0000928816-18-000286.txt : 20180207
0000928816-18-000286.hdr.sgml : 20180207
20180207123307
ACCESSION NUMBER: 0000928816-18-000286
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20180131
FILED AS OF DATE: 20180207
DATE AS OF CHANGE: 20180207
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: 18580172
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
2018-01-31
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
18
56
233043699.33
243498709.33
226593016.73
227208747.60
339288483.04
305227957.36
320838709.18
319905058.77
0.2892
0.3040
0.2842
0.2824
0.4210
0.3936
0.4024
0.3976
0.00
802199049.41
802199693.29
23399513.37
32277998.72
793321207.94
793362081.3000
1.0000
0.0156
0.9999
0.9999
0.9999
0.9999
C000017192
500.00
734778479.19
734815328.8100
0.9999
0.9999
0.9999
0.9999
2544625.66
15256637.07
7812415.16
6669004.55
4652483.16
6204985.58
6853044.76
8374577.28
21862568.74
36505204.48
0.0104
N
C000017193
500.00
8118168.90
8118566.7200
0.9999
0.9999
0.9999
0.9999
10893.85
160031.80
5000.00
107800.62
26320.25
18222.40
87771.68
58772.51
129985.78
344827.33
0.0104
N
C000017194
500.00
17540937.25
17542555.2400
0.9999
0.9999
0.9999
0.9999
41098.35
5795143.74
495614.19
2042717.17
417301.92
174147.60
334757.79
694265.49
1288772.25
8706274.00
0.0104
N
C000017195
500.00
25200618.30
25202165.3700
0.9999
0.9999
0.9999
0.9999
349643.46
2527806.66
688663.20
1104843.18
403794.96
1561276.79
528370.41
1189018.37
1970472.03
6382945.00
0.0104
N
C000017196
500.00
5562468.14
5562816.8000
0.9999
0.9999
0.9999
0.9999
129047.35
781117.80
36866.16
80856.95
31840.45
9718.33
53957.42
64949.04
251711.38
936642.12
0.0104
N
C000017191
500.00
2120536.16
2120648.3600
0.9999
0.9999
0.9999
0.9999
2936.00
10469.55
9795.52
208866.17
1280.00
0.00
21038.13
38807.57
35049.65
258143.29
0.0104
N
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 30601WB24 DCP 02/02/2018
30601WB24
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-02-02
2018-02-02
2018-02-02
N
Y
BANK OF MONTREAL
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0150
1749856.31
1749856.31
0.0022
N
N
Y
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UBS8 DCP 02/26/2018
53127UBS8
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-02-26
2018-02-26
2018-02-26
N
Y
BANK OF NOVA SCOTIA/THE
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0153
2547125.13
2547125.13
0.0032
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UCC2 DCP 03/12/2018
53127UCC2
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-03-12
2018-03-12
2018-03-12
N
Y
BANK OF NOVA SCOTIA/THE
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0162
4242397.18
4242397.18
0.0053
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UCF5 DCP 03/15/2018
53127UCF5
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-03-15
2018-03-15
2018-03-15
N
Y
BANK OF NOVA SCOTIA/THE
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0172
4690911.14
4690911.14
0.0059
N
N
N
N
N/A
CORPORATE ASSET FUNDING CO INC
CORPORATE ASSET FUNDING CO IN 1247P3BP6 DCP 02/23/2018
1247P3BP6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-02-23
2018-02-23
2018-02-23
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0153
3996136.00
3996136.00
0.0050
N
N
N
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619UBL4 DCP 02/20/2018
12619UBL4
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-02-20
2018-02-20
2018-02-20
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0151
3996637.60
3996637.60
0.0050
N
N
N
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619UB26 DCP 02/02/2018
12619UB26
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-02-02
2018-02-02
2018-02-02
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0146
2699783.73
2699783.73
0.0034
N
N
Y
N
N/A
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION 04821UBF8 DCP 02/15/2018
04821UBF8
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-02-15
2018-02-15
2018-02-15
N
Y
CREDIT AGRICOLE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0155
3997483.20
3997483.20
0.0050
N
N
N
N
N/A
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R1B87 DCP 02/08/2018
7588R1B87
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-02-08
2018-02-08
2018-02-08
N
Y
HSBC Bank PLC
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0153
4748423.95
4748423.95
0.0060
N
N
N
N
N/A
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R1B79 DCP 02/07/2018
7588R1B79
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-02-07
2018-02-07
2018-02-07
N
Y
HSBC Bank PLC
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0153
7997682.40
7997682.40
0.0101
N
N
Y
N
N/A
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963UCG9 DCP 03/16/2018
15963UCG9
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-03-16
2018-03-16
2018-03-16
N
Y
JP Morgan Chase Bank
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0146
3992070.40
3992070.40
0.0050
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
Fitch
F1+
2018-02-26
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
8002544.08
8002544.08
0.0101
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAP 19422GDQ4 DCP 04/24/2018
19422GDQ4
NA
Asset Backed Commercial Paper
Y
S&P
A-1
Fitch
F1+
2018-04-24
2018-04-24
2018-04-24
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0178
3983824.40
3983824.40
0.0050
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAP 01.7675 04/19/2018
19423CEG3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-02-20
2018-04-19
2018-04-19
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0177
8003352.08
8003352.08
0.0101
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
3495049.60
3495049.60
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
2783648.44
2783648.44
0.0035
N
N
N
N
N/A
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646LB90 DCP 02/09/2018
92646LB90
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-02-09
2018-02-09
2018-02-09
N
Y
Bank of Tokyo-Mitsubishi UFJ Ltd/The
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0155
3998542.00
3998542.00
0.0050
N
N
N
N
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
2072039.17
2072039.17
0.0026
N
N
N
N
N/A
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 01.4661 11/05/2018
07644DEN4
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
2018-02-05
2018-11-05
2018-11-05
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0147
7497022.50
7497022.50
0.0095
N
N
N
N
N/A
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983UCK7 DCP 03/19/2018
67983UCK7
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-19
2018-03-19
2018-03-19
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0161
7982964.80
7982964.80
0.0101
N
N
N
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88603GJG6 DCP 04/26/2018
88603GJG6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-04-26
2018-04-26
2018-04-26
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0176
7966717.60
7966717.60
0.0100
N
N
N
N
N/A
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MCC4 DCP 03/12/2018
56274MCC4
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-03-12
2018-03-12
2018-03-12
N
Y
Sumitomo Mitsui Banking Corp
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0166
5240590.95
5240590.95
0.0066
N
N
N
N
N/A
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MBL5 DCP 02/20/2018
56274MBL5
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-02-20
2018-02-20
2018-02-20
N
Y
Sumitomo Mitsui Banking Corp
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0155
3247233.93
3247233.93
0.0041
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
NR
2018-02-12
2018-02-12
2018-02-12
N
N
N
0.0135
11499994.20
11499994.20
0.0145
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 01.3900 02/01/2018
06053PXW2
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0145
9750000.10
9750000.10
0.0123
N
Y
Y
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 01.4500 04/04/2018
06053PYZ4
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0171
3499365.45
3499365.45
0.0044
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.7325 07/09/2018
06371EQE0
US06371EQE04
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-02-09
2018-07-09
2018-07-09
N
N
N
0.0173
8499966.00
8499966.00
0.0107
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.7538 07/12/2018
06371EEU7
US06371EEU73
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-02-12
2018-07-12
2018-07-12
N
N
N
0.0175
4000280.04
4000280.04
0.0050
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL/CHICAGO IL 01.3900 02/05/2018
06371ETP2
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-02-05
2018-02-05
2018-02-05
N
N
N
0.0139
9499984.80
9499984.80
0.0120
N
N
Y
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 01.7350 06/07/2018
06417GYC6
US06417GYC67
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-02-07
2018-06-07
2018-06-07
N
N
N
0.0174
4500531.05
4500531.05
0.0057
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 02.0578 02/02/2018
13606BCA2
US13606BCA26
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0206
8500306.09
8500306.09
0.0107
N
N
Y
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 01.8069 12/28/2018
13606BQR0
US13606BQR05
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-02-28
2018-12-28
2018-12-28
N
N
N
0.0181
6500156.00
6500156.00
0.0082
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 01.5000 02/20/2018
17305TTD4
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0150
7999967.20
7999967.20
0.0101
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 01.7100 04/16/2018
17305TVP4
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-04-16
2018-04-16
2018-04-16
N
N
N
0.0171
7999972.80
7999972.80
0.0101
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
2018-02-02
2018-05-02
2018-05-02
N
N
N
0.0117
4001396.04
4001396.04
0.0050
N
N
N
N
N/A
MIZUHO BANK LTD/NY
MIZUHO BANK LTD/NY 01.7461 04/18/2018
60700AKD5
US60700AKD53
Certificate of Deposit
Y
Moody's
P-1
Fitch
F1
2018-02-20
2018-04-18
2018-04-18
N
N
N
0.0175
4751781.30
4751781.30
0.0060
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 01.6795 04/03/2018
21684B3G7
US21684B3G79
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-02-05
2018-04-03
2018-04-03
N
N
N
0.0166
8001744.08
8001744.08
0.0101
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY USD 01.7000 03/09/2018
78009NZZ2
US78009NZZ22
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-03-09
2018-03-09
2018-03-09
N
N
N
0.0150
4000543.64
4000543.64
0.0050
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 01.7850 12/07/2018
78009N5B8
US78009N5B87
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-07
2018-12-07
2018-12-07
N
N
N
0.0179
2999949.03
2999949.03
0.0038
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAVISKA ENSKILDA BANKEN 01.3800 03/14/2018
83050FZA2
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2018-03-14
2018-03-14
2018-03-14
N
N
N
0.0156
1999776.80
1999776.80
0.0025
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAVISKA ENSKILDA BANKEN 01.5300 02/13/2018
83050FD81
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2018-02-13
2018-02-13
2018-02-13
N
N
N
0.0153
1750080.34
1750080.34
0.0022
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAV ENSKILDA BK NY 01.7038 07/10/2018
83050FF30
US83050FF300
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2018-02-12
2018-07-10
2018-07-10
N
N
N
0.0170
6000744.06
6000744.06
0.0076
N
N
N
N
N/A
STATE STREET BANK & TRUST CO
STATE STREET BANK & TRUST CO 01.4000 02/09/2018
8574P1LD6
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-09
2018-02-09
2018-02-09
N
N
N
0.0140
7749985.28
7749985.28
0.0098
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY 01.7550 05/08/2018
86563YX81
US86563YX816
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-02-08
2018-05-08
2018-05-08
N
N
N
0.0176
7501912.58
7501912.58
0.0095
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.7396 09/06/2018
86958JWM7
US86958JWM79
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-02-06
2018-09-06
2018-09-06
N
N
N
0.0172
5498999.00
5498999.00
0.0069
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY USD 01.9895 02/15/2018
86958JJM2
US86958JJM27
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-02-15
2018-02-15
2018-02-15
N
N
N
0.0199
8251889.33
8251889.33
0.0104
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 01.8812 03/20/2018
89113WZN9
US89113WZN90
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-02-20
2018-03-20
2018-03-20
N
N
N
0.0188
9004473.09
9004473.09
0.0114
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
7999687.20
7999687.20
0.0101
N
N
N
N
N/A
US BANK NA/CINCINNATI OH
US BANK NA/CINCINNATI OH 01.7001 07/23/2018
90333VVW7
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-23
2018-07-23
2018-07-23
N
N
N
0.0170
7999664.00
7999664.00
0.0101
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.6750 02/07/2018
94989RPF9
US94989RPF90
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0168
5750281.81
5750281.81
0.0072
N
N
Y
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.8061 11/16/2018
94989RRQ3
US94989RRQ38
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-20
2018-11-16
2018-11-16
N
N
N
0.0181
7001127.07
7001127.07
0.0088
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.7795 11/15/2018
94989RTC2
US94989RTC24
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-16
2018-11-15
2018-11-15
N
N
N
0.0178
2499812.50
2499812.50
0.0032
N
N
N
N
N/A
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP/NY 01.6600 02/20/2018
96121T5F1
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0152
7000610.47
7000610.47
0.0088
N
N
N
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084CDJ8 DCP 04/18/2018
00084CDJ8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
WD
2018-04-18
2018-04-18
2018-04-18
N
N
N
0.0173
3985412.80
3985412.80
0.0050
N
N
N
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084CBD3 DCP 02/13/2018
00084CBD3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
WD
2018-02-13
2018-02-13
2018-02-13
N
N
N
0.0155
3997800.00
3997800.00
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
7994894.40
7994894.40
0.0101
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
3984107.20
3984107.20
0.0050
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 01.4968 08/29/2018
05253MJE5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-02-28
2018-08-29
2018-08-29
N
N
N
0.0150
7999120.00
7999120.00
0.0101
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253CCC8 DCP 03/12/2018
05253CCC8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-12
2018-03-12
2018-03-12
N
N
N
0.0159
3089979.29
3089979.29
0.0039
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
NR
2018-02-21
2018-06-21
2018-06-21
N
N
N
0.0140
8001336.08
8001336.08
0.0101
N
N
N
N
N/A
BANK OF TOKYO-MITSUBISHI UFJ LTD/NEW YORK NY
BANK OF TOKYO-MITSUBISHI UFJ 06538CC90 DCP 03/09/2018
06538CC90
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-03-09
2018-03-09
2018-03-09
N
N
N
0.0167
3993451.20
3993451.20
0.0050
N
N
N
N
N/A
BPCE SA
BPCE SA 05571CB59 DCP 02/05/2018
05571CB59
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-02-05
2018-02-05
2018-02-05
N
N
N
0.0143
7998394.40
7998394.40
0.0101
N
N
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
NR
2018-02-20
2018-02-20
2018-02-20
N
N
N
0.0143
6544712.71
6544712.71
0.0082
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+
2018-03-15
2018-02-15
2018-02-15
N
N
N
0.0119
9001980.09
9001980.09
0.0113
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 01.4461 11/09/2018
20272AZC3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-02-09
2018-11-09
2018-11-09
N
N
N
0.0145
7998624.00
7998624.00
0.0101
N
N
N
N
N/A
DANSKE CORP
DANSKE CORP 2363F7D47 DCP 04/04/2018
2363F7D47
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-04-04
2018-04-04
2018-04-04
N
N
N
0.0161
8340875.34
8340875.34
0.0105
N
N
N
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
2018-02-19
2018-03-19
2018-03-19
N
N
N
0.0133
8251658.33
8251658.33
0.0104
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA - 07/30/2018 01.7278 07/30/2018
2332K4HA5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-02-28
2018-07-30
2018-07-30
N
N
N
0.0173
7749147.50
7749147.50
0.0098
N
N
N
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
NR
2018-02-13
2018-04-13
2018-04-13
N
N
N
0.0127
8004272.08
8004272.08
0.0101
N
N
N
N
N/A
HSBC BANK PLC
HSBC BANK PLC - 11/05/2018 01.4421 11/05/2018
40433FKC2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-02-05
2018-11-05
2018-11-05
N
N
N
0.0144
3750176.29
3750176.29
0.0047
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
7992510.40
7992510.40
0.0101
N
N
N
N
N/A
MIZUHO BANK LTD/NY
MIZUHO BANK LTD/NY 60689GB96 DCP 02/09/2018
60689GB96
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
0.0154
3498731.25
3498731.25
0.0044
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 63254FEQ6 DCP 05/24/2018
63254FEQ6
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-05-24
2018-05-24
2018-05-24
N
N
N
0.0154
1292805.93
1292805.93
0.0016
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 01.6638 02/12/2018
63254GES0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-02-12
2018-02-12
2018-02-12
N
N
N
0.0166
4750365.80
4750365.80
0.0060
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 01.7347 08/01/2018
63254GGG4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-03-01
2018-08-01
2018-08-01
N
N
N
0.0173
7999888.00
7999888.00
0.0101
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307MBF5 DCP 02/15/2018
63307MBF5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-02-15
2018-02-15
2018-02-15
N
N
N
0.0143
3997533.20
3997533.20
0.0050
N
N
N
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E1EE7 DCP 05/14/2018
6385E1EE7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-05-14
2018-05-14
2018-05-14
N
N
N
0.0179
3978839.20
3978839.20
0.0050
N
N
N
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
NR
2018-04-09
2018-04-09
2018-04-09
N
N
N
0.0142
11715133.00
11715133.00
0.0148
N
N
N
N
N/A
NORDEA BANK AB
NORDEA BANK AB 65558GBP7 DCP 02/23/2018
65558GBP7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-02-23
2018-02-23
2018-02-23
N
N
N
0.0151
5994457.20
5994457.20
0.0076
N
N
N
N
N/A
NRW BANK
NRW BANK 62939MC54 DCP 03/05/2018
62939MC54
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-05
2018-03-05
2018-03-05
N
N
N
0.0155
3994250.80
3994250.80
0.0050
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050UB15 DCP 02/01/2018
83050UB15
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0145
1999923.80
1999923.80
0.0025
N
Y
Y
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050UGH5 DCP 07/17/2018
83050UGH5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-07-17
2018-07-17
2018-07-17
N
N
N
0.0174
1719732.00
1719732.00
0.0022
N
N
N
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 83369CC51 DCP 03/05/2018
83369CC51
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-03-05
2018-03-05
2018-03-05
N
N
N
0.0173
3994335.20
3994335.20
0.0050
N
N
N
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
0.0142
5797871.40
5797871.40
0.0073
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
2728687.50
2728687.50
0.0034
N
N
N
N
N/A
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 86960KBG6 DCP 02/16/2018
86960KBG6
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
0.0139
1499011.95
1499011.95
0.0019
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
NR
2018-02-02
2018-02-02
2018-02-02
N
N
N
0.0142
6999454.70
6999454.70
0.0088
N
N
Y
N
N/A
SWEDBANK AB
SWEDBANK AB 87019SC77 DCP 03/07/2018
87019SC77
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-03-07
2018-03-07
2018-03-07
N
N
N
0.0159
7539467.00
7539467.00
0.0095
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
2493839.25
2493839.25
0.0031
N
N
N
N
N/A
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 01.8038 01/11/2019
89120DCQ0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-02-12
2019-01-11
2019-01-11
N
N
N
0.0180
4499694.00
4499694.00
0.0057
N
N
N
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
Fitch
F1+
2018-02-07
2018-03-07
2018-03-07
N
N
N
0.0138
5001140.05
5001140.05
0.0063
N
N
N
N
N/A
UBS AG/LONDON
UBS AG/LONDON - 07/25/2018 01.7714 07/25/2018
90276JCZ7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-02-26
2018-07-25
2018-07-25
N
N
N
0.0177
7750372.08
7750372.08
0.0098
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
2018-02-02
2018-03-02
2018-03-02
N
N
N
0.0117
5001765.05
5001765.05
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
2018-02-05
2018-10-05
2018-10-05
N
N
N
0.0143
6999146.00
6999146.00
0.0088
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 01.7850 01/03/2019
9612C4XX4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-02-05
2019-01-03
2019-01-03
N
N
N
0.0179
4999135.00
4999135.00
0.0063
N
N
N
N
N/A
BNP PARIBAS/CAYMAN ISLANDS
BNP PARIBAS/CAYMAN ISLANDS 01.4300 02/07/2018
99GW529N7
NA
Non-Negotiable Time Deposit
Y
Moody's
WR
S&P
A-1
Fitch
NR
2018-02-07
2018-02-07
2018-02-07
N
N
N
0.0143
8000000.00
8000000.00
0.0101
N
N
Y
N
N/A
ING BANK NV
ING BANK NV - 02/06/2018 01.4600 02/06/2018
99HB159G4
NA
Non-Negotiable Time Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-02-06
2018-02-06
2018-02-06
N
N
N
0.0146
16000000.00
16000000.00
0.0202
N
N
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 1.32 02/01/2018
TRIPARTY1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLB
2021-01-26
2.3000%
1290697.67
1287542.64
Agency Mortgage-Backed Securities
U.S. TREASURY
2019-08-31
1.6250%
2534511.63
2534494.12
U.S. Treasuries (including strips)
U.S. TREASURY
2025-01-15
0.2500%
9592058.14
9772984.49
U.S. Treasuries (including strips)
U.S. TREASURY
2018-08-15
4.0000%
50697.67
52246.85
U.S. Treasuries (including strips)
U.S. TREASURY
2019-01-15
2.1250%
592697.67
696175.88
U.S. Treasuries (including strips)
U.S. TREASURY
2020-06-30
1.6250%
6131604.65
6056563.47
U.S. Treasuries (including strips)
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0132
20000000.00
20000000.00
0.0252
N
Y
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 1.33 02/01/2018
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
U.S. TREASURY
2024-07-31
2.1250%
42067681.51
40784196.54
U.S. Treasuries (including strips)
U.S. TREASURY
2026-05-15
1.6250%
37585922.96
34695809.49
U.S. Treasuries (including strips)
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0133
74000000.00
74000000.00
0.0933
N
Y
Y
N
N/A
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 1.3 02/01/2018
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2036-01-01
5.5000%
10000000.00
3589921.03
Agency Mortgage-Backed Securities
FMAC
2042-12-01
3.5000%
2594470.00
1339208.20
Agency Mortgage-Backed Securities
FMAC
2028-07-01
3.0000%
129400.00
65454.05
Agency Mortgage-Backed Securities
FMAC
2035-03-01
5.5000%
922023.00
28624.72
Agency Mortgage-Backed Securities
FMAC
2044-03-01
2.8050%
28982760.00
8548291.48
Agency Mortgage-Backed Securities
FMAC
2028-05-01
3.0000%
135684.00
45593.61
Agency Mortgage-Backed Securities
FMAC
2028-12-01
4.0000%
1721610.00
1205984.53
Agency Mortgage-Backed Securities
FMAC
2047-09-01
3.0000%
5570432.00
5378744.90
Agency Mortgage-Backed Securities
FMAC
2046-01-01
4.0000%
11496.00
8446.91
Agency Mortgage-Backed Securities
FMAC
2047-11-01
4.0000%
1442950.00
1510885.67
Agency Mortgage-Backed Securities
FMAC
2044-08-01
4.5000%
178000.00
114244.42
Agency Mortgage-Backed Securities
FNMA
2033-03-01
4.8250%
3346644.00
16906.04
Agency Mortgage-Backed Securities
FNMA
2025-04-01
5.0000%
1875000.00
68803.95
Agency Mortgage-Backed Securities
FNMA
2036-06-01
4.5000%
1795624.00
181076.07
Agency Mortgage-Backed Securities
FNMA
2032-01-01
4.0000%
842000.00
249315.44
Agency Mortgage-Backed Securities
FNMA
2026-02-01
3.5000%
48274752.00
17231077.26
Agency Mortgage-Backed Securities
FNMA
2043-09-01
4.0000%
61491.00
43570.15
Agency Mortgage-Backed Securities
FNMA
2031-08-01
2.5000%
18000.00
15037.60
Agency Mortgage-Backed Securities
FNMA
2028-06-01
2.5000%
23548.00
11295.06
Agency Mortgage-Backed Securities
FNMA
2029-08-01
3.5000%
440409.00
279995.10
Agency Mortgage-Backed Securities
FNMA
2045-01-01
3.5000%
12161.00
5770.67
Agency Mortgage-Backed Securities
FNMA
2036-01-01
5.0000%
1000000.00
313775.45
Agency Mortgage-Backed Securities
FNMA
2046-10-01
3.0000%
862641.00
788142.63
Agency Mortgage-Backed Securities
FNMA
2047-03-01
4.0000%
3286508.00
3300746.61
Agency Mortgage-Backed Securities
FNMA
2047-08-01
4.0000%
9099888.00
9431215.98
Agency Mortgage-Backed Securities
FNMA
2036-10-01
6.0000%
3000000.00
275790.93
Agency Mortgage-Backed Securities
FNMA
2040-04-01
4.5000%
615172.00
213069.88
Agency Mortgage-Backed Securities
FNMA
2039-02-01
4.0000%
2465672.00
940955.90
Agency Mortgage-Backed Securities
FNMA
2025-11-01
4.0000%
1795428.00
116949.78
Agency Mortgage-Backed Securities
FNMA
2025-12-01
3.5000%
617877.00
133608.60
Agency Mortgage-Backed Securities
FNMA
2042-10-01
3.0000%
6700000.00
4700992.79
Agency Mortgage-Backed Securities
FNMA
2027-12-01
2.0000%
18500000.00
9133004.04
Agency Mortgage-Backed Securities
FNMA
2039-10-01
5.5000%
1435522.00
573952.04
Agency Mortgage-Backed Securities
FNMA
2023-08-01
2.0000%
700000.00
264554.35
Agency Mortgage-Backed Securities
FNMA
2044-11-01
4.0000%
50000.00
41491.50
Agency Mortgage-Backed Securities
FNMA
2048-01-01
3.5000%
192600.00
195538.19
Agency Mortgage-Backed Securities
FNMA
2040-10-01
3.5650%
20186528.00
2028428.13
Agency Mortgage-Backed Securities
FNMA
2040-11-01
3.6750%
25226560.00
3089536.33
Agency Mortgage-Backed Securities
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0130
74000000.00
74000000.00
0.0933
N
Y
Y
N
N/A
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 1.36 02/01/2018
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2029-03-01
2.5000%
8023453.01
4417030.16
Agency Mortgage-Backed Securities
FMAC
2047-07-01
3.5000%
9469441.64
9281846.61
Agency Mortgage-Backed Securities
FMAC
2047-11-01
4.5000%
8823008.89
9387928.32
Agency Mortgage-Backed Securities
FNMA
2046-08-01
3.0000%
10493591.86
9434153.40
Agency Mortgage-Backed Securities
FNMA
2047-03-01
4.0000%
9511013.68
8997483.32
Agency Mortgage-Backed Securities
FNMA
2048-02-01
4.0000%
8821385.32
9128310.72
Agency Mortgage-Backed Securities
FNMA
2048-02-01
4.0000%
8789331.38
9095141.52
Agency Mortgage-Backed Securities
FNMA
2045-12-01
3.5000%
7159471.10
7159311.53
Agency Mortgage-Backed Securities
FNMA
2047-12-01
4.5000%
8275463.34
8913354.50
Agency Mortgage-Backed Securities
Y
2018-02-01
2018-02-01
2018-02-01
N
N
N
0.0136
74328000.00
74328000.00
0.0937
N
Y
Y
N
N/A
Putnam Money Market Fund
2018-02-06
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer