0000928816-18-000525.txt : 20180307
0000928816-18-000525.hdr.sgml : 20180307
20180307091116
ACCESSION NUMBER: 0000928816-18-000525
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20180228
FILED AS OF DATE: 20180307
DATE AS OF CHANGE: 20180307
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: 18672022
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 T1 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
2018-02-28
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
64
247537892.88
222138484.58
263217597.88
237327434.14
341831893.29
328630097.70
343261085.68
332752023.13
0.00
0.3072
0.2765
0.3193
0.2885
0.4243
0.4091
0.4164
0.4044
0.00
821487384.24
821514573.80
27735449.90
28671288.34
820578735.36
820605920.3900
1.0000
0.0162
0.9999
0.9999
0.9999
0.9999
C000017192
500.00
750853815.37
750878020.2500
0.9999
0.9999
0.9999
0.9999
10737127.82
5877393.73
11566291.38
8114771.50
14737265.77
6062550.48
3434991.02
3428918.26
36285066.39
19411974.38
0.0110
N
C000017193
500.00
7697801.40
7698061.7100
0.9999
0.9999
0.9999
0.9999
29367.79
87812.11
153656.86
453861.15
48457.92
51463.28
39013.50
125841.86
257574.29
694166.02
0.0110
N
C000017194
500.00
27679127.03
27680406.8800
0.9999
0.9999
0.9999
0.9999
151525.17
864866.95
2668483.76
268935.63
9235410.80
1445108.43
1501860.86
614323.90
13474085.96
2792277.04
0.0110
N
C000017195
500.00
26955763.33
26956872.7900
0.9999
0.9999
0.9999
0.9999
312705.01
534769.81
864487.10
442575.64
1754799.82
571101.59
704992.65
389376.61
3445911.67
1582495.85
0.0110
N
C000017196
500.00
5308056.30
5308310.7700
0.9999
0.9999
0.9998
0.9999
67132.45
46228.04
388967.23
78245.10
11639.39
646149.16
46353.57
2333.85
496671.77
771377.19
0.0110
N
C000017191
500.00
2084171.93
2084247.9900
0.9999
0.9999
0.9999
0.9999
19752.15
689.68
19104.49
61502.98
1490.00
7000.00
3510.00
6979.68
41654.41
76170.31
0.0110
N
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 30601WEG0 DCP 05/16/2018
30601WEG0
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-05-16
2018-05-16
2018-05-16
N
Y
BANK OF MONTREAL
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0180
11202163.80
11202163.80
0.0137
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
4247819.75
4247819.75
0.0052
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
4696964.74
4696964.74
0.0057
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UFL9 DCP 06/20/2018
53127UFL9
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-06-20
2018-06-20
2018-06-20
N
Y
BANK OF NOVA SCOTIA/THE
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0208
2980549.32
2980549.32
0.0036
N
N
N
N
N/A
CHARTA LLC
CHARTA LLC 16115WE45 DCP 05/04/2018
16115WE45
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-05-04
2018-05-04
2018-05-04
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0182
3986299.60
3986299.60
0.0049
N
N
N
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619UEA5 DCP 05/10/2018
12619UEA5
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-05-10
2018-05-10
2018-05-10
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0180
3984829.60
3984829.60
0.0049
N
N
N
N
N/A
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION 04821UFB3 DCP 06/11/2018
04821UFB3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-06-11
2018-06-11
2018-06-11
N
Y
CREDIT AGRICOLE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0194
3230630.98
3230630.98
0.0039
N
N
N
N
N/A
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION 04821UC26 DCP 03/02/2018
04821UC26
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-03-02
2018-03-02
2018-03-02
N
Y
CREDIT AGRICOLE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0158
4749620.95
4749620.95
0.0058
N
N
Y
N
N/A
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R1C78 DCP 03/07/2018
7588R1C78
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-03-07
2018-03-07
2018-03-07
N
Y
HSBC Bank PLC
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0153
7497783.00
7497783.00
0.0091
N
N
Y
N
N/A
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R1C86 DCP 03/08/2018
7588R1C86
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-03-08
2018-03-08
2018-03-08
N
Y
HSBC Bank PLC
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0153
4748391.18
4748391.18
0.0058
N
N
N
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
3997228.40
3997228.40
0.0049
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+
2018-03-26
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
8002736.08
8002736.08
0.0098
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
Moody's
P-1
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
3988859.60
3988859.60
0.0049
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+
2018-03-19
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
8003056.08
8003056.08
0.0098
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
3499283.90
3499283.90
0.0043
N
N
Y
N
N/A
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157UC24 DCP 03/02/2018
59157UC24
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
2018-03-02
2018-03-02
2018-03-02
N
Y
Metlife Life Insurance Co
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0148
1749857.90
1749857.90
0.0021
N
N
Y
N
N/A
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646LEE6 DCP 05/14/2018
92646LEE6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-05-14
2018-05-14
2018-05-14
N
Y
Bank of Tokyo-Mitsubishi UFJ Ltd/The
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0189
3983666.80
3983666.80
0.0049
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
2073462.88
2073462.88
0.0025
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+
2018-03-05
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
7498357.50
7498357.50
0.0091
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
7993282.40
7993282.40
0.0097
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
7976769.60
7976769.60
0.0097
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
5247331.43
5247331.43
0.0064
N
N
N
N
N/A
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MCG5 DCP 03/16/2018
56274MCG5
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
Sumitomo Mitsui Banking Corp
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0164
3247755.32
3247755.32
0.0040
N
N
N
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
3499280.40
3499280.40
0.0043
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 01.6795 05/15/2018
06050FCS9
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-03-15
2018-05-15
2018-05-15
N
N
N
0.0168
5001160.05
5001160.05
0.0061
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 01.7608 08/21/2018
06053PE86
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-03-12
2018-08-21
2018-08-21
N
N
N
0.0176
7998992.00
7998992.00
0.0097
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.7593 07/09/2018
06371EQE0
US06371EQE04
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-03-09
2018-07-09
2018-07-09
N
N
N
0.0176
8500357.09
8500357.09
0.0104
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.7808 07/12/2018
06371EEU7
US06371EEU73
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-03-12
2018-07-12
2018-07-12
N
N
N
0.0178
4000356.04
4000356.04
0.0049
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 01.7601 06/07/2018
06417GYC6
US06417GYC67
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-03-07
2018-06-07
2018-06-07
N
N
N
0.0176
4501255.55
4501255.55
0.0055
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 01.8880 12/28/2018
13606BQR0
US13606BQR05
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-03-28
2018-12-28
2018-12-28
N
N
N
0.0189
6499025.00
6499025.00
0.0079
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
7999656.80
7999656.80
0.0097
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
F1+
2018-03-02
2018-05-02
2018-05-02
N
N
N
0.0117
4001600.04
4001600.04
0.0049
N
N
N
N
N/A
LLOYDS BANK PLC/NEW YORK NY
LLOYDS BANK PLC NY 01.8008 08/13/2018
53943NV62
US53943NV626
Certificate of Deposit
Y
Moody's
P-1
S&P
NR
Fitch
F1
2018-03-12
2018-08-13
2018-08-13
N
N
N
0.0180
8000968.08
8000968.08
0.0098
N
N
N
N
N/A
MITSUBISHI UFJ TRUST & BANKING CORP/NY
MITSUBISHI UFJ TR&BK NY 01.8956 08/22/2018
60683BFB4
US60683BFB45
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-03-22
2018-08-22
2018-08-22
N
N
N
0.0190
7002457.07
7002457.07
0.0085
N
N
N
N
N/A
MIZUHO BANK LTD/NY
MIZUHO BANK LTD/NY 01.7838 04/18/2018
60700AKD5
US60700AKD53
Certificate of Deposit
Y
Moody's
P-1
Fitch
F1
2018-03-19
2018-04-18
2018-04-18
N
N
N
0.0178
4751672.05
4751672.05
0.0058
N
N
N
N
N/A
NATIONAL BANK OF CANADA/NEW YORK NY
NATIONAL BANK CANADA NY 01.7032 04/13/2018
63307UMQ1
US63307UMQ12
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-03-13
2018-04-13
2018-04-13
N
N
N
0.0170
2852730.14
2852730.14
0.0035
N
N
N
N
N/A
NORDEA BANK AB/NEW YORK NY
NORDEA BANK AB/NEW YORK NY 02.1700 08/27/2018
65590ASS6
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
2018-08-27
2018-08-27
2018-08-27
N
N
N
0.0217
7999599.20
7999599.20
0.0097
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+
2018-03-05
2018-04-03
2018-04-03
N
N
N
0.0168
8001824.08
8001824.08
0.0098
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY USD 01.7595 05/03/2018
21684BT95
US21684BT954
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-03-05
2018-05-03
2018-05-03
N
N
N
0.0176
7202872.87
7202872.87
0.0088
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
4000104.04
4000104.04
0.0049
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 01.8101 12/07/2018
78009N5B8
US78009N5B87
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-07
2018-12-07
2018-12-07
N
N
N
0.0181
2999451.00
2999451.00
0.0037
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
0.0152
5424830.74
5424830.74
0.0066
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAV ENSKILDA BK NY 01.7308 07/10/2018
83050FF30
US83050FF300
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
2018-03-12
2018-07-10
2018-07-10
N
N
N
0.0173
6000114.06
6000114.06
0.0073
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY 01.7793 05/08/2018
86563YX81
US86563YX816
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-03-08
2018-05-08
2018-05-08
N
N
N
0.0178
7503210.08
7503210.08
0.0091
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
2018-03-06
2018-09-06
2018-09-06
N
N
N
0.0174
5498531.50
5498531.50
0.0067
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.8201 05/02/2018
86958JSE0
US86958JSE00
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-03-02
2018-05-02
2018-05-02
N
N
N
0.0173
8002656.08
8002656.08
0.0098
N
N
N
N
N/A
SWEDBANK AB/NEW YORK
SWEDBANK (NEW YORK) 01.7796 11/06/2018
87019VCW5
US87019VCW54
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-06
2018-11-06
2018-11-06
N
N
N
0.0178
6998250.00
6998250.00
0.0085
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 01.9138 03/20/2018
89113WZN9
US89113WZN90
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-03-20
2018-03-20
2018-03-20
N
N
N
0.0191
9002196.09
9002196.09
0.0110
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
7999692.80
7999692.80
0.0097
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+
2018-03-22
2018-07-23
2018-07-23
N
N
N
0.0170
7999752.00
7999752.00
0.0097
N
N
N
N
N/A
US BANK NA/CINCINNATI OH
US BANK NA/CINCINNATI OH 01.6412 03/20/2018
90333VUP3
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
0.0164
1800199.82
1800199.82
0.0022
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.8438 11/16/2018
94989RRQ3
US94989RRQ38
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-03-19
2018-11-16
2018-11-16
N
N
N
0.0184
7000238.07
7000238.07
0.0085
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.8081 11/15/2018
94989RTC2
US94989RTC24
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-03-16
2018-11-15
2018-11-15
N
N
N
0.0181
2499550.00
2499550.00
0.0030
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.7701 08/07/2018
94989RZD3
US94989RZD33
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-03-07
2018-08-07
2018-08-07
N
N
N
0.0177
3999928.00
3999928.00
0.0049
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
3990412.40
3990412.40
0.0049
N
N
N
N
N/A
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084CC83 DCP 03/08/2018
00084CC83
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
WD
2018-03-08
2018-03-08
2018-03-08
N
N
N
0.0157
3498790.40
3498790.40
0.0043
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
3987953.20
3987953.20
0.0049
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+
2018-04-03
2018-08-29
2018-08-29
N
N
N
0.0150
7998472.00
7998472.00
0.0097
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
3093502.02
3093502.02
0.0038
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
2018-03-21
2018-06-21
2018-06-21
N
N
N
0.0140
8001304.08
8001304.08
0.0098
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
3998520.00
3998520.00
0.0049
N
N
N
N
N/A
BPCE SA
BPCE SA 05571CC66 DCP 03/06/2018
05571CC66
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-03-06
2018-03-06
2018-03-06
N
N
N
0.0143
7998081.60
7998081.60
0.0097
N
N
Y
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COM 01.7996 11/05/2018
13608CEG3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-03-05
2018-11-05
2018-11-05
N
N
N
0.0180
5399076.60
5399076.60
0.0066
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
F1+
2018-03-09
2018-11-09
2018-11-09
N
N
N
0.0145
7997632.00
7997632.00
0.0097
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 01.8515 04/13/2018
20272AWS1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-04-13
2018-04-13
2018-04-13
N
N
N
0.0185
4001428.04
4001428.04
0.0049
N
N
N
N
N/A
CREDIT SUISSE AG/NEW YORK NY
CREDIT SUISSE AG/NEW YORK NY 2254EBFM8 DCP 06/21/2018
2254EBFM8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-06-21
2018-06-21
2018-06-21
N
N
N
0.0207
3973306.80
3973306.80
0.0048
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
8351150.07
8351150.07
0.0102
N
N
N
N
N/A
DANSKE CORP
DANSKE CORP 2363F7E79 DCP 05/07/2018
2363F7E79
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-05-07
2018-05-07
2018-05-07
N
N
N
0.0180
7472998.50
7472998.50
0.0091
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
2018-03-19
2018-03-19
2018-03-19
N
N
N
0.0133
8250957.08
8250957.08
0.0101
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
2018-04-03
2018-07-30
2018-07-30
N
N
N
0.0173
7749635.75
7749635.75
0.0094
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
2018-03-13
2018-04-13
2018-04-13
N
N
N
0.0127
8003616.08
8003616.08
0.0098
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
2018-03-05
2018-11-05
2018-11-05
N
N
N
0.0144
3749190.00
3749190.00
0.0046
N
N
N
N
N/A
MIZUHO BANK LTD/NY
MIZUHO BANK LTD/NY 60689GC95 DCP 03/09/2018
60689GC95
NA
Financial Company Commercial Paper
Y
Moody's
P-1
Fitch
F1
2018-03-09
2018-03-09
2018-03-09
N
N
N
0.0154
3248813.75
3248813.75
0.0040
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
F1+
2018-05-24
2018-05-24
2018-05-24
N
N
N
0.0154
1293993.09
1293993.09
0.0016
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
F1+
2018-03-01
2018-08-01
2018-08-01
N
N
N
0.0173
11999136.00
11999136.00
0.0146
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 01.9247 03/01/2018
63254GDW2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0192
3250045.53
3250045.53
0.0040
N
Y
Y
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307MDD8 DCP 04/13/2018
63307MDD8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-04-13
2018-04-13
2018-04-13
N
N
N
0.0176
997925.90
997925.90
0.0012
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307MDL0 DCP 04/20/2018
63307MDL0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-04-20
2018-04-20
2018-04-20
N
N
N
0.0183
1745745.75
1745745.75
0.0021
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
3983625.20
3983625.20
0.0049
N
N
N
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E1C58 DCP 03/05/2018
6385E1C58
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
0.0148
2749411.78
2749411.78
0.0034
N
N
Y
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E1C25 DCP 03/02/2018
6385E1C25
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-03-02
2018-03-02
2018-03-02
N
N
N
0.0152
1499872.95
1499872.95
0.0018
N
N
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
NR
2018-04-09
2018-04-09
2018-04-09
N
N
N
0.0142
11729110.80
11729110.80
0.0143
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
3999190.40
3999190.40
0.0049
N
N
Y
N
N/A
NRW BANK
NRW BANK 62939ME29 DCP 05/02/2018
62939ME29
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-05-02
2018-05-02
2018-05-02
N
N
N
0.0177
3987155.20
3987155.20
0.0049
N
N
N
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
1721213.34
1721213.34
0.0021
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
3999155.20
3999155.20
0.0049
N
N
Y
N
N/A
SOCIETE GENERALE SA
SOCIETE GENERALE SA 83369CEX8 DCP 05/31/2018
83369CEX8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-05-31
2018-05-31
2018-05-31
N
N
N
0.0193
3978400.40
3978400.40
0.0048
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
2730121.90
2730121.90
0.0033
N
N
N
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
7547931.30
7547931.30
0.0092
N
N
Y
N
N/A
SWEDBANK AB
SWEDBANK AB 87019SFE9 DCP 06/14/2018
87019SFE9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-06-14
2018-06-14
2018-06-14
N
N
N
0.0191
1789649.10
1789649.10
0.0022
N
N
N
N
N/A
SWEDBANK AB
SWEDBANK AB 87019SC28 DCP 03/02/2018
87019SC28
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-03-02
2018-03-02
2018-03-02
N
N
N
0.0141
6499493.65
6499493.65
0.0079
N
N
Y
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
2497018.75
2497018.75
0.0030
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
2018-03-12
2019-01-11
2019-01-11
N
N
N
0.0180
4499091.00
4499091.00
0.0055
N
N
N
N
N/A
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 01.8526 02/08/2019
89120DDG1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-03-08
2019-02-08
2019-02-08
N
N
N
0.0185
7749039.00
7749039.00
0.0094
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+
2018-03-07
2018-03-07
2018-03-07
N
N
N
0.0138
5000290.05
5000290.05
0.0061
N
N
Y
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+
2018-03-26
2018-07-25
2018-07-25
N
N
N
0.0177
7751371.83
7751371.83
0.0094
N
N
N
N
N/A
UBS AG/LONDON
UBS AG/LONDON 90351XCN1 DCP 03/22/2018
90351XCN1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-03-22
2018-03-22
2018-03-22
N
N
N
0.0165
3496479.35
3496479.35
0.0043
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
F1+
2018-03-02
2018-03-02
2018-03-02
N
N
N
0.0117
5000135.05
5000135.05
0.0061
N
N
Y
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
F1+
2018-03-05
2018-10-05
2018-10-05
N
N
N
0.0143
6998796.00
6998796.00
0.0085
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
F1+
2018-03-05
2019-01-03
2019-01-03
N
N
N
0.0179
4998790.00
4998790.00
0.0061
N
N
N
N
N/A
ROCHE HOLDINGS INC
ROCHE HOLDINGS INC 77119MC70 DCP 03/07/2018
77119MC70
NA
Non-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
0.0145
7997728.80
7997728.80
0.0097
N
N
Y
N
N/A
WALMART INC
WALMART INC 93114FC10 DCP 03/01/2018
93114FC10
NA
Non-Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0144
14999415.00
14999415.00
0.0183
N
Y
Y
N
N/A
BNP PARIBAS/CAYMAN ISLANDS
BNP PARIBAS/CAYMAN ISLANDS 01.4300 03/07/2018
99GW529R8
NA
Non-Negotiable Time Deposit
Y
Moody's
WR
S&P
A-1
Fitch
F1
2018-03-07
2018-03-07
2018-03-07
N
N
N
0.0143
8000000.00
8000000.00
0.0097
N
N
Y
N
N/A
ING BANK NV
ING BANK NV - 03/06/2018 01.4600 03/06/2018
99HB159K5
NA
Non-Negotiable Time Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-03-06
2018-03-06
2018-03-06
N
N
N
0.0146
16000000.00
16000000.00
0.0195
N
N
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 1.34 03/01/2018
TRIPARTY1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2024-04-01
5.5000%
1582379.97
14866.58
Agency Mortgage-Backed Securities
FMAC
2036-12-01
7.5000%
39136.36
8400.78
Agency Mortgage-Backed Securities
FMAC
2032-02-01
7.0000%
105239.05
4830.87
Agency Mortgage-Backed Securities
FMAC
2033-04-01
5.5000%
298688.73
7114.04
Agency Mortgage-Backed Securities
FMAC
2030-09-01
7.0000%
185060.95
3299.23
Agency Mortgage-Backed Securities
FMAC
2029-08-01
6.5000%
559090.91
3308.99
Agency Mortgage-Backed Securities
FMAC
2026-07-01
5.5000%
45262.51
4080.84
Agency Mortgage-Backed Securities
FMAC
2027-02-01
7.5000%
510088.58
4706.03
Agency Mortgage-Backed Securities
FMAC
2036-11-01
5.5000%
168348.48
15040.02
Agency Mortgage-Backed Securities
FMAC
2036-05-01
5.0000%
58069.92
6022.27
Agency Mortgage-Backed Securities
FMAC
2037-08-01
5.0000%
130045.54
4763.36
Agency Mortgage-Backed Securities
FMAC
2037-01-01
6.0000%
149090.91
5145.85
Agency Mortgage-Backed Securities
FMAC
2031-12-01
6.0000%
86969.70
4256.15
Agency Mortgage-Backed Securities
FMAC
2037-11-01
6.5000%
139460.88
4369.28
Agency Mortgage-Backed Securities
FMAC
2036-03-01
5.0000%
236460.67
12879.64
Agency Mortgage-Backed Securities
FMAC
2039-10-01
4.5000%
68520.82
8836.46
Agency Mortgage-Backed Securities
FMAC
2038-03-01
6.0000%
312966.67
17737.31
Agency Mortgage-Backed Securities
FMAC
2040-08-01
5.0000%
31060.61
5965.00
Agency Mortgage-Backed Securities
FMAC
2041-02-01
4.0000%
122944.46
36657.54
Agency Mortgage-Backed Securities
FMAC
2042-12-01
4.0000%
47833.33
19695.12
Agency Mortgage-Backed Securities
FMAC
2023-05-01
4.5000%
155973.94
5372.68
Agency Mortgage-Backed Securities
FMAC
2029-01-01
2.0000%
9318.18
5436.99
Agency Mortgage-Backed Securities
FMAC
2041-04-01
5.0000%
22630.01
6711.95
Agency Mortgage-Backed Securities
FMAC
2044-02-01
5.0000%
64836.90
31539.93
Agency Mortgage-Backed Securities
FMAC
2029-10-01
3.0000%
77534.48
40635.24
Agency Mortgage-Backed Securities
FMAC
2032-03-01
2.0000%
125276.62
109844.37
Agency Mortgage-Backed Securities
FMAC
2036-11-01
3.3900%
185994.02
10328.71
Agency Mortgage-Backed Securities
FMAC
2026-02-01
4.5000%
248484.85
13618.30
Agency Mortgage-Backed Securities
FMAC
2027-12-01
6.0000%
255743.84
22774.01
Agency Mortgage-Backed Securities
FMAC
2028-05-01
4.5000%
359060.61
16839.27
Agency Mortgage-Backed Securities
FMAC
2038-01-01
3.5000%
16959.09
17033.02
Agency Mortgage-Backed Securities
FMAC
2021-07-01
6.0000%
611893.94
22991.62
Agency Mortgage-Backed Securities
FMAC
2025-02-01
4.5000%
134077.83
25728.77
Agency Mortgage-Backed Securities
FMAC
2024-10-01
5.0000%
147237.09
12409.54
Agency Mortgage-Backed Securities
FMAC
2026-01-01
3.5000%
136750.03
22213.92
Agency Mortgage-Backed Securities
FMAC
2026-03-01
4.0000%
538493.25
26311.96
Agency Mortgage-Backed Securities
FMAC
2026-12-01
3.5000%
10808.84
3583.11
Agency Mortgage-Backed Securities
FMAC
2027-04-01
2.5000%
87494.62
36725.81
Agency Mortgage-Backed Securities
FMAC
2027-04-01
2.5000%
52496.77
19851.47
Agency Mortgage-Backed Securities
FMAC
2038-08-01
6.0000%
132766.70
4320.96
Agency Mortgage-Backed Securities
FMAC
2038-08-01
6.5000%
518438.91
10169.15
Agency Mortgage-Backed Securities
FMAC
2038-11-01
5.5000%
315591.41
28048.97
Agency Mortgage-Backed Securities
FMAC
2033-06-01
5.5000%
535525.23
19922.52
Agency Mortgage-Backed Securities
FMAC
2040-06-01
5.0000%
23606.06
3211.03
Agency Mortgage-Backed Securities
FMAC
2042-12-01
3.0000%
26063.33
16355.61
Agency Mortgage-Backed Securities
FMAC
2042-12-01
2.5000%
11177.10
7082.61
Agency Mortgage-Backed Securities
FMAC
2039-11-01
4.5000%
40849.29
4171.47
Agency Mortgage-Backed Securities
FMAC
2040-02-01
4.5000%
44713.73
11443.12
Agency Mortgage-Backed Securities
FMAC
2040-03-01
5.0000%
40287.47
5820.02
Agency Mortgage-Backed Securities
FMAC
2040-04-01
5.0000%
68198.90
10592.73
Agency Mortgage-Backed Securities
FMAC
2040-04-01
5.0000%
68706.06
9726.39
Agency Mortgage-Backed Securities
FMAC
2040-07-01
5.0000%
74470.29
9569.53
Agency Mortgage-Backed Securities
FMAC
2040-09-01
4.5000%
15408.92
6880.48
Agency Mortgage-Backed Securities
FMAC
2041-01-01
4.0000%
24848.48
8635.52
Agency Mortgage-Backed Securities
FMAC
2034-03-01
5.0000%
177097.76
3540.03
Agency Mortgage-Backed Securities
FMAC
2034-03-01
5.0000%
709512.58
14659.09
Agency Mortgage-Backed Securities
FMAC
2034-11-01
5.5000%
60381.82
5003.68
Agency Mortgage-Backed Securities
FMAC
2034-12-01
5.5000%
248484.85
4349.68
Agency Mortgage-Backed Securities
FMAC
2035-08-01
5.0000%
119521.21
4391.27
Agency Mortgage-Backed Securities
FMAC
2035-05-01
5.0000%
86969.70
5689.59
Agency Mortgage-Backed Securities
FMAC
2027-12-01
2.5000%
30500.65
11755.96
Agency Mortgage-Backed Securities
FMAC
2029-01-01
3.0000%
5857.04
3309.32
Agency Mortgage-Backed Securities
FHLB
2019-11-15
1.3750%
29196.97
28884.39
Agency Mortgage-Backed Securities
FMAC
2024-04-01
4.5000%
53624.77
53672.64
Agency Mortgage-Backed Securities
FMAC
2041-10-01
4.0000%
65578.38
9707.33
Agency Mortgage-Backed Securities
FMAC
2042-09-01
3.5000%
1096005.17
580433.70
Agency Mortgage-Backed Securities
FMAC
2028-09-01
2.0000%
13932.79
7431.37
Agency Mortgage-Backed Securities
FMAC
2043-11-01
4.5000%
107628.98
35004.64
Agency Mortgage-Backed Securities
FMAC
2046-12-01
3.0000%
29503.85
25327.50
Agency Mortgage-Backed Securities
FMAC
2041-06-01
5.5000%
13391.72
6677.37
Agency Mortgage-Backed Securities
FMAC
2046-09-01
3.5000%
14412.12
11920.90
Agency Mortgage-Backed Securities
FNMA
2034-02-01
5.5000%
490757.58
19371.79
Agency Mortgage-Backed Securities
FNMA
2025-07-01
4.5000%
252325.18
8192.80
Agency Mortgage-Backed Securities
FNMA
2028-06-01
5.0000%
495914.51
15092.87
Agency Mortgage-Backed Securities
FNMA
2033-01-01
5.5000%
429999.68
16327.51
Agency Mortgage-Backed Securities
FNMA
2035-06-01
5.5000%
487554.36
21045.31
Agency Mortgage-Backed Securities
FNMA
2040-12-01
4.0000%
21369.70
8315.47
Agency Mortgage-Backed Securities
FNMA
2041-10-01
5.0000%
88515.27
20613.13
Agency Mortgage-Backed Securities
FNMA
2025-09-01
5.0000%
146394.35
11126.61
Agency Mortgage-Backed Securities
FNMA
2042-08-01
3.5000%
24848.48
12143.77
Agency Mortgage-Backed Securities
FNMA
2042-10-01
3.5000%
13418.18
7627.28
Agency Mortgage-Backed Securities
FNMA
2040-03-01
5.5000%
11483.48
6413.56
Agency Mortgage-Backed Securities
FNMA
2022-01-01
6.5000%
207733.71
26438.18
Agency Mortgage-Backed Securities
FNMA
2028-01-01
3.5000%
7785.78
3917.33
Agency Mortgage-Backed Securities
FNMA
2031-11-01
2.5000%
33545.45
28620.33
Agency Mortgage-Backed Securities
FNMA
2043-04-01
3.0000%
12424.24
6722.99
Agency Mortgage-Backed Securities
FNMA
2043-05-01
3.0000%
9939.39
5993.75
Agency Mortgage-Backed Securities
FNMA
2043-12-01
4.5000%
22112.17
12815.17
Agency Mortgage-Backed Securities
FNMA
2044-07-01
4.0000%
13139.63
7530.10
Agency Mortgage-Backed Securities
FNMA
2044-11-01
4.5000%
12719.82
4384.26
Agency Mortgage-Backed Securities
FNMA
2045-02-01
4.0000%
12450.71
8988.55
Agency Mortgage-Backed Securities
FNMA
2045-05-01
3.5000%
7039.82
4678.75
Agency Mortgage-Backed Securities
FNMA
2035-06-01
4.5000%
105606.06
6538.85
Agency Mortgage-Backed Securities
FNMA
2034-04-01
5.0000%
124242.42
8242.87
Agency Mortgage-Backed Securities
FNMA
2035-04-01
4.5000%
173248.36
11059.07
Agency Mortgage-Backed Securities
FNMA
2034-11-01
4.5000%
24613.54
7267.94
Agency Mortgage-Backed Securities
FNMA
2035-09-01
5.5000%
1221351.73
25101.35
Agency Mortgage-Backed Securities
FNMA
2035-08-01
4.2500%
289247.55
26785.28
Agency Mortgage-Backed Securities
FNMA
2035-11-01
5.5000%
201664.34
14445.27
Agency Mortgage-Backed Securities
FNMA
2035-10-01
4.5000%
346382.41
11493.25
Agency Mortgage-Backed Securities
FNMA
2045-11-01
3.5000%
16957.60
15929.61
Agency Mortgage-Backed Securities
FNMA
2046-09-01
4.0000%
26185.08
25265.63
Agency Mortgage-Backed Securities
FNMA
2046-09-01
3.0000%
2902604.94
2435506.11
Agency Mortgage-Backed Securities
FNMA
2047-08-01
3.5000%
142322.80
137610.71
Agency Mortgage-Backed Securities
FNMA
2036-01-01
6.0000%
86969.70
5745.56
Agency Mortgage-Backed Securities
FNMA
2037-06-01
5.0000%
121385.10
28862.50
Agency Mortgage-Backed Securities
FNMA
2036-11-01
3.3500%
422270.31
14959.80
Agency Mortgage-Backed Securities
FNMA
2037-03-01
6.5000%
1244692.29
21913.18
Agency Mortgage-Backed Securities
FNMA
2039-08-01
4.5000%
27954.55
9011.01
Agency Mortgage-Backed Securities
FNMA
2037-09-01
6.5000%
330631.95
7574.10
Agency Mortgage-Backed Securities
FNMA
2037-08-01
6.5000%
443211.86
6145.48
Agency Mortgage-Backed Securities
FNMA
2037-08-01
6.0000%
128818.02
23613.78
Agency Mortgage-Backed Securities
FNMA
2038-04-01
5.5000%
1203267.01
20507.84
Agency Mortgage-Backed Securities
FNMA
2038-06-01
5.5000%
145323.38
11519.64
Agency Mortgage-Backed Securities
FNMA
2033-11-01
6.0000%
566105.39
24363.80
Agency Mortgage-Backed Securities
FNMA
2018-12-01
4.0000%
2733400.42
18925.59
Agency Mortgage-Backed Securities
FNMA
2039-06-01
4.5000%
49696.97
4858.93
Agency Mortgage-Backed Securities
FNMA
2041-08-01
5.0000%
75522.37
28296.48
Agency Mortgage-Backed Securities
FNMA
2040-08-01
5.0000%
44851.52
10410.04
Agency Mortgage-Backed Securities
FNMA
2042-10-01
3.0000%
24848.48
13225.81
Agency Mortgage-Backed Securities
FNMA
2036-11-01
2.5000%
13127.33
11381.74
Agency Mortgage-Backed Securities
FNMA
2037-11-01
3.0000%
11323.33
10990.44
Agency Mortgage-Backed Securities
FNMA
2048-02-01
4.5000%
108944.21
114546.45
Agency Mortgage-Backed Securities
FNMA
2041-05-01
4.5000%
114277.56
16985.04
Agency Mortgage-Backed Securities
GNMA
2047-12-20
3.5000%
169536.24
169950.46
Agency Mortgage-Backed Securities
GNMA
2047-11-20
3.0000%
278064.48
270154.53
Agency Mortgage-Backed Securities
U.S. TREASURY
2029-01-15
2.5000%
5763606.06
7810962.85
U.S. Treasuries (including strips)
U.S. TREASURY
2025-01-31
2.5000%
7271436.97
7132115.89
U.S. Treasuries (including strips)
U.S. TREASURY
2021-04-30
1.3750%
547660.61
531739.02
U.S. Treasuries (including strips)
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0134
20500000.00
20500000.00
0.0250
N
Y
Y
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 1.37 03/01/2018
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
2024-11-30
2.1250%
14742755.51
14179200.72
U.S. Treasuries (including strips)
U.S. TREASURY
2025-11-15
2.2500%
61522063.57
59260819.70
U.S. Treasuries (including strips)
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0137
72000000.00
72000000.00
0.0877
N
Y
Y
N
N/A
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 1.38 03/01/2018
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2037-09-01
6.0000%
16495648.00
365097.02
Agency Mortgage-Backed Securities
FMAC
2047-07-01
4.5000%
87786.00
83316.22
Agency Mortgage-Backed Securities
FMAC
2048-01-01
4.5000%
7859664.00
8177902.76
Agency Mortgage-Backed Securities
FMAC
2027-02-01
6.0000%
2300000.00
112204.96
Agency Mortgage-Backed Securities
FMAC
2033-02-01
3.0000%
1642492.00
1633635.24
Agency Mortgage-Backed Securities
FMAC
2036-06-01
3.5000%
2231252.00
2129214.07
Agency Mortgage-Backed Securities
FMAC
2047-05-01
5.0000%
788458.00
685125.45
Agency Mortgage-Backed Securities
FMAC
2047-11-01
4.0000%
1442950.00
1490550.92
Agency Mortgage-Backed Securities
FMAC
2044-08-01
4.5000%
178000.00
113128.67
Agency Mortgage-Backed Securities
FNMA
2029-08-01
3.0600%
15133500.00
14644006.94
Agency Mortgage-Backed Securities
FNMA
2028-06-01
2.5000%
23548.00
11008.77
Agency Mortgage-Backed Securities
FNMA
2045-01-01
3.5000%
12162.00
5273.57
Agency Mortgage-Backed Securities
FNMA
2034-01-01
5.5000%
25000000.00
3199018.43
Agency Mortgage-Backed Securities
FNMA
2046-05-01
2.7760%
35300416.00
27700791.48
Agency Mortgage-Backed Securities
FNMA
2047-03-01
4.0000%
3286508.00
3073974.89
Agency Mortgage-Backed Securities
FNMA
2047-08-01
4.0000%
9099888.00
9301474.80
Agency Mortgage-Backed Securities
FNMA
2040-04-01
4.5000%
615170.00
210379.23
Agency Mortgage-Backed Securities
FNMA
2039-02-01
4.0000%
2465672.00
931417.31
Agency Mortgage-Backed Securities
FNMA
2048-01-01
3.5000%
188088.00
188559.35
Agency Mortgage-Backed Securities
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.0138
72604000.00
72604000.00
0.0885
N
Y
Y
N
N/A
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 1.39 03/01/2018
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2048-01-20
3.5000%
39409857.24
39610248.31
Agency Mortgage-Backed Securities
GNMA
2048-02-20
3.5000%
33581120.68
33829751.94
Agency Mortgage-Backed Securities
Y
2018-03-01
2018-03-01
2018-03-01
N
N
N
0.1390
72000000.00
72000000.00
0.0877
N
Y
Y
N
N/A
Putnam Money Market Fund
2018-03-06
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer