0000928816-17-002299.txt : 20171107
0000928816-17-002299.hdr.sgml : 20171107
20171107125139
ACCESSION NUMBER: 0000928816-17-002299
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20171031
FILED AS OF DATE: 20171107
DATE AS OF CHANGE: 20171107
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: 171182606
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
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XXXXXXXX
2017-10-31
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6
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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
26
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C000017191
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22618.49
0.0083
N
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 02089EY60 DCP 11/06/2017
02089EY60
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-11-06
2017-11-06
2017-11-06
N
Y
CREDIT SUISSE GROUP AG
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0132
3999187.20
3999187.20
0.0050
N
N
Y
N
N/A
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 02089FAG1 DCP 01/16/2018
02089FAG1
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-01-16
2018-01-16
2018-01-16
N
Y
CREDIT SUISSE GROUP AG
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0136
3987782.80
3987782.80
0.0050
N
N
N
Y
N/A
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 07644BGD8 DCP 07/13/2018
07644BGD8
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
2018-07-13
2018-07-13
2018-07-13
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0163
2065454.68
2065454.68
0.0026
N
N
N
N
N/A
CAFCO LLC
CAFCO LLC 1247P2ZM9 DCP 12/21/2017
1247P2ZM9
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-21
2017-12-21
2017-12-21
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0130
3992922.40
3992922.40
0.0050
N
N
N
N
N/A
CAFCO LLC
CAFCO LLC 1247P2YD0 DCP 11/13/2017
1247P2YD0
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-13
2017-11-13
2017-11-13
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0125
649718.80
649718.80
0.0008
N
N
N
N
N/A
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TYL7 DCP 11/20/2017
15963TYL7
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-11-20
2017-11-20
2017-11-20
N
Y
JP Morgan Chase Bank
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0131
7994475.20
7994475.20
0.0100
N
N
N
N
N/A
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TYA1 DCP 11/10/2017
15963TYA1
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-11-10
2017-11-10
2017-11-10
N
Y
JP Morgan Chase Bank
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0121
7997280.00
7997280.00
0.0100
N
N
N
N
N/A
CHARTA LLC
CHARTA LLC 16115VY60 DCP 11/06/2017
16115VY60
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-06
2017-11-06
2017-11-06
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0128
3999194.80
3999194.80
0.0050
N
N
Y
N
N/A
CHARTA LLC
CHARTA LLC 16115VZD4 DCP 12/13/2017
16115VZD4
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-13
2017-12-13
2017-12-13
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0127
1048385.94
1048385.94
0.0013
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAP 01.4096 04/26/2018
19423EDM7
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-11-27
2018-04-26
2018-04-26
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0141
7999256.00
7999256.00
0.0100
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAP 01.4207 01/05/2018
19423CDZ2
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-01-05
2018-01-05
2018-01-05
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0142
8253209.33
8253209.33
0.0103
N
N
N
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619TZB3 DCP 12/11/2017
12619TZB3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-11
2017-12-11
2017-12-11
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0136
3994205.20
3994205.20
0.0050
N
N
N
N
N/A
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 30601VY62 DCP 11/06/2017
30601VY62
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-11-06
2017-11-06
2017-11-06
N
Y
BANK OF MONTREAL
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0129
10997764.80
10997764.80
0.0138
N
N
Y
N
N/A
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 38346LZL3 DCP 12/20/2017
38346LZL3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-20
2017-12-20
2017-12-20
N
Y
Bank of Tokyo-Mitsubishi UFJ Ltd/The
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0136
3992683.20
3992683.20
0.0050
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TZC0 DCP 12/12/2017
53127TZC0
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-12-12
2017-12-12
2017-12-12
N
Y
BANK OF NOVA SCOTIA/THE
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0130
4418319.58
4418319.58
0.0055
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TZE6 DCP 12/14/2017
53127TZE6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-12-14
2017-12-14
2017-12-14
N
Y
BANK OF NOVA SCOTIA/THE
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0131
4742464.60
4742464.60
0.0059
N
N
N
N
N/A
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LY99 DCP 11/09/2017
56274LY99
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-11-09
2017-11-09
2017-11-09
N
Y
Sumitomo Mitsui Banking Corp
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0130
3998795.20
3998795.20
0.0050
N
N
N
N
N/A
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LYG3 DCP 11/16/2017
56274LYG3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-11-16
2017-11-16
2017-11-16
N
Y
Sumitomo Mitsui Banking Corp
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0126
3997824.00
3997824.00
0.0050
N
N
N
N
N/A
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157TZE6 DCP 12/14/2017
59157TZE6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-14
2017-12-14
2017-12-14
N
Y
Metlife Life Insurance Co
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0134
4992740.00
4992740.00
0.0062
N
N
N
N
N/A
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157UC57 DCP 03/05/2018
59157UC57
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-05
2018-03-05
2018-03-05
N
Y
Metlife Life Insurance Co
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0140
3483472.30
3483472.30
0.0044
N
N
N
N
N/A
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157UBC3 DCP 02/12/2018
59157UBC3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-12
2018-02-12
2018-02-12
N
Y
Metlife Life Insurance Co
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0141
2774395.83
2774395.83
0.0035
N
N
N
N
N/A
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67984WGH5 DCP 01/24/2018
67984WGH5
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-01-24
2018-01-24
2018-01-24
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0138
7973933.60
7973933.60
0.0100
N
N
N
N
N/A
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R0Y84 DCP 11/08/2017
7588R0Y84
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-11-08
2017-11-08
2017-11-08
N
Y
HSBC Bank PLC
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0123
7497965.25
7497965.25
0.0094
N
N
N
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88603GHS2 DCP 01/26/2018
88603GHS2
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-01-26
2018-01-26
2018-01-26
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0136
7973068.80
7973068.80
0.0100
N
N
N
N
N/A
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KZ13 DCP 12/01/2017
92646KZ13
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-01
2017-12-01
2017-12-01
N
Y
Bank of Tokyo-Mitsubishi UFJ Ltd/The
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0131
3995618.80
3995618.80
0.0050
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 01.3517 02/12/2018
06053PXY8
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-13
2018-02-12
2018-02-12
N
N
N
0.0135
11499354.80
11499354.80
0.0144
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 01.3917 11/02/2017
06053PWH6
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0139
3500045.54
3500045.54
0.0044
N
N
Y
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 01.3544 11/15/2017
06053PWZ6
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-15
2017-11-15
2017-11-15
N
N
N
0.0135
1599990.88
1599990.88
0.0020
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 01.4744 11/17/2017
06053PVR5
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-17
2017-11-17
2017-11-17
N
N
N
0.0147
7500028.58
7500028.58
0.0094
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.4122 07/09/2018
06371EQE0
US06371EQE04
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-11-09
2018-07-09
2018-07-09
N
N
N
0.0141
8498580.50
8498580.50
0.0106
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO USD 01.4378 07/12/2018
06371EEU7
US06371EEU73
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-11-13
2018-07-12
2018-07-12
N
N
N
0.0144
3999776.00
3999776.00
0.0050
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 01.4150 06/07/2018
06417GYC6
US06417GYC67
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-11-07
2018-06-07
2018-06-07
N
N
N
0.0142
4499968.50
4499968.50
0.0056
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 01.7333 02/02/2018
13606BCA2
US13606BCA26
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-11-02
2018-02-02
2018-02-02
N
N
N
0.0173
8509860.09
8509860.09
0.0106
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 01.1744 05/02/2018
20272AWZ5
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-11-02
2018-05-02
2018-05-02
N
N
N
0.0117
4001260.04
4001260.04
0.0050
N
N
N
N
N/A
LLOYDS BANK PLC/NEW YORK NY
LLOYDS BANK PLC NY 01.3689 01/16/2018
53943NS90
US53943NS903
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-14
2018-01-16
2018-01-16
N
N
N
0.0137
8251889.33
8251889.33
0.0103
N
N
N
N
N/A
MIZUHO BANK LTD/NY
MIZUHO BANK LTD/NY 02.0103 12/12/2017
60689DX57
US60689DX573
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2017-12-12
2017-12-12
2017-12-12
N
N
N
0.0201
3503241.04
3503241.04
0.0044
N
N
N
N
N/A
MIZUHO BANK LTD/NY
MIZUHO BANK LTD/NY USD 01.4650 11/08/2017
60700AAP9
US60700AAP93
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2017-11-08
2017-11-08
2017-11-08
N
N
N
0.0147
4000272.04
4000272.04
0.0050
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 01.3350 04/03/2018
21684B3G7
US21684B3G79
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-11-03
2018-04-03
2018-04-03
N
N
N
0.0134
7999184.00
7999184.00
0.0100
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 01.6172 12/08/2017
78009NL61
US78009NL610
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-08
2017-12-08
2017-12-08
N
N
N
0.0162
3001293.03
3001293.03
0.0038
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAV ENSKILDA BK NY 01.6250 11/15/2017
83050FNQ0
US83050FNQ09
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2017-11-15
2017-11-15
2017-11-15
N
N
N
0.0163
8501598.09
8501598.09
0.0106
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAVISKA ENSKILDA BANKEN 01.3000 12/22/2017
83050FZJ3
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-12-22
2017-12-22
2017-12-22
N
N
N
0.0126
2000287.02
2000287.02
0.0025
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY 01.4578 11/06/2017
86563YVP5
US86563YVP59
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0146
8500365.59
8500365.59
0.0106
N
N
Y
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.3589 12/15/2017
86958JNG0
US86958JNG03
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-15
2017-12-15
2017-12-15
N
N
N
0.0136
8501538.59
8501538.59
0.0106
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 01.5589 03/20/2018
89113WZN9
US89113WZN90
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-20
2018-03-20
2018-03-20
N
N
N
0.0156
9007074.09
9007074.09
0.0113
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO-DOMINION BANK/NY 01.3200 11/28/2017
89113WYG5
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-28
2017-11-28
2017-11-28
N
N
N
0.0128
2000144.82
2000144.82
0.0025
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO-DOMINION BANK/NY 01.3400 01/16/2018
89113XHW7
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-01-16
2018-01-16
2018-01-16
N
N
N
0.0134
8000140.88
8000140.88
0.0100
N
N
N
N
N/A
UBS AG/STAMFORD CT
UBS AG STAMFORD CT 01.7906 11/01/2017
90275DDG2
US90275DDG25
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0179
3400061.23
3400061.23
0.0043
N
Y
Y
N
N/A
UBS AG/STAMFORD CT
UBS AG STAMFORD CT USD 01.6889 11/16/2017
90275DFF2
US90275DFF24
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-11-16
2017-11-16
2017-11-16
N
N
N
0.0169
4001060.04
4001060.04
0.0050
N
N
N
N
N/A
US BANK NA/CINCINNATI OH
US BANK NA/CINCINNATI OH 00.0000
90333VUQ1
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-20
2018-03-20
2018-03-20
N
N
N
0.0000
8002008.08
8002008.08
0.0100
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.7003 01/09/2018
94989REV6
US94989REV69
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-01-09
2018-01-09
2018-01-09
N
N
N
0.0170
9007731.09
9007731.09
0.0113
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.3550 02/07/2018
94989RPF9
US94989RPF90
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-07
2018-02-07
2018-02-07
N
N
N
0.0136
5751006.31
5751006.31
0.0072
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.4867 11/16/2018
94989RRQ3
US94989RRQ38
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-17
2018-11-16
2018-11-16
N
N
N
0.0149
7000805.07
7000805.07
0.0088
N
N
N
N
N/A
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP NY 01.6231 12/22/2017
96121T2C1
US96121T2C12
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-12-22
2017-12-22
2017-12-22
N
N
N
0.0162
1500852.02
1500852.02
0.0019
N
N
N
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084BZM9 DCP 12/21/2017
00084BZM9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-21
2017-12-21
2017-12-21
N
N
N
0.0128
3992684.40
3992684.40
0.0050
N
N
N
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084BYF5 DCP 11/15/2017
00084BYF5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-15
2017-11-15
2017-11-15
N
N
N
0.0123
3997916.80
3997916.80
0.0050
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253CBG0 DCP 02/16/2018
05253CBG0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-16
2018-02-16
2018-02-16
N
N
N
0.0141
7966736.00
7966736.00
0.0100
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253CE44 DCP 05/04/2018
05253CE44
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-05-04
2018-05-04
2018-05-04
N
N
N
0.0146
3968858.40
3968858.40
0.0050
N
N
N
N
N/A
BANK OF NOVA SCOTIA/THE
BANK OF NOVA SCOTIA/THE 01.4039 06/21/2018
06417LFB8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-11-21
2018-06-21
2018-06-21
N
N
N
0.0140
7999944.00
7999944.00
0.0100
N
N
N
N
N/A
BPCE SA
BPCE SA 05571BY15 DCP 11/01/2017
05571BY15
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0117
3999868.00
3999868.00
0.0050
N
Y
Y
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COM 13608CBQ4 DCP 02/20/2018
13608CBQ4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0141
4282996.85
4282996.85
0.0054
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 01.1872 02/15/2018
20272AVV5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-15
2018-02-15
2018-02-15
N
N
N
0.0119
9009252.09
9009252.09
0.0113
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 01.6094 11/03/2017
20272AUJ3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0161
4355165.53
4355165.53
0.0054
N
N
Y
N
N/A
DANSKE CORP
DANSKE CORP 2363F6ZF0 DCP 12/15/2017
2363F6ZF0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-15
2017-12-15
2017-12-15
N
N
N
0.0131
3744070.50
3744070.50
0.0047
N
N
N
N
N/A
DANSKE CORP
DANSKE CORP 2363F6Y12 DCP 11/01/2017
2363F6Y12
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0120
3999865.20
3999865.20
0.0050
N
Y
Y
N
N/A
DNB BANK ASA
DNB BANK ASA - 03/19/2018 01.3344 03/19/2018
2332K4GL2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2017-11-20
2018-03-19
2018-03-19
N
N
N
0.0133
8250396.08
8250396.08
0.0103
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA 2332K0Y22 DCP 11/02/2017
2332K0Y22
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0115
7749502.45
7749502.45
0.0097
N
N
Y
N
N/A
HSBC BANK PLC
HSBC BANK PLC - 04/13/2018 01.2700 04/13/2018
40433FJM2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-13
2018-04-13
2018-04-13
N
N
N
0.0127
8006424.08
8006424.08
0.0100
N
N
N
N
N/A
MITSUBISHI UFJ TRUST & BANKING CORP/NY
MITSUBISHI UFJ TRUST & BANKIN 60682XBN5 DCP 02/22/2018
60682XBN5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-02-22
2018-02-22
2018-02-22
N
N
N
0.0143
7964026.40
7964026.40
0.0100
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
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-12
2017-12-12
2017-12-12
N
N
N
0.0127
8504114.09
8504114.09
0.0106
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 63254EY95 DCP 11/09/2017
63254EY95
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-09
2017-11-09
2017-11-09
N
N
N
0.0131
3548942.10
3548942.10
0.0044
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307LZB0 DCP 12/11/2017
63307LZB0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-11
2017-12-11
2017-12-11
N
N
N
0.0130
4094251.80
4094251.80
0.0051
N
N
N
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E1AN1 DCP 01/22/2018
6385E1AN1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-01-22
2018-01-22
2018-01-22
N
N
N
0.0141
3987052.00
3987052.00
0.0050
N
N
N
N
N/A
NORDEA BANK AB
NORDEA BANK AB 65558FY17 DCP 11/01/2017
65558FY17
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0125
10499661.90
10499661.90
0.0131
N
Y
Y
N
N/A
NORDEA BANK AB
NORDEA BANK AB 65558GD91 DCP 04/09/2018
65558GD91
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-04-09
2018-04-09
2018-04-09
N
N
N
0.0142
11673755.40
11673755.40
0.0146
N
N
N
N
N/A
NRW BANK
NRW BANK 62939LYV5 DCP 11/29/2017
62939LYV5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-29
2017-11-29
2017-11-29
N
N
N
0.0127
3995853.20
3995853.20
0.0050
N
N
N
N
N/A
NRW BANK
NRW BANK 62939LZE2 DCP 12/14/2017
62939LZE2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-12-14
2017-12-14
2017-12-14
N
N
N
0.0127
3993566.40
3993566.40
0.0050
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
RABOBANK NEDERLAND NV NY 21687AY15 DCP 11/01/2017
21687AY15
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0115
7999732.80
7999732.80
0.0100
N
Y
Y
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050TZN4 DCP 12/22/2017
83050TZN4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2017-12-22
2017-12-22
2017-12-22
N
N
N
0.0130
5490474.55
5490474.55
0.0069
N
N
N
N
N/A
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 86960JY66 DCP 11/06/2017
86960JY66
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0131
3999192.00
3999192.00
0.0050
N
N
Y
N
N/A
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 86960KB92 DCP 02/09/2018
86960KB92
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-09
2018-02-09
2018-02-09
N
N
N
0.0138
3984951.20
3984951.20
0.0050
N
N
N
N
N/A
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 86960KG55 DCP 07/05/2018
86960KG55
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-05
2018-07-05
2018-07-05
N
N
N
0.0147
2721282.85
2721282.85
0.0034
N
N
N
N
N/A
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 86960JYU3 DCP 11/28/2017
86960JYU3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-28
2017-11-28
2017-11-28
N
N
N
0.0122
4720520.23
4720520.23
0.0059
N
N
N
N
N/A
SWEDBANK AB
SWEDBANK AB 87019RYE0 DCP 11/14/2017
87019RYE0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-14
2017-11-14
2017-11-14
N
N
N
0.0133
4572955.89
4572955.89
0.0057
N
N
N
N
N/A
SWEDBANK AB
SWEDBANK AB 87019RYV2 DCP 11/29/2017
87019RYV2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-29
2017-11-29
2017-11-29
N
N
N
0.0131
3996233.20
3996233.20
0.0050
N
N
N
N
N/A
SWEDBANK AB
SWEDBANK AB 87019SB29 DCP 02/02/2018
87019SB29
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0142
6976257.40
6976257.40
0.0087
N
N
N
N
N/A
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 89119BCT1 DCP 03/27/2018
89119BCT1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-27
2018-03-27
2018-03-27
N
N
N
0.0142
2484646.75
2484646.75
0.0031
N
N
N
N
N/A
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 89119AY36 DCP 11/03/2017
89119AY36
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0120
2499757.00
2499757.00
0.0031
N
N
Y
N
N/A
UBS AG/LONDON
UBS AG/LONDON - 03/07/2018 01.3839 03/07/2018
90276JBF2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2017-11-07
2018-03-07
2018-03-07
N
N
N
0.0138
5000330.05
5000330.05
0.0063
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.3206 11/02/2017
9612C4UF6
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0132
1500052.52
1500052.52
0.0019
N
N
Y
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.3544 01/08/2018
9612C4UW9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-11-08
2018-01-08
2018-01-08
N
N
N
0.0135
7006811.07
7006811.07
0.0088
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.1667 03/02/2018
9612C4VK4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-11-02
2018-03-02
2018-03-02
N
N
N
0.0117
5003905.05
5003905.05
0.0063
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.4250 10/05/2018
9612C4XF3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2017-11-06
2018-10-05
2018-10-05
N
N
N
0.0143
6997655.00
6997655.00
0.0088
N
N
N
N
N/A
GLAXOSMITHKLINE LLC
GLAXOSMITHKLINE LLC 37737PY67 DCP 11/06/2017
37737PY67
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0119
7998414.40
7998414.40
0.0100
N
N
Y
N
N/A
INTERNATIONAL BUSINESS MACHINES CORP
INTERNATIONAL BUSINESS MACHIN 45920FZU5 DCP 12/28/2017
45920FZU5
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-28
2017-12-28
2017-12-28
N
N
N
0.0121
3992601.60
3992601.60
0.0050
N
N
N
N
N/A
INTERNATIONAL BUSINESS MACHINES CORP
INTERNATIONAL BUSINESS MACHIN 45920FZL5 DCP 12/20/2017
45920FZL5
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-12-20
2017-12-20
2017-12-20
N
N
N
0.0123
7987333.60
7987333.60
0.0100
N
N
N
N
N/A
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M2YT7 DCP 11/27/2017
7443M2YT7
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-27
2017-11-27
2017-11-27
N
N
N
0.0125
3996352.00
3996352.00
0.0050
N
N
N
N
N/A
BNP PARIBAS/CAYMAN ISLANDS
BNP PARIBAS/CAYMAN ISLANDS 01.1700 11/03/2017
99GF279Y2
NA
Non-Negotiable Time Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-03
2017-11-03
2017-11-03
N
N
N
0.0117
8000000.00
8000000.00
0.0100
N
N
Y
N
N/A
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK
CREDIT AGRICOLE CORPORATE AND 01.1600 11/02/2017
99GR299S5
NA
Non-Negotiable Time Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0116
8000000.00
8000000.00
0.0100
N
N
Y
N
N/A
ING BANK NV
ING BANK NV 01.2100 11/06/2017
99GN129Q4
NA
Non-Negotiable Time Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2017-11-06
2017-11-06
2017-11-06
N
N
N
0.0121
16000000.00
16000000.00
0.0200
N
N
Y
N
N/A
HSBC USA INC
HSBC USA INC 01.5000 11/13/2017
40428HPL0
US40428HPL05
Other Instrument
Corporate bonds and notes
Y
Moody's
P-1
Fitch
F1+
2017-11-13
2017-11-13
2017-11-13
N
N
N
0.0145
4599994.11
4599994.11
0.0058
N
N
N
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 1.05 11/02/2017
TRIPARTY1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2033-09-01
6.5000%
706221.61
26578.04
Agency Mortgage-Backed Securities
FNMA
2034-02-01
6.0000%
80632.92
3441.35
Agency Mortgage-Backed Securities
FNMA
2034-06-01
6.5000%
823279.25
40551.34
Agency Mortgage-Backed Securities
FNMA
2036-11-01
6.0000%
295031.06
6925.81
Agency Mortgage-Backed Securities
FNMA
2037-01-01
5.5000%
1092488.20
18041.88
Agency Mortgage-Backed Securities
FNMA
2037-01-01
6.0000%
276397.52
5079.86
Agency Mortgage-Backed Securities
FNMA
2036-12-01
8.0000%
65959.75
3351.37
Agency Mortgage-Backed Securities
FNMA
2035-11-01
5.5000%
634620.50
27596.11
Agency Mortgage-Backed Securities
FNMA
2035-12-01
6.0000%
552795.03
22994.07
Agency Mortgage-Backed Securities
FNMA
2036-01-01
5.5000%
422360.25
26625.37
Agency Mortgage-Backed Securities
FNMA
2036-07-01
6.0000%
4909890.06
92176.56
Agency Mortgage-Backed Securities
FNMA
2038-10-01
7.0000%
409937.89
14493.49
Agency Mortgage-Backed Securities
FNMA
2027-11-01
6.0000%
2470373.29
114740.85
Agency Mortgage-Backed Securities
FNMA
2038-02-01
5.0000%
1242236.02
58406.04
Agency Mortgage-Backed Securities
FNMA
2028-04-01
5.0000%
248447.20
7663.84
Agency Mortgage-Backed Securities
FNMA
2028-07-01
5.5000%
3301881.61
135989.86
Agency Mortgage-Backed Securities
FNMA
2028-09-01
5.5000%
1927091.68
67977.04
Agency Mortgage-Backed Securities
FNMA
2033-05-01
5.0000%
22088.32
5150.78
Agency Mortgage-Backed Securities
FNMA
2038-02-01
6.5000%
243956.77
12546.97
Agency Mortgage-Backed Securities
FNMA
2041-09-01
5.5000%
121312.30
66337.85
Agency Mortgage-Backed Securities
FNMA
2029-07-01
5.5000%
2122237.39
25071.95
Agency Mortgage-Backed Securities
FNMA
2035-06-01
5.5000%
487480.50
23379.42
Agency Mortgage-Backed Securities
FNMA
2035-06-01
6.0000%
106382.86
3145.35
Agency Mortgage-Backed Securities
FNMA
2029-07-01
6.5000%
374585.47
3928.52
Agency Mortgage-Backed Securities
FNMA
2029-02-01
5.5000%
80745.34
4149.95
Agency Mortgage-Backed Securities
FNMA
2029-06-01
7.0000%
3058197.02
15261.08
Agency Mortgage-Backed Securities
FNMA
2031-01-01
8.5000%
1479923.11
4681.93
Agency Mortgage-Backed Securities
FNMA
2032-08-01
6.5000%
7443985.71
54291.42
Agency Mortgage-Backed Securities
FNMA
2030-11-01
8.0000%
620652.17
6922.09
Agency Mortgage-Backed Securities
FNMA
2032-04-01
6.5000%
745177.52
35470.20
Agency Mortgage-Backed Securities
FNMA
2041-01-01
5.0000%
141903.73
78279.61
Agency Mortgage-Backed Securities
FNMA
2041-04-01
5.0000%
102111.80
27474.34
Agency Mortgage-Backed Securities
FNMA
2041-04-01
4.5000%
115098.26
47723.09
Agency Mortgage-Backed Securities
FNMA
2041-07-01
6.0000%
150452.55
60599.00
Agency Mortgage-Backed Securities
FNMA
2041-10-01
4.0000%
113043.48
46691.45
Agency Mortgage-Backed Securities
FNMA
2032-02-01
6.0000%
71428.57
13466.75
Agency Mortgage-Backed Securities
FNMA
2039-10-01
5.5000%
127522.98
10607.79
Agency Mortgage-Backed Securities
FNMA
2041-04-01
4.0000%
285714.29
137482.78
Agency Mortgage-Backed Securities
FNMA
2041-05-01
5.0000%
413720.12
82250.73
Agency Mortgage-Backed Securities
FNMA
2038-06-01
6.0000%
107599.50
7457.44
Agency Mortgage-Backed Securities
FNMA
2042-12-01
5.0000%
322484.47
116763.67
Agency Mortgage-Backed Securities
FNMA
2029-08-01
4.5000%
59334.16
22491.37
Agency Mortgage-Backed Securities
FNMA
2044-09-01
4.0000%
20496.89
13535.12
Agency Mortgage-Backed Securities
FNMA
2042-12-01
4.0000%
35829.44
25387.43
Agency Mortgage-Backed Securities
FNMA
2044-05-01
5.0000%
9116.65
3325.80
Agency Mortgage-Backed Securities
FNMA
2041-05-01
6.0000%
208379.01
119649.34
Agency Mortgage-Backed Securities
FNMA
2045-02-01
4.5000%
8074.53
5486.89
Agency Mortgage-Backed Securities
FNMA
2045-06-01
3.0000%
13043.48
10811.20
Agency Mortgage-Backed Securities
FNMA
2045-08-01
3.5000%
141366.46
115799.50
Agency Mortgage-Backed Securities
FNMA
2038-09-01
5.5000%
30434.78
19238.13
Agency Mortgage-Backed Securities
FNMA
2039-06-01
5.0000%
6335.40
4062.60
Agency Mortgage-Backed Securities
FNMA
2030-10-01
3.0000%
6583.85
5290.60
Agency Mortgage-Backed Securities
FNMA
2030-12-01
3.5000%
63283.98
48268.87
Agency Mortgage-Backed Securities
FNMA
2043-08-01
3.5000%
129315.65
103485.68
Agency Mortgage-Backed Securities
FNMA
2046-08-01
3.0000%
13334.53
12462.58
Agency Mortgage-Backed Securities
FNMA
2046-09-01
3.5000%
122981.37
115662.33
Agency Mortgage-Backed Securities
FNMA
2046-09-01
3.5000%
56166.21
54326.90
Agency Mortgage-Backed Securities
FNMA
2046-07-01
3.5000%
146211.18
138189.16
Agency Mortgage-Backed Securities
FNMA
2044-04-01
4.5000%
141489.69
121346.85
Agency Mortgage-Backed Securities
FNMA
2046-02-01
3.5000%
130559.01
115865.80
Agency Mortgage-Backed Securities
FNMA
2042-05-01
4.0000%
37421.12
23208.38
Agency Mortgage-Backed Securities
FNMA
2042-05-01
4.5000%
107510.68
57505.56
Agency Mortgage-Backed Securities
FNMA
2042-06-01
4.0000%
51248.20
21107.92
Agency Mortgage-Backed Securities
FNMA
2042-08-01
4.5000%
10260.87
3522.50
Agency Mortgage-Backed Securities
FNMA
2042-09-01
4.5000%
8540.37
4171.90
Agency Mortgage-Backed Securities
FNMA
2042-11-01
3.5000%
194524.10
132465.87
Agency Mortgage-Backed Securities
U.S. TREASURY
2019-03-31
1.6250%
8652037.27
8677508.25
U.S. Treasuries (including strips)
U.S. TREASURY
2018-01-31
0.7500%
69701.86
69753.79
U.S. Treasuries (including strips)
U.S. TREASURY
2026-11-15
2.0000%
8967329.19
8794302.63
U.S. Treasuries (including strips)
Y
2017-11-02
2017-11-02
2017-11-02
N
N
N
0.0105
20000000.00
20000000.00
0.0250
N
N
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 1.07 11/01/2017
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2047-11-01
0.0000%
6764258.46
7081448.07
Agency Mortgage-Backed Securities
GNMA
2045-11-20
3.5000%
12114958.34
8614324.31
Agency Mortgage-Backed Securities
GNMA
2046-06-20
3.0000%
16605.76
14562.28
Agency Mortgage-Backed Securities
GNMA
2046-12-20
2.5000%
1811566.34
1696313.14
Agency Mortgage-Backed Securities
GNMA
2046-11-20
3.0000%
60415.98
57964.32
Agency Mortgage-Backed Securities
GNMA
2046-12-20
6.0000%
13809.37
12210.43
Agency Mortgage-Backed Securities
GNMA
2047-01-20
4.0000%
7057463.05
6268986.93
Agency Mortgage-Backed Securities
GNMA
2032-09-20
3.0000%
33838.34
35022.01
Agency Mortgage-Backed Securities
GNMA
2032-10-20
2.5000%
11063.46
11204.78
Agency Mortgage-Backed Securities
GNMA
2059-09-15
3.7000%
980530.04
1043775.54
Agency Mortgage-Backed Securities
GNMA
2052-08-15
3.1700%
11560.60
11889.04
Agency Mortgage-Backed Securities
U.S. TREASURY
2022-10-31
1.8750%
34863129.23
34630243.53
U.S. Treasuries (including strips)
U.S. TREASURY
2018-04-15
0.1250%
220086.79
233701.84
U.S. Treasuries (including strips)
U.S. TREASURY
2023-07-15
0.3750%
3748142.85
4001776.43
U.S. Treasuries (including strips)
U.S. TREASURY
2025-07-15
0.3750%
5377022.48
5566089.17
U.S. Treasuries (including strips)
U.S. TREASURY
2019-06-30
1.2500%
3142580.50
3140488.30
U.S. Treasuries (including strips)
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0107
71000000.00
71000000.00
0.0888
N
Y
Y
N
N/A
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 1.03 11/01/2017
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2041-03-01
4.5000%
34445440.00
12077435.47
Agency Mortgage-Backed Securities
FMAC
2043-11-01
4.5000%
3967136.00
2504894.60
Agency Mortgage-Backed Securities
FMAC
2047-07-01
4.0000%
41014016.00
43051545.16
Agency Mortgage-Backed Securities
FMAC
2047-05-01
4.5000%
3835796.00
4140060.17
Agency Mortgage-Backed Securities
FMAC
2044-08-01
4.5000%
178000.00
128411.39
Agency Mortgage-Backed Securities
FNMA
2027-01-01
3.5000%
3700000.00
936640.46
Agency Mortgage-Backed Securities
FNMA
2041-07-01
5.0000%
203833.00
46843.87
Agency Mortgage-Backed Securities
FNMA
2026-09-01
5.0000%
106148.00
16377.63
Agency Mortgage-Backed Securities
FNMA
2029-11-01
3.0000%
513386.00
331494.52
Agency Mortgage-Backed Securities
FNMA
2029-01-01
3.5000%
16000.00
5760.08
Agency Mortgage-Backed Securities
FNMA
2035-12-01
6.0000%
3000000.00
75667.11
Agency Mortgage-Backed Securities
FNMA
2031-10-01
2.5000%
212726.00
172884.69
Agency Mortgage-Backed Securities
FNMA
2047-03-01
4.0000%
3286508.00
3376467.15
Agency Mortgage-Backed Securities
FNMA
2047-05-01
3.5000%
91864.00
93377.72
Agency Mortgage-Backed Securities
FNMA
2025-12-01
3.5000%
107843.00
17901.02
Agency Mortgage-Backed Securities
FNMA
2038-08-01
3.5000%
9450000.00
434350.18
Agency Mortgage-Backed Securities
FNMA
2023-08-01
2.0000%
700000.00
288139.08
Agency Mortgage-Backed Securities
FNMA
2040-04-01
5.5000%
6762352.00
1314546.12
Agency Mortgage-Backed Securities
FNMA
2040-11-01
3.6650%
25192448.00
3278683.72
Agency Mortgage-Backed Securities
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0103
70874000.00
70874000.00
0.0887
N
Y
Y
N
N/A
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 1.07 11/01/2017
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2062-05-20
5.2930%
196846.32
201482.82
Agency Mortgage-Backed Securities
GNMA
2042-04-20
3.5000%
544828.42
333722.55
Agency Mortgage-Backed Securities
GNMA
2064-10-20
4.6150%
728325.79
628589.80
Agency Mortgage-Backed Securities
GNMA
2064-11-20
4.6020%
348697.32
384975.78
Agency Mortgage-Backed Securities
GNMA
2065-04-20
4.5260%
371119.91
370296.55
Agency Mortgage-Backed Securities
GNMA
2042-07-20
3.5000%
1752165.19
717763.88
Agency Mortgage-Backed Securities
GNMA
2044-05-20
4.0000%
397260.84
144526.20
Agency Mortgage-Backed Securities
GNMA
2044-05-20
4.5000%
397516.94
144413.49
Agency Mortgage-Backed Securities
GNMA
2044-12-20
4.0000%
778495.18
341757.24
Agency Mortgage-Backed Securities
GNMA
2045-04-20
3.5000%
1012577.25
601286.71
Agency Mortgage-Backed Securities
GNMA
2045-04-20
4.5000%
161560.35
64602.93
Agency Mortgage-Backed Securities
GNMA
2047-04-20
4.0000%
408195.67
414129.39
Agency Mortgage-Backed Securities
GNMA
2047-04-20
4.0000%
44959680.16
45613234.03
Agency Mortgage-Backed Securities
GNMA
2046-06-20
3.5000%
616340.23
529371.34
Agency Mortgage-Backed Securities
GNMA
2031-11-20
3.5000%
23564.12
20771.72
Agency Mortgage-Backed Securities
GNMA
2047-02-20
4.5000%
13903.22
11690.87
Agency Mortgage-Backed Securities
GNMA
2032-02-20
3.0000%
77302.10
75266.99
Agency Mortgage-Backed Securities
GNMA
2032-08-20
2.5000%
123206.60
123009.48
Agency Mortgage-Backed Securities
GNMA
2047-08-20
4.5000%
83899.09
88814.48
Agency Mortgage-Backed Securities
GNMA
2047-09-20
4.0000%
14435.49
15237.62
Agency Mortgage-Backed Securities
GNMA
2047-08-20
2.5000%
36954.38
35906.75
Agency Mortgage-Backed Securities
GNMA
2045-08-20
4.5000%
513207.14
425051.72
Agency Mortgage-Backed Securities
GNMA
2047-10-15
2.8500%
401761.57
405632.89
Agency Mortgage-Backed Securities
GNMA
2047-05-15
4.5000%
348779.15
367430.59
Agency Mortgage-Backed Securities
GNMA
2058-01-15
3.5200%
39083.06
41284.35
Agency Mortgage-Backed Securities
GNMA
2047-04-20
4.5000%
584740.76
627802.44
Agency Mortgage-Backed Securities
GNMA
2059-07-15
3.3500%
153852.50
158531.57
Agency Mortgage-Backed Securities
GNMA
2047-06-20
4.0000%
229268.70
240225.03
Agency Mortgage-Backed Securities
GNMA
2047-07-20
5.0000%
264162.13
288349.65
Agency Mortgage-Backed Securities
GNMA
2047-09-20
4.5000%
6101.97
6681.33
Agency Mortgage-Backed Securities
GNMA
2047-08-20
4.0000%
224075.91
236549.07
Agency Mortgage-Backed Securities
GNMA
2047-10-20
4.5000%
384590.44
421653.54
Agency Mortgage-Backed Securities
GNMA
2047-09-20
4.0000%
335284.10
359463.87
Agency Mortgage-Backed Securities
GNMA
2047-10-20
4.0000%
232911.78
249863.78
Agency Mortgage-Backed Securities
GNMA
2047-10-20
4.5000%
233909.35
256451.08
Agency Mortgage-Backed Securities
GNMA
2047-10-20
4.0000%
198199.95
212625.63
Agency Mortgage-Backed Securities
GNMA
2047-10-15
5.0000%
756847.45
846370.56
Agency Mortgage-Backed Securities
GNMA
2035-07-15
3.3800%
964951.86
904574.61
Agency Mortgage-Backed Securities
GNMA
2057-01-15
4.5000%
45276.89
47445.70
Agency Mortgage-Backed Securities
GNMA
2056-05-15
3.8900%
273937.67
296556.11
Agency Mortgage-Backed Securities
GNMA
2044-10-15
3.0000%
26150.77
19142.63
Agency Mortgage-Backed Securities
GNMA
2064-11-20
4.6040%
575326.69
600038.42
Agency Mortgage-Backed Securities
GNMA
2057-02-15
3.1500%
13850.53
14167.07
Agency Mortgage-Backed Securities
GNMA
2056-11-15
3.4500%
156777.85
163873.63
Agency Mortgage-Backed Securities
GNMA
2045-06-15
3.0000%
386550.84
281681.91
Agency Mortgage-Backed Securities
GNMA
2057-08-15
3.4700%
33906.29
35683.45
Agency Mortgage-Backed Securities
GNMA
2057-06-15
3.9400%
552711.88
589468.93
Agency Mortgage-Backed Securities
GNMA
2058-05-15
3.5300%
259135.70
270604.70
Agency Mortgage-Backed Securities
GNMA
2057-09-15
3.6400%
716853.67
754695.46
Agency Mortgage-Backed Securities
GNMA
2058-07-15
3.6100%
95012.44
100262.54
Agency Mortgage-Backed Securities
GNMA
2045-12-20
4.5000%
215082.37
205645.52
Agency Mortgage-Backed Securities
GNMA
2045-10-15
4.5000%
199600.29
202415.81
Agency Mortgage-Backed Securities
GNMA
2057-03-15
4.2000%
138083.07
147286.32
Agency Mortgage-Backed Securities
GNMA
2057-03-15
4.3000%
174606.69
185693.09
Agency Mortgage-Backed Securities
GNMA
2057-03-15
4.2000%
251673.92
268448.11
Agency Mortgage-Backed Securities
GNMA
2057-11-15
3.4500%
130446.63
137043.79
Agency Mortgage-Backed Securities
GNMA
2058-04-15
3.2800%
89258.05
91528.18
Agency Mortgage-Backed Securities
GNMA
2066-02-20
4.5640%
269401.05
269028.73
Agency Mortgage-Backed Securities
GNMA
2057-08-15
3.8000%
138742.71
148929.78
Agency Mortgage-Backed Securities
GNMA
2057-08-15
2.9400%
9661.87
9746.58
Agency Mortgage-Backed Securities
GNMA
2046-08-15
3.0700%
13531.13
13617.03
Agency Mortgage-Backed Securities
GNMA
2046-05-20
4.5000%
207191.38
188527.71
Agency Mortgage-Backed Securities
GNMA
2057-12-15
3.5200%
60595.89
64124.82
Agency Mortgage-Backed Securities
GNMA
2058-04-15
3.2900%
60823.81
62612.05
Agency Mortgage-Backed Securities
GNMA
2058-09-15
3.0000%
24040.04
24375.62
Agency Mortgage-Backed Securities
GNMA
2059-01-15
3.4900%
38015.05
39461.28
Agency Mortgage-Backed Securities
GNMA
2058-08-15
3.6700%
83510.41
88806.76
Agency Mortgage-Backed Securities
GNMA
2047-05-15
5.0000%
405905.26
447305.75
Agency Mortgage-Backed Securities
GNMA
2067-01-20
4.5580%
96495.19
109634.24
Agency Mortgage-Backed Securities
GNMA
2067-04-20
4.6230%
636864.56
720755.22
Agency Mortgage-Backed Securities
GNMA
2058-02-15
3.3900%
208925.97
216359.35
Agency Mortgage-Backed Securities
GNMA
2052-05-15
3.4000%
94893.37
98538.47
Agency Mortgage-Backed Securities
GNMA
2047-04-20
4.5000%
300929.89
327661.43
Agency Mortgage-Backed Securities
GNMA
2047-04-20
4.5000%
422501.47
456814.88
Agency Mortgage-Backed Securities
GNMA
2059-05-15
3.4200%
28580.72
29434.26
Agency Mortgage-Backed Securities
GNMA
2047-03-20
4.5000%
138297.09
148540.44
Agency Mortgage-Backed Securities
GNMA
2067-04-20
4.6540%
255817.42
289939.84
Agency Mortgage-Backed Securities
GNMA
2032-10-15
6.0000%
38598074.45
455403.98
Agency Mortgage-Backed Securities
GNMA
2034-11-15
5.5000%
10349639.63
435391.70
Agency Mortgage-Backed Securities
GNMA
2033-08-15
5.0000%
36016.44
5880.47
Agency Mortgage-Backed Securities
GNMA
2033-09-15
4.5000%
555329.22
64460.79
Agency Mortgage-Backed Securities
GNMA
2030-09-20
8.0000%
209709.51
90784.39
Agency Mortgage-Backed Securities
GNMA
2044-06-20
4.5000%
359207.58
292956.27
Agency Mortgage-Backed Securities
GNMA
2045-11-15
5.1400%
6219.31
5568.55
Agency Mortgage-Backed Securities
GNMA
2040-04-15
4.5000%
443877.86
104029.00
Agency Mortgage-Backed Securities
GNMA
2040-03-15
4.5000%
131125.96
20966.94
Agency Mortgage-Backed Securities
GNMA
2041-08-15
4.0000%
20561.58
10408.00
Agency Mortgage-Backed Securities
GNMA
2025-12-15
3.5000%
136829.21
17943.51
Agency Mortgage-Backed Securities
GNMA
2036-12-15
5.3150%
12773.65
9821.57
Agency Mortgage-Backed Securities
GNMA
2027-05-15
7.0000%
49954432.72
284000.67
Agency Mortgage-Backed Securities
GNMA
2027-07-15
7.0000%
38178320.39
249073.30
Agency Mortgage-Backed Securities
GNMA
2027-08-15
7.0000%
23049042.99
144096.94
Agency Mortgage-Backed Securities
GNMA
2027-08-15
7.0000%
38979809.40
250581.33
Agency Mortgage-Backed Securities
GNMA
2027-10-15
7.0000%
5923447.51
34208.76
Agency Mortgage-Backed Securities
GNMA
2033-12-15
6.0000%
19299037.22
793327.86
Agency Mortgage-Backed Securities
GNMA
2029-09-15
7.5000%
19299037.22
114697.19
Agency Mortgage-Backed Securities
GNMA
2030-03-15
7.5000%
11696639.28
64902.66
Agency Mortgage-Backed Securities
GNMA
2030-04-15
7.5000%
38598074.45
198456.32
Agency Mortgage-Backed Securities
GNMA
2030-06-15
7.5000%
7719614.89
46892.16
Agency Mortgage-Backed Securities
GNMA
2030-07-15
7.5000%
38598074.45
235490.16
Agency Mortgage-Backed Securities
GNMA
2031-04-15
7.0000%
6897401.80
47070.45
Agency Mortgage-Backed Securities
GNMA
2032-03-15
7.0000%
48571945.80
538058.07
Agency Mortgage-Backed Securities
GNMA
2032-08-15
6.0000%
19297677.22
494872.75
Agency Mortgage-Backed Securities
GNMA
2046-06-20
3.0000%
926739.77
814624.05
Agency Mortgage-Backed Securities
GNMA
2047-05-20
3.5000%
320138.22
326651.90
Agency Mortgage-Backed Securities
GNMA
2032-08-20
4.0000%
40322.25
40544.21
Agency Mortgage-Backed Securities
GNMA
2039-09-15
5.5000%
4203052.40
260499.19
Agency Mortgage-Backed Securities
GNMA
2040-04-15
6.0000%
960749.88
87087.57
Agency Mortgage-Backed Securities
GNMA
2045-02-20
3.0000%
457411.31
425289.83
Agency Mortgage-Backed Securities
GNMA
2038-02-15
6.0000%
15729132.58
370064.82
Agency Mortgage-Backed Securities
GNMA
2040-06-15
5.0000%
101671.38
10606.80
Agency Mortgage-Backed Securities
Y
2017-11-01
2017-11-01
2017-11-01
N
N
N
0.0107
71000000.00
71000000.00
0.0888
N
Y
Y
N
N/A
Putnam Money Market Fund
2017-11-07
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer