0000928816-15-000894.txt : 20150831
0000928816-15-000894.hdr.sgml : 20150831
20150707135208
ACCESSION NUMBER: 0000928816-15-000894
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20150630
FILED AS OF DATE: 20150707
DATE AS OF CHANGE: 20150707
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-MFP
SEC ACT: 1933 Act
SEC FILE NUMBER: 811-02608
FILM NUMBER: 15976114
BUSINESS ADDRESS:
STREET 1: ONE POST OFFICE SQ
STREET 2: MAILSTOP A-14 LEGAL DEPARTMENT
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 6172921471
MAIL ADDRESS:
STREET 1: MAILSTOP A-14 LEGAL DEPARTMENT
STREET 2: ONE POST OFFICE SQUARE
CITY: BOSTON
STATE: MA
ZIP: 02109
FORMER COMPANY:
FORMER CONFORMED NAME: PUTNAM DAILY DIVIDEND TRUST
DATE OF NAME CHANGE: 19920703
0000081248
S000006251
PUTNAM MONEY MARKET FUND
C000017191
Class T Shares
C000017192
Class A Shares
PDDXX
C000017193
Class B Shares
PTBXX
C000017194
Class C Shares
PFCXX
C000017195
Class M Shares
PTMXX
C000017196
Class R Shares
PURXX
N-MFP
1
primary_doc.xml
N-MFP
N-MFP
LIVE
N
2015-06-30
0000081248
S000006251
6
N
N
N
N
2-55091
Putnam Investment Management, LLC
801-7974
Putnam Investment Limited
801-61441
PricewaterhouseCoopers, LLP
Boston
MA
None
Putnam Investor Services, Inc.
0001448300
84-06331
N
N
N
Prime
28
65
1239140075.80
53676728.74
54342931.00
1238473873.54
0.0018
1.0000
2015-06-30
1.0000
2015-06-30
C000017192
500.00
1118576419.44
1.00
38951650.90
141065935.30
102114284.40
0.0001
1.0000
2015-06-30
1.0000
2015-06-30
C000017193
500.00
7755010.83
1.00
-624671.96
252817.20
877489.16
0.0001
1.0000
2015-06-30
1.0000
2015-06-30
C000017194
500.00
29947378.95
1.00
10964158.82
12537311.10
1573152.28
0.0001
1.0000
2015-06-30
1.0000
2015-06-30
C000017195
500.00
28807707.16
1.00
2403575.17
5511077.94
3107502.77
0.0001
1.0000
2015-06-30
1.0000
2015-06-30
C000017196
500.00
29322352.24
1.00
-221571.98
744128.92
965700.90
0.0001
1.0000
2015-06-30
1.0000
2015-06-30
C000017191
500.00
24065004.92
1.00
-288299.26
1346909.56
1635208.82
0.0001
1.0000
2015-06-30
1.0000
2015-06-30
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
51736607.00
51736607.00
0.0418
N/A
N
51736607.00
51736607.00
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELEC CAP CORP 01.0289 08/11/2015
36962G4N1
Other Note
N
First Tier Security
N/A
N/A
2015-08-11
2015-08-11
N
N
N
3950000.00
3953697.62
0.0032
N/A
N
3949822.25
3949822.25
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELEC CAP CORP 01.6250 07/02/2015
36962G5Z3
Other Note
N
First Tier Security
N/A
N/A
2015-07-02
2015-07-02
N
N
N
3500000.00
3500133.27
0.0028
N/A
N
3500000.00
3500000.00
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELEC CAP CORP 01.3008 07/02/2015
36962G6A7
Other Note
N
First Tier Security
N/A
N/A
2015-07-02
2015-07-02
N
N
N
2200000.00
2200066.97
0.0018
N/A
N
2200000.00
2200000.00
NATIONAL AUSTRALIA BANK LTD/NEW YORK
NATIONAL AUSTRALIA BK LT 01.6000 08/07/2015
63254AAC2
Other Note
N
First Tier Security
N/A
N/A
2015-08-07
2015-08-07
N
N
N
1360000.00
1361749.59
0.0011
N/A
N
1361447.04
1361447.04
WESTPAC BANKING CORP
WESTPAC BANKING CORP USD 01.1250 09/25/2015
961214BW2
Other Note
N
First Tier Security
N/A
N/A
2015-09-25
2015-09-25
N
N
N
5200000.00
5208944.00
0.0042
N/A
N
5208366.80
5208366.80
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 00.8500 10/09/2015
369604BE2
Other Note
N
First Tier Security
N/A
N/A
2015-10-09
2015-10-09
N
N
N
1200000.00
1201618.10
0.0010
N/A
N
1201755.60
1201755.60
BANK OF NEW YORK MELLON CORP/THE
BANK OF NEW YORK MELLON 00.5073 10/23/2015
06406HCF4
Other Note
N
First Tier Security
N/A
N/A
2015-07-23
2015-10-23
N
N
N
5485000.00
5489288.24
0.0044
N/A
N
5488943.72
5488943.72
BANK OF NEW YORK MELLON CORP/THE
BANK OF NEW YORK MELLON 00.7000 10/23/2015
06406HCD9
Other Note
N
First Tier Security
N/A
N/A
2015-10-23
2015-10-23
N
N
N
2200000.00
2201885.45
0.0018
N/A
N
2201020.80
2201020.80
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA USD 00.8000 10/30/2015
78008SPH3
Other Note
N
First Tier Security
N/A
N/A
2015-10-30
2015-10-30
N
N
N
4440000.00
4445305.24
0.0036
N/A
N
4445541.12
4445541.12
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELEC CAP CORP 00.4732 10/06/2015
36962GS54
Other Note
N
First Tier Security
N/A
N/A
2015-07-06
2015-10-06
N
N
N
7525000.00
7529957.62
0.0061
N/A
N
7528416.35
7528416.35
WESTPAC BANKING CORP
WESTPAC BANKING CORP USD 00.9500 01/12/2016
961214BY8
Other Note
N
First Tier Security
N/A
N/A
2016-01-12
2016-01-12
N
N
N
12700000.00
12729589.35
0.0103
N/A
N
12729718.00
12729718.00
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/NEW YORK NY
AUST & NZ BANKING GRP NY 00.9000 02/12/2016
05253JAB7
Other Note
N
First Tier Security
N/A
N/A
2016-02-12
2016-02-12
N
N
N
2850000.00
2856965.97
0.0023
N/A
N
2855623.05
2855623.05
WELLS FARGO BANK NA
WELLS FARGO BANK NA 00.4059 07/14/2016
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2015-09-15
2016-07-14
N
N
N
11000000.00
11000000.00
0.0089
N/A
N
10998834.00
10998834.00
UNITED STATES OF AMERICA
US TREASURY FRN 00.0600 01/31/2016
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-07-01
2016-01-31
N
N
N
14700000.00
14698762.09
0.0119
N/A
N
14699882.40
14699882.40
UNITED STATES OF AMERICA
US TREASURY FRN 00.0840 04/30/2016
912828D31
Treasury Debt
N
First Tier Security
N/A
N/A
2015-07-01
2016-04-30
N
N
N
13050000.00
13050359.11
0.0105
N/A
N
13052505.60
13052505.60
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 00.2630 07/09/2015
07644DAK4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-13
2015-07-09
N
N
N
16750000.00
16750000.00
0.0135
N/A
N
16749866.00
16749866.00
UNITED STATES OF AMERICA
US TREASURY FRN 00.0850 07/31/2016
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-07-01
2016-07-31
N
N
N
13250000.00
13250387.46
0.0107
N/A
N
13253087.20
13253087.20
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 00.2641 09/08/2015
06417HTU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-08
2015-09-08
N
N
N
16250000.00
16250000.00
0.0131
N/A
N
16248293.70
16248293.70
US BANK NA/CINCINNATI OH
US BANK NA CINCINNATI 0.341750 10/01/2015
90331HME0
Other Note
N
First Tier Security
N/A
N/A
2015-07-01
2015-10-01
N
N
N
12000000.00
12001750.97
0.0097
N/A
N
11999604.00
11999604.00
HSBC BANK PLC
HSBC BANK PLC - 10/02/2015 00.2740 10/02/2015
40433FED7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-02
2015-10-02
N
N
N
4000000.00
4000000.00
0.0032
N/A
N
3999804.00
3999804.00
UNITED STATES OF AMERICA
US TREASURY FRN 00.0680 10/31/2016
912828F70
Treasury Debt
N
First Tier Security
N/A
N/A
2015-07-01
2016-10-31
N
N
N
13250000.00
13250089.77
0.0107
N/A
N
13249854.20
13249854.20
US BANK NA/CINCINNATI OH
US BANK NA/CINCINNATI OH 0.283500 10/30/2015
90333VPL8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-30
2015-10-30
N
N
N
7800000.00
7800000.00
0.0063
N/A
N
7799181.00
7799181.00
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.2738 11/12/2015
13606JKM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-13
2015-11-12
N
N
N
5825000.00
5825000.00
0.0047
N/A
N
5824644.68
5824644.68
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.2750 11/18/2015
89112UM73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-20
2015-11-18
N
N
N
13050000.00
13050000.00
0.0105
N/A
N
13048825.50
13048825.50
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.2989 11/09/2015
20272AKH8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-10
2015-11-09
N
N
N
11700000.00
11700004.52
0.0094
N/A
N
11698479.00
11698479.00
NORDEA BANK FINLAND PLC/NEW YORK
NORDEA BANK FINLAND NY 00.2355 07/13/2015
65558E7L6
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-13
2015-07-13
N
N
N
13000000.00
13000000.00
0.0105
N/A
N
12999870.00
12999870.00
UNITED STATES OF AMERICA
US TREASURY FRN 00.0990 01/31/2017
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2015-07-01
2017-01-31
N
N
N
12500000.00
12499597.74
0.0101
N/A
N
12506587.50
12506587.50
NORDEA BANK FINLAND PLC/NEW YORK
NORDEA BANK FINLAND NY 00.3889 11/09/2015
65558EN46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-10
2015-11-09
N
N
N
5250000.00
5252088.77
0.0042
N/A
N
5250771.81
5250771.81
DNB BANK ASA
DNB BANK ASA 2332K1V56 DCP 08/05/2015
2332K1V56
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-05
2015-08-05
N
N
N
6175000.00
6173319.03
0.0050
N/A
N
6174394.85
6174394.85
COCA-COLA CO/THE
COCA-COLA CO/THE 19121BUM9 DCP 07/21/2015
19121BUM9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-21
2015-07-21
N
N
N
7700000.00
7699144.44
0.0062
N/A
N
7699595.75
7699595.75
NESTLE FINANCE INTERNATIONAL LTD
NESTLE FINANCE INTERNATIONAL 64105SVL9 DCP 08/20/2015
64105SVL9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-20
2015-08-20
N
N
N
5225000.00
5223621.18
0.0042
N/A
N
5224578.34
5224578.34
RABOBANK NEDERLAND NV NY
RABOBANK NEDERLAND NY 00.2853 07/17/2015
21684BZN7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-17
2015-07-17
N
N
N
9050000.00
9050410.95
0.0073
N/A
N
9049837.10
9049837.10
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 63254FU62 DCP 07/06/2015
63254FU62
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-06
2015-07-06
N
N
N
3450000.00
3449899.86
0.0028
N/A
N
3449970.68
3449970.68
NESTLE CAPITAL CORP
NESTLE CAPITAL CORP 64105HVA7 DCP 08/10/2015
64105HVA7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-10
2015-08-10
N
N
N
12725000.00
12722596.39
0.0103
N/A
N
12724391.70
12724391.70
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 89233HU93 DCP 07/09/2015
89233HU93
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-09
2015-07-09
N
N
N
17750000.00
17749290.00
0.0143
N/A
N
17749858.00
17749858.00
FAIRWAY FINANCE LLC
FAIRWAY FINANCE LLC 30601WVH9 DCP 08/17/2015
30601WVH9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-17
2015-08-17
N
N
N
8150000.00
8147339.93
0.0066
N/A
N
8147805.21
8147805.21
DUKE UNIVERSITY
DUKE UNIVERSITY 26441UUG8 DCP 07/16/2015
26441UUG8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-16
2015-07-16
N
N
N
11075000.00
11074307.81
0.0089
N/A
N
11074448.40
11074448.40
HSBC BANK USA NA
HSBC BANK USA NA 00.3091 12/07/2015
40428AD79
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-07
2015-12-07
N
N
N
11725000.00
11725000.00
0.0095
N/A
N
11724414.30
11724414.30
ROCHE HOLDINGS INC
ROCHE HOLDINGS INC 77119MUD7 DCP 07/13/2015
77119MUD7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-13
2015-07-13
N
N
N
12675000.00
12674493.00
0.0102
N/A
N
12674496.80
12674496.80
LEHIGH UNIVERSITY
LEHIGH UNIVERSITY 52501QUG0 DCP 07/16/2015
52501QUG0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-16
2015-07-16
N
N
N
7575000.00
7574463.44
0.0061
N/A
N
7574622.77
7574622.77
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1500 07/22/2015
47803LKR3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-22
2015-07-22
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
1375000.00
1375000.00
0.0011
N/A
N
1374972.50
1374972.50
SUMITOMO MITSUI BANKING CORP
SUMITOMO MITSUI BANKING CORP 86562LWR9 DCP 09/25/2015
86562LWR9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-25
2015-09-25
N
N
N
17875000.00
17860481.53
0.0144
N/A
N
17862861.00
17862861.00
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.2970 03/24/2016
20272ALN4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-24
2016-03-24
N
N
N
6450000.00
6450000.00
0.0052
N/A
N
6449038.95
6449038.95
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P3U68 DCP 07/06/2015
4820P3U68
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-06
2015-07-06
N
N
N
18150000.00
18149626.81
0.0147
N/A
N
18149519.00
18149519.00
ROCHE HOLDINGS INC
ROCHE HOLDINGS INC 77119MU70 DCP 07/07/2015
77119MU70
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-07
2015-07-07
N
N
N
5275000.00
5274894.50
0.0043
N/A
N
5274887.12
5274887.12
COCA-COLA CO/THE
COCA-COLA CO/THE 19121BVQ9 DCP 08/24/2015
19121BVQ9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-24
2015-08-24
N
N
N
8600000.00
8598065.00
0.0069
N/A
N
8598331.60
8598331.60
CHEVRON CORP
CHEVRON CORP 16677KVA8 DCP 08/10/2015
16677KVA8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-10
2015-08-10
N
N
N
3000000.00
2999566.67
0.0024
N/A
N
2999497.80
2999497.80
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67984W2Z0 DCP 08/14/2015
67984W2Z0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-14
2015-08-14
N
N
N
18000000.00
17994720.00
0.0145
N/A
N
17996175.00
17996175.00
SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK NY
SKANDINAVISKA ENSKILDA BANKEN 00.2800 07/08/2015
83051HM86
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-08
2015-07-08
N
N
N
5000000.00
5000067.72
0.0040
N/A
N
5000249.05
5000249.05
WELLS FARGO BANK NA
WELLS FARGO BANK NA 00.2888 09/14/2015
94988ECV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-13
2015-09-14
N
N
N
3000000.00
3000315.00
0.0024
N/A
N
2999922.00
2999922.00
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963UVD5 DCP 08/13/2015
15963UVD5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-13
2015-08-13
N
N
N
5200000.00
5198819.89
0.0042
N/A
N
5198735.36
5198735.36
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157UVH0 DCP 08/17/2015
59157UVH0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-17
2015-08-17
N
N
N
17650000.00
17645852.25
0.0142
N/A
N
17645952.80
17645952.80
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UUL2 DCP 07/20/2015
53127UUL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-20
2015-07-20
N
N
N
1800000.00
1799829.00
0.0015
N/A
N
1799830.08
1799830.08
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88603GCU2 DCP 08/21/2015
88603GCU2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-21
2015-08-21
N
N
N
18000000.00
17993880.00
0.0145
N/A
N
17994670.20
17994670.20
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA 63307MUP2 DCP 07/23/2015
63307MUP2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-23
2015-07-23
N
N
N
7400000.00
7399050.34
0.0060
N/A
N
7399271.84
7399271.84
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157UXK1 DCP 10/19/2015
59157UXK1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-19
2015-10-19
N
N
N
600000.00
599615.00
0.0005
N/A
N
599509.74
599509.74
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 05253CXV3 DCP 10/29/2015
05253CXV3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-29
2015-10-29
N
N
N
15325000.00
15310696.67
0.0124
N/A
N
15317067.70
15317067.70
BANK OF TOKYO-MITSUBISHI UFJ LTD/NEW YORK NY
BANK OF TOKYO-MITSUBISHI UFJ 06538CUU3 DCP 07/28/2015
06538CUU3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-28
2015-07-28
N
N
N
7700000.00
7698614.00
0.0062
N/A
N
7698993.61
7698993.61
JPMORGAN CHASE BANK NA
JP MORGAN CHASE BANK NA 00.3289 12/08/2015
46639XBD0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-08
2015-12-08
N
N
N
8475000.00
8476949.64
0.0068
N/A
N
8474432.18
8474432.18
TRINITY HEALTH
TRINITY HEALTH 89651KVB3 DCP 08/11/2015
89651KVB3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-11
2015-08-11
N
N
N
8300000.00
8298866.04
0.0067
N/A
N
8298566.59
8298566.59
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL/CHICAGO IL 00.3100 11/06/2015
06366CM70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
9800000.00
9800000.00
0.0079
N/A
N
9801539.68
9801539.68
SVENSKA HANDELSBANKEN/NEW YORK NY
SVENSKA HANDELSBANKEN/NEW YOR 00.2250 09/08/2015
86958DTW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-08
2015-09-08
N
N
N
18050000.00
18050172.85
0.0146
N/A
N
18050173.40
18050173.40
TEXAS A&M UNIVERSITY
TEXAS A&M UNIVERSITY 00.1500 08/13/2015
88213M2J7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-13
2015-08-13
N
Y
TEXAS A&M UNIVERSITY
N/A
N/A
N
12500000.00
12500000.00
0.0101
N/A
N
12500125.10
12500125.10
BMW US CAPITAL LLC
BMW US CAPITAL LLC 0556C3UD1 DCP 07/13/2015
0556C3UD1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-13
2015-07-13
N
N
N
6000000.00
5999740.00
0.0048
N/A
N
5999696.40
5999696.40
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M3VC5 DCP 08/12/2015
7443M3VC5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-12
2015-08-12
N
N
N
12000000.00
11997760.00
0.0097
N/A
N
11997434.40
11997434.40
EXPORT DEVELOPMENT CANADA
EXPORT DEVELOPMENT CANADA 30215HVJ6 DCP 08/18/2015
30215HVJ6
Other Instrument
Non U.S. Sovereign Instrumentality
N
First Tier Security
N/A
N/A
2015-08-18
2015-08-18
N
N
N
11800000.00
11798112.00
0.0095
N/A
N
11798506.10
11798506.10
COCA-COLA CO/THE
COCA-COLA CO/THE 19121BWA3 DCP 09/10/2015
19121BWA3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-10
2015-09-10
N
N
N
1000000.00
999684.44
0.0008
N/A
N
999660.00
999660.00
SWEDBANK AB
SWEDBANK AB 87019SW91 DCP 09/09/2015
87019SW91
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-09
2015-09-09
N
N
N
11800000.00
11794722.78
0.0095
N/A
N
11795904.20
11795904.20
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137SU63 DCP 07/06/2015
98137SU63
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-06
2015-07-06
N
N
N
9250000.00
9249755.90
0.0075
N/A
N
9249754.88
9249754.88
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M3VJ0 DCP 08/18/2015
7443M3VJ0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-18
2015-08-18
N
N
N
400000.00
399909.33
0.0003
N/A
N
399899.28
399899.28
DNB BANK ASA
DNB BANK ASA 2332K1WM8 DCP 09/21/2015
2332K1WM8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-21
2015-09-21
N
N
N
11850000.00
11843522.00
0.0096
N/A
N
11844563.20
11844563.20
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAP 19422GWE0 DCP 09/14/2015
19422GWE0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-14
2015-09-14
N
N
N
9450000.00
9445078.12
0.0076
N/A
N
9445272.17
9445272.17
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1300 08/18/2015
47803LKS1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-18
2015-08-18
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
5000000.00
5000000.00
0.0040
N/A
N
5000050.05
5000050.05
LEHIGH UNIVERSITY
LEHIGH UNIVERSITY 52501QVL8 DCP 08/20/2015
52501QVL8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-20
2015-08-20
N
N
N
6400000.00
6398844.45
0.0052
N/A
N
6398567.68
6398567.68
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1300 08/20/2015
47803LKT9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-20
2015-08-20
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
6000000.00
6000000.00
0.0048
N/A
N
6000060.06
6000060.06
TEXAS A&M UNIVERSITY
TEXAS A&M UNIVERSITY 00.1800 09/17/2015
88213M2K4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-17
2015-09-17
N
Y
TEXAS A&M UNIVERSITY
N/A
N/A
N
4500000.00
4500000.00
0.0036
N/A
N
4500090.05
4500090.05
AMERICAN HONDA FINANCE CORP
AMERICAN HONDA FINANCE CORP 02665KV61 DCP 08/06/2015
02665KV61
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-06
2015-08-06
N
N
N
11900000.00
11898334.00
0.0096
N/A
N
11898104.30
11898104.30
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646LUL2 DCP 07/20/2015
92646LUL2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-20
2015-07-20
N
N
N
10425000.00
10423954.60
0.0084
N/A
N
10424015.80
10424015.80
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK
CREDIT AGRICOLE CORPORATE AND 00.1500 07/02/2015
22533MN72
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-02
2015-07-02
N
N
N
5950000.00
5950000.00
0.0048
N/A
N
5950025.64
5950025.64
CIESCO LLC
CIESCO LLC 17178CV67 DCP 08/06/2015
17178CV67
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-06
2015-08-06
N
N
N
5850000.00
5849122.50
0.0047
N/A
Y
5849104.37
5849104.37
BNP PARIBAS/NEW YORK NY
BNP PARIBAS/NEW YORK NY 09659CU63 DCP 07/06/2015
09659CU63
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-06
2015-07-06
N
N
N
5925000.00
5924860.10
0.0048
N/A
N
5924891.57
5924891.57
BANK OF AMERICA NA
BANK OF AMERICA NA 00.2800 08/03/2015
06052TLQ1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
3000000.00
3000246.86
0.0024
N/A
N
3000555.03
3000555.03
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084CV74 DCP 08/07/2015
00084CV74
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-07
2015-08-07
N
N
N
6000000.00
5998705.00
0.0048
N/A
N
5998891.80
5998891.80
TORONTO-DOMINION HOLDINGS USA INC
TORONTO-DOMINION HOLDINGS USA 89116FUA6 DCP 07/10/2015
89116FUA6
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-10
2015-07-10
N
N
N
3475000.00
3474887.06
0.0028
N/A
N
3474898.53
3474898.53
SIMON PROPERTY GROUP LP
SIMON PROPERTY GROUP LP 82880XW97 DCP 09/09/2015
82880XW97
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-09
2015-09-09
N
N
N
3064000.00
3062808.45
0.0025
N/A
N
3062700.86
3062700.86
BPCE SA
BPCE SA 05571CUA7 DCP 07/10/2015
05571CUA7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-10
2015-07-10
N
N
N
6000000.00
5999812.50
0.0048
N/A
N
5999916.60
5999916.60
SIMON PROPERTY GROUP LP
SIMON PROPERTY GROUP LP 82880XVR8 DCP 08/25/2015
82880XVR8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-25
2015-08-25
N
N
N
6000000.00
5998441.67
0.0048
N/A
N
5998180.20
5998180.20
UNIVERSITY OF CHICAGO
UNIVERSITY OF CHICAGO 00.0000 07/07/2015
91412WU73
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-07
2015-07-07
N
N
N
10075000.00
10074832.09
0.0081
N/A
N
10074798.50
10074798.50
COUNTY OF ST JOSEPH IN
COUNTY OF ST JOSEPH IN 00.0000 07/16/2015
79061RUG3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-16
2015-07-16
N
N
N
11000000.00
10999358.44
0.0089
N/A
N
10999340.00
10999340.00
STATE STREET CORP
STATE STREET CORP 85747KWG5 DCP 09/16/2015
85747KWG5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-16
2015-09-16
N
N
N
17750000.00
17742406.95
0.0143
N/A
N
17741385.90
17741385.90
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R1UF0 DCP 07/15/2015
7588R1UF0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-15
2015-07-15
N
N
N
10000000.00
9999338.89
0.0081
N/A
N
9999292.00
9999292.00
UNIVERSITY OF TEXAS SYSTEM/THE
UNIVERSITY OF TEXAS SYSTEM/TH 00.1600 09/15/2015
91510PHX7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-15
2015-09-15
N
Y
UNIVERSITY OF TEXAS SYSTEM/THE
N/A
N/A
N
11800000.00
11800000.00
0.0095
N/A
N
11799764.00
11799764.00
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.1600 09/16/2015
47803LKU6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-16
2015-09-16
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
6987000.00
6987000.00
0.0056
N/A
N
6987000.07
6987000.07
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.3375 06/17/2016
13606JT90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-17
2016-06-17
N
N
N
12325000.00
12325000.00
0.0100
N/A
N
12323792.10
12323792.10
ALPINE SECURITIZATION CORP
ALPINE SECURITIZATION CORP 02086MV35 DCP 08/03/2015
02086MV35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-03
2015-08-03
N
N
N
5850000.00
5848766.63
0.0047
N/A
N
5848933.55
5848933.55
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050UWA2 DCP 09/10/2015
83050UWA2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-10
2015-09-10
N
N
N
2365000.00
2364020.50
0.0019
N/A
N
2364129.68
2364129.68
TORONTO-DOMINION BANK/NY
TORONTO-DOMINION BANK/NY 00.7400 07/06/2015
89112TBD5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-07-06
2015-07-06
N
N
N
1500000.00
1500120.34
0.0012
N/A
N
1500000.02
1500000.02
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963UVR4 DCP 08/25/2015
15963UVR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-25
2015-08-25
N
N
N
7525000.00
7523045.59
0.0061
N/A
N
7522576.95
7522576.95
SIMON PROPERTY GROUP LP
SIMON PROPERTY GROUP LP 82880XVM9 DCP 08/21/2015
82880XVM9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-21
2015-08-21
N
N
N
3000000.00
2999277.50
0.0024
N/A
N
2999181.00
2999181.00
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R1UT0 DCP 07/27/2015
7588R1UT0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-07-27
2015-07-27
N
N
N
8600000.00
8598944.11
0.0069
N/A
N
8598820.08
8598820.08
CAFCO LLC
CAFCO LLC 12476FVR4 DCP 08/25/2015
12476FVR4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-25
2015-08-25
N
N
N
5925000.00
5923461.15
0.0048
N/A
N
5923387.22
5923387.22
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.11 07/01/2015
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2043-09-01
0.000%
Government Agency Debt
62034033.86
63028191.29
FNMA
2045-05-01
3.500%
Government Agency Debt
34836905.45
35927108.92
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
97015000.00
97015000.00
0.0783
N/A
N
97015000.00
97015000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.12 07/01/2015
TRIPARTY2
Government Agency Repurchase Agreement
Y
GNMA
2041-11-15
5.000%
Government Agency Debt
295.72
21.33
GNMA
2041-07-15
4.500%
Government Agency Debt
295.13
113.51
GNMA
2041-04-15
4.625%
Government Agency Debt
295.13
224.91
GNMA
2041-07-15
4.500%
Government Agency Debt
387564.24
162647.80
GNMA
2041-05-15
4.500%
Government Agency Debt
214165.09
20952.20
GNMA
2041-06-15
4.500%
Government Agency Debt
748.88
40.69
GNMA
2042-05-15
3.500%
Government Agency Debt
35420.92
30271.30
GNMA
2041-08-15
4.000%
Government Agency Debt
58653.45
48081.54
GNMA
2041-08-15
4.500%
Government Agency Debt
295.13
150.92
GNMA
2041-08-15
4.500%
Government Agency Debt
294.83
151.22
GNMA
2043-12-15
4.000%
Government Agency Debt
295.42
251.25
GNMA
2041-06-15
4.000%
Government Agency Debt
296.60
130.48
GNMA
2041-06-15
4.500%
Government Agency Debt
298.08
92.60
GNMA
2041-08-15
4.500%
Government Agency Debt
295.13
147.78
GNMA
2044-12-15
3.500%
Government Agency Debt
77201.98
79940.34
GNMA
2045-03-15
4.000%
Government Agency Debt
295.13
319.60
GNMA
2041-06-15
4.490%
Government Agency Debt
388792.22
187922.08
GNMA
2041-09-15
4.000%
Government Agency Debt
61231.47
50746.09
GNMA
2041-04-15
4.500%
Government Agency Debt
295.13
267.02
GNMA
2042-06-15
4.000%
Government Agency Debt
338115.17
271388.09
GNMA
2042-01-15
3.500%
Government Agency Debt
94670.82
63066.76
GNMA
2041-11-15
3.500%
Government Agency Debt
94906.69
55874.07
GNMA
2042-02-15
3.500%
Government Agency Debt
103191.49
76327.25
GNMA
2041-10-15
4.000%
Government Agency Debt
90375.70
68931.29
GNMA
2041-10-15
4.000%
Government Agency Debt
17628.64
13613.62
GNMA
2026-11-15
3.000%
Government Agency Debt
250607.90
119047.69
GNMA
2041-11-15
4.500%
Government Agency Debt
139708.60
73661.55
GNMA
2042-02-15
4.000%
Government Agency Debt
314083.64
143329.01
GNMA
2042-07-15
3.500%
Government Agency Debt
184565.35
139199.78
GNMA
2042-12-15
2.500%
Government Agency Debt
51284.70
41810.14
GNMA
2043-05-15
3.500%
Government Agency Debt
89205.80
73309.33
GNMA
2042-07-15
3.500%
Government Agency Debt
142789.90
97069.88
GNMA
2043-01-15
2.500%
Government Agency Debt
85114.11
72229.79
GNMA
2042-11-15
2.500%
Government Agency Debt
204961.59
179874.31
GNMA
2042-12-15
4.000%
Government Agency Debt
17689.97
17914.76
GNMA
2042-12-15
2.500%
Government Agency Debt
249235.75
216526.68
GNMA
2043-04-15
4.000%
Government Agency Debt
322963.71
237428.01
GNMA
2028-09-15
3.000%
Government Agency Debt
295.13
279.18
GNMA
2043-01-15
3.500%
Government Agency Debt
282516.48
281182.54
GNMA
2043-06-15
3.500%
Government Agency Debt
25309.04
23780.14
GNMA
2044-12-20
4.500%
Government Agency Debt
90931829.78
87986432.36
GNMA
2043-05-15
3.500%
Government Agency Debt
204809.75
180891.08
GNMA
2043-05-15
3.500%
Government Agency Debt
263369.15
263403.31
GNMA
2043-04-15
2.500%
Government Agency Debt
30136.04
25866.18
GNMA
2043-06-15
2.500%
Government Agency Debt
9555.24
8430.68
GNMA
2028-04-15
3.000%
Government Agency Debt
388593.20
287531.22
GNMA
2043-03-15
3.500%
Government Agency Debt
240758.13
211765.34
GNMA
2043-08-15
4.000%
Government Agency Debt
13810.26
8062.23
GNMA
2043-05-15
4.000%
Government Agency Debt
311106.12
287207.54
GNMA
2028-06-15
2.500%
Government Agency Debt
147416.41
123236.56
GNMA
2043-06-15
2.250%
Government Agency Debt
294.83
269.82
GNMA
2043-07-15
2.500%
Government Agency Debt
294.83
274.24
GNMA
2043-08-15
2.750%
Government Agency Debt
294.83
182.25
GNMA
2043-09-15
2.750%
Government Agency Debt
294.83
281.39
GNMA
2043-08-15
2.750%
Government Agency Debt
295.13
281.65
GNMA
2043-09-15
2.750%
Government Agency Debt
294.83
280.98
GNMA
2043-09-15
3.000%
Government Agency Debt
294.83
288.29
GNMA
2043-09-15
3.250%
Government Agency Debt
295.13
275.53
GNMA
2045-02-15
4.000%
Government Agency Debt
294.83
312.81
GNMA
2043-08-15
4.000%
Government Agency Debt
224269.31
157386.06
GNMA
2043-10-15
3.250%
Government Agency Debt
294.83
293.41
GNMA
2044-07-15
4.000%
Government Agency Debt
29442.89
25162.40
GNMA
2044-09-15
4.000%
Government Agency Debt
9609.49
9221.75
GNMA
2045-01-15
4.000%
Government Agency Debt
295.13
317.19
GNMA
2045-01-15
4.000%
Government Agency Debt
295.13
317.74
GNMA
2045-03-15
3.500%
Government Agency Debt
91822.15
89732.99
GNMA
2045-02-15
3.500%
Government Agency Debt
294.83
299.63
GNMA
2045-05-15
3.500%
Government Agency Debt
295.13
307.71
GNMA
2044-05-15
4.000%
Government Agency Debt
238383.54
219879.53
GNMA
2044-08-15
4.000%
Government Agency Debt
315226.12
214641.81
GNMA
2044-09-15
4.000%
Government Agency Debt
9383.64
6725.45
GNMA
2037-02-15
6.500%
Government Agency Debt
215373.02
7618.58
GNMA
2018-12-15
5.000%
Government Agency Debt
80873.23
5096.12
GNMA
2033-10-15
5.500%
Government Agency Debt
1362838.80
246448.62
GNMA
2032-02-15
6.500%
Government Agency Debt
14741.64
196.16
GNMA
2032-10-15
6.000%
Government Agency Debt
10319.15
1633.82
GNMA
2032-11-15
6.000%
Government Agency Debt
16501.79
940.64
GNMA
2024-05-15
7.500%
Government Agency Debt
30957.45
314.70
GNMA
2023-07-15
7.000%
Government Agency Debt
35085.11
376.50
GNMA
2023-10-15
8.000%
Government Agency Debt
14741.64
124.40
GNMA
2024-04-15
7.500%
Government Agency Debt
7370.82
79.24
GNMA
2024-06-15
7.500%
Government Agency Debt
8255.32
76.71
GNMA
2024-04-15
7.000%
Government Agency Debt
19388.50
303.27
GNMA
2038-12-15
5.000%
Government Agency Debt
7370.82
3188.12
GNMA
2024-02-15
5.000%
Government Agency Debt
147416.41
20038.73
GNMA
2028-12-15
6.000%
Government Agency Debt
11383.50
386.87
GNMA
2039-05-15
5.500%
Government Agency Debt
294.83
59.09
GNMA
2024-09-15
4.500%
Government Agency Debt
33905.78
8463.59
GNMA
2040-04-15
5.000%
Government Agency Debt
16215.81
7775.50
GNMA
2025-05-15
4.000%
Government Agency Debt
685486.32
246427.94
GNMA
2040-09-15
4.000%
Government Agency Debt
29483.28
14851.18
GNMA
2025-09-15
4.500%
Government Agency Debt
462085.89
106475.24
GNMA
2024-08-15
5.000%
Government Agency Debt
294.83
48.53
GNMA
2035-01-15
6.000%
Government Agency Debt
58965.98
5263.47
GNMA
2024-04-15
4.000%
Government Agency Debt
294.83
43.89
GNMA
2029-04-15
6.500%
Government Agency Debt
45699.09
2097.18
GNMA
2029-04-15
6.500%
Government Agency Debt
7370.82
1925.59
GNMA
2035-04-20
4.500%
Government Agency Debt
644366.58
257566.75
GNMA
2020-12-15
5.000%
Government Agency Debt
146318.16
16594.07
GNMA
2031-09-15
6.500%
Government Agency Debt
7370.82
147.37
GNMA
2028-04-15
7.000%
Government Agency Debt
7370.82
73.66
GNMA
2024-11-15
7.000%
Government Agency Debt
12064.85
136.52
GNMA
2024-06-15
7.000%
Government Agency Debt
7370.82
68.70
GNMA
2026-11-15
7.000%
Government Agency Debt
9632.19
103.85
GNMA
2027-07-15
7.000%
Government Agency Debt
29483.28
342.93
GNMA
2028-03-15
6.500%
Government Agency Debt
13562.31
201.83
GNMA
2033-12-15
6.000%
Government Agency Debt
30662.61
1916.13
GNMA
2034-02-15
5.000%
Government Agency Debt
294.83
35.05
GNMA
2034-04-15
5.500%
Government Agency Debt
29483.28
2628.53
GNMA
2034-07-20
5.500%
Government Agency Debt
294.83
35.14
GNMA
2029-01-15
6.000%
Government Agency Debt
14741.64
399.86
GNMA
2029-02-15
6.000%
Government Agency Debt
67811.55
1586.11
GNMA
2028-09-15
7.500%
Government Agency Debt
8965.57
106.89
GNMA
2029-04-15
6.500%
Government Agency Debt
125303.95
1891.92
GNMA
2031-04-15
7.000%
Government Agency Debt
9848.60
95.10
GNMA
2032-03-15
8.000%
Government Agency Debt
8552.51
127.82
GNMA
2033-04-15
5.500%
Government Agency Debt
294.83
20.50
GNMA
2033-07-15
5.500%
Government Agency Debt
668085.88
45844.78
GNMA
2033-08-20
5.500%
Government Agency Debt
294.83
28.70
GNMA
2033-10-15
5.500%
Government Agency Debt
258161.52
19252.37
GNMA
2042-04-20
5.000%
Government Agency Debt
294.83
122.31
GNMA
2042-03-15
5.500%
Government Agency Debt
62712.42
33418.38
GNMA
2032-01-15
5.100%
Government Agency Debt
294.83
262.43
GNMA
2034-10-15
4.900%
Government Agency Debt
294.83
267.00
GNMA
2044-05-15
3.500%
Government Agency Debt
294.83
284.11
GNMA
2043-05-15
4.000%
Government Agency Debt
294.83
207.02
GNMA
2039-02-15
5.500%
Government Agency Debt
4826189.30
521690.31
GNMA
2024-03-15
4.500%
Government Agency Debt
294.83
55.25
GNMA
2034-10-15
5.000%
Government Agency Debt
3807432.21
507636.31
GNMA
2034-10-15
5.000%
Government Agency Debt
4776291.79
635901.81
GNMA
2035-03-15
5.000%
Government Agency Debt
561339.88
76948.11
GNMA
2034-11-20
5.500%
Government Agency Debt
1768996.96
223979.20
GNMA
2035-06-15
6.000%
Government Agency Debt
294.83
33.28
GNMA
2035-06-15
6.000%
Government Agency Debt
296.31
27.18
GNMA
2035-08-15
5.000%
Government Agency Debt
288523.40
47545.99
GNMA
2036-03-15
5.000%
Government Agency Debt
295.13
42.63
GNMA
2037-11-15
6.000%
Government Agency Debt
295.72
16.40
GNMA
2037-10-15
6.000%
Government Agency Debt
297.19
11.10
GNMA
2022-06-15
5.000%
Government Agency Debt
294.83
46.27
GNMA
2038-05-15
5.500%
Government Agency Debt
295.42
35.92
GNMA
2038-06-15
5.500%
Government Agency Debt
128575.12
12401.79
GNMA
2018-06-15
6.000%
Government Agency Debt
337.58
21.37
GNMA
2038-06-15
5.500%
Government Agency Debt
250121.13
17025.25
GNMA
2038-07-15
5.500%
Government Agency Debt
193410.33
18765.41
GNMA
2038-09-15
5.500%
Government Agency Debt
294.83
29.09
GNMA
2038-09-15
6.000%
Government Agency Debt
294.83
58.67
GNMA
2038-10-15
5.000%
Government Agency Debt
159595.07
24281.55
GNMA
2038-10-15
5.500%
Government Agency Debt
1287833.62
94170.70
GNMA
2038-10-15
5.500%
Government Agency Debt
294.83
35.73
GNMA
2038-11-15
5.500%
Government Agency Debt
294.83
32.23
GNMA
2036-12-15
5.500%
Government Agency Debt
357074.10
64829.72
GNMA
2038-12-15
5.500%
Government Agency Debt
416858.24
31094.96
GNMA
2038-11-15
5.500%
Government Agency Debt
194439.89
22299.71
GNMA
2024-02-15
6.000%
Government Agency Debt
294832.83
46272.98
GNMA
2026-08-15
4.500%
Government Agency Debt
274194.53
110452.83
GNMA
2041-10-15
3.875%
Government Agency Debt
268355.95
195152.62
GNMA
2040-10-20
5.000%
Government Agency Debt
295.13
92.93
GNMA
2027-05-15
3.000%
Government Agency Debt
22996.96
14775.69
GNMA
2039-07-15
5.000%
Government Agency Debt
533261.78
101325.12
GNMA
2039-09-15
6.000%
Government Agency Debt
294.83
33.51
GNMA
2039-10-15
6.000%
Government Agency Debt
294.83
39.80
GNMA
2038-09-15
6.000%
Government Agency Debt
100086.90
16553.00
GNMA
2039-09-15
5.500%
Government Agency Debt
294.83
38.22
GNMA
2039-11-15
5.500%
Government Agency Debt
294.83
42.29
GNMA
2039-12-15
6.000%
Government Agency Debt
594959.97
83410.08
GNMA
2039-01-15
5.500%
Government Agency Debt
1757949.87
167160.87
GNMA
2039-12-15
5.500%
Government Agency Debt
538318.16
79512.57
GNMA
2040-03-15
5.500%
Government Agency Debt
170556.66
27221.23
GNMA
2039-03-20
5.500%
Government Agency Debt
295.72
60.98
GNMA
2040-05-15
5.000%
Government Agency Debt
44534.79
11129.75
GNMA
2040-06-15
5.000%
Government Agency Debt
69361.78
21995.71
GNMA
2040-07-15
5.000%
Government Agency Debt
294.83
95.82
GNMA
2040-06-15
5.500%
Government Agency Debt
294.83
107.40
GNMA
2041-02-20
5.000%
Government Agency Debt
237104.56
86466.50
GNMA
2040-06-20
5.500%
Government Agency Debt
224553.53
31139.65
GNMA
2037-11-20
5.500%
Government Agency Debt
35130.51
10047.94
GNMA
2040-12-15
6.000%
Government Agency Debt
305280.82
78173.03
GNMA
2041-06-20
6.000%
Government Agency Debt
294.83
62.99
GNMA
2024-07-15
5.000%
Government Agency Debt
294.83
91.74
GNMA
2024-07-15
6.000%
Government Agency Debt
150173.40
8919.90
GNMA
2024-08-15
6.000%
Government Agency Debt
240450.32
17857.17
GNMA
2024-06-15
6.000%
Government Agency Debt
7413.57
1008.30
GNMA
2037-07-15
6.000%
Government Agency Debt
102896.66
13306.75
GNMA
2023-12-15
6.000%
Government Agency Debt
11203.65
1836.60
GNMA
2033-11-20
6.000%
Government Agency Debt
780457.58
31947.95
GNMA
2033-10-20
6.000%
Government Agency Debt
1565823.53
95992.07
GNMA
2035-07-15
5.500%
Government Agency Debt
14741.64
3468.30
GNMA
2034-09-20
5.490%
Government Agency Debt
62873.10
24231.12
GNMA
2031-06-15
6.000%
Government Agency Debt
28009.12
9940.32
GNMA
2034-11-15
6.000%
Government Agency Debt
9378.34
3066.05
GNMA
2034-12-15
6.000%
Government Agency Debt
9564.67
809.58
GNMA
2035-02-15
6.000%
Government Agency Debt
18697.12
3187.42
GNMA
2035-01-20
5.490%
Government Agency Debt
66192.03
13896.45
GNMA
2035-07-20
5.490%
Government Agency Debt
108395.88
21026.37
GNMA
2036-10-15
6.500%
Government Agency Debt
204690.64
7336.23
GNMA
2021-02-15
5.500%
Government Agency Debt
373317.91
27461.45
GNMA
2036-09-15
6.500%
Government Agency Debt
125496.18
3735.01
GNMA
2023-09-15
5.500%
Government Agency Debt
294.83
28.52
GNMA
2023-06-15
5.000%
Government Agency Debt
294.83
46.44
GNMA
2023-04-15
5.000%
Government Agency Debt
1308837.22
207638.31
GNMA
2023-01-15
5.500%
Government Agency Debt
147416.41
13426.09
GNMA
2038-04-15
5.500%
Government Agency Debt
42820.34
3121.19
GNMA
2023-08-15
5.500%
Government Agency Debt
294.83
25.22
GNMA
2023-02-15
6.500%
Government Agency Debt
294.83
35.48
GNMA
2023-08-15
5.500%
Government Agency Debt
118227.96
17502.30
GNMA
2023-09-15
5.500%
Government Agency Debt
294.83
50.04
GNMA
2038-04-15
5.500%
Government Agency Debt
3027707.29
204535.00
GNMA
2038-08-15
6.500%
Government Agency Debt
102816.76
5421.96
GNMA
2038-09-15
6.500%
Government Agency Debt
194481.17
8461.36
GNMA
2023-10-15
5.000%
Government Agency Debt
319.30
101.51
GNMA
2039-02-20
6.000%
Government Agency Debt
2631394.77
199036.72
GNMA
2023-09-15
6.000%
Government Agency Debt
1074334.85
260188.07
GNMA
2023-10-15
5.000%
Government Agency Debt
589665.65
60265.91
GNMA
2024-02-15
5.000%
Government Agency Debt
295417.48
30245.86
GNMA
2024-03-15
5.000%
Government Agency Debt
402.74
70.73
GNMA
2024-04-15
5.000%
Government Agency Debt
162158.05
47555.55
GNMA
2039-02-15
5.500%
Government Agency Debt
190697.87
39625.72
GNMA
2024-01-15
5.000%
Government Agency Debt
525052.45
79069.17
GNMA
2024-05-15
5.000%
Government Agency Debt
294.83
46.29
GNMA
2024-07-15
5.000%
Government Agency Debt
497223.77
72109.34
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
97000000.00
97000000.00
0.0783
N/A
N
97000000.00
97000000.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.13 07/01/2015
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2042-08-01
4.000%
Government Agency Debt
37780037.00
23953644.45
FNMA
2045-07-01
3.000%
Government Agency Debt
79025348.00
78046355.65
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
100000000.00
100000000.00
0.0807
N/A
N
100000000.00
100000000.00
CRC FUNDING LLC
CRC FUNDING LLC 12622VVU5 DCP 08/28/2015
12622VVU5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-08-28
2015-08-28
N
N
N
5900000.00
5898384.06
0.0048
N/A
Y
5898269.18
5898269.18
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS
AUSTRALIA & NEW ZEALAND BANKI 99EA629F3 TD 07/01/2015
99EA629F3
Other Instrument
Time Deposit
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
18500000.00
18500000.00
0.0149
N/A
N
18500000.00
18500000.00
CREDIT AGRICOLE CORPORATE & INVESTMENT BANK/GRAND CAYMAN
CREDIT AGRICOLE CORPORATE & I 99DZ499Q2 TD 07/01/2015
99DZ499Q2
Other Instrument
Time Deposit
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
6000000.00
6000000.00
0.0048
N/A
N
6000000.00
6000000.00
SVENSKA HANDELSBANKEN/CAYMAN ISLANDS
SVENSKA HANDELSBANKEN/CAYMAN 99DY869U8 TD 07/01/2015
99DY869U8
Other Instrument
Time Deposit
N
First Tier Security
N/A
N/A
2015-07-01
2015-07-01
N
N
N
18500000.00
18500000.00
0.0149
N/A
N
18500000.00
18500000.00