FNMA 2027-05-01 3.0000% 21921.97 8809.73 Agency Mortgage-Backed Securities FNMA 2032-02-01 2.5000% 145821.83 142296.17 Agency Mortgage-Backed Securities FNMA 2043-08-01 3.0000% 37959.72 28476.63 Agency Mortgage-Backed Securities FNMA 2031-03-01 4.0000% 165249.91 143946.82 Agency Mortgage-Backed Securities FNMA 2033-10-01 2.7760% 616184.97 23360.19 Agency Mortgage-Backed Securities FNMA 2034-07-01 3.1640% 592485.55 23125.54 Agency Mortgage-Backed Securities FNMA 2034-02-01 2.9090% 103329.48 8391.88 Agency Mortgage-Backed Securities FNMA 2036-07-01 2.9480% 124579.80 5638.42 Agency Mortgage-Backed Securities FNMA 2034-05-01 3.3650% 683378.76 7544.81 Agency Mortgage-Backed Securities FNMA 2035-02-01 3.2200% 196815.88 17494.82 Agency Mortgage-Backed Securities FNMA 2035-09-01 2.8550% 473988.44 23967.41 Agency Mortgage-Backed Securities FNMA 2046-03-01 4.5000% 104249.97 94880.17 Agency Mortgage-Backed Securities FNMA 2032-02-01 2.5000% 4100.00 3963.27 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.0000% 127769.27 136325.54 Agency Mortgage-Backed Securities FNMA 2047-03-01 4.5000% 73408.60 78666.78 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.0000% 40876.05 43875.82 Agency Mortgage-Backed Securities FNMA 2047-08-01 3.5000% 17696.12 18535.70 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.0000% 531952.01 566648.92 Agency Mortgage-Backed Securities FNMA 2041-11-01 3.5000% 186277.46 97976.92 Agency Mortgage-Backed Securities FNMA 2032-10-01 3.5000% 193742.77 95512.61 Agency Mortgage-Backed Securities FNMA 2027-12-01 2.5000% 177745.66 82176.97 Agency Mortgage-Backed Securities FNMA 2047-06-01 4.5000% 98930.16 104798.45 Agency Mortgage-Backed Securities GNMA 2044-07-20 4.0000% 108118.42 43673.97 Agency Mortgage-Backed Securities GNMA 2023-04-20 4.5000% 6462.48 5850.01 Agency Mortgage-Backed Securities GNMA 2030-03-20 3.0000% 41369.83 14048.30 Agency Mortgage-Backed Securities GNMA 2057-06-15 3.9000% 894196.97 982509.33 Agency Mortgage-Backed Securities GNMA 2024-07-20 4.5000% 290123.23 41010.55 Agency Mortgage-Backed Securities GNMA 2026-02-20 3.0000% 139723.85 37274.35 Agency Mortgage-Backed Securities GNMA 2026-12-20 3.0000% 147528.90 46225.69 Agency Mortgage-Backed Securities GNMA 2020-09-20 4.0000% 156229.20 22317.87 Agency Mortgage-Backed Securities GNMA 2041-02-15 3.5000% 120856.98 38907.45 Agency Mortgage-Backed Securities U.S. TREASURY 2040-11-15 4.2500% 1996427.46 2581264.06 U.S. Treasuries (including strips) U.S. TREASURY 2022-02-28 1.7500% 2416973.70 2423771.44 U.S. Treasuries (including strips) U.S. TREASURY 2018-10-31 1.2430% 797248.55 799712.26 U.S. Treasuries (including strips) N 2017-09-07 2017-09-07 2017-09-07 N N N 0.0107 20500000.00 20500000.00 0.0250 N N Y N N/A DNB BANK ASA DNB BANK ASA 2332K0X23 DCP 10/02/2017 2332K0X23 NA Financial Company Commercial Paper N Moody's P-1 S&P A-1 Fitch NR 2017-10-02 2017-10-02 2017-10-02 N N N 0.0118 7991516.48 7991516.48 0.0097 N N N N N/A CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 1.07 09/01/2017 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2035-08-01 5.0000% 1368914.14 130466.23 Agency Mortgage-Backed Securities FMAC 2038-07-01 5.5000% 824940.75 14908.16 Agency Mortgage-Backed Securities FMAC 2034-10-01 5.5000% 638706.99 74729.58 Agency Mortgage-Backed Securities FMAC 2038-01-01 6.0000% 195028.10 14226.01 Agency Mortgage-Backed Securities FMAC 2038-08-01 6.0000% 231355.46 19157.86 Agency Mortgage-Backed Securities FMAC 2038-10-01 6.0000% 3406536.13 195350.98 Agency Mortgage-Backed Securities FMAC 2040-08-01 5.0000% 756975.43 162378.12 Agency Mortgage-Backed Securities FMAC 2038-12-01 6.5000% 624288.00 67338.71 Agency Mortgage-Backed Securities FMAC 2038-09-01 6.0000% 11268038.60 1505518.43 Agency Mortgage-Backed Securities FMAC 2041-06-01 5.5000% 23401.36 9888.81 Agency Mortgage-Backed Securities FMAC 2042-02-01 5.0000% 308002.31 105711.99 Agency Mortgage-Backed Securities FMAC 2042-09-01 3.5000% 797028.53 487863.44 Agency Mortgage-Backed Securities FMAC 2020-06-01 4.0000% 797256.74 11034.90 Agency Mortgage-Backed Securities FMAC 2024-01-01 6.0000% 207176.45 19031.09 Agency Mortgage-Backed Securities FMAC 2028-12-01 3.0000% 2782271.67 1616982.42 Agency Mortgage-Backed Securities FMAC 2035-12-01 6.0000% 287059.32 16088.89 Agency Mortgage-Backed Securities FMAC 2043-05-01 3.0000% 207431.36 141018.49 Agency Mortgage-Backed Securities FMAC 2019-09-01 5.0000% 854197.26 14970.15 Agency Mortgage-Backed Securities FMAC 2019-10-01 5.0000% 686113.12 13126.69 Agency Mortgage-Backed Securities FMAC 2020-04-01 5.0000% 430588.98 9065.55 Agency Mortgage-Backed Securities FMAC 2020-09-01 5.0000% 401883.05 10738.24 Agency Mortgage-Backed Securities FMAC 2021-05-01 6.5000% 137033.80 7571.19 Agency Mortgage-Backed Securities FMAC 2029-04-01 3.5000% 17502.01 9218.60 Agency Mortgage-Backed Securities FMAC 2029-06-01 3.0000% 13414.28 7607.36 Agency Mortgage-Backed Securities FMAC 2032-07-01 2.5000% 519951.70 518237.91 Agency Mortgage-Backed Securities FMAC 2032-07-01 3.0000% 33601.73 34195.91 Agency Mortgage-Backed Securities FMAC 2036-03-01 6.0000% 358824.15 11945.15 Agency Mortgage-Backed Securities FMAC 2037-09-01 6.5000% 457859.62 7293.91 Agency Mortgage-Backed Securities FMAC 2034-10-01 3.5000% 21529.45 13702.11 Agency Mortgage-Backed Securities FMAC 2026-01-01 6.0000% 215294.49 11244.23 Agency Mortgage-Backed Securities FMAC 2026-07-01 5.5000% 231687.59 13452.19 Agency Mortgage-Backed Securities FMAC 2027-05-01 6.5000% 86117.80 11250.86 Agency Mortgage-Backed Securities FMAC 2028-04-01 5.5000% 523625.77 20360.06 Agency Mortgage-Backed Securities FMAC 2036-06-01 3.5000% 16792.97 14985.83 Agency Mortgage-Backed Securities FMAC 2037-08-01 4.0000% 1391445.43 1486597.11 Agency Mortgage-Backed Securities FMAC 2022-08-01 6.0000% 287991.12 12488.79 Agency Mortgage-Backed Securities FMAC 2024-10-01 4.5000% 125674.86 10951.65 Agency Mortgage-Backed Securities FMAC 2024-12-01 4.5000% 118280.78 10414.55 Agency Mortgage-Backed Securities FMAC 2038-05-01 5.5000% 709703.94 443735.42 Agency Mortgage-Backed Securities FMAC 2038-10-01 5.5000% 1366976.49 12261.16 Agency Mortgage-Backed Securities FMAC 2038-11-01 6.0000% 1794869.13 129939.48 Agency Mortgage-Backed Securities FMAC 2028-07-01 7.0000% 2912463.98 9619.58 Agency Mortgage-Backed Securities FMAC 2031-01-01 7.0000% 4507132.48 10750.02 Agency Mortgage-Backed Securities FMAC 2031-02-01 7.5000% 2107871.43 8267.99 Agency Mortgage-Backed Securities FMAC 2032-02-01 6.0000% 1422225.08 14943.48 Agency Mortgage-Backed Securities FMAC 2028-03-01 7.0000% 10308552.29 10846.32 Agency Mortgage-Backed Securities FMAC 2039-04-01 4.0000% 411930.13 75697.99 Agency Mortgage-Backed Securities FMAC 2039-06-01 5.0000% 57411.86 10750.04 Agency Mortgage-Backed Securities FMAC 2039-06-01 6.0000% 98474.55 10044.75 Agency Mortgage-Backed Securities FMAC 2039-06-01 5.0000% 69181.30 13759.86 Agency Mortgage-Backed Securities FMAC 2039-06-01 5.0000% 198983.78 13869.80 Agency Mortgage-Backed Securities FMAC 2039-07-01 5.0000% 74348.36 8091.75 Agency Mortgage-Backed Securities FMAC 2039-08-01 5.0000% 337294.70 12603.02 Agency Mortgage-Backed Securities FMAC 2039-09-01 5.0000% 397103.51 118398.32 Agency Mortgage-Backed Securities FMAC 2039-11-01 6.0000% 143663.72 15135.44 Agency Mortgage-Backed Securities FMAC 2039-10-01 5.5000% 56956.01 13772.20 Agency Mortgage-Backed Securities FMAC 2039-12-01 5.5000% 57544.49 8869.57 Agency Mortgage-Backed Securities FMAC 2040-03-01 5.0000% 93083.29 14827.18 Agency Mortgage-Backed Securities FMAC 2040-06-01 5.5000% 30184.00 8112.68 Agency Mortgage-Backed Securities FMAC 2040-09-01 4.0000% 3514160.70 514461.98 Agency Mortgage-Backed Securities FMAC 2040-11-01 4.0000% 4542322.22 1521129.22 Agency Mortgage-Backed Securities FMAC 2041-01-01 3.5000% 40475.08 14997.97 Agency Mortgage-Backed Securities FMAC 2041-02-01 4.5000% 34447.12 7316.41 Agency Mortgage-Backed Securities FMAC 2030-01-01 7.5000% 2242148.31 9495.96 Agency Mortgage-Backed Securities FMAC 2018-07-01 4.0000% 1792923.73 10968.96 Agency Mortgage-Backed Securities FMAC 2019-01-01 5.0000% 911413.35 9318.54 Agency Mortgage-Backed Securities FMAC 2019-04-01 5.5000% 448629.80 7499.68 Agency Mortgage-Backed Securities FMAC 2022-04-01 6.0000% 145652.46 8025.82 Agency Mortgage-Backed Securities FMAC 2027-10-01 2.5000% 173328.14 83252.74 Agency Mortgage-Backed Securities FMAC 2018-12-01 5.5000% 2392529.79 7882.01 Agency Mortgage-Backed Securities FMAC 2020-05-01 5.0000% 493392.40 12603.40 Agency Mortgage-Backed Securities FMAC 2031-05-01 6.5000% 9556234.11 15203.03 Agency Mortgage-Backed Securities FMAC 2031-10-01 8.0000% 3213428.46 15232.46 Agency Mortgage-Backed Securities FMAC 2031-05-01 7.0000% 3655108.55 11405.91 Agency Mortgage-Backed Securities FMAC 2028-08-01 3.0000% 170226.18 98527.14 Agency Mortgage-Backed Securities FMAC 2028-11-01 3.5000% 2152763.21 1193977.68 Agency Mortgage-Backed Securities FMAC 2030-07-01 3.0000% 1600607.47 1324110.31 Agency Mortgage-Backed Securities FMAC 2032-01-01 2.5000% 1250008.14 1207630.58 Agency Mortgage-Backed Securities FMAC 2032-03-01 3.0000% 107764.08 108852.42 Agency Mortgage-Backed Securities FMAC 2032-05-01 3.5000% 1292717.69 1358384.96 Agency Mortgage-Backed Securities FMAC 2032-08-01 3.0000% 551312.93 572130.53 Agency Mortgage-Backed Securities FMAC 2025-10-01 5.5000% 303361.42 297669.87 Agency Mortgage-Backed Securities FMAC 2042-07-01 4.0000% 815381.38 415097.07 Agency Mortgage-Backed Securities FMAC 2042-06-01 3.5000% 2838332.63 1647025.64 Agency Mortgage-Backed Securities FMAC 2042-08-01 3.5000% 11135.61 7180.09 Agency Mortgage-Backed Securities FMAC 2042-10-01 3.0000% 631530.51 378872.00 Agency Mortgage-Backed Securities FMAC 2043-04-01 3.0000% 282800.51 184181.31 Agency Mortgage-Backed Securities FMAC 2043-11-01 6.0000% 5510472.56 1670108.77 Agency Mortgage-Backed Securities FMAC 2047-03-01 5.0000% 903794.51 947388.99 Agency Mortgage-Backed Securities FMAC 2030-10-01 3.5000% 958419.60 947501.98 Agency Mortgage-Backed Securities FMAC 2036-11-01 3.0000% 1435296.61 1416804.23 Agency Mortgage-Backed Securities FMAC 2043-12-01 4.0000% 2836969.67 1543005.52 Agency Mortgage-Backed Securities FMAC 2043-12-01 3.5000% 2628659.62 1536136.79 Agency Mortgage-Backed Securities FMAC 2046-09-01 4.0000% 1207477.15 1272877.59 Agency Mortgage-Backed Securities FMAC 2046-06-01 3.5000% 88399.34 86058.43 Agency Mortgage-Backed Securities FMAC 2046-09-01 4.0000% 380841.60 401220.33 Agency Mortgage-Backed Securities FMAC 2046-12-01 3.0000% 15861.18 15253.89 Agency Mortgage-Backed Securities FMAC 2047-03-01 4.0000% 417570.84 443126.37 Agency Mortgage-Backed Securities FMAC 2047-05-01 4.0000% 1533776.62 1632470.74 Agency Mortgage-Backed Securities FMAC 2047-05-01 4.5000% 1446656.41 1559111.82 Agency Mortgage-Backed Securities FMAC 2047-05-01 4.0000% 1440736.38 1532264.80 Agency Mortgage-Backed Securities FMAC 2047-06-01 4.0000% 1254101.61 1323362.81 Agency Mortgage-Backed Securities FMAC 2047-07-01 4.5000% 388036.46 426238.35 Agency Mortgage-Backed Securities FMAC 2047-06-01 4.5000% 12669.36 13833.43 Agency Mortgage-Backed Securities FMAC 2047-07-01 4.5000% 1181344.13 1283124.18 Agency Mortgage-Backed Securities FMAC 2047-07-01 3.5000% 1198054.14 1242831.99 Agency Mortgage-Backed Securities FMAC 2047-07-01 4.0000% 369232.92 395810.41 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.5000% 336533.71 362620.46 Agency Mortgage-Backed Securities FMAC 2047-08-01 3.5000% 335744.58 350301.56 Agency Mortgage-Backed Securities FMAC 2047-08-01 3.5000% 366307.50 382302.51 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.5000% 371521.36 408553.99 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.0000% 295153.82 316816.88 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.0000% 481639.33 518770.80 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.0000% 1305064.69 1390397.09 Agency Mortgage-Backed Securities FMAC 2047-08-01 3.5000% 1582222.18 1650820.57 Agency Mortgage-Backed Securities FMAC 2047-08-01 3.5000% 750394.31 784783.67 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.5000% 1201131.70 1319378.23 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.5000% 497487.58 548916.15 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.5000% 1192804.68 1321251.35 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.5000% 1192108.85 1309469.74 Agency Mortgage-Backed Securities FMAC 2047-06-01 4.0000% 468406.75 502785.92 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.0000% 953833.83 1010620.69 Agency Mortgage-Backed Securities FMAC 2040-02-01 5.5000% 24030.02 14187.03 Agency Mortgage-Backed Securities FMAC 2046-08-01 3.5000% 1593970.66 1524521.30 Agency Mortgage-Backed Securities FMAC 2047-07-01 4.5000% 1330526.85 1445966.23 Agency Mortgage-Backed Securities FMAC 2023-12-01 4.5000% 220562.89 11729.75 Agency Mortgage-Backed Securities FMAC 2024-08-01 6.0000% 266391.05 11321.71 Agency Mortgage-Backed Securities FMAC 2021-07-01 6.5000% 4168101.36 12738.27 Agency Mortgage-Backed Securities FMAC 2022-03-01 6.5000% 1994630.84 13282.26 Agency Mortgage-Backed Securities FMAC 2022-10-01 6.5000% 775060.17 7191.89 Agency Mortgage-Backed Securities FMAC 2025-06-01 5.5000% 97969.04 8439.07 Agency Mortgage-Backed Securities FMAC 2027-10-20 8.5000% 1221420.19 40962.22 Agency Mortgage-Backed Securities FMAC 2030-12-01 3.7830% 2523716.48 9065.95 Agency Mortgage-Backed Securities FNMA 2027-08-01 3.3800% 189459.15 201050.43 Agency Mortgage-Backed Securities GNMA 2042-02-20 3.0000% 368221.61 370785.73 Agency Mortgage-Backed Securities GNMA 2034-03-20 5.0000% 588471.61 17910.72 Agency Mortgage-Backed Securities GNMA 2027-05-15 7.5000% 720983.93 33882.94 Agency Mortgage-Backed Securities GNMA 2034-02-20 6.0000% 984975.17 38660.74 Agency Mortgage-Backed Securities GNMA 2029-06-20 3.5000% 2669651.69 1222753.58 Agency Mortgage-Backed Securities GNMA 2043-03-15 4.0000% 2889465.36 1761074.09 Agency Mortgage-Backed Securities GNMA 2044-09-20 4.0000% 1387561.52 1104377.04 Agency Mortgage-Backed Securities GNMA 2041-06-15 6.0000% 157747.71 127866.04 Agency Mortgage-Backed Securities GNMA 2041-06-15 6.0000% 921081.79 851194.82 Agency Mortgage-Backed Securities GNMA 2045-09-15 5.5000% 86117.80 91095.84 Agency Mortgage-Backed Securities GNMA 2034-11-20 6.0000% 16867024.18 1338676.10 Agency Mortgage-Backed Securities GNMA 2022-07-15 6.0000% 197253.39 8477.76 Agency Mortgage-Backed Securities GNMA 2041-10-15 3.8750% 3338107.51 1878618.08 Agency Mortgage-Backed Securities GNMA 2026-12-15 3.5000% 5766962.07 1582510.95 Agency Mortgage-Backed Securities GNMA 2041-06-20 4.5000% 1033413.56 280644.79 Agency Mortgage-Backed Securities GNMA 2038-11-15 5.5000% 2027545.63 127943.44 Agency Mortgage-Backed Securities GNMA 2039-09-15 5.0000% 102525.25 17400.51 Agency Mortgage-Backed Securities GNMA 2039-02-20 5.0000% 3444711.86 208040.44 Agency Mortgage-Backed Securities GNMA 2039-03-20 6.0000% 5192336.77 230739.94 Agency Mortgage-Backed Securities U.S. TREASURY 2022-06-30 2.1250% 3713054.92 3793647.38 U.S. Treasuries (including strips) N 2017-09-01 2017-09-01 2017-09-01 N N N 0.0107 67746000.00 67746000.00 0.0826 N Y Y N N/A MERRILL LYNCH, PIERCE, FENNER AND SMITH REPO TRIPA MORTG 1.06 09/01/2017 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2031-09-01 3.5000% 4856724.99 4974836.70 Agency Mortgage-Backed Securities FMAC 2047-06-01 3.5000% 4776814.96 4898804.90 Agency Mortgage-Backed Securities FMAC 2043-03-01 3.0000% 3970665.25 2670736.83 Agency Mortgage-Backed Securities FMAC 2028-02-01 2.5000% 9268841.96 4938064.06 Agency Mortgage-Backed Securities FMAC 2042-07-01 4.0000% 6781404.15 4761735.29 Agency Mortgage-Backed Securities FMAC 2029-11-01 3.0000% 6987835.29 4652947.42 Agency Mortgage-Backed Securities FMAC 2033-09-01 4.0000% 10454356.49 4967501.99 Agency Mortgage-Backed Securities FMAC 2044-07-01 4.5000% 10589853.16 4694328.93 Agency Mortgage-Backed Securities FMAC 2046-03-01 4.0000% 5056755.58 4762300.19 Agency Mortgage-Backed Securities FMAC 2047-02-01 3.5000% 4447746.36 4530126.93 Agency Mortgage-Backed Securities FMAC 2047-04-01 4.0000% 4375600.14 4666231.08 Agency Mortgage-Backed Securities FMAC 2045-04-01 4.0000% 5371838.35 4721246.36 Agency Mortgage-Backed Securities FNMA 2042-04-01 3.2340% 6061660.29 2996931.71 Agency Mortgage-Backed Securities FNMA 2046-01-01 2.9890% 6130237.32 5024021.67 Agency Mortgage-Backed Securities FNMA 2036-04-01 2.8820% 21557920.67 5080186.12 Agency Mortgage-Backed Securities N 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 67000000.00 67000000.00 0.0817 N Y Y N N/A CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK CREDIT AGRICOLE CORPORATE AND 01.0600 09/01/2017 99GO429N6 NA Non-Negotiable Time Deposit N Moody's P-1 S&P A-1 Fitch F1 2017-09-01 2017-09-01 2017-09-01 N N N 0.0106 8250000.00 8250000.00 0.0101 N Y Y N N/A NATIONAL AUSTRALIA BANK/CAYMAN ISLANDS NATIONAL AUSTRALIA BANK/CAYM 01.0500 09/01/2017 99GO889N9 NA Non-Negotiable Time Deposit N Moody's P-1 S&P A-1+ Fitch F1+ 2017-09-01 2017-09-01 2017-09-01 N N N 0.0105 13000000.00 13000000.00 0.0158 N Y Y N N/A GOLDMAN, SACHS & CO. REPO TRIPA MORTG 1.05 09/01/2017 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2044-10-01 4.0000% 41900000.00 28634350.43 Agency Mortgage-Backed Securities FMAC 2027-02-01 3.0000% 25595264.00 10772951.11 Agency Mortgage-Backed Securities FMAC 2030-10-01 3.5000% 85703.00 52956.26 Agency Mortgage-Backed Securities FMAC 2029-11-01 2.5000% 16539.00 10203.78 Agency Mortgage-Backed Securities FMAC 2036-05-01 3.0000% 600000.00 533027.69 Agency Mortgage-Backed Securities FMAC 2026-11-01 3.0000% 500777.00 165678.78 Agency Mortgage-Backed Securities FMAC 2041-03-01 4.5000% 34445440.00 12638713.84 Agency Mortgage-Backed Securities FMAC 2043-11-01 4.5000% 3967136.00 2514427.17 Agency Mortgage-Backed Securities FMAC 2037-08-01 3.5000% 626374.00 662775.40 Agency Mortgage-Backed Securities FMAC 2047-05-01 4.5000% 3835796.00 4171912.52 Agency Mortgage-Backed Securities FMAC 2044-08-01 4.5000% 178000.00 143338.88 Agency Mortgage-Backed Securities FMAC 2045-05-01 3.0000% 290000.00 267148.07 Agency Mortgage-Backed Securities FNMA 2027-01-01 3.5000% 3700000.00 972423.50 Agency Mortgage-Backed Securities FNMA 2046-11-01 4.5000% 274732.00 278013.20 Agency Mortgage-Backed Securities FNMA 2033-08-01 4.0000% 3240952.00 2361335.45 Agency Mortgage-Backed Securities FNMA 2029-11-01 3.5000% 945776.00 652430.57 Agency Mortgage-Backed Securities FNMA 2033-01-01 6.0000% 3482824.00 39120.12 Agency Mortgage-Backed Securities FNMA 2036-02-01 6.0000% 5000000.00 1359184.12 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.0000% 1193600.00 1285420.76 Agency Mortgage-Backed Securities FNMA 2037-03-01 5.5000% 29000000.00 203875.74 Agency Mortgage-Backed Securities FNMA 2039-01-01 4.5000% 2984964.00 620712.61 Agency Mortgage-Backed Securities N 2017-09-01 2017-09-01 2017-09-01 N N N 0.0105 67000000.00 67000000.00 0.0817 N Y Y N N/A PRUDENTIAL PLC PRUDENTIAL PLC 7443M2YT7 DCP 11/27/2017 7443M2YT7 NA Non-Financial Company Commercial Paper N Moody's P-1 S&P A-1 Fitch F1 2017-11-27 2017-11-27 2017-11-27 N N N 0.0125 3987787.56 3987787.56 0.0049 N N N N N/A SOCIETE GENERALE SA SOCIETE GENERALE SA 83369BWT9 DCP 09/27/2017 83369BWT9 NA Financial Company Commercial Paper N Moody's P-1 S&P A-1 Fitch F1 2017-09-27 2017-09-27 2017-09-27 N N N 0.0120 1998152.00 1998152.00 0.0024 N N N N N/A Putnam Money Market Fund 2017-09-07 /s/ Janet C. Smith Janet C. Smith Principal Accounting Officer