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 0000081248 XXXXXXXX 2017-10-31 0000081248 S000006251 6 N N 002-55091 Putnam Investment Management, LLC 801-07974 Putnam Investment Limited 801-61441 PricewaterhouseCoopers, LLP Boston MA Not Applicable Putnam Investor Services, Inc. 0001448300 084-06331 N N N Prime Y 26 54 274758140.14 245180734.91 247296271.96 231662847.01 332480115.42 332898773.36 328295637.80 329180145.59 0.3421 0.3054 0.3085 0.2898 0.4095 0.4146 0.4096 0.4117 478.96 800347892.54 800292429.00 13492588.67 14621368.86 799164127.77 799120668.5000 1.0000 0.0132 1.0002 1.0001 1.0001 1.0001 C000017192 500.00 733480669.41 733440815.4800 1.0002 1.0001 1.0001 1.0001 2541561.02 4670156.00 3978296.11 6039956.55 4153610.74 3654590.20 2280886.37 3672555.36 12954354.24 18037258.11 0.0083 N C000017193 500.00 8698623.71 8698129.2000 1.0002 1.0001 1.0001 1.0001 37961.09 272986.19 47756.34 256186.67 9973.32 155253.90 44106.11 143749.98 139796.86 828176.74 0.0083 N C000017194 500.00 19119364.54 19118324.0300 1.0002 1.0000 1.0001 1.0001 169818.04 288300.54 317247.81 164690.81 149460.75 327088.54 26529.86 72831.69 663056.46 852911.58 0.0083 N C000017195 500.00 27964919.85 27963352.4300 1.0002 1.0001 1.0001 1.0001 780892.61 840979.61 1224562.26 1098048.75 514874.18 1432302.59 880557.26 872853.79 3400886.31 4244184.74 0.0083 N C000017196 500.00 7147782.53 7147402.2400 1.0002 1.0000 1.0001 1.0001 26933.07 445712.17 6943.96 2684.02 98612.28 55464.94 52546.98 139813.69 185036.29 643674.82 0.0083 N C000017191 500.00 2752767.73 2752645.1200 1.0002 1.0000 1.0001 1.0001 2996.00 8286.94 5000.00 6030.66 1780.00 3245.85 472625.83 5055.04 482401.83 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