0000928816-18-000016.txt : 20180108 0000928816-18-000016.hdr.sgml : 20180108 20180108141747 ACCESSION NUMBER: 0000928816-18-000016 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20171231 FILED AS OF DATE: 20180108 DATE AS OF CHANGE: 20180108 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: 18515960 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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100141.03 Agency Mortgage-Backed Securities FMAC 2026-10-01 3.5000% 318576.53 70392.25 Agency Mortgage-Backed Securities FMAC 2026-06-01 5.0000% 932542.37 80446.50 Agency Mortgage-Backed Securities FMAC 2026-10-01 3.5000% 383183.08 121626.81 Agency Mortgage-Backed Securities FMAC 2024-01-01 3.5000% 294887.34 121470.16 Agency Mortgage-Backed Securities FMAC 2025-07-01 4.5000% 256595.32 77414.89 Agency Mortgage-Backed Securities FMAC 2030-05-01 3.0000% 197423.73 143253.26 Agency Mortgage-Backed Securities FMAC 2026-06-01 5.0000% 362133.73 91314.18 Agency Mortgage-Backed Securities FMAC 2027-11-01 2.5000% 176186.44 115102.17 Agency Mortgage-Backed Securities FMAC 2047-07-01 4.5000% 79185.90 79458.05 Agency Mortgage-Backed Securities FMAC 2047-12-01 3.0000% 92626.61 92793.65 Agency Mortgage-Backed Securities FMAC 2044-01-01 4.0000% 198231.69 86966.66 Agency Mortgage-Backed Securities FMAC 2045-04-01 3.5000% 110459.88 74520.28 Agency Mortgage-Backed Securities FMAC 2046-11-01 2.5000% 162287.53 148546.86 Agency Mortgage-Backed Securities FMAC 2027-07-01 2.5000% 355932.20 120258.99 Agency Mortgage-Backed Securities FMAC 2030-05-01 2.5000% 191372.88 130362.50 Agency Mortgage-Backed Securities FMAC 2032-01-01 3.0000% 96694.92 86611.66 Agency Mortgage-Backed Securities FMAC 2032-08-01 4.0000% 142340.14 144771.84 Agency Mortgage-Backed Securities FMAC 2034-02-01 3.0000% 278007.25 149446.39 Agency Mortgage-Backed Securities FMAC 2033-04-01 3.0000% 137864.41 82968.36 Agency Mortgage-Backed Securities FMAC 2035-12-01 3.5000% 165682.41 130923.66 Agency Mortgage-Backed Securities FMAC 2037-11-01 3.5000% 146895.12 151448.79 Agency Mortgage-Backed Securities FMAC 2024-10-01 5.0000% 1657111.07 147874.45 Agency Mortgage-Backed Securities FMAC 2026-02-01 3.0000% 398644.07 99286.24 Agency Mortgage-Backed Securities FMAC 2025-12-01 3.5000% 401617.41 98918.53 Agency Mortgage-Backed Securities FMAC 2026-02-01 3.5000% 299664.42 77719.95 Agency Mortgage-Backed Securities FMAC 2026-07-01 3.5000% 545762.71 97947.72 Agency Mortgage-Backed Securities FMAC 2027-03-01 3.0000% 232515.68 68362.11 Agency Mortgage-Backed Securities FMAC 2027-11-01 2.5000% 237288.14 113017.06 Agency Mortgage-Backed Securities FMAC 2027-08-01 2.5000% 355932.20 136675.35 Agency Mortgage-Backed Securities FMAC 2027-10-01 2.5000% 144876.03 142707.42 Agency Mortgage-Backed Securities FMAC 2033-01-01 3.5000% 126441.83 132320.46 Agency Mortgage-Backed Securities FMAC 2032-12-01 3.5000% 134381.37 140627.82 Agency Mortgage-Backed Securities FMAC 2025-12-01 5.5000% 120820.47 130188.22 Agency Mortgage-Backed Securities FMAC 2046-08-01 3.0000% 111472.27 103242.40 Agency Mortgage-Backed Securities FMAC 2047-03-01 5.0000% 168817.81 128061.73 Agency Mortgage-Backed Securities FMAC 2047-11-01 4.0000% 140569.14 149340.98 Agency Mortgage-Backed Securities FMAC 2047-12-01 4.5000% 125205.80 135822.69 Agency Mortgage-Backed Securities FMAC 2047-12-01 4.0000% 126861.12 134216.83 Agency Mortgage-Backed Securities FNMA 2033-09-01 5.0000% 2717186.44 120220.99 Agency Mortgage-Backed Securities FNMA 2025-06-01 5.5000% 2538618.58 120051.96 Agency Mortgage-Backed Securities FNMA 2037-08-01 6.5000% 8333103.73 140296.25 Agency Mortgage-Backed Securities FNMA 2026-07-01 6.0000% 157421.34 142976.87 Agency Mortgage-Backed Securities FNMA 2041-10-01 4.5000% 563559.32 148191.12 Agency Mortgage-Backed Securities FNMA 2041-07-01 4.5000% 263714.32 102954.83 Agency Mortgage-Backed Securities FNMA 2042-04-01 3.5000% 130666.15 102221.65 Agency Mortgage-Backed Securities FNMA 2039-10-01 6.5000% 830508.47 151912.42 Agency Mortgage-Backed Securities FNMA 2037-07-01 5.0000% 319235.59 151371.41 Agency Mortgage-Backed Securities FNMA 2045-11-01 4.0000% 93792.41 87154.62 Agency Mortgage-Backed Securities FNMA 2046-10-01 3.0000% 110456.80 102928.76 Agency Mortgage-Backed Securities FNMA 2047-04-01 4.5000% 179447.37 151875.53 Agency Mortgage-Backed Securities FNMA 2032-10-01 3.0000% 218542.37 148634.46 Agency Mortgage-Backed Securities FNMA 2042-10-01 3.5000% 187208.71 128172.51 Agency Mortgage-Backed Securities FNMA 2053-10-01 4.0000% 131387.03 102881.82 Agency Mortgage-Backed Securities FNMA 2032-02-01 2.5000% 165212.58 152016.26 Agency Mortgage-Backed Securities FNMA 2028-12-01 3.0000% 158665.20 114525.96 Agency Mortgage-Backed Securities FNMA 2044-10-01 5.0000% 145348.71 115154.90 Agency Mortgage-Backed Securities FNMA 2044-01-01 5.0000% 139016.68 122666.16 Agency Mortgage-Backed Securities FNMA 2043-12-01 5.0000% 140095.39 74003.50 Agency Mortgage-Backed Securities FNMA 2029-07-01 3.0000% 149219.59 116865.96 Agency Mortgage-Backed Securities FNMA 2029-07-01 3.5000% 220886.66 107395.50 Agency Mortgage-Backed Securities FNMA 2044-08-01 4.5000% 170215.56 148210.93 Agency Mortgage-Backed Securities FNMA 2044-07-01 5.0000% 214898.22 109844.23 Agency Mortgage-Backed Securities FNMA 2034-09-01 4.0000% 131602.61 102604.73 Agency Mortgage-Backed Securities FNMA 2044-09-01 5.0000% 416439.97 137912.21 Agency Mortgage-Backed Securities FNMA 2045-01-01 4.5000% 143817.02 124225.66 Agency Mortgage-Backed Securities FNMA 2045-02-01 4.0000% 249152.54 151042.85 Agency Mortgage-Backed Securities FNMA 2045-06-01 3.5000% 172545.25 147401.88 Agency Mortgage-Backed Securities FNMA 2035-04-01 4.0000% 183743.00 108510.27 Agency Mortgage-Backed Securities FNMA 2035-07-01 4.0000% 164518.86 112709.89 Agency Mortgage-Backed Securities FNMA 2045-07-01 4.0000% 137818.49 114535.04 Agency Mortgage-Backed Securities FNMA 2033-10-01 6.0000% 1457750.24 146851.24 Agency Mortgage-Backed Securities FNMA 2035-11-01 5.5000% 1720316.32 147026.07 Agency Mortgage-Backed Securities FNMA 2030-11-01 3.5000% 131920.34 121470.29 Agency Mortgage-Backed Securities FNMA 2045-11-01 4.0000% 223050.85 150063.33 Agency Mortgage-Backed Securities FNMA 2046-05-01 3.0000% 118644.07 100722.80 Agency Mortgage-Backed Securities FNMA 2046-03-01 3.5000% 103813.56 87796.53 Agency Mortgage-Backed Securities FNMA 2036-02-01 3.5000% 3402.12 2966.12 Agency Mortgage-Backed Securities FNMA 2035-12-01 3.5000% 195701.02 151833.41 Agency Mortgage-Backed Securities FNMA 2045-12-01 3.5000% 126882.24 125573.81 Agency Mortgage-Backed Securities FNMA 2046-05-01 4.5000% 146156.08 146051.43 Agency Mortgage-Backed Securities FNMA 2046-05-01 4.5000% 123247.46 102790.44 Agency Mortgage-Backed Securities FNMA 2047-04-01 4.5000% 130565.78 122621.27 Agency Mortgage-Backed Securities FNMA 2046-08-01 4.0000% 100641.73 103278.06 Agency Mortgage-Backed Securities FNMA 2046-10-01 4.0000% 171635.73 146467.63 Agency Mortgage-Backed Securities FNMA 2031-09-01 2.5000% 160024.03 146938.21 Agency Mortgage-Backed Securities FNMA 2046-12-01 4.0000% 146223.83 150731.26 Agency Mortgage-Backed Securities FNMA 2031-12-01 3.5000% 132062.47 122122.26 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.5000% 129706.56 139752.41 Agency Mortgage-Backed Securities FNMA 2032-02-01 3.5000% 158605.17 146942.48 Agency Mortgage-Backed Securities FNMA 2032-05-01 3.5000% 124642.59 125839.62 Agency Mortgage-Backed Securities FNMA 2032-05-01 3.5000% 146105.19 147212.23 Agency Mortgage-Backed Securities FNMA 2032-08-01 3.5000% 126817.58 129105.40 Agency Mortgage-Backed Securities FNMA 2047-02-01 4.5000% 136750.10 144162.56 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.5000% 136187.61 148441.97 Agency Mortgage-Backed Securities FNMA 2047-04-01 4.0000% 171985.97 146819.89 Agency Mortgage-Backed Securities FNMA 2047-04-01 3.5000% 150521.59 142145.06 Agency Mortgage-Backed Securities FNMA 2032-07-01 3.5000% 150588.27 147912.61 Agency Mortgage-Backed Securities FNMA 2032-08-01 3.0000% 148442.83 148849.26 Agency Mortgage-Backed Securities FNMA 2037-06-01 3.5000% 140598.56 143304.45 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.5000% 141405.81 150719.14 Agency Mortgage-Backed Securities FNMA 2047-04-01 4.5000% 143151.90 151486.91 Agency Mortgage-Backed Securities FNMA 2032-07-01 4.0000% 135832.51 141012.05 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.5000% 137253.86 149327.41 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.5000% 120580.10 129597.13 Agency Mortgage-Backed Securities FNMA 2032-07-01 3.5000% 143280.63 146159.53 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.5000% 137995.98 148399.59 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.5000% 124915.00 111976.32 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.0000% 118641.46 125955.24 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.5000% 116479.53 126709.58 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.5000% 135037.71 147559.84 Agency Mortgage-Backed Securities FNMA 2032-11-01 3.0000% 140202.41 142684.29 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.0000% 141411.86 150012.71 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.5000% 135579.56 148195.58 Agency Mortgage-Backed Securities FNMA 2047-10-01 3.5000% 126830.03 131090.74 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.5000% 96388.69 104984.34 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.0000% 141241.73 147915.99 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.5000% 137637.80 150705.16 Agency Mortgage-Backed Securities FNMA 2048-01-01 4.5000% 132154.66 144330.13 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.0000% 142509.80 150799.34 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.5000% 132139.71 135246.96 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.5000% 135893.14 148413.69 Agency Mortgage-Backed Securities FNMA 2048-01-01 4.5000% 67242.59 72995.00 Agency Mortgage-Backed Securities FNMA 2031-11-01 3.5000% 159307.54 141265.65 Agency Mortgage-Backed Securities FNMA 2038-02-01 5.5000% 2823622.98 105050.06 Agency Mortgage-Backed Securities FNMA 2026-10-01 4.0000% 1611317.90 131724.34 Agency Mortgage-Backed Securities FNMA 2037-05-01 6.0000% 474576.27 149894.61 Agency Mortgage-Backed Securities FNMA 2042-01-01 3.5000% 177966.10 113275.21 Agency Mortgage-Backed Securities FNMA 2035-08-01 4.5000% 440105.19 134112.11 Agency Mortgage-Backed Securities FNMA 2041-03-01 5.0000% 559514.15 152033.68 Agency Mortgage-Backed Securities FNMA 2041-11-01 5.0000% 524225.85 145619.21 Agency Mortgage-Backed Securities FNMA 2042-11-01 3.0000% 200508.47 123346.98 Agency Mortgage-Backed Securities FNMA 2034-09-01 5.0000% 1093081.32 127463.00 Agency Mortgage-Backed Securities FNMA 2031-08-01 4.0000% 652542.37 142023.69 Agency Mortgage-Backed Securities FNMA 2032-04-01 3.5000% 355932.20 139431.31 Agency Mortgage-Backed Securities FNMA 2027-11-01 2.5000% 219900.85 107515.61 Agency Mortgage-Backed Securities FNMA 2043-07-01 3.5000% 154237.29 112694.07 Agency Mortgage-Backed Securities FNMA 2043-08-01 3.5000% 177966.10 133708.22 Agency Mortgage-Backed Securities FNMA 2028-07-01 3.5000% 266364.24 151409.50 Agency Mortgage-Backed Securities FNMA 2043-09-01 4.5000% 166101.69 123795.32 Agency Mortgage-Backed Securities FNMA 2043-09-01 5.5000% 118712.88 111041.06 Agency Mortgage-Backed Securities FNMA 2044-04-01 5.0000% 227285.02 115569.89 Agency Mortgage-Backed Securities FNMA 2029-11-01 3.5000% 149342.75 109761.83 Agency Mortgage-Backed Securities FNMA 2030-09-01 3.5000% 139979.00 110798.17 Agency Mortgage-Backed Securities FNMA 2046-10-01 3.5000% 134570.49 130630.05 Agency Mortgage-Backed Securities FNMA 2037-05-01 3.0000% 118644.07 114456.25 Agency Mortgage-Backed Securities FNMA 2037-06-01 4.5000% 141096.15 138476.10 Agency Mortgage-Backed Securities FNMA 2032-08-01 3.5000% 133246.19 133751.80 Agency Mortgage-Backed Securities FNMA 2047-10-01 5.0000% 130548.22 136103.78 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.5000% 82477.20 86814.97 Agency Mortgage-Backed Securities FNMA 2047-11-01 5.0000% 120381.73 130258.45 Agency Mortgage-Backed Securities FNMA 2032-12-01 3.0000% 146258.36 148300.89 Agency Mortgage-Backed Securities FNMA 2047-12-01 3.0000% 72027.03 71738.79 Agency Mortgage-Backed Securities FNMA 2040-02-01 4.5000% 291604.22 133146.95 Agency Mortgage-Backed Securities FNMA 2040-02-01 5.0000% 459152.54 134790.51 Agency Mortgage-Backed Securities FNMA 2040-02-01 5.0000% 577743.22 136077.99 Agency Mortgage-Backed Securities FNMA 2040-03-01 5.5000% 367867.08 149527.58 Agency Mortgage-Backed Securities FNMA 2040-07-01 5.0000% 921748.02 142606.53 Agency Mortgage-Backed Securities FNMA 2025-12-01 3.5000% 540777.53 110850.17 Agency Mortgage-Backed Securities FNMA 2040-05-01 5.0000% 552881.36 121425.94 Agency Mortgage-Backed Securities FNMA 2040-12-01 4.0000% 307406.78 102848.27 Agency Mortgage-Backed Securities FNMA 2040-11-01 3.5000% 356041.47 130706.36 Agency Mortgage-Backed Securities Y 2018-01-04 2018-01-04 2018-01-04 N N N 0.0138 21000000.00 21000000.00 0.0256 N N Y N N/A CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 1.4 01/02/2018 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2031-10-01 2.5000% 2860065.35 2446936.81 Agency Mortgage-Backed Securities FMAC 2032-09-01 3.5000% 1623196.27 1636614.04 Agency Mortgage-Backed Securities FMAC 2032-12-01 2.0000% 1479253.46 1414390.58 Agency Mortgage-Backed Securities FMAC 2035-02-01 3.5000% 2165178.57 1416851.96 Agency Mortgage-Backed Securities FMAC 2035-04-01 3.5000% 2173839.29 1480622.05 Agency Mortgage-Backed Securities FMAC 2031-08-01 2.5000% 2202069.32 1895055.16 Agency Mortgage-Backed Securities FMAC 2032-10-01 3.5000% 1409612.66 1454225.18 Agency Mortgage-Backed Securities FMAC 2041-11-01 4.0000% 3253830.36 1386829.56 Agency Mortgage-Backed Securities FMAC 2046-03-01 4.0000% 3897321.43 3341299.25 Agency Mortgage-Backed Securities FMAC 2047-08-01 3.5000% 1934414.71 1963637.81 Agency Mortgage-Backed Securities FMAC 2047-03-01 5.0000% 2185148.45 2117572.60 Agency Mortgage-Backed Securities FMAC 2047-11-01 4.0000% 560195.35 591880.01 Agency Mortgage-Backed Securities FMAC 2047-12-01 4.0000% 1973651.21 2099559.81 Agency Mortgage-Backed Securities FNMA 2028-11-01 6.5000% 36128902.77 622213.67 Agency Mortgage-Backed Securities FNMA 2041-01-01 5.0000% 1474708.75 590961.35 Agency Mortgage-Backed Securities FNMA 2041-04-01 5.0000% 4091360.40 658980.08 Agency Mortgage-Backed Securities FNMA 2041-07-01 4.0000% 3329520.67 614246.82 Agency Mortgage-Backed Securities FNMA 2026-10-01 3.5000% 3038611.61 640105.09 Agency Mortgage-Backed Securities FNMA 2041-10-01 4.5000% 1860621.52 664993.03 Agency Mortgage-Backed Securities FNMA 2041-05-01 5.0000% 2984509.42 613984.42 Agency Mortgage-Backed Securities FNMA 2028-03-01 2.5000% 1476977.86 628855.90 Agency Mortgage-Backed Securities FNMA 2043-04-01 3.5000% 1082589.29 618135.32 Agency Mortgage-Backed Securities FNMA 2028-05-01 3.0000% 1232717.14 596700.32 Agency Mortgage-Backed Securities FNMA 2042-06-01 4.0000% 1065267.86 607752.59 Agency Mortgage-Backed Securities FNMA 2039-03-01 4.0000% 1259267.86 671916.55 Agency Mortgage-Backed Securities FNMA 2045-04-01 4.0000% 991841.02 611847.91 Agency Mortgage-Backed Securities FNMA 2045-06-01 3.5000% 819014.30 626380.58 Agency Mortgage-Backed Securities FNMA 2045-10-01 3.5000% 740491.07 595936.46 Agency Mortgage-Backed Securities FNMA 2044-05-01 5.5000% 753915.18 604629.73 Agency Mortgage-Backed Securities FNMA 2044-12-01 2.7630% 6334390.13 3538822.43 Agency Mortgage-Backed Securities FNMA 2042-08-01 3.5000% 711221.75 453224.60 Agency Mortgage-Backed Securities FNMA 2028-04-01 2.5000% 1299107.14 650191.36 Agency Mortgage-Backed Securities FNMA 2043-09-01 4.0000% 1108571.43 665475.98 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.0000% 692311.95 638817.04 Agency Mortgage-Backed Securities FNMA 2036-11-01 3.0000% 649553.57 592360.56 Agency Mortgage-Backed Securities FNMA 2046-12-01 3.0000% 684629.46 647134.57 Agency Mortgage-Backed Securities FNMA 2028-04-01 3.0000% 1428419.83 614059.08 Agency Mortgage-Backed Securities FNMA 2043-04-01 3.5000% 882166.07 607075.85 Agency Mortgage-Backed Securities FNMA 2043-07-01 3.0000% 927367.63 600748.12 Agency Mortgage-Backed Securities FNMA 2043-09-01 5.0000% 788538.55 615208.44 Agency Mortgage-Backed Securities FNMA 2043-11-01 5.0000% 685410.66 602038.91 Agency Mortgage-Backed Securities FNMA 2033-12-01 4.0000% 1281039.59 666471.31 Agency Mortgage-Backed Securities FNMA 2033-12-01 4.0000% 1112154.37 615923.07 Agency Mortgage-Backed Securities FNMA 2044-03-01 5.0000% 867283.50 671657.13 Agency Mortgage-Backed Securities FNMA 2044-03-01 4.5000% 1476152.93 656386.40 Agency Mortgage-Backed Securities FNMA 2029-06-01 3.0000% 1036687.50 601204.85 Agency Mortgage-Backed Securities FNMA 2045-01-01 4.5000% 591830.78 605140.58 Agency Mortgage-Backed Securities FNMA 2030-06-01 3.0000% 686485.89 612496.84 Agency Mortgage-Backed Securities FNMA 2046-03-01 3.5000% 657229.13 618423.42 Agency Mortgage-Backed Securities FNMA 2046-03-01 4.5000% 697644.79 660171.03 Agency Mortgage-Backed Securities FNMA 2036-06-01 3.5000% 648426.81 636092.49 Agency Mortgage-Backed Securities FNMA 2031-05-01 3.0000% 674566.15 621062.68 Agency Mortgage-Backed Securities FNMA 2046-05-01 4.5000% 731224.11 655437.47 Agency Mortgage-Backed Securities FNMA 2046-06-01 4.0000% 596246.88 613130.39 Agency Mortgage-Backed Securities FNMA 2046-09-01 4.0000% 909968.26 672689.44 Agency Mortgage-Backed Securities FNMA 2032-07-01 4.0000% 618097.42 640691.19 Agency Mortgage-Backed Securities FNMA 2046-07-01 4.0000% 787914.11 620489.90 Agency Mortgage-Backed Securities FNMA 2046-06-01 4.0000% 775635.38 648410.09 Agency Mortgage-Backed Securities FNMA 2031-07-01 3.5000% 698254.50 616071.77 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.5000% 580813.48 615096.58 Agency Mortgage-Backed Securities FNMA 2046-08-01 4.0000% 983750.18 599083.96 Agency Mortgage-Backed Securities FNMA 2046-08-01 4.0000% 692417.61 596884.84 Agency Mortgage-Backed Securities FNMA 2046-09-01 4.0000% 652656.71 673253.02 Agency Mortgage-Backed Securities FNMA 2036-10-01 3.5000% 733822.32 671076.36 Agency Mortgage-Backed Securities FNMA 2046-11-01 4.0000% 579399.62 598046.24 Agency Mortgage-Backed Securities FNMA 2047-06-01 4.0000% 575460.73 604179.66 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.0000% 620484.32 653180.25 Agency Mortgage-Backed Securities FNMA 2046-10-01 4.5000% 744549.48 659005.03 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.0000% 613976.66 645629.72 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.0000% 573453.61 605542.73 Agency Mortgage-Backed Securities FNMA 2046-12-01 4.5000% 697807.17 621211.29 Agency Mortgage-Backed Securities FNMA 2036-11-01 4.0000% 687989.82 651489.62 Agency Mortgage-Backed Securities FNMA 2036-12-01 3.5000% 669941.33 672577.17 Agency Mortgage-Backed Securities FNMA 2035-01-01 3.5000% 654491.91 596851.89 Agency Mortgage-Backed Securities FNMA 2047-03-01 4.5000% 658539.06 639666.79 Agency Mortgage-Backed Securities FNMA 2047-05-01 3.5000% 664075.86 599288.79 Agency Mortgage-Backed Securities FNMA 2047-02-01 4.0000% 590463.25 611519.74 Agency Mortgage-Backed Securities FNMA 2047-02-01 4.5000% 576964.66 609978.35 Agency Mortgage-Backed Securities FNMA 2047-06-01 3.5000% 623571.43 638964.54 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.5000% 555964.16 604387.03 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.0000% 585515.82 605804.97 Agency Mortgage-Backed Securities FNMA 2037-03-01 3.5000% 713418.98 652307.47 Agency Mortgage-Backed Securities FNMA 2032-07-01 3.5000% 687374.04 639277.87 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.0000% 597840.45 620751.67 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.5000% 550290.09 598257.61 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.5000% 605533.76 640405.39 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.5000% 552352.64 593129.17 Agency Mortgage-Backed Securities FNMA 2032-08-01 3.5000% 639200.12 656124.39 Agency Mortgage-Backed Securities FNMA 2047-08-01 3.5000% 654981.67 673725.11 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.5000% 568769.46 620230.95 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.5000% 589458.17 635071.44 Agency Mortgage-Backed Securities FNMA 2047-09-01 3.5000% 591794.83 609639.54 Agency Mortgage-Backed Securities FNMA 2047-10-01 3.5000% 575177.09 595264.78 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.0000% 564644.79 594594.04 Agency Mortgage-Backed Securities FNMA 2047-08-01 5.0000% 559325.82 603350.29 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.0000% 572424.28 605738.13 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.0000% 587796.18 623889.45 Agency Mortgage-Backed Securities FNMA 2032-11-01 3.0000% 641731.21 650248.65 Agency Mortgage-Backed Securities FNMA 2032-10-01 3.0000% 669595.33 666873.29 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.0000% 634828.63 671768.89 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.5000% 594351.04 647959.60 Agency Mortgage-Backed Securities FNMA 2047-09-01 3.5000% 653258.63 672032.99 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.5000% 617400.67 657610.61 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.5000% 557393.61 607365.95 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.5000% 553437.40 605982.02 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.5000% 564514.02 610558.58 Agency Mortgage-Backed Securities FNMA 2047-12-01 3.5000% 591838.14 614402.18 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.0000% 583407.37 618801.45 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.0000% 609651.50 647764.68 Agency Mortgage-Backed Securities FNMA 2032-11-01 3.0000% 602558.37 613296.45 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.0000% 603170.25 640135.90 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.5000% 583837.80 639267.56 Agency Mortgage-Backed Securities FNMA 2039-03-01 4.5000% 2827892.96 656038.87 Agency Mortgage-Backed Securities FNMA 2040-10-01 4.5000% 800778.30 651712.06 Agency Mortgage-Backed Securities FNMA 2040-12-01 4.0000% 1515191.96 641554.40 Agency Mortgage-Backed Securities FNMA 2041-08-01 4.0000% 1513459.82 639506.61 Agency Mortgage-Backed Securities FNMA 2026-12-01 3.0000% 1920513.39 646032.25 Agency Mortgage-Backed Securities FNMA 2039-08-01 5.0000% 3300165.18 649830.01 Agency Mortgage-Backed Securities FNMA 2040-09-01 5.0000% 2325450.72 603560.58 Agency Mortgage-Backed Securities FNMA 2042-11-01 3.5000% 934713.22 638899.58 Agency Mortgage-Backed Securities FNMA 2046-04-01 4.5000% 650532.67 661169.09 Agency Mortgage-Backed Securities FNMA 2035-02-01 3.0000% 920738.72 594066.79 Agency Mortgage-Backed Securities FNMA 2046-12-01 3.0000% 701084.82 649219.14 Agency Mortgage-Backed Securities FNMA 2047-06-01 4.5000% 569859.84 612143.28 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.0000% 582866.07 598010.21 Agency Mortgage-Backed Securities FNMA 2027-10-01 3.0000% 684821.73 671804.68 Agency Mortgage-Backed Securities FNMA 2047-11-01 3.5000% 642108.82 650952.05 Agency Mortgage-Backed Securities FNMA 2037-08-01 6.0000% 4188321.43 593065.73 Agency Mortgage-Backed Securities FNMA 2040-11-01 5.0000% 2822425.02 613668.57 Agency Mortgage-Backed Securities Y 2018-01-02 2018-01-02 2018-01-02 N N N 0.0140 97000000.00 97000000.00 0.1181 N Y Y N N/A GOLDMAN, SACHS & CO. REPO TRIPA MORTG 1.3 01/02/2018 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2038-05-01 6.0000% 495627.00 38232.76 Agency Mortgage-Backed Securities FMAC 2040-07-01 4.5000% 1181690.00 282317.48 Agency Mortgage-Backed Securities FMAC 2035-09-01 3.0990% 700000.00 59527.11 Agency Mortgage-Backed Securities FMAC 2023-04-01 4.5000% 1470740.00 27254.64 Agency Mortgage-Backed Securities FMAC 2024-12-01 4.5000% 140240.00 11126.17 Agency Mortgage-Backed Securities FMAC 2036-01-01 4.2400% 7503736.00 227007.10 Agency Mortgage-Backed Securities FMAC 2041-02-01 5.0000% 21699.00 10861.99 Agency Mortgage-Backed Securities FMAC 2027-12-01 2.5000% 18938944.00 9125838.73 Agency Mortgage-Backed Securities FMAC 2043-04-01 3.5000% 1409242.00 670387.04 Agency Mortgage-Backed Securities FMAC 2045-03-01 4.0000% 106742.00 61212.34 Agency Mortgage-Backed Securities FMAC 2046-01-01 4.0000% 11496.00 8548.69 Agency Mortgage-Backed Securities FMAC 2045-12-01 4.0000% 85185920.00 69489490.29 Agency Mortgage-Backed Securities FMAC 2044-08-01 4.5000% 178000.00 115089.34 Agency Mortgage-Backed Securities FNMA 2031-08-01 2.5000% 58000.00 49729.34 Agency Mortgage-Backed Securities FNMA 2029-01-01 3.5000% 16000.00 5291.35 Agency Mortgage-Backed Securities FNMA 2034-01-01 4.0000% 2876788.00 1067967.59 Agency Mortgage-Backed Securities FNMA 2035-12-01 6.0000% 3000000.00 74771.09 Agency Mortgage-Backed Securities FNMA 2047-03-01 4.0000% 3286508.00 3349449.29 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.0000% 9099888.00 9558317.04 Agency Mortgage-Backed Securities FNMA 2040-04-01 4.5000% 615172.00 218585.21 Agency Mortgage-Backed Securities FNMA 2038-08-01 3.5000% 9450000.00 433584.86 Agency Mortgage-Backed Securities FNMA 2042-10-01 3.0000% 6700000.00 4807594.84 Agency Mortgage-Backed Securities FNMA 2023-08-01 2.0000% 685511.00 267815.71 Agency Mortgage-Backed Securities Y 2018-01-02 2018-01-02 2018-01-02 N N N 0.0130 98000000.00 98000000.00 0.1193 N Y Y N N/A MERRILL LYNCH, PIERCE, FENNER AND SMITH REPO TRIPA MORTG 1.41 01/02/2018 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2046-10-20 2.5000% 31895391.01 28604850.61 Agency Mortgage-Backed Securities GNMA 2046-11-20 3.0000% 30360609.45 28640226.58 Agency Mortgage-Backed Securities GNMA 2047-07-20 3.5000% 28594678.54 28753247.50 Agency Mortgage-Backed Securities GNMA 2047-11-20 3.5000% 11941940.67 12222575.60 Agency Mortgage-Backed Securities Y 2018-01-02 2018-01-02 2018-01-02 N N N 0.0141 96295000.00 96295000.00 0.1173 N Y Y N N/A Putnam Money Market Fund 2018-01-05 /s/ Janet C. Smith Janet C. Smith Principal Accounting Officer