0000928816-18-001445.txt : 20180709
0000928816-18-001445.hdr.sgml : 20180709
20180709100551
ACCESSION NUMBER: 0000928816-18-001445
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20180630
FILED AS OF DATE: 20180709
DATE AS OF CHANGE: 20180709
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: 18943574
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
2018-06-30
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
19
52
295553205.41
280480418.77
271698395.70
283665316.32
319667584.46
308053218.41
331224866.41
318446049.64
314412772.91
351912538.68
0.3811
0.3622
0.3516
0.3680
0.4155
0.3972
0.4278
0.4121
0.4078
0.4574
0.00
768898109.78
768837053.00
13631002.06
14816481.64
767651573.42
767647265.1000
1.0000
0.0223
1.0001
1.0001
1.0001
1.0001
1.0001
C000017192
500.00
720884056.10
720878881.0000
1.0001
1.0001
1.0001
1.0001
1.0001
2439436.28
5196237.60
2687148.28
5524111.09
4765476.34
5805019.57
2459460.49
3694186.66
3277823.95
3738775.78
13587461.73
19676878.02
0.0166
N
C000017193
500.00
5188280.68
5188292.7710
1.0001
1.0001
1.0001
1.0001
1.0001
21111.72
145174.72
1695.68
113831.71
16017.10
48519.15
42081.67
341712.67
24948.03
61375.10
84742.48
593121.97
0.0166
N
C000017194
500.00
10140791.73
10141470.6800
1.0000
1.0000
1.0000
1.0000
1.0000
36835.37
112224.45
278756.48
283980.75
198626.24
170234.56
207960.50
143577.57
104512.22
601456.19
791087.63
1307161.71
0.0166
N
C000017195
500.00
24484993.90
24485128.1500
1.0001
1.0001
1.0001
1.0001
1.0001
506337.15
358529.33
1416386.45
373275.04
859608.65
824173.10
1141831.30
1320253.80
1030455.62
673638.84
4555687.95
3251514.01
0.0166
N
C000017196
500.00
4727953.93
4728006.2010
1.0001
1.0001
1.0001
1.0001
1.0001
21088.19
1121.42
15412.13
3635.15
25202.38
227960.21
66082.52
14396.83
48093.51
138393.26
158449.75
385148.53
0.0166
N
C000017191
500.00
2225497.13
2225486.3500
1.0001
1.0001
1.0001
1.0001
1.0001
55655.14
3713.90
20970.00
6406.90
1380.00
4050.00
56042.63
2485.03
4301.15
11901.52
83519.78
26554.56
0.0166
N
FAIRWAY FINANCE CO LLC
FAIRWAY FINANCE CO LLC 30601WHL6 DCP 08/20/2018
30601WHL6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-08-20
2018-08-20
2018-08-20
N
Y
BANK OF MONTREAL
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0226
3190020.48
3190020.48
0.0042
N
N
N
N
N/A
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UKA7 DCP 10/10/2018
53127UKA7
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-10-10
2018-10-10
2018-10-10
N
Y
BANK OF NOVA SCOTIA/THE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0237
7449658.50
7449658.50
0.0097
N
N
N
N
N/A
CORPORATE ASSET FUNDING CO INC
CORPORATE ASSET FUNDING CO IN 1247P3JH6 DCP 09/17/2018
1247P3JH6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-09-17
2018-09-17
2018-09-17
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0227
3731500.13
3731500.13
0.0049
N
N
N
N
N/A
CRC FUNDING LLC
CRC FUNDING LLC 12619UH79 DCP 08/07/2018
12619UH79
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-08-07
2018-08-07
2018-08-07
N
Y
Citibank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0228
3691662.79
3691662.79
0.0048
N
N
N
N
N/A
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION 04821UJD5 DCP 09/13/2018
04821UJD5
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-09-13
2018-09-13
2018-09-13
N
Y
CREDIT AGRICOLE
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1
N
0.0230
3732100.50
3732100.50
0.0049
N
N
N
N
N/A
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R1GC3 DCP 07/12/2018
7588R1GC3
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-07-12
2018-07-12
2018-07-12
N
Y
HSBC Bank PLC
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0200
3997099.60
3997099.60
0.0052
N
N
N
N
N/A
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963UKN5 DCP 10/22/2018
15963UKN5
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-10-22
2018-10-22
2018-10-22
N
Y
JP Morgan Chase Bank N.A.
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0237
7443219.00
7443219.00
0.0097
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAP 02.4007 09/12/2018
19423EEK0
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-07-12
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
0.0240
4002780.04
4002780.04
0.0052
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAP 02.3907 10/18/2018
19423CGG1
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-07-18
2018-10-18
2018-10-18
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0239
7004984.07
7004984.07
0.0091
N
N
N
N
N/A
COLLATERALIZED COMMERCIAL PAPER II CO LLC
COLLATERALIZED COMMERCIAL PAP 19422DK42 DCP 10/04/2018
19422DK42
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-10-04
2018-10-04
2018-10-04
N
Y
JP Morgan Securities LLC
1.0000
Moody's
P-1
S&P
A-1
Fitch
F1+
N
0.0236
3974844.80
3974844.80
0.0052
N
N
N
N
N/A
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157UJH4 DCP 09/17/2018
59157UJH4
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-09-17
2018-09-17
2018-09-17
N
Y
Metlife Life Insurance Co
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0227
7154050.00
7154050.00
0.0093
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
2088379.41
2088379.41
0.0027
N
N
N
N
N/A
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 02.2207 11/05/2018
07644DEN4
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
2018-07-05
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
0.0222
7500855.08
7500855.08
0.0098
N
N
N
N
N/A
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67983UGJ6 DCP 07/18/2018
67983UGJ6
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-18
2018-07-18
2018-07-18
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0229
3995699.60
3995699.60
0.0052
N
N
N
N
N/A
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67984XE69 DCP 09/13/2018
67984XE69
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-09-13
2018-09-13
2018-09-13
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0228
7713629.25
7713629.25
0.0100
N
N
N
N
N/A
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88603GJY7 DCP 09/10/2018
88603GJY7
NA
Asset Backed Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-09-10
2018-09-10
2018-09-10
N
Y
ROYAL BANK OF CANADA
1.0000
Moody's
P-1
S&P
A-1+
Fitch
F1+
N
0.0235
5375811.24
5375811.24
0.0070
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 02.1507 08/29/2018
05253MJE5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-30
2018-08-29
2018-08-29
N
N
N
0.0215
8001680.08
8001680.08
0.0104
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 02.3307 10/16/2018
05253MKM5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-16
2018-10-16
2018-10-16
N
N
N
0.0233
4002220.04
4002220.04
0.0052
N
N
N
N
N/A
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 02.2745 03/07/2019
05253MKR4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-09
2019-03-07
2019-03-07
N
N
N
0.0227
2999856.00
2999856.00
0.0039
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
F1+
2018-07-23
2018-08-21
2018-08-21
N
N
N
0.0213
8001888.08
8001888.08
0.0104
N
N
N
N
N/A
BANK OF AMERICA NA
BANK OF AMERICA NA 02.2869 10/03/2018
06053PH91
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-2
Fitch
F1+
2018-07-03
2018-10-03
2018-10-03
N
N
N
0.0240
4001804.44
4001804.44
0.0052
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 02.2264 07/09/2018
06371EQE0
US06371EQE04
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-07-09
2018-07-09
2018-07-09
N
N
N
0.0223
8500552.59
8500552.59
0.0111
N
N
Y
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 02.2462 07/12/2018
06371EEU7
US06371EEU73
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-07-12
2018-07-12
2018-07-12
N
N
N
0.0225
4000360.04
4000360.04
0.0052
N
N
N
N
N/A
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 02.3611 02/25/2019
06371E6D4
US06371E6D43
Certificate of Deposit
Y
Moody's
P-1
S&P
NR
Fitch
F1+
2018-07-25
2019-02-25
2019-02-25
N
N
N
0.0236
7500607.58
7500607.58
0.0098
N
N
N
N
N/A
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 02.4873 09/14/2018
06417GP93
US06417GP930
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-07-16
2018-09-14
2018-09-14
N
N
N
0.0249
4503438.05
4503438.05
0.0059
N
N
N
N
N/A
BNP PARIBAS
REPO TRIPA MORTG 2.12 07/02/2018
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLB
2028-07-27
3.0500%
138432.20
134788.36
Agency Mortgage-Backed Securities
FMAC
2029-05-01
3.0000%
1642597.93
998572.71
Agency Mortgage-Backed Securities
FMAC
2048-04-01
4.5000%
901645.02
945000.66
Agency Mortgage-Backed Securities
FNMA
2042-04-01
4.0000%
620008.47
230613.24
Agency Mortgage-Backed Securities
FNMA
2032-12-01
5.0000%
1019615.26
191562.38
Agency Mortgage-Backed Securities
FNMA
2043-01-01
4.0000%
887134.81
367259.82
Agency Mortgage-Backed Securities
FNMA
2038-11-01
3.5210%
2805339.51
1708567.05
Agency Mortgage-Backed Securities
FNMA
2042-11-01
2.7000%
382537.68
249385.94
Agency Mortgage-Backed Securities
FNMA
2042-05-01
4.0000%
38879157.51
16440310.26
Agency Mortgage-Backed Securities
FNMA
2042-08-01
3.5000%
300557.29
132049.85
Agency Mortgage-Backed Securities
FNMA
2042-08-01
3.5000%
332631.61
175997.90
Agency Mortgage-Backed Securities
FNMA
2027-10-01
3.0000%
1637607.66
333105.92
Agency Mortgage-Backed Securities
FNMA
2044-03-01
4.5000%
345180.28
183988.75
Agency Mortgage-Backed Securities
FNMA
2045-10-01
4.0000%
2940899.87
2292435.10
Agency Mortgage-Backed Securities
FNMA
2047-04-01
4.0000%
25880.95
24458.54
Agency Mortgage-Backed Securities
FNMA
2047-06-01
4.0000%
3592861.02
3285687.52
Agency Mortgage-Backed Securities
FNMA
2047-07-01
4.5000%
717674.49
684210.19
Agency Mortgage-Backed Securities
FNMA
2047-07-01
4.0000%
4496088.36
4327640.84
Agency Mortgage-Backed Securities
FNMA
2047-07-01
4.0000%
2037829.42
1952490.90
Agency Mortgage-Backed Securities
FNMA
2043-06-01
3.5000%
1178793.84
526705.89
Agency Mortgage-Backed Securities
FNMA
2034-07-01
3.5000%
1764128.82
866406.43
Agency Mortgage-Backed Securities
FNMA
2045-09-01
3.5000%
1007338.42
857039.22
Agency Mortgage-Backed Securities
FNMA
2035-07-01
5.0000%
3846735.61
176601.80
Agency Mortgage-Backed Securities
FNMA
2020-09-01
4.5000%
4027118.64
73624.66
Agency Mortgage-Backed Securities
FNMA
2036-05-01
6.0000%
8621158.27
2819424.45
Agency Mortgage-Backed Securities
FNMA
2047-02-01
4.0000%
646217.47
633363.05
Agency Mortgage-Backed Securities
FNMA
2046-09-01
3.5000%
795775.42
699434.16
Agency Mortgage-Backed Securities
FNMA
2056-05-01
3.5000%
988369.86
834199.93
Agency Mortgage-Backed Securities
FNMA
2047-04-01
4.0000%
207009.84
187788.33
Agency Mortgage-Backed Securities
FNMA
2047-12-01
3.5000%
1545607.30
1487817.38
Agency Mortgage-Backed Securities
FNMA
2047-12-01
4.5000%
296986.58
300467.84
Agency Mortgage-Backed Securities
FNMA
2048-06-01
4.5000%
79538.95
82628.34
Agency Mortgage-Backed Securities
FNMA
2047-10-01
4.0000%
1687649.64
1585737.79
Agency Mortgage-Backed Securities
FNMA
2038-02-01
3.5000%
1484451.31
1467084.59
Agency Mortgage-Backed Securities
FNMA
2036-01-01
6.0000%
3835245.74
232469.35
Agency Mortgage-Backed Securities
FNMA
2027-02-01
5.5000%
1114337.29
87728.51
Agency Mortgage-Backed Securities
FNMA
2042-04-01
3.5000%
2161628.08
1124923.99
Agency Mortgage-Backed Securities
FNMA
2047-08-01
3.0000%
700626.36
650782.02
Agency Mortgage-Backed Securities
FNMA
2047-11-01
4.0000%
62840.67
62646.93
Agency Mortgage-Backed Securities
FNMA
2048-05-01
3.5000%
629122.35
622959.25
Agency Mortgage-Backed Securities
FNMA
2040-11-01
4.0000%
18988788.97
6766489.37
Agency Mortgage-Backed Securities
GNMA
2047-02-20
3.0000%
167274.76
144394.96
Agency Mortgage-Backed Securities
U.S. TREASURY
2044-02-15
1.3750%
6036986.44
7269396.48
U.S. Treasuries (including strips)
U.S. TREASURY
2020-01-31
1.3750%
37204116.10
36779599.66
U.S. Treasuries (including strips)
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0212
99000000.00
99000000.00
0.1290
N
Y
Y
N
N/A
BNP PARIBAS SA/NEW YORK NY
BNP PARIBAS NEW YORK 02.2851 07/16/2018
05582WT46
US05582WT469
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-07-16
2018-07-16
2018-07-16
N
N
N
0.0229
4000524.04
4000524.04
0.0052
N
N
N
Y
N/A
BNP PARIBAS SA/NEW YORK NY
BNP PARIBAS NEW YORK 02.4351 09/17/2018
05582W2J2
US05582W2J20
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-07-17
2018-09-17
2018-09-17
N
N
N
0.0244
3502068.54
3502068.54
0.0046
N
N
N
N
N/A
BPCE SA
BPCE SA 05571CG96 DCP 07/09/2018
05571CG96
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-07-09
2018-07-09
2018-07-09
N
N
N
0.0234
3997866.80
3997866.80
0.0052
N
N
Y
N
N/A
BPCE SA
BPCE SA 05571CJ69 DCP 09/06/2018
05571CJ69
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-09-06
2018-09-06
2018-09-06
N
N
N
0.0231
3734352.75
3734352.75
0.0049
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE
CANADIAN IMPERIAL BANK OF COM 02.2207 11/05/2018
13608CEG3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-07-05
2018-11-05
2018-11-05
N
N
N
0.0222
5400464.45
5400464.45
0.0070
N
N
N
N
N/A
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 02.3419 12/28/2018
13606BQR0
US13606BQR05
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-07-30
2018-12-28
2018-12-28
N
N
N
0.0234
6500065.07
6500065.07
0.0085
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 02.3635 08/30/2018
17305TXL1
US17305TXL15
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-07-30
2018-08-30
2018-08-30
N
N
N
0.0236
8003272.08
8003272.08
0.0104
N
N
N
N
N/A
CITIBANK NA
CITIBANK NA 02.3300 10/23/2018
17305TYX4
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-10-23
2018-10-23
2018-10-23
N
N
N
0.0233
7499659.50
7499659.50
0.0098
N
N
N
N
N/A
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 2.12 07/02/2018
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
2023-08-31
1.3750%
1880279.55
1764719.56
U.S. Treasuries (including strips)
U.S. TREASURY
2019-08-31
1.6250%
27266193.13
27161574.68
U.S. Treasuries (including strips)
U.S. TREASURY
2022-02-28
1.7500%
27227434.60
26503459.19
U.S. Treasuries (including strips)
U.S. TREASURY
2021-11-30
1.7500%
19060231.78
18526099.51
U.S. Treasuries (including strips)
U.S. TREASURY
2020-03-31
1.1250%
27256353.59
26685507.24
U.S. Treasuries (including strips)
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0212
98668000.00
98668000.00
0.1285
N
Y
Y
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 02.2007 11/09/2018
20272AZC3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-09
2018-11-09
2018-11-09
N
N
N
0.0220
12344802.40
12344802.40
0.0161
N
N
N
N
N/A
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 02.1607 07/23/2018
20272AXT8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-23
2018-07-23
2018-07-23
N
N
N
0.0216
2500377.53
2500377.53
0.0033
N
N
N
N
N/A
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK
CREDIT AGRICOLE CORPORATE AND 22533UG23 DCP 07/02/2018
22533UG23
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0191
3749447.63
3749447.63
0.0049
N
Y
Y
N
N/A
CREDIT SUISSE AG/NEW YORK NY
CREDIT SUISSE NEW YORK 02.3451 07/18/2018
22549LEF8
US22549LEF85
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-07-18
2018-07-18
2018-07-18
N
N
N
0.0235
4000700.04
4000700.04
0.0052
N
N
N
N
N/A
DANSKE CORP
DANSKE CORP 2363F7HD3 DCP 08/13/2018
2363F7HD3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-08-13
2018-08-13
2018-08-13
N
N
N
0.0230
7280974.74
7280974.74
0.0095
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA 02.1607 07/30/2018
2332K4HA5
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-07-30
2018-07-30
2018-07-30
N
N
N
0.0216
7751464.83
7751464.83
0.0101
N
N
N
N
N/A
DNB BANK ASA
DNB BANK ASA 2332K1HQ6 DCP 08/24/2018
2332K1HQ6
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-08-24
2018-08-24
2018-08-24
N
N
N
0.0226
4984304.50
4984304.50
0.0065
N
N
N
N
N/A
HSBC BANK PLC
HSBC BANK PLC 02.2007 11/05/2018
40433FKC2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-05
2018-11-05
2018-11-05
N
N
N
0.0220
3750161.29
3750161.29
0.0049
N
N
N
N
N/A
ING US FUNDING LLC
ING US FUNDING LLC 02.2364 07/09/2018
44988KCT4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-07-09
2018-07-09
2018-07-09
N
N
N
0.0224
4000268.04
4000268.04
0.0052
N
N
Y
N
N/A
ING US FUNDING LLC
ING US FUNDING LLC 02.2374 07/13/2018
44988KCV9
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
2018-07-13
2018-07-13
2018-07-13
N
N
N
0.0224
4000368.04
4000368.04
0.0052
N
N
N
N
N/A
LLOYDS BANK PLC
LLOYDS BANK PLC - 12/07/2018 02.2745 12/07/2018
53946BAZ4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-07-09
2018-12-07
2018-12-07
N
N
N
0.0227
7500495.08
7500495.08
0.0098
N
N
N
N
N/A
LLOYDS BANK PLC/NEW YORK NY
LLOYDS BANK PLC NY 02.2662 08/13/2018
53943NV62
US53943NV626
Certificate of Deposit
Y
Moody's
P-1
S&P
NR
Fitch
F1
2018-07-12
2018-08-13
2018-08-13
N
N
N
0.0227
8002192.08
8002192.08
0.0104
N
N
N
N
N/A
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 2.11 07/02/2018
TRIPARTY2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2046-03-01
3.5000%
18812752.35
15095440.99
Agency Mortgage-Backed Securities
FNMA
2043-01-01
2.2060%
52743969.34
15135007.88
Agency Mortgage-Backed Securities
FNMA
2037-11-01
3.2100%
16044399.92
15134783.86
Agency Mortgage-Backed Securities
FNMA
2033-02-01
3.4000%
15989720.05
15599482.05
Agency Mortgage-Backed Securities
FNMA
2046-08-01
4.0000%
12644458.52
11071622.39
Agency Mortgage-Backed Securities
FNMA
2048-04-01
3.5000%
13238448.04
13187315.42
Agency Mortgage-Backed Securities
FNMA
2048-06-01
4.5000%
14089902.70
14736347.44
Agency Mortgage-Backed Securities
Y
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0211
98000000.00
98000000.00
0.1277
N
Y
Y
N
N/A
MITSUBISHI UFJ TRUST & BANKING CORP/NY
MITSUBISHI UFJ TR&BK NY 02.3836 08/22/2018
60683BFB4
US60683BFB45
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-07-23
2018-08-22
2018-08-22
N
N
N
0.0238
7003003.07
7003003.07
0.0091
N
N
N
N
N/A
MIZUHO BANK LTD/NY
MIZUHO BANK LTD/NY 02.3400 07/06/2018
60700AWN0
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-07-06
2018-07-06
2018-07-06
N
N
N
0.0234
3250224.93
3250224.93
0.0042
N
N
Y
N
N/A
MIZUHO BANK LTD/NY
MIZUHO BANK LTD/NY 02.3836 08/21/2018
60700ATA2
US60700ATA24
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-07-23
2018-08-21
2018-08-21
N
N
N
0.0238
4001068.04
4001068.04
0.0052
N
N
N
N
N/A
MUFG BANK LTD/NEW YORK NY
MUFG BANK LTD/NEW YORK NY 62479MG98 DCP 07/09/2018
62479MG98
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-07-09
2018-07-09
2018-07-09
N
N
N
0.0206
5746923.75
5746923.75
0.0075
N
N
Y
N
N/A
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 02.1607 08/01/2018
63254GGG4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-02
2018-08-01
2018-08-01
N
N
N
0.0216
12002184.10
12002184.10
0.0156
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
1188899.73
1188899.73
0.0015
N
N
N
N
N/A
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 02.3351 01/18/2019
63307NBY2
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-07-18
2019-01-18
2019-01-18
N
N
N
0.0234
7749635.75
7749635.75
0.0101
N
N
N
N
N/A
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E1JB8 DCP 09/11/2018
6385E1JB8
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-09-11
2018-09-11
2018-09-11
N
N
N
0.0228
3732671.63
3732671.63
0.0049
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
8000896.88
8000896.88
0.0104
N
N
N
N
N/A
NORDEA BANK AB/NEW YORK NY
NORDEA BANK AB NEW YORK 02.4573 03/14/2019
65590ATE6
US65590ATE63
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-16
2019-03-14
2019-03-14
N
N
N
0.0246
4002739.64
4002739.64
0.0052
N
N
N
N
N/A
NORDEA BANK AB/NEW YORK NY
NORDEA BANK AB NEW YORK USD 02.4013 05/21/2019
65590AWK8
US65590AWK86
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-08-21
2019-05-21
2019-05-21
N
N
N
0.0240
7496030.25
7496030.25
0.0098
N
N
N
N
N/A
NRW BANK
NRW BANK 62939MGD3 DCP 07/13/2018
62939MGD3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-13
2018-07-13
2018-07-13
N
N
N
0.0207
3996851.60
3996851.60
0.0052
N
N
N
N
N/A
NRW BANK
NRW BANK 62939MHH3 DCP 08/17/2018
62939MHH3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-08-17
2018-08-17
2018-08-17
N
N
N
0.0213
2592713.50
2592713.50
0.0034
N
N
N
N
N/A
RABOBANK NEDERLAND NV NY
COOPERAT RABOBANK UA/NY 02.4621 10/01/2018
21684B5H3
US21684B5H35
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-07-02
2018-10-01
2018-10-01
N
N
N
0.0246
8005320.08
8005320.08
0.0104
N
N
N
N
N/A
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 02.2545 12/07/2018
78009N5B8
US78009N5B87
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-09
2018-12-07
2018-12-07
N
N
N
0.0225
3000357.03
3000357.03
0.0039
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
1733353.49
1733353.49
0.0023
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAV ENSKILDA BK NY 02.1964 07/10/2018
83050FF30
US83050FF300
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-10
2018-07-10
2018-07-10
N
N
N
0.0220
6000372.06
6000372.06
0.0078
N
N
N
N
N/A
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAV ENSKILDA BK NY 02.4151 10/17/2018
83050FP54
US83050FP549
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-17
2018-10-17
2018-10-17
N
N
N
0.0242
5002755.05
5002755.05
0.0065
N
N
N
N
N/A
SOCIETE GENERALE/NEW YORK NY
SOCIETE GENERALE NY 02.2464 07/09/2018
83369YYR1
US83369YYR16
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-07-09
2018-07-09
2018-07-09
N
N
N
0.0225
4000284.04
4000284.04
0.0052
N
N
Y
N
N/A
STATE STREET BANK & TRUST CO
STATE STREET BANK & TR 02.2300 08/30/2018
8574P1LM6
US8574P1LM66
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-08-30
2018-08-30
2018-08-30
N
N
N
0.0223
7751798.85
7751798.85
0.0101
N
N
N
N
N/A
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY 02.4174 08/13/2018
86565BCK5
US86565BCK52
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
F1
2018-07-13
2018-08-13
2018-08-13
N
N
N
0.0242
8002384.08
8002384.08
0.0104
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
2749146.68
2749146.68
0.0036
N
N
Y
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 02.1730 09/06/2018
86958JWM7
US86958JWM79
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-06
2018-09-06
2018-09-06
N
N
N
0.0217
5501083.56
5501083.56
0.0072
N
N
N
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 02.1407 07/02/2018
86958JWH8
US86958JWH84
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0214
8000112.08
8000112.08
0.0104
N
Y
Y
N
N/A
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN NY 02.2907 02/04/2019
86958JE70
US86958JE702
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-05
2019-02-04
2019-02-04
N
N
N
0.0229
7003024.07
7003024.07
0.0091
N
N
N
N
N/A
SWEDBANK AB
SWEDBANK AB 87019SGK4 DCP 07/19/2018
87019SGK4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-19
2018-07-19
2018-07-19
N
N
N
0.0207
3096710.59
3096710.59
0.0040
N
N
N
N
N/A
SWEDBANK AB
SWEDBANK AB 87019SG24 DCP 07/02/2018
87019SG24
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0191
5249164.20
5249164.20
0.0068
N
Y
Y
N
N/A
SWEDBANK AB/NEW YORK
SWEDBANK (NEW YORK) 02.2130 11/06/2018
87019VCW5
US87019VCW54
Certificate of Deposit
Y
Moody's
P-1
S&P
NR
Fitch
F1+
2018-07-06
2018-11-06
2018-11-06
N
N
N
0.0221
7000273.07
7000273.07
0.0091
N
N
N
N
N/A
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 02.2507 01/11/2019
89120DCQ0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-11
2019-01-11
2019-01-11
N
N
N
0.0225
4500472.55
4500472.55
0.0059
N
N
N
N
N/A
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 02.2707 02/08/2019
89120DDG1
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-09-08
2019-02-08
2019-02-08
N
N
N
0.0227
7750604.58
7750604.58
0.0101
N
N
N
N
N/A
TORONTO-DOMINION BANK/THE
TORONTO-DOMINION BANK/THE 02.1707 07/24/2018
89120DCN7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-07-24
2018-07-24
2018-07-24
N
N
N
0.0217
4000652.04
4000652.04
0.0052
N
N
N
N
N/A
UBS AG/LONDON
UBS AG/LONDON 02.2107 07/25/2018
90276JCZ7
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1
Fitch
F1+
2018-07-25
2018-07-25
2018-07-25
N
N
N
0.0221
7751519.08
7751519.08
0.0101
N
N
N
N
N/A
US BANK NA/CINCINNATI OH
US BANK NA/CINCINNATI OH 01.7001 07/23/2018
90333VVW7
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-23
2018-07-23
2018-07-23
N
N
N
0.0209
8001096.08
8001096.08
0.0104
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 02.3351 11/16/2018
94989RRQ3
US94989RRQ38
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-07-17
2018-11-16
2018-11-16
N
N
N
0.0234
7001414.07
7001414.07
0.0091
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 02.3051 11/15/2018
94989RTC2
US94989RTC24
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-07-16
2018-11-15
2018-11-15
N
N
N
0.0231
2500225.03
2500225.03
0.0033
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 02.2145 08/07/2018
94989RZD3
US94989RZD33
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-07-09
2018-08-07
2018-08-07
N
N
N
0.0221
4000856.04
4000856.04
0.0052
N
N
N
N
N/A
WELLS FARGO BANK NA
WELLS FARGO BANK NA 02.1356 07/02/2018
94989RTV0
US94989RTV05
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1
Fitch
NR
2018-07-02
2018-07-02
2018-07-02
N
N
N
0.0214
7000098.07
7000098.07
0.0091
N
Y
Y
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 02.1907 10/05/2018
9612C4XF3
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-07-05
2018-10-05
2018-10-05
N
N
N
0.0219
7001337.07
7001337.07
0.0091
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 02.2307 01/03/2019
9612C4XX4
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
F1+
2018-07-03
2019-01-03
2019-01-03
N
N
N
0.0223
5001205.05
5001205.05
0.0065
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 9612C1GS0 DCP 07/26/2018
9612C1GS0
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-07-26
2018-07-26
2018-07-26
N
N
N
0.0226
1198199.16
1198199.16
0.0016
N
N
N
N
N/A
WESTPAC BANKING CORP
WESTPAC BANKING CORP 02.1607 08/02/2018
9612C4WJ6
NA
Financial Company Commercial Paper
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-07-02
2018-08-02
2018-08-02
N
N
N
0.0216
6000678.06
6000678.06
0.0078
N
N
N
N
N/A
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP/NY 01.5100 07/20/2018
96121T3U0
NA
Certificate of Deposit
Y
Moody's
P-1
S&P
A-1+
Fitch
NR
2018-07-20
2018-07-20
2018-07-20
N
N
N
0.0210
2599240.28
2599240.28
0.0034
N
N
N
N
N/A
Putnam Money Market Fund
2018-07-05
/s/ Janet C. Smith
Janet C. Smith
Principal Accounting Officer