0000928816-18-000731.txt : 20180406
0000928816-18-000731.hdr.sgml : 20180406
20180406083943
ACCESSION NUMBER: 0000928816-18-000731
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20180331
FILED AS OF DATE: 20180406
DATE AS OF CHANGE: 20180406
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: 18741961
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
2018-03-31
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
21
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C000017191
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1000.00
4173.31
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8770.00
160.10
34842.06
19735.79
0.0137
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
11219279.60
11219279.60
0.0137
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
2984389.20
2984389.20
0.0037
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
3992200.00
3992200.00
0.0049
N
N
N
N
N/A
CORPORATE ASSET FUNDING CO INC
CORPORATE ASSET FUNDING CO IN 1247P3FF4 DCP 06/15/2018
1247P3FF4
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-06-15
2018-06-15
2018-06-15
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0226
2985440.10
2985440.10
0.0037
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
3990862.80
3990862.80
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
Fitch
F1
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
3235402.95
3235402.95
0.0040
N
N
N
N
N/A
ALPINE SECURITIZATION LTD
ALPINE SECURITIZATION LTD 02089FDJ2 DCP 04/18/2018
02089FDJ2
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-04-18
2018-04-18
2018-04-18
N
Y
CREDIT SUISSE AG
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0190
4199625.32
4199625.32
0.0051
N
N
N
N
N/A
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R1DC6 DCP 04/12/2018
7588R1DC6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-04-12
2018-04-12
2018-04-12
N
Y
HSBC Bank PLC
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0186
11675770.90
11675770.90
0.0143
N
N
N
N
N/A
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963UFF8 DCP 06/15/2018
15963UFF8
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-06-15
2018-06-15
2018-06-15
N
Y
JP Morgan Chase Bank
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0218
3980829.20
3980829.20
0.0049
N
N
N
N
N/A
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963UFK7 DCP 06/19/2018
15963UFK7
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-06-19
2018-06-19
2018-06-19
N
Y
JP Morgan Chase Bank
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0221
3979518.40
3979518.40
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+
2018-04-26
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
8001472.08
8001472.08
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
3994508.40
3994508.40
0.0049
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAP 02.1864 09/12/2018
19423EEK0
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-04-12
2018-09-12
2018-09-12
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0219
3998996.00
3998996.00
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+
2018-04-19
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
8001136.08
8001136.08
0.0098
N
N
N
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
3989808.40
3989808.40
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
2075692.28
2075692.28
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+
2018-05-08
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
7490535.00
7490535.00
0.0092
N
N
N
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88603GJQ4 DCP 06/13/2018
88603GJQ4
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-06-13
2018-06-13
2018-06-13
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0224
7962793.60
7962793.60
0.0098
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
3499942.60
3499942.60
0.0043
N
N
Y
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
2018-04-16
2018-05-15
2018-05-15
N
N
N
0.0168
5000575.05
5000575.05
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
2018-04-23
2018-08-21
2018-08-21
N
N
N
0.0176
7995224.00
7995224.00
0.0098
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.8979 07/09/2018
06371EQE0
US06371EQE04
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-04-09
2018-07-09
2018-07-09
N
N
N
0.0190
8498920.50
8498920.50
0.0104
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 01.9396 07/12/2018
06371EEU7
US06371EEU73
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-04-12
2018-07-12
2018-07-12
N
N
N
0.0194
3999568.00
3999568.00
0.0049
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 01.8817 06/07/2018
06417GYC6
US06417GYC67
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-04-09
2018-06-07
2018-06-07
N
N
N
0.0188
4500639.05
4500639.05
0.0055
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 02.2382 09/14/2018
06417GP93
US06417GP930
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-04-16
2018-09-14
2018-09-14
N
N
N
0.0224
4501039.55
4501039.55
0.0055
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 02.1169 12/28/2018
13606BQR0
US13606BQR05
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-04-30
2018-12-28
2018-12-28
N
N
N
0.0212
6491790.50
6491790.50
0.0080
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
7999116.80
7999116.80
0.0098
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 02.1469 08/30/2018
17305TXL1
US17305TXL15
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-04-03
2018-08-30
2018-08-30
N
N
N
0.0194
7997872.00
7997872.00
0.0098
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+
2018-04-03
2018-05-02
2018-05-02
N
N
N
0.0117
4000816.04
4000816.04
0.0049
N
N
N
N
N/A
LLOYDS BANK PLC/NEW YORK NY
LLOYDS BANK PLC NY 01.9596 08/13/2018
53943NV62
US53943NV626
Certificate of Deposit
Y
Moody's
P-1
S&P
NR
Fitch
F1
2018-04-12
2018-08-13
2018-08-13
N
N
N
0.0196
7997064.00
7997064.00
0.0098
N
N
N
N
N/A
MITSUBISHI UFJ TRUST & BANKING CORP/NY
MITSUBISHI UFJ TR&BK NY 02.1538 08/22/2018
60683BFB4
US60683BFB45
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-04-23
2018-08-22
2018-08-22
N
N
N
0.0215
6999412.00
6999412.00
0.0086
N
N
N
N
N/A
MIZUHO BANK LTD/NY
MIZUHO BANK LTD/NY 01.9982 04/18/2018
60700AKD5
US60700AKD53
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-04-18
2018-04-18
2018-04-18
N
N
N
0.0200
4750289.80
4750289.80
0.0058
N
N
N
N
N/A
MIZUHO BANK LTD/NY
MIZUHO BANK LTD/NY 01.9179 04/09/2018
60700AJC9
US60700AJC99
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-04-09
2018-04-09
2018-04-09
N
N
N
0.0192
3250152.78
3250152.78
0.0040
N
N
N
N
N/A
NATIONAL BANK OF CANADA/NEW YORK NY
NATIONAL BANK CANADA NY 01.8703 04/13/2018
63307UMQ1
US63307UMQ12
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-04-13
2018-04-13
2018-04-13
N
N
N
0.0187
2852139.78
2852139.78
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+
Fitch
F1+
2018-08-27
2018-08-27
2018-08-27
N
N
N
0.0217
7995774.40
7995774.40
0.0098
N
N
N
N
N/A
NORDEA BANK AB/NEW YORK NY
NORDEA BANK AB NEW YORK 02.1650 03/14/2019
65590ATE6
US65590ATE63
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-04-16
2019-03-14
2019-03-14
N
N
N
0.0216
3999626.00
3999626.00
0.0049
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 01.7862 04/03/2018
21684B3G7
US21684B3G79
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0179
8000080.08
8000080.08
0.0098
N
N
Y
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 02.0669 05/03/2018
21684BT95
US21684BT954
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-04-03
2018-05-03
2018-05-03
N
N
N
0.0187
7201461.67
7201461.67
0.0088
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 01.9317 12/07/2018
78009N5B8
US78009N5B87
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-04-09
2018-12-07
2018-12-07
N
N
N
0.0193
2996388.00
2996388.00
0.0037
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAV ENSKILDA BK NY 01.8896 07/10/2018
83050FF30
US83050FF300
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-04-10
2018-07-10
2018-07-10
N
N
N
0.0189
5998752.00
5998752.00
0.0073
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAV ENSKILDA BK NY USD 01.7762 05/04/2018
83050FB34
US83050FB341
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-04-04
2018-05-04
2018-05-04
N
N
N
0.0178
3100331.73
3100331.73
0.0038
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY 01.9113 05/08/2018
86563YX81
US86563YX816
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-04-09
2018-05-08
2018-05-08
N
N
N
0.0191
7499467.50
7499467.50
0.0092
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.8505 09/06/2018
86958JWM7
US86958JWM79
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-04-06
2018-09-06
2018-09-06
N
N
N
0.0185
5494918.00
5494918.00
0.0067
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 02.0369 05/02/2018
86958JSE0
US86958JSE00
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-04-03
2018-05-02
2018-05-02
N
N
N
0.0182
8001408.08
8001408.08
0.0098
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 01.9915 04/24/2018
86958JTP4
US86958JTP48
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-04-24
2018-04-24
2018-04-24
N
N
N
0.0199
8250874.58
8250874.58
0.0101
N
N
N
N
N/A
SWEDBANK AB/NEW YORK
SWEDBANK (NEW YORK) 01.8905 11/06/2018
87019VCW5
US87019VCW54
Certificate of Deposit
Y
Moody's
P-1
S&P
NR
Fitch
F1+
2018-04-06
2018-11-06
2018-11-06
N
N
N
0.0189
6991950.00
6991950.00
0.0086
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY USD 01.9617 05/07/2018
89113WJ56
US89113WJ562
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-04-09
2018-05-07
2018-05-07
N
N
N
0.0196
2250625.52
2250625.52
0.0028
N
N
N
N
N/A
TORONTO-DOMINION BANK/NY
TORONTO-DOMINION BANK/NY 02.1900 06/19/2018
89113XZN7
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-06-19
2018-06-19
2018-06-19
N
N
N
0.0225
6750725.02
6750725.02
0.0083
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+
2018-04-23
2018-07-23
2018-07-23
N
N
N
0.0170
7997208.00
7997208.00
0.0098
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 02.0582 11/16/2018
94989RRQ3
US94989RRQ38
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-04-17
2018-11-16
2018-11-16
N
N
N
0.0206
6993728.00
6993728.00
0.0086
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 02.0064 11/15/2018
94989RTC2
US94989RTC24
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-04-16
2018-11-15
2018-11-15
N
N
N
0.0201
2497270.00
2497270.00
0.0031
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 01.8917 08/07/2018
94989RZD3
US94989RZD33
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-04-09
2018-08-07
2018-08-07
N
N
N
0.0189
3997832.00
3997832.00
0.0049
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 02.0415 04/25/2018
94989RNX2
US94989RNX25
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-04-25
2018-04-25
2018-04-25
N
N
N
0.0204
8001464.08
8001464.08
0.0098
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
F1
2018-04-18
2018-04-18
2018-04-18
N
N
N
0.0173
3995873.20
3995873.20
0.0049
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
3992880.00
3992880.00
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
7993800.00
7993800.00
0.0098
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253CFS0 DCP 06/26/2018
05253CFS0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-06-26
2018-06-26
2018-06-26
N
N
N
0.0225
7959356.80
7959356.80
0.0097
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
2018-04-23
2018-06-21
2018-06-21
N
N
N
0.0140
8000768.08
8000768.08
0.0098
N
N
N
N
N/A
BANK OF NOVA SCOTIA/THE
BANK OF NOVA SCOTIA/THE 06417KFD6 DCP 06/13/2018
06417KFD6
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-06-13
2018-06-13
2018-06-13
N
N
N
0.0222
4231104.50
4231104.50
0.0052
N
N
N
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
2018-04-05
2018-11-05
2018-11-05
N
N
N
0.0180
5389831.80
5389831.80
0.0066
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COM 13608BFE9 DCP 06/14/2018
13608BFE9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-06-14
2018-06-14
2018-06-14
N
N
N
0.0221
3186181.12
3186181.12
0.0039
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+
2018-04-09
2018-11-09
2018-11-09
N
N
N
0.0145
7990688.00
7990688.00
0.0098
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
4000152.04
4000152.04
0.0049
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 20272EFE3 DCP 06/14/2018
20272EFE3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-06-14
2018-06-14
2018-06-14
N
N
N
0.0216
7962954.40
7962954.40
0.0098
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
3979784.00
3979784.00
0.0049
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
8362511.42
8362511.42
0.0102
N
N
Y
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
7483855.50
7483855.50
0.0092
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
7746807.00
7746807.00
0.0095
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
F1+
2018-04-13
2018-04-13
2018-04-13
N
N
N
0.0127
8000928.08
8000928.08
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
F1+
2018-04-05
2018-11-05
2018-11-05
N
N
N
0.0144
3745781.25
3745781.25
0.0046
N
N
N
N
N/A
MITSUBISHI UFJ TRUST & BANKING CORP/NY
MITSUBISHI UFJ TRUST & BANKIN 60682XD29 DCP 04/02/2018
60682XD29
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0180
2999437.80
2999437.80
0.0037
N
Y
Y
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
1295905.00
1295905.00
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
NR
2018-04-03
2018-08-01
2018-08-01
N
N
N
0.0173
11994684.00
11994684.00
0.0147
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 63254FFJ1 DCP 06/18/2018
63254FFJ1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-06-18
2018-06-18
2018-06-18
N
N
N
0.0224
7960508.00
7960508.00
0.0097
N
N
N
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 63254FFM4 DCP 06/21/2018
63254FFM4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-06-21
2018-06-21
2018-06-21
N
N
N
0.0225
3233195.23
3233195.23
0.0040
N
N
N
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
F1
2018-04-13
2018-04-13
2018-04-13
N
N
N
0.0176
999250.00
999250.00
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
F1
2018-04-20
2018-04-20
2018-04-20
N
N
N
0.0183
1748009.73
1748009.73
0.0021
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307MGG8 DCP 07/16/2018
63307MGG8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-07-16
2018-07-16
2018-07-16
N
N
N
0.0239
1182058.89
1182058.89
0.0014
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
3989276.80
3989276.80
0.0049
N
N
N
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E1D32 DCP 04/03/2018
6385E1D32
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-04-03
2018-04-03
2018-04-03
N
N
N
0.0180
3499125.00
3499125.00
0.0043
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
F1+
2018-04-09
2018-04-09
2018-04-09
N
N
N
0.0142
11743774.80
11743774.80
0.0144
N
N
N
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
3992958.40
3992958.40
0.0049
N
N
N
N
N/A
NRW BANK
NRW BANK 62939MD95 DCP 04/09/2018
62939MD95
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-04-09
2018-04-09
2018-04-09
N
N
N
0.0185
3997907.56
3997907.56
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
F1+
2018-07-17
2018-07-17
2018-07-17
N
N
N
0.0174
1723140.75
1723140.75
0.0021
N
N
N
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
F1
2018-05-31
2018-05-31
2018-05-31
N
N
N
0.0193
3986077.20
3986077.20
0.0049
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
2734833.20
2734833.20
0.0033
N
N
N
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
F1+
2018-06-14
2018-06-14
2018-06-14
N
N
N
0.0191
1792457.82
1792457.82
0.0022
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
2018-04-11
2019-01-11
2019-01-11
N
N
N
0.0180
4493497.50
4493497.50
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
2018-06-08
2019-02-08
2019-02-08
N
N
N
0.0185
7739475.50
7739475.50
0.0095
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+
2018-04-25
2018-07-25
2018-07-25
N
N
N
0.0177
7748442.25
7748442.25
0.0095
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
F1+
2018-04-05
2018-10-05
2018-10-05
N
N
N
0.0143
6993833.00
6993833.00
0.0086
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+
2018-04-03
2019-01-03
2019-01-03
N
N
N
0.0179
4993265.00
4993265.00
0.0061
N
N
N
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 1.8 04/02/2018
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2043-01-01
2.3170%
42524.77
15554.74
Agency Mortgage-Backed Securities
FMAC
2041-11-01
4.0000%
110173.84
44033.77
Agency Mortgage-Backed Securities
FMAC
2042-10-01
4.0000%
80903.50
48744.90
Agency Mortgage-Backed Securities
FMAC
2037-05-01
3.5000%
776173.30
736592.97
Agency Mortgage-Backed Securities
FMAC
2043-03-01
3.0000%
80903.50
49218.01
Agency Mortgage-Backed Securities
FMAC
2043-03-01
3.0000%
28167.63
17128.24
Agency Mortgage-Backed Securities
FMAC
2043-03-01
3.0000%
83914.72
53422.37
Agency Mortgage-Backed Securities
FMAC
2043-04-01
3.0000%
631316.94
355880.98
Agency Mortgage-Backed Securities
FMAC
2043-10-01
5.0000%
2028445.07
1012466.25
Agency Mortgage-Backed Securities
FMAC
2033-11-01
4.0000%
1203786.84
772121.55
Agency Mortgage-Backed Securities
FMAC
2036-10-01
3.5000%
768494.48
708938.75
Agency Mortgage-Backed Securities
FMAC
2037-04-01
3.0000%
921406.40
839686.85
Agency Mortgage-Backed Securities
FMAC
2037-09-01
3.0000%
986188.26
962668.03
Agency Mortgage-Backed Securities
FMAC
2037-11-01
3.0000%
818269.01
801623.36
Agency Mortgage-Backed Securities
FMAC
2043-12-01
4.5000%
1711917.43
812510.98
Agency Mortgage-Backed Securities
FMAC
2044-01-01
5.0000%
1053661.24
708026.05
Agency Mortgage-Backed Securities
FMAC
2044-02-01
4.5000%
2132688.15
1001091.86
Agency Mortgage-Backed Securities
FMAC
2044-06-01
4.5000%
1109178.29
760165.26
Agency Mortgage-Backed Securities
FMAC
2044-06-01
4.5000%
2914739.36
1060694.78
Agency Mortgage-Backed Securities
FMAC
2044-07-01
4.5000%
1563643.70
801175.49
Agency Mortgage-Backed Securities
FMAC
2044-10-01
4.5000%
961531.30
761454.19
Agency Mortgage-Backed Securities
FMAC
2044-10-01
4.5000%
1088097.27
835025.51
Agency Mortgage-Backed Securities
FMAC
2044-01-01
5.0000%
1186956.22
1013669.38
Agency Mortgage-Backed Securities
FMAC
2045-01-01
3.5000%
1062532.57
733432.59
Agency Mortgage-Backed Securities
FMAC
2045-09-01
4.5000%
1102202.79
892989.60
Agency Mortgage-Backed Securities
FMAC
2046-01-01
4.0000%
1202287.16
951179.08
Agency Mortgage-Backed Securities
FMAC
2046-01-01
4.5000%
915622.61
770778.32
Agency Mortgage-Backed Securities
FMAC
2046-01-01
4.0000%
907827.02
706951.77
Agency Mortgage-Backed Securities
FMAC
2046-03-01
4.0000%
1335280.91
1044525.96
Agency Mortgage-Backed Securities
FMAC
2046-03-01
4.0000%
979683.08
911240.26
Agency Mortgage-Backed Securities
FMAC
2046-05-01
4.0000%
1040418.95
788971.36
Agency Mortgage-Backed Securities
FMAC
2046-06-01
4.0000%
1229677.31
1104867.12
Agency Mortgage-Backed Securities
FMAC
2046-07-01
4.0000%
776696.75
718059.58
Agency Mortgage-Backed Securities
FMAC
2046-07-01
4.0000%
765777.20
772997.45
Agency Mortgage-Backed Securities
FMAC
2046-08-01
4.0000%
925016.86
878190.82
Agency Mortgage-Backed Securities
FMAC
2046-08-01
3.5000%
1044462.24
974584.64
Agency Mortgage-Backed Securities
FMAC
2046-08-01
4.0000%
941531.42
877309.35
Agency Mortgage-Backed Securities
FMAC
2046-09-01
4.0000%
727229.39
735124.24
Agency Mortgage-Backed Securities
FMAC
2046-09-01
3.0000%
760407.37
686486.67
Agency Mortgage-Backed Securities
FMAC
2046-08-01
4.0000%
762539.45
560697.25
Agency Mortgage-Backed Securities
FMAC
2047-01-01
4.0000%
1005226.74
1018101.87
Agency Mortgage-Backed Securities
FMAC
2047-01-01
4.0000%
709738.86
722424.98
Agency Mortgage-Backed Securities
FMAC
2047-01-01
4.5000%
840673.89
771305.03
Agency Mortgage-Backed Securities
FMAC
2047-01-01
2.5000%
941456.45
844830.75
Agency Mortgage-Backed Securities
FMAC
2047-04-01
4.0000%
861662.68
703551.70
Agency Mortgage-Backed Securities
FMAC
2047-06-01
4.0000%
928482.76
806378.11
Agency Mortgage-Backed Securities
FMAC
2047-06-01
4.5000%
725474.05
737882.45
Agency Mortgage-Backed Securities
FMAC
2047-06-01
4.5000%
890456.23
874900.71
Agency Mortgage-Backed Securities
FMAC
2047-07-01
4.5000%
1109815.54
1106864.67
Agency Mortgage-Backed Securities
FMAC
2047-07-01
4.0000%
760278.73
749357.34
Agency Mortgage-Backed Securities
FMAC
2047-02-01
3.5000%
1017300.24
1000321.98
Agency Mortgage-Backed Securities
FMAC
2047-01-01
3.5000%
1035666.95
984989.52
Agency Mortgage-Backed Securities
FMAC
2047-01-01
4.0000%
1162678.16
1040384.41
Agency Mortgage-Backed Securities
FMAC
2047-09-01
4.0000%
960594.17
969795.18
Agency Mortgage-Backed Securities
FMAC
2047-08-01
4.0000%
702353.72
720289.24
Agency Mortgage-Backed Securities
FMAC
2047-10-01
4.5000%
749667.97
795306.21
Agency Mortgage-Backed Securities
FMAC
2047-10-01
4.0000%
754766.51
764681.26
Agency Mortgage-Backed Securities
FMAC
2047-10-01
4.5000%
481050.84
508522.98
Agency Mortgage-Backed Securities
FMAC
2047-11-01
4.5000%
776637.69
826661.26
Agency Mortgage-Backed Securities
FMAC
2047-10-01
4.5000%
779955.54
824014.18
Agency Mortgage-Backed Securities
FMAC
2047-11-01
4.5000%
1010371.39
1070815.69
Agency Mortgage-Backed Securities
FMAC
2047-11-01
4.5000%
680154.61
723747.12
Agency Mortgage-Backed Securities
FMAC
2047-11-01
4.0000%
855301.24
883711.86
Agency Mortgage-Backed Securities
FMAC
2047-11-01
4.5000%
804930.45
852972.94
Agency Mortgage-Backed Securities
FMAC
2048-01-01
4.5000%
959200.47
1021048.80
Agency Mortgage-Backed Securities
FMAC
2048-01-01
4.5000%
970495.14
1030677.13
Agency Mortgage-Backed Securities
FMAC
2047-12-01
3.5000%
897665.54
896933.69
Agency Mortgage-Backed Securities
FMAC
2047-12-01
3.5000%
973803.55
965984.86
Agency Mortgage-Backed Securities
FMAC
2047-12-01
4.0000%
760275.23
787251.77
Agency Mortgage-Backed Securities
FMAC
2048-02-01
4.5000%
938865.65
996566.10
Agency Mortgage-Backed Securities
FMAC
2048-02-01
4.5000%
660538.75
706958.79
Agency Mortgage-Backed Securities
FMAC
2048-01-01
4.5000%
702376.10
744525.62
Agency Mortgage-Backed Securities
FMAC
2048-01-01
4.5000%
895716.04
954215.59
Agency Mortgage-Backed Securities
FMAC
2048-01-01
4.5000%
668058.73
709137.23
Agency Mortgage-Backed Securities
FMAC
2048-02-01
4.5000%
796246.27
845175.08
Agency Mortgage-Backed Securities
FMAC
2048-02-01
4.5000%
694482.89
738582.12
Agency Mortgage-Backed Securities
FMAC
2048-03-01
3.5000%
1954415.68
1968861.20
Agency Mortgage-Backed Securities
FMAC
2046-06-01
4.0000%
1139390.90
898148.05
Agency Mortgage-Backed Securities
FMAC
2046-07-01
3.5000%
913400.46
776572.59
Agency Mortgage-Backed Securities
FMAC
2046-08-01
4.5000%
1254273.86
943402.58
Agency Mortgage-Backed Securities
FMAC
2045-07-01
4.5000%
28585.90
21429.16
Agency Mortgage-Backed Securities
FMAC
2046-11-01
4.5000%
31552.36
25052.68
Agency Mortgage-Backed Securities
FMAC
2047-07-01
4.5000%
310509.77
304219.05
Agency Mortgage-Backed Securities
FMAC
2048-01-01
4.0000%
1061974.34
1079764.99
Agency Mortgage-Backed Securities
FNMA
2027-07-01
6.5000%
404246.45
34669.11
Agency Mortgage-Backed Securities
FNMA
2027-05-01
6.5000%
512388.81
7568.17
Agency Mortgage-Backed Securities
FNMA
2042-02-01
4.0000%
6183220.89
2430875.85
Agency Mortgage-Backed Securities
FNMA
2038-01-01
5.5000%
53126.63
29722.41
Agency Mortgage-Backed Securities
FNMA
2030-05-01
3.0000%
2606165.07
1683004.73
Agency Mortgage-Backed Securities
FNMA
2046-02-01
4.5000%
82791.24
60571.14
Agency Mortgage-Backed Securities
FNMA
2031-10-01
3.5000%
11104.27
8609.78
Agency Mortgage-Backed Securities
FNMA
2046-10-01
3.0000%
60241.28
52597.99
Agency Mortgage-Backed Securities
FNMA
2042-09-01
3.5000%
38159.48
23375.51
Agency Mortgage-Backed Securities
FNMA
2042-10-01
4.0000%
107871.33
66483.48
Agency Mortgage-Backed Securities
FNMA
2045-12-01
4.0000%
48407.26
31944.73
Agency Mortgage-Backed Securities
FNMA
2046-04-01
4.0000%
21574.27
16620.54
Agency Mortgage-Backed Securities
FNMA
2037-03-01
3.5000%
4045174.78
3770545.69
Agency Mortgage-Backed Securities
FNMA
2032-03-01
3.5000%
4529988.44
4209374.22
Agency Mortgage-Backed Securities
FNMA
2047-05-01
4.5000%
36406.57
33556.20
Agency Mortgage-Backed Securities
FNMA
2019-05-01
4.5000%
1522116.21
9797.96
Agency Mortgage-Backed Securities
FNMA
2033-11-01
5.0000%
1495364.12
65678.06
Agency Mortgage-Backed Securities
FNMA
2020-07-01
4.5000%
1077882.93
11345.79
Agency Mortgage-Backed Securities
FNMA
2034-04-01
5.5000%
533963.07
27238.63
Agency Mortgage-Backed Securities
FNMA
2034-05-01
5.0000%
364065.73
31925.24
Agency Mortgage-Backed Securities
FNMA
2046-02-01
3.5000%
5673762.14
4321081.89
Agency Mortgage-Backed Securities
FNMA
2048-03-01
3.5000%
3789100.65
3810036.28
Agency Mortgage-Backed Securities
FNMA
2038-02-01
3.0000%
4118737.63
4080548.78
Agency Mortgage-Backed Securities
FNMA
2048-02-01
4.0000%
3827325.67
3956367.11
Agency Mortgage-Backed Securities
FNMA
2043-10-01
4.5000%
61486.66
61013.46
Agency Mortgage-Backed Securities
FNMA
2044-05-01
5.5000%
38564.00
40469.51
Agency Mortgage-Backed Securities
FNMA
2033-01-01
3.0000%
3965799.01
3928751.01
Agency Mortgage-Backed Securities
FNMA
2047-07-01
5.0000%
62026.01
65646.57
Agency Mortgage-Backed Securities
FNMA
2041-08-01
4.5000%
16720.06
6784.34
Agency Mortgage-Backed Securities
FNMA
2046-06-01
3.0000%
4464182.61
3823825.67
Agency Mortgage-Backed Securities
FNMA
2044-07-01
3.5000%
89263.52
39982.37
Agency Mortgage-Backed Securities
FNMA
2047-01-01
4.0000%
33958.70
29110.65
Agency Mortgage-Backed Securities
FNMA
2047-02-01
3.5000%
63889.49
58068.37
Agency Mortgage-Backed Securities
FNMA
2047-08-01
4.0000%
11407.39
11032.84
Agency Mortgage-Backed Securities
FNMA
2047-09-01
3.5000%
4475042.02
4343214.80
Agency Mortgage-Backed Securities
FNMA
2024-02-01
5.0000%
175290.91
9062.30
Agency Mortgage-Backed Securities
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0180
104105000.00
104105000.00
0.1275
N
Y
Y
N
N/A
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 1.8 04/02/2018
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2032-12-01
3.0000%
147427.00
143012.63
Agency Mortgage-Backed Securities
FMAC
2039-03-01
4.5000%
366601.00
63818.26
Agency Mortgage-Backed Securities
FMAC
2040-10-01
4.5000%
4000000.00
1518513.36
Agency Mortgage-Backed Securities
FMAC
2041-07-01
5.0000%
2470000.00
1265380.43
Agency Mortgage-Backed Securities
FMAC
2045-03-01
3.5000%
10900496.00
7400784.01
Agency Mortgage-Backed Securities
FNMA
2026-08-01
3.4400%
8945000.00
9107222.54
Agency Mortgage-Backed Securities
FNMA
2044-04-01
4.0000%
2500000.00
1371555.40
Agency Mortgage-Backed Securities
FNMA
2026-12-01
4.0000%
1585910.00
889361.34
Agency Mortgage-Backed Securities
FNMA
2034-08-01
4.0000%
1795028.00
1503740.16
Agency Mortgage-Backed Securities
FNMA
2047-08-01
3.5000%
2316104.00
2301980.88
Agency Mortgage-Backed Securities
FNMA
2047-12-01
3.5000%
13583040.00
13433367.87
Agency Mortgage-Backed Securities
FNMA
2033-02-01
3.5000%
1471808.00
1491509.63
Agency Mortgage-Backed Securities
FNMA
2032-06-01
3.5000%
10790288.00
10530756.99
Agency Mortgage-Backed Securities
FNMA
2038-04-01
3.5000%
46343744.00
47418929.16
Agency Mortgage-Backed Securities
FNMA
2028-06-01
3.0000%
8500000.00
4176364.01
Agency Mortgage-Backed Securities
FNMA
2021-10-01
3.5000%
27454848.00
3463703.40
Agency Mortgage-Backed Securities
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0180
104000000.00
104000000.00
0.1274
N
Y
Y
N
N/A
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 1.8 04/02/2018
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2047-06-20
4.0000%
52954106.97
49024731.73
Agency Mortgage-Backed Securities
GNMA
2048-03-20
4.0000%
55280696.55
57055268.35
Agency Mortgage-Backed Securities
Y
2018-04-02
2018-04-02
2018-04-02
N
N
N
0.0180
104000000.00
104000000.00
0.1274
N
Y
Y
N
N/A
Putnam Money Market Fund
2018-04-05
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer