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 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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 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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