0000928816-15-001293.txt : 20151030
0000928816-15-001293.hdr.sgml : 20151030
20150908091817
ACCESSION NUMBER: 0000928816-15-001293
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20150831
FILED AS OF DATE: 20150908
DATE AS OF CHANGE: 20150908
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: 151095579
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
2015-08-31
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
24
58
1251665999.31
7713956.41
9292543.63
1250087412.09
0.0020
1.0000
2015-08-31
1.0000
2015-08-31
C000017192
500.00
1114806840.27
1.00
9069717.51
82008504.04
72938786.53
0.0001
1.0000
2015-08-31
1.0000
2015-08-31
C000017193
500.00
8502822.30
1.00
690317.18
1348491.81
658174.63
0.0001
1.0000
2015-08-31
1.0000
2015-08-31
C000017194
500.00
36540850.08
1.00
3961291.90
5310458.85
1349166.95
0.0001
1.0000
2015-08-31
1.0000
2015-08-31
C000017195
500.00
33643475.85
1.00
2315551.18
4536710.75
2221159.57
0.0001
1.0000
2015-08-31
1.0000
2015-08-31
C000017196
500.00
28691231.52
1.00
35129.44
992784.63
957655.19
0.0001
1.0000
2015-08-31
1.0000
2015-08-31
C000017191
500.00
27902192.07
1.00
3547784.20
4431158.52
883374.32
0.0001
1.0000
2015-08-31
1.0000
2015-08-31
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
37987287.00
37987287.00
0.0304
N/A
N
37987287.00
37987287.00
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELEC CAP CORP 00.5116 05/11/2016
36962G2V5
Other Note
N
First Tier Security
N/A
N/A
2015-11-12
2016-05-11
N
N
N
4450000.00
4455131.26
0.0036
N/A
N
4454579.05
4454579.05
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
5202496.00
0.0042
N/A
N
5202787.20
5202787.20
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
1200614.88
0.0010
N/A
N
1200433.20
1200433.20
BANK OF NEW YORK MELLON CORP/THE
BANK OF NEW YORK MELLON 00.5241 10/23/2015
06406HCF4
Other Note
N
First Tier Security
N/A
N/A
2015-10-23
2015-10-23
N
N
N
5485000.00
5486956.04
0.0044
N/A
N
5485383.95
5485383.95
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
2200860.03
0.0018
N/A
N
2200396.00
2200396.00
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
4442586.85
0.0036
N/A
N
4443099.12
4443099.12
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELEC CAP CORP 00.4735 10/06/2015
36962GS54
Other Note
N
First Tier Security
N/A
N/A
2015-10-06
2015-10-06
N
N
N
7525000.00
7526788.84
0.0060
N/A
N
7526166.38
7526166.38
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELEC CAP CORP 00.8843 01/08/2016
36962G6Q2
Other Note
N
First Tier Security
N/A
N/A
2015-10-08
2016-01-08
N
N
N
4000000.00
4008969.74
0.0032
N/A
N
4006028.00
4006028.00
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
12720181.46
0.0102
N/A
N
12720408.90
12720408.90
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELEC CAP CORP 00.4843 01/08/2016
36962GU51
Other Note
N
First Tier Security
N/A
N/A
2015-10-08
2016-01-08
N
N
N
1300000.00
1300966.01
0.0010
N/A
N
1300443.30
1300443.30
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
2855054.95
0.0023
N/A
N
2855021.70
2855021.70
BANK OF NOVA SCOTIA/THE
BANK OF NOVA SCOTIA USD 00.6859 03/15/2016
064159BW5
Other Note
N
First Tier Security
N/A
N/A
2015-09-15
2016-03-15
N
N
N
2300000.00
2304168.49
0.0018
N/A
N
2302778.40
2302778.40
WELLS FARGO BANK NA
WELLS FARGO BANK NA 00.4059 09/14/2016
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2015-09-15
2016-09-14
N
N
N
11000000.00
11000000.00
0.0088
N/A
N
10999637.00
10999637.00
UNITED STATES OF AMERICA
US TREASURY FRN 00.1400 01/31/2016
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-09-01
2016-01-31
N
N
N
14700000.00
14699120.74
0.0118
N/A
N
14702484.30
14702484.30
UNITED STATES OF AMERICA
US TREASURY FRN 00.1640 04/30/2016
912828D31
Treasury Debt
N
First Tier Security
N/A
N/A
2015-09-01
2016-04-30
N
N
N
13050000.00
13050285.87
0.0104
N/A
N
13054619.70
13054619.70
UNITED STATES OF AMERICA
US TREASURY FRN 00.1650 07/31/2016
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-09-01
2016-07-31
N
N
N
13250000.00
13250326.79
0.0106
N/A
N
13256598.50
13256598.50
BANK OF NOVA SCOTIA/HOUSTON
BANK OF NOVA SCOTIA HOUS 00.2715 09/08/2015
06417HTU0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-08
2015-09-08
N
N
N
16250000.00
16250000.00
0.0130
N/A
N
16249918.70
16249918.70
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
2015-10-01
2015-10-01
N
N
N
12000000.00
12000570.97
0.0096
N/A
N
12000000.00
12000000.00
HSBC BANK PLC
HSBC BANK PLC - 10/02/2015 00.2785 10/02/2015
40433FED7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-02
2015-10-02
N
N
N
4000000.00
4000000.00
0.0032
N/A
N
3999936.00
3999936.00
UNITED STATES OF AMERICA
US TREASURY FRN 00.1480 10/31/2016
912828F70
Treasury Debt
N
First Tier Security
N/A
N/A
2015-09-01
2016-10-31
N
N
N
13250000.00
13250078.36
0.0106
N/A
N
13256267.20
13256267.20
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
0.0062
N/A
N
7798533.60
7798533.60
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.2776 11/12/2015
13606JKM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-14
2015-11-12
N
N
N
5825000.00
5825000.00
0.0047
N/A
N
5824772.83
5824772.83
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.2896 11/18/2015
89112UM73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-18
2015-11-18
N
N
N
13050000.00
13050000.00
0.0104
N/A
N
13049190.90
13049190.90
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.3314 11/09/2015
20272AKH8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
11700000.00
11700002.38
0.0094
N/A
N
11697449.40
11697449.40
UNITED STATES OF AMERICA
US TREASURY FRN 00.1790 01/31/2017
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2015-09-01
2017-01-31
N
N
N
12500000.00
12499640.74
0.0100
N/A
N
12509925.00
12509925.00
NORDEA BANK FINLAND PLC/NEW YORK
NORDEA BANK FINLAND NY 00.4214 11/09/2015
65558EN46
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
5250000.00
5251100.19
0.0042
N/A
N
5249527.50
5249527.50
HSBC BANK USA NA
HSBC BANK USA NA 00.3185 12/07/2015
40428AD79
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-08
2015-12-07
N
N
N
11725000.00
11725000.00
0.0094
N/A
N
11724507.50
11724507.50
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
17870948.33
0.0143
N/A
N
17872604.70
17872604.70
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.3104 03/24/2016
20272ALN4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-24
2016-03-24
N
N
N
6450000.00
6450000.00
0.0052
N/A
N
6449193.75
6449193.75
WELLS FARGO BANK NA
WELLS FARGO BANK NA 00.2926 09/14/2015
94988ECV8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-14
2015-09-14
N
N
N
3000000.00
3000054.60
0.0024
N/A
N
3000012.03
3000012.03
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
599832.00
0.0005
N/A
N
599795.04
599795.04
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
15318086.72
0.0123
N/A
N
15321458.30
15321458.30
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
8476194.16
0.0068
N/A
N
8474677.95
8474677.95
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
0.0078
N/A
N
9802385.42
9802385.42
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
18050017.54
0.0144
N/A
N
18050341.30
18050341.30
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
999960.00
0.0008
N/A
N
999978.30
999978.30
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
11799396.89
0.0094
N/A
N
11799628.30
11799628.30
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
11848420.00
0.0095
N/A
N
11849004.60
11849004.60
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
9449146.87
0.0076
N/A
N
9449375.36
9449375.36
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
4500135.05
4500135.05
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
3063863.82
0.0025
N/A
N
3063892.76
3063892.76
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
17748520.83
0.0142
N/A
N
17748879.90
17748879.90
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
0.0094
N/A
N
11800354.10
11800354.10
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
6987209.68
6987209.68
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.3476 06/17/2016
13606JT90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-17
2016-06-17
N
N
N
12325000.00
12325000.00
0.0099
N/A
N
12323940.00
12323940.00
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
2364875.84
0.0019
N/A
N
2364938.98
2364938.98
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050UXP8 DCP 10/23/2015
83050UXP8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-23
2015-10-23
N
N
N
5000000.00
4997905.55
0.0040
N/A
N
4998888.50
4998888.50
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 00.3315 01/11/2016
63254GAT2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-09
2016-01-11
N
N
N
15125000.00
15125000.00
0.0121
N/A
N
15123880.70
15123880.70
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050UX86 DCP 10/08/2015
83050UX86
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-08
2015-10-08
N
N
N
5000000.00
4998920.83
0.0040
N/A
N
4999308.50
4999308.50
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP - 01/19/2016
89233AGS2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-09
2016-01-19
N
N
N
18600000.00
18600000.00
0.0149
N/A
N
18599274.60
18599274.60
TEXAS A&M UNIVERSITY
TEXAS A&M UNIVERSITY 00.2200 10/06/2015
88213M2L2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-06
2015-10-06
N
Y
TEXAS A&M UNIVERSITY
N/A
N/A
N
1675000.00
1675000.00
0.0013
N/A
N
1675067.02
1675067.02
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 88603GDE7 DCP 10/16/2015
88603GDE7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-16
2015-10-16
N
N
N
18500000.00
18493987.50
0.0148
N/A
N
18493547.20
18493547.20
LEHIGH UNIVERSITY
LEHIGH UNIVERSITY 52501QX85 DCP 10/08/2015
52501QX85
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-08
2015-10-08
N
N
N
7575000.00
7573676.48
0.0061
N/A
N
7573840.27
7573840.27
DUKE UNIVERSITY
DUKE UNIVERSITY 26441UWH4 DCP 09/17/2015
26441UWH4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-17
2015-09-17
N
N
N
11075000.00
11074261.67
0.0089
N/A
N
11074408.60
11074408.60
CHARTA LLC
CHARTA LLC 16115XW19 DCP 09/01/2015
16115XW19
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
11000000.00
11000000.00
0.0088
N/A
N
10999964.80
10999964.80
RABOBANK NEDERLAND NV NY
RABOBANK NEDERLAND NV NY 00.3000 10/27/2015
21684BSV7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-27
2015-10-27
N
N
N
12425000.00
12426349.07
0.0099
N/A
N
12426115.80
12426115.80
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646LXM7 DCP 10/21/2015
92646LXM7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-21
2015-10-21
N
N
N
10850000.00
10846684.73
0.0087
N/A
N
10845603.50
10845603.50
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127UXG0 DCP 10/16/2015
53127UXG0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-16
2015-10-16
N
N
N
2325000.00
2324273.44
0.0019
N/A
N
2324189.04
2324189.04
NORDEA BANK AB
NORDEA BANK AB 65558GYH0 DCP 11/17/2015
65558GYH0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-17
2015-11-17
N
N
N
3000000.00
2998139.17
0.0024
N/A
N
2998154.10
2998154.10
WELLS FARGO BANK NA
WELLS FARGO BANK NA 00.4790 06/02/2016
94988J2K2
Other Note
N
First Tier Security
N/A
N/A
2015-09-02
2016-06-02
N
N
N
4150000.00
4152316.69
0.0033
N/A
N
4149921.15
4149921.15
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 67984W3P1 DCP 10/22/2015
67984W3P1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-22
2015-10-22
N
N
N
18600000.00
18593149.00
0.0149
N/A
N
18593041.70
18593041.70
COCA-COLA CO/THE
COCA-COLA CO/THE 19121BYP8 DCP 11/23/2015
19121BYP8
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-23
2015-11-23
N
N
N
8950000.00
8944634.97
0.0072
N/A
N
8946784.27
8946784.27
HSBC BANK PLC
HSBC BANK PLC - 10/23/2015 0.288550 10/23/2015
40433FEF2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-24
2015-10-23
N
N
N
2500000.00
2499883.57
0.0020
N/A
N
2499975.00
2499975.00
NORDEA BANK FINLAND PLC/NEW YORK
NORDEA BANK FINLAND NY 00.4201 05/03/2016
65558E5Q7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-03
2016-05-03
N
N
N
1800000.00
1800298.14
0.0014
N/A
N
1799463.60
1799463.60
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.3094 02/25/2016
89113EEW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-25
2016-02-25
N
N
N
1000000.00
999807.07
0.0008
N/A
N
999935.00
999935.00
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P3WF6 DCP 09/15/2015
4820P3WF6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-15
2015-09-15
N
N
N
11000000.00
10999358.33
0.0088
N/A
N
10999221.20
10999221.20
BANK OF TOKYO-MITSUBISHI UFJ LTD/NEW YORK NY
BANK TOKYO-MIT UFJ NY USD 00.26 10/26/2015
06538JW51
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-10-26
2015-10-26
N
N
N
7300000.00
7300000.00
0.0058
N/A
N
7300283.31
7300283.31
TORONTO-DOMINION HOLDINGS USA INC
TORONTO-DOMINION HOLDINGS USA 89116FWJ5 DCP 09/18/2015
89116FWJ5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-18
2015-09-18
N
N
N
4000000.00
3999678.89
0.0032
N/A
N
3999670.00
3999670.00
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK
CREDIT AGRICOLE CORPORATE AND 00.1700 09/03/2015
22533MX55
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-03
2015-09-03
N
N
N
6175000.00
6175000.00
0.0049
N/A
N
6174999.38
6174999.38
CITIBANK NA
CITIBANK NA 00.1800 09/08/2015
17304US84
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-08
2015-09-08
N
N
N
7400000.00
7400043.12
0.0059
N/A
N
7400072.59
7400072.59
DNB BANK ASA
DNB BANK ASA 2332K1Y53 DCP 11/05/2015
2332K1Y53
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-05
2015-11-05
N
N
N
6600000.00
6597020.83
0.0053
N/A
N
6597652.38
6597652.38
BNP PARIBAS FORTIS SA/NEW YORK
BNP PARIBAS FORTIS SA/NEW YOR 09659KW22 DCP 09/02/2015
09659KW22
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-02
2015-09-02
N
N
N
6150000.00
6149974.38
0.0049
N/A
N
6149964.33
6149964.33
BANK OF AMERICA NA
BANK OF AMERICA NA 00.2600 11/09/2015
06053PJK4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
18250000.00
18250000.00
0.0146
N/A
N
18253650.10
18253650.10
AMERICAN HONDA FINANCE CORP
AMERICAN HONDA FINANCE CORP 02665KWN3 DCP 09/22/2015
02665KWN3
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-22
2015-09-22
N
N
N
12500000.00
12499125.00
0.0100
N/A
N
12498991.20
12498991.20
UNIVERSITY OF CHICAGO
UNIVERSITY OF CHICAGO 00.0000 10/15/2015
91412WXF2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-15
2015-10-15
N
N
N
15075000.00
15072789.48
0.0121
N/A
N
15073191.00
15073191.00
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P3Y23 DCP 11/02/2015
4820P3Y23
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
4500000.00
4498140.00
0.0036
N/A
N
4497519.60
4497519.60
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137SWB0 DCP 09/11/2015
98137SWB0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-11
2015-09-11
N
N
N
6250000.00
6249704.86
0.0050
N/A
N
6249675.63
6249675.63
BPCE SA
BPCE SA 05571CWE7 DCP 09/14/2015
05571CWE7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-14
2015-09-14
N
N
N
6100000.00
6099713.64
0.0049
N/A
N
6099672.43
6099672.43
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M3Y99 DCP 11/09/2015
7443M3Y99
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
12000000.00
11994019.99
0.0096
N/A
N
11995029.60
11995029.60
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963UY67 DCP 11/06/2015
15963UY67
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
6000000.00
5997140.00
0.0048
N/A
N
5996404.20
5996404.20
TEXAS A&M UNIVERSITY
TEXAS A&M UNIVERSITY 00.2000 11/17/2015
88213M2M0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-17
2015-11-17
N
Y
TEXAS A&M UNIVERSITY
N/A
N/A
N
12500000.00
12500000.00
0.0100
N/A
N
12500750.10
12500750.10
LLOYDS BANK PLC
LLOYDS BANK PLC 53943SWE3 DCP 09/14/2015
53943SWE3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-14
2015-09-14
N
N
N
6250000.00
6249661.46
0.0050
N/A
N
6249640.00
6249640.00
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157UY20 DCP 11/02/2015
59157UY20
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
17450000.00
17443688.92
0.0140
N/A
N
17441297.60
17441297.60
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R1WF8 DCP 09/15/2015
7588R1WF8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-15
2015-09-15
N
N
N
10000000.00
9999338.89
0.0080
N/A
N
9999292.00
9999292.00
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY USD 00.2815 11/10/2015
78009NSG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-09-10
2015-11-10
N
N
N
14375000.00
14375618.30
0.0115
N/A
N
14374324.30
14374324.30
FAIRWAY FINANCE LLC
FAIRWAY FIN LLC - 10/07/2015 00.2535 10/07/2015
30601YQS7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-08
2015-10-07
N
N
N
9075000.00
9075576.53
0.0073
N/A
N
9074809.43
9074809.43
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E1YG0 DCP 11/16/2015
6385E1YG0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
N
N
12325000.00
12315372.81
0.0099
N/A
N
12319120.90
12319120.90
STANDARD CHARTERED BANK/NEW YORK
STANDARD CHARTERED BANK/NEW Y 85324UYH0 DCP 11/17/2015
85324UYH0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-17
2015-11-17
N
N
N
12000000.00
11992300.00
0.0096
N/A
N
11992980.00
11992980.00
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084CWU2 DCP 09/28/2015
00084CWU2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-28
2015-09-28
N
N
N
5125000.00
5124346.56
0.0041
N/A
N
5124338.36
5124338.36
MIZUHO BANK LTD/NY
MIZUHO BANK LTD/NY 00.3200 11/17/2015
60689DJU8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-17
2015-11-17
N
N
N
6000000.00
6000000.00
0.0048
N/A
N
6000259.26
6000259.26
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P3X73 DCP 10/07/2015
4820P3X73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-07
2015-10-07
N
N
N
3000000.00
2999460.00
0.0024
N/A
N
2999232.30
2999232.30
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.2000 11/17/2015
47803LKX0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-17
2015-11-17
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
11500000.00
11500000.00
0.0092
N/A
N
11500230.10
11500230.10
LEHIGH UNIVERSITY
LEHIGH UNIVERSITY 52501QYP6 DCP 11/23/2015
52501QYP6
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-23
2015-11-23
N
N
N
6200000.00
6197141.11
0.0050
N/A
N
6197077.94
6197077.94
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084CW81 DCP 09/08/2015
00084CW81
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-08
2015-09-08
N
N
N
1000000.00
999961.11
0.0008
N/A
N
999968.90
999968.90
CITIBANK NA
CITIBANK NA 00.2900 11/23/2015
17304UV56
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-23
2015-11-23
N
N
N
11100000.00
11100000.00
0.0089
N/A
N
11100465.20
11100465.20
SIMON PROPERTY GROUP LP
SIMON PROPERTY GROUP LP 82880XX21 DCP 10/02/2015
82880XX21
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-02
2015-10-02
N
N
N
3200000.00
3199559.11
0.0026
N/A
N
3199513.60
3199513.60
REGENCY MARKETS NO. 1 LLC
REGENCY MARKETS NO. 1 LLC 7588R1WR2 DCP 09/25/2015
7588R1WR2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-09-25
2015-09-25
N
N
N
8500000.00
8498923.34
0.0068
N/A
N
8498807.45
8498807.45
SIMON PROPERTY GROUP LP
SIMON PROPERTY GROUP LP 82880XY95 DCP 11/09/2015
82880XY95
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
6125000.00
6122417.29
0.0049
N/A
N
6122463.03
6122463.03
BMW US CAPITAL LLC
BMW US CAPITAL LLC 0556C3X55 DCP 10/05/2015
0556C3X55
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-10-05
2015-10-05
N
N
N
6125000.00
6124132.29
0.0049
N/A
N
6123969.78
6123969.78
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.12 09/01/2015
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2045-01-01
3.500%
Government Agency Debt
63829901.95
66203706.77
FNMA
2044-09-01
4.000%
Government Agency Debt
25902416.04
25709813.88
FNMA
2045-07-01
4.500%
Government Agency Debt
26008596.49
27883439.44
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
117448000.00
117448000.00
0.0940
N/A
N
117448000.00
117448000.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.12 09/01/2015
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2039-02-01
5.000%
Government Agency Debt
18089778.00
15801345.52
FMAC
2028-10-01
3.000%
Government Agency Debt
4582164.00
3886025.18
FHLB
2016-12-28
0.625%
Government Agency Debt
1282000.00
1283966.27
FMAC
2042-09-01
3.500%
Government Agency Debt
14353827.00
12708566.07
FHLB
2016-12-09
1.625%
Government Agency Debt
1000000.00
1016061.39
FHLB
2016-06-10
2.125%
Government Agency Debt
465000.00
473412.43
FHLB
2021-09-10
2.750%
Government Agency Debt
1330000.00
1413181.52
FHLB
2026-12-01
3.300%
Government Agency Debt
1225000.00
1295302.75
FHLB
2015-10-08
0.000%
Government Agency Debt
1506000.00
1505849.40
FHLB
2015-11-18
0.000%
Government Agency Debt
1800000.00
1799478.00
FCSB
2022-04-04
2.000%
Government Agency Debt
1000000.00
998706.67
FNMA
2032-08-27
3.300%
Government Agency Debt
1500000.00
1441375.00
FMAC
2016-10-14
0.875%
Government Agency Debt
947000.00
953751.98
FNMA
2016-10-01
5.000%
Government Agency Debt
3072969.00
106903.56
FNMA
2026-02-01
3.500%
Government Agency Debt
99421000.00
49140095.23
FNMA
2026-09-01
4.000%
Government Agency Debt
250000.00
106448.84
FNMA
2042-11-01
3.500%
Government Agency Debt
22932463.00
19274319.98
FNMA
2042-04-01
4.000%
Government Agency Debt
121443.00
90768.72
FNMA
2028-11-01
3.500%
Government Agency Debt
53716.00
44400.06
FNMA
2029-09-01
3.500%
Government Agency Debt
4364843.00
4261087.84
FNMA
2018-07-01
4.000%
Government Agency Debt
3062098.00
123614.40
FNMA
2040-09-01
4.000%
Government Agency Debt
286974.00
90452.70
FNMA
2022-06-01
3.500%
Government Agency Debt
292725.00
140763.69
FNMA
2034-05-01
4.000%
Government Agency Debt
195416.00
169712.73
FNMA
2045-08-01
3.000%
Government Agency Debt
134494.00
135550.03
GNMA
2037-04-15
5.600%
Government Agency Debt
1859988.00
2098880.38
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
118000000.00
118000000.00
0.0944
N/A
N
118000000.00
118000000.00
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS
AUSTRALIA & NEW ZEALAND BANKI 99EC859Y9 TD 09/01/2015
99EC859Y9
Other Instrument
Time Deposit
N
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
18500000.00
18500000.00
0.0148
N/A
N
18500000.00
18500000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.14 09/01/2015
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2045-03-01
4.000%
Government Agency Debt
3981490.90
4091290.65
FMAC
2030-08-01
3.000%
Government Agency Debt
3459999.26
3601132.63
FMAC
2040-10-01
4.000%
Government Agency Debt
12206896.55
3838684.69
FMAC
2044-01-01
2.611%
Government Agency Debt
3029831.48
2520252.22
FMAC
2027-09-01
2.500%
Government Agency Debt
3526002.76
2540509.10
FMAC
2030-09-01
3.500%
Government Agency Debt
3039968.73
3225609.49
FMAC
2045-09-01
2.738%
Government Agency Debt
3585401.52
3686999.55
FMAC
2041-11-01
4.500%
Government Agency Debt
3432149.95
2221733.45
FMAC
2044-04-01
4.000%
Government Agency Debt
2533718.14
2543740.07
FMAC
2045-07-01
4.000%
Government Agency Debt
2642694.15
2811805.68
FMAC
2045-09-01
3.500%
Government Agency Debt
2419987.29
2530930.81
FMAC
2045-09-01
3.000%
Government Agency Debt
2724241.10
2742934.84
FMAC
2045-09-01
4.000%
Government Agency Debt
2097997.68
2239690.85
FNMA
2033-09-01
5.000%
Government Agency Debt
19487977.67
1764421.19
FNMA
2041-12-01
2.363%
Government Agency Debt
7731471.98
2556020.77
FNMA
2043-07-01
3.000%
Government Agency Debt
3122629.28
2984765.70
FNMA
2045-07-01
3.582%
Government Agency Debt
3939387.19
3970750.12
FNMA
2045-01-01
5.000%
Government Agency Debt
3390666.36
3320275.84
FNMA
2045-07-01
5.500%
Government Agency Debt
3175109.50
3516185.72
FNMA
2023-09-01
3.627%
Government Agency Debt
3774567.72
4053094.96
FNMA
2042-06-01
4.000%
Government Agency Debt
5900651.03
3677927.92
FNMA
2042-06-01
4.000%
Government Agency Debt
3487205.66
2992149.63
FNMA
2029-11-01
2.500%
Government Agency Debt
2498895.28
2356509.28
FNMA
2044-11-01
4.500%
Government Agency Debt
4136027.60
4016806.96
FNMA
2030-01-01
3.000%
Government Agency Debt
2907194.48
2776749.25
FNMA
2035-07-01
3.000%
Government Agency Debt
2317900.53
2362154.75
FNMA
2044-09-01
4.000%
Government Agency Debt
2411986.08
2450928.78
FNMA
2044-12-01
4.000%
Government Agency Debt
2424044.22
2410179.68
FNMA
2030-01-01
3.500%
Government Agency Debt
2464145.34
2473151.74
FNMA
2045-07-01
2.667%
Government Agency Debt
3687937.17
3787957.77
FNMA
2045-09-01
3.500%
Government Agency Debt
3445034.25
3597172.71
FNMA
2045-07-01
4.000%
Government Agency Debt
2305335.56
2459649.18
FNMA
2035-07-01
4.000%
Government Agency Debt
2327824.57
2516356.30
FNMA
2045-09-01
3.000%
Government Agency Debt
3924756.82
4035399.64
FNMA
2033-12-01
5.500%
Government Agency Debt
24413793.10
2873528.59
FNMA
2030-09-01
2.500%
Government Agency Debt
2523341.95
2570857.32
FNMA
2045-09-01
4.000%
Government Agency Debt
2179724.97
2361889.67
FNMA
2041-01-01
4.000%
Government Agency Debt
4966962.77
2468782.96
FNMA
2039-07-01
5.500%
Government Agency Debt
1268898.43
666656.50
FNMA
2035-05-01
3.500%
Government Agency Debt
2538363.27
2596843.72
FNMA
2030-07-01
3.000%
Government Agency Debt
2320013.46
2370050.30
U.S. TREASURY
2021-02-28
2.000%
Treasury Debt
1749590.07
1777475.03
First Tier Security
N/A
N/A
2015-09-01
2015-09-01
N
N
N
118000000.00
118000000.00
0.0944
N/A
N
118000000.00
118000000.00