0000928816-15-001401.txt : 20151130 0000928816-15-001401.hdr.sgml : 20151130 20151006143520 ACCESSION NUMBER: 0000928816-15-001401 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150930 FILED AS OF DATE: 20151006 DATE AS OF CHANGE: 20151006 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: 151145846 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 2015-09-30 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 26 60 1266478218.84 28218021.93 34305347.81 1260390892.96 0.0021 1.0000 2015-09-30 1.0000 2015-09-30 C000017192 500.00 1134413644.83 1.00 19703913.44 82853842.10 63149928.66 0.0001 1.0000 2015-09-30 1.0000 2015-09-30 C000017193 500.00 8584920.99 1.00 127005.57 745574.12 618568.55 0.0001 1.0000 2015-09-30 1.0000 2015-09-30 C000017194 500.00 38817397.98 1.00 2097354.96 4750424.10 2653069.14 0.0001 1.0000 2015-09-30 1.0000 2015-09-30 C000017195 500.00 34058971.85 1.00 243635.64 4368267.57 4124631.93 0.0001 1.0000 2015-09-30 1.0000 2015-09-30 C000017196 500.00 15649844.83 1.00 -12961948.22 1307594.73 14269542.95 0.0001 1.0000 2015-09-30 1.0000 2015-09-30 C000017191 500.00 28866112.48 1.00 922629.75 4698525.10 3775895.35 0.0001 1.0000 2015-09-30 1.0000 2015-09-30 PUTNAM MONEY MARKET LIQUIDITY FUND PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P 746763168 Investment Company N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 37987287.00 37987287.00 0.0301 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 4454522.81 0.0035 N/A N 4454018.35 4454018.35 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 1200129.45 0.0010 N/A N 1200066.00 1200066.00 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 5485827.55 0.0044 N/A N 5485148.10 5485148.10 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 4441271.50 0.0035 N/A N 4441376.40 4441376.40 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 7525255.55 0.0060 N/A N 7525052.68 7525052.68 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 4006883.75 0.0032 N/A N 4004124.00 4004124.00 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 12715629.25 0.0101 N/A N 12716954.50 12716954.50 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 1300741.36 0.0010 N/A N 1299994.80 1299994.80 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 2854130.27 0.0023 N/A N 2853439.95 2853439.95 BANK OF NOVA SCOTIA/THE BANK OF NOVA SCOTIA USD 00.7372 03/15/2016 064159BW5 Other Note N First Tier Security N/A N/A 2015-12-15 2016-03-15 N N N 2300000.00 2303530.45 0.0018 N/A N 2301534.10 2301534.10 WELLS FARGO BANK NA WELLS FARGO BANK NA 00.4572 10/14/2016 94985H2R4 Other Note N First Tier Security N/A N/A 2015-12-15 2016-10-14 N N N 11000000.00 11000000.00 0.0087 N/A N 10997965.00 10997965.00 UNITED STATES OF AMERICA US TREASURY FRN 00.0600 01/31/2016 912828WK2 Treasury Debt N First Tier Security N/A N/A 2015-10-01 2016-01-31 N N N 14700000.00 14699294.27 0.0117 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 2015-10-01 2016-04-30 N N N 13050000.00 13050250.43 0.0104 N/A N 13051265.80 13051265.80 UNITED STATES OF AMERICA US TREASURY FRN 00.0850 07/31/2016 912828WV8 Treasury Debt N First Tier Security N/A N/A 2015-10-01 2016-07-31 N N N 13250000.00 13250297.44 0.0105 N/A N 13251113.00 13251113.00 HSBC BANK PLC HSBC BANK PLC - 10/02/2015 00.2886 10/02/2015 40433FED7 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-02 2015-10-02 N N N 4000000.00 4000000.00 0.0032 N/A N 4000000.04 4000000.04 UNITED STATES OF AMERICA US TREASURY FRN 00.0680 10/31/2016 912828F70 Treasury Debt N First Tier Security N/A N/A 2015-10-01 2016-10-31 N N N 13250000.00 13250072.84 0.0105 N/A N 13246064.70 13246064.70 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 2015-12-30 2015-10-30 N N N 7800000.00 7800000.00 0.0062 N/A N 7799376.00 7799376.00 CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY CANADIAN IMP BK COMM NY 00.2914 11/12/2015 13606JKM0 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2015-11-12 N N N 5825000.00 5825000.00 0.0046 N/A N 5824866.03 5824866.03 TORONTO-DOMINION BANK/NY TORONTO DOMINION BANK NY 00.3028 11/18/2015 89112UM73 Certificate of Deposit N First Tier Security N/A N/A 2015-10-19 2015-11-18 N N N 13050000.00 13050000.00 0.0104 N/A N 13049491.00 13049491.00 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 11700001.35 0.0093 N/A N 11698724.70 11698724.70 UNITED STATES OF AMERICA US TREASURY FRN 00.0990 01/31/2017 912828H60 Treasury Debt N First Tier Security N/A N/A 2015-10-01 2017-01-31 N N N 12500000.00 12499661.55 0.0099 N/A N 12496662.50 12496662.50 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 5250621.85 0.0042 N/A N 5249774.25 5249774.25 HSBC BANK USA NA HSBC BANK USA NA 00.3243 12/07/2015 40428AD79 Certificate of Deposit N First Tier Security N/A N/A 2015-10-07 2015-12-07 N N N 11725000.00 11725000.00 0.0093 N/A N 11724683.40 11724683.40 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALI 00.3056 03/24/2016 20272ALN4 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-24 2016-03-24 N N N 6450000.00 6450000.00 0.0051 N/A N 6449335.65 6449335.65 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 599937.00 0.0005 N/A N 599943.00 599943.00 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 15321662.56 0.0122 N/A N 15323456.70 15323456.70 JPMORGAN CHASE BANK NA JP MORGAN CHASE BANK NA 00.3820 12/08/2015 46639XBD0 Certificate of Deposit N First Tier Security N/A N/A 2015-12-08 2015-12-08 N N N 8475000.00 8475828.60 0.0067 N/A N 8474033.85 8474033.85 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 9801387.78 9801387.78 CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY CANADIAN IMP BK COMM NY 00.3573 06/17/2016 13606JT90 Certificate of Deposit N First Tier Security N/A N/A 2015-10-19 2016-06-17 N N N 12325000.00 12325000.00 0.0098 N/A N 12324075.60 12324075.60 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 4999113.89 0.0040 N/A N 4999607.00 4999607.00 NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD 00.3427 01/11/2016 63254GAT2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-09 2016-01-11 N N N 15125000.00 15125000.00 0.0120 N/A N 15124168.10 15124168.10 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 4999795.83 0.0040 N/A N 4999880.00 4999880.00 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP - 01/19/2016 89233AGS2 Other Commercial Paper N First Tier Security N/A N/A 2015-10-09 2016-01-19 N N N 18600000.00 18600000.00 0.0148 N/A N 18599460.60 18599460.60 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 1675016.77 1675016.77 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 7574749.60 0.0060 N/A N 7574797.75 7574797.75 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 12425626.35 0.0099 N/A N 12426358.10 12426358.10 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 10848673.89 0.0086 N/A N 10848670.80 10848670.80 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 2324757.81 0.0018 N/A N 2324783.08 2324783.08 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 2998864.17 0.0024 N/A N 2999376.00 2999376.00 WELLS FARGO BANK NA WELLS FARGO BANK NA 00.4790 06/02/2016 94988J2K2 Other Note N First Tier Security N/A N/A 2015-12-02 2016-06-02 N N N 4150000.00 4152063.96 0.0033 N/A N 4149290.35 4149290.35 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 8946574.14 0.0071 N/A N 8948254.75 8948254.75 HSBC BANK PLC HSBC BANK PLC - 10/23/2015 0.285000 10/23/2015 40433FEF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-24 2015-10-23 N N N 2500000.00 2499950.74 0.0020 N/A N 2500020.00 2500020.00 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 1800261.63 0.0014 N/A N 1799659.80 1799659.80 TORONTO-DOMINION BANK/NY TORONTO DOMINION BANK NY 00.3039 02/25/2016 89113EEW2 Certificate of Deposit N First Tier Security N/A N/A 2015-10-26 2016-02-25 N N N 1000000.00 999839.77 0.0008 N/A N 999948.00 999948.00 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 7300395.00 7300395.00 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 6598395.83 0.0052 N/A N 6599366.40 6599366.40 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 0.0145 N/A N 18254763.40 18254763.40 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 15074296.65 0.0120 N/A N 15074547.70 15074547.70 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 4499040.00 0.0036 N/A N 4499100.90 4499100.90 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 11996620.00 0.0095 N/A N 11997427.20 11997427.20 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 5998440.00 0.0048 N/A N 5998587.60 5998587.60 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 0.0099 N/A N 12500625.10 12500625.10 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 17446742.67 0.0138 N/A N 17446993.30 17446993.30 ROYAL BANK OF CANADA/NEW YORK NY ROYAL BANK OF CANADA NY 00.2930 11/10/2015 78009NSG2 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2015-11-10 N N N 14375000.00 14375353.32 0.0114 N/A N 14374640.60 14374640.60 FAIRWAY FINANCE LLC FAIRWAY FIN LLC - 10/07/2015 00.2593 10/07/2015 30601YQS7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-07 2015-10-07 N N N 9075000.00 9075096.09 0.0072 N/A N 9074981.85 9074981.85 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 12319173.02 0.0098 N/A N 12321733.80 12321733.80 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 11995300.00 0.0095 N/A N 11996544.00 11996544.00 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 6000671.46 6000671.46 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 2999910.00 0.0024 N/A N 2999889.30 2999889.30 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 0.0091 N/A N 11500345.10 11500345.10 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 6198174.45 0.0049 N/A N 6198307.40 6198307.40 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 0.0088 N/A N 11101697.30 11101697.30 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 3199985.78 0.0025 N/A N 3199973.44 3199973.44 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 6123540.21 0.0049 N/A N 6123686.80 6123686.80 SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 86960KYQ9 DCP 11/24/2015 86960KYQ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-24 2015-11-24 N N N 700000.00 699685.00 0.0006 N/A N 699765.78 699765.78 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 6124897.92 0.0049 N/A N 6124872.60 6124872.60 BANK OF NEW YORK MELLON CORP/THE BANK OF NEW YORK MELLON 00.5625 03/04/2016 06406HCH0 Other Note N First Tier Security N/A N/A 2015-12-04 2016-03-04 N N N 7700000.00 7705211.94 0.0061 N/A N 7703588.20 7703588.20 NORDEA BANK FINLAND PLC/NEW YORK NORDEA BANK FINLAND NY 00.5160 06/13/2016 65558ET57 Certificate of Deposit N First Tier Security N/A N/A 2015-12-14 2016-06-13 N N N 2540000.00 2540279.65 0.0020 N/A N 2539893.32 2539893.32 NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 63307MYP8 DCP 11/23/2015 63307MYP8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-23 2015-11-23 N N N 1000000.00 999587.78 0.0008 N/A N 999682.00 999682.00 NATIONAL BANK OF CANADA/NEW YORK NY NATIONAL BANK CANADA NY USD 00.4351 10/26/2015 63307UFK2 Certificate of Deposit N First Tier Security N/A N/A 2015-10-26 2015-10-26 N N N 10000000.00 10001631.53 0.0079 N/A N 9999640.00 9999640.00 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK CREDIT AGRICOLE CORPORATE AND 00.1800 10/05/2015 22533M3Q2 Certificate of Deposit N First Tier Security N/A N/A 2015-10-05 2015-10-05 N N N 6300000.00 6300000.00 0.0050 N/A N 6300078.81 6300078.81 NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD 00.3543 03/04/2016 63254GBC8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-06 2016-03-04 N N N 3750000.00 3750000.00 0.0030 N/A N 3749688.75 3749688.75 CIESCO LLC CIESCO LLC 17178CZ71 DCP 12/07/2015 17178CZ71 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-07 2015-12-07 N N N 12625000.00 12618420.97 0.0100 N/A N 12619014.40 12619014.40 CITIBANK NA CITIBANK NA 00.3100 12/08/2015 17304UW97 Certificate of Deposit N First Tier Security N/A N/A 2015-12-08 2015-12-08 N N N 8000000.00 8000000.00 0.0063 N/A N 8001501.68 8001501.68 CRC FUNDING LLC CRC FUNDING LLC 12622VZ72 DCP 12/07/2015 12622VZ72 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-07 2015-12-07 N N N 12500000.00 12493253.48 0.0099 N/A N 12494073.70 12494073.70 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA HOUS USD 00.5120 06/10/2016 06417HMU7 Certificate of Deposit N First Tier Security N/A N/A 2015-12-10 2016-06-10 N N N 9250000.00 9253276.35 0.0073 N/A N 9248057.50 9248057.50 SIMON PROPERTY GROUP LP SIMON PROPERTY GROUP LP 82880XY20 DCP 11/02/2015 82880XY20 Other Commercial Paper N First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 3400000.00 3399335.11 0.0027 N/A N 3399426.42 3399426.42 MANHATTAN ASSET FUNDING CO LLC MANHATTAN ASSET FUNDING CO LL 56274MY30 DCP 11/03/2015 56274MY30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-11-03 2015-11-03 N N N 1200000.00 1199725.00 0.0010 N/A N 1199749.56 1199749.56 GOTHAM FUNDING CORP GOTHAM FUNDING CORP 38346MYQ1 DCP 11/24/2015 38346MYQ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-11-24 2015-11-24 N N N 900000.00 899595.00 0.0007 N/A N 899619.12 899619.12 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA HOUS 00.5492 03/22/2016 06417HHL3 Certificate of Deposit N First Tier Security N/A N/A 2015-12-22 2016-03-22 N N N 5000000.00 5002772.55 0.0040 N/A N 4998455.00 4998455.00 SWEDBANK AB SWEDBANK AB 87019SZ72 DCP 12/07/2015 87019SZ72 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-12-07 2015-12-07 N N N 12725000.00 12717421.55 0.0101 N/A N 12720746.00 12720746.00 WAL-MART STORES INC WAL-MART STORES INC 93114FXV1 DCP 10/29/2015 93114FXV1 Other Commercial Paper N First Tier Security N/A N/A 2015-10-29 2015-10-29 N N N 12675000.00 12673028.33 0.0101 N/A N 12674295.20 12674295.20 LLOYDS BANK PLC LLOYDS BANK PLC 53943SXE2 DCP 10/14/2015 53943SXE2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-14 2015-10-14 N N N 6250000.00 6249638.89 0.0050 N/A N 6249676.88 6249676.88 CHARTA LLC CHARTA LLC 16115XZE8 DCP 12/14/2015 16115XZE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-14 2015-12-14 N N N 12725000.00 12716891.35 0.0101 N/A Y 12718106.80 12718106.80 REGENCY MARKETS NO. 1 LLC REGENCY MARKETS NO. 1 LLC 7588R1XF7 DCP 10/15/2015 7588R1XF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-15 2015-10-15 N N N 10000000.00 9999027.78 0.0079 N/A N 9999125.00 9999125.00 COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAP 19422GXS8 DCP 10/26/2015 19422GXS8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-26 2015-10-26 N N N 10700000.00 10698142.36 0.0085 N/A N 10698376.80 10698376.80 UNIVERSITY OF TEXAS SYSTEM/THE UNIVERSITY OF TEXAS SYSTEM/TH 00.3000 12/16/2015 91510PJJ6 Other Commercial Paper N First Tier Security N/A N/A 2015-12-16 2015-12-16 N Y UNIVERSITY OF TEXAS SYSTEM/THE N/A N/A N 12000000.00 12000000.00 0.0095 N/A N 12000480.10 12000480.10 THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 00.2890 01/15/2016 88603YAU5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-15 2016-01-15 N N N 19000000.00 19000000.00 0.0151 N/A N 18998936.00 18998936.00 DUKE UNIVERSITY DUKE UNIVERSITY 26441UYP4 DCP 11/23/2015 26441UYP4 Other Commercial Paper N First Tier Security N/A N/A 2015-11-23 2015-11-23 N N N 11075000.00 11071412.93 0.0088 N/A N 11071976.50 11071976.50 TEXAS A&M UNIVERSITY TEXAS A&M UNIVERSITY 00.2500 11/17/2015 88213M2N8 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 4500000.00 4500000.00 0.0036 N/A N 4500000.05 4500000.05 SVENSKA HANDELSBANKEN/NEW YORK NY SVENSKA HANDELSBANKEN/NEW YOR 00.3100 12/18/2015 86958DZA3 Certificate of Deposit N First Tier Security N/A N/A 2015-12-18 2015-12-18 N N N 18400000.00 18400796.75 0.0146 N/A N 18401573.30 18401573.30 NESTLE FINANCE INTERNATIONAL LTD NESTLE FINANCE INTERNATIONAL 64105SXL7 DCP 10/20/2015 64105SXL7 Other Commercial Paper N First Tier Security N/A N/A 2015-10-20 2015-10-20 N N N 15000000.00 14998891.67 0.0119 N/A N 14998900.50 14998900.50 TORONTO-DOMINION HOLDINGS USA INC TORONTO-DOMINION HOLDINGS USA 89116EAL7 DCP 01/20/2016 89116EAL7 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-20 2016-01-20 N N N 5000000.00 4995375.00 0.0040 N/A N 4995629.00 4995629.00 EXPORT DEVELOPMENT CANADA EXPORT DEVELOPMENT CANADA 30215GAM4 DCP 01/21/2016 30215GAM4 Other Instrument Non U.S. Sovereign Instrumentality N First Tier Security N/A N/A 2016-01-21 2016-01-21 N N N 10000000.00 9990355.55 0.0079 N/A N 9994727.00 9994727.00 JOHNS HOPKINS UNIVERSITY JOHNS HOPKINS UNIVERSITY 00.2200 11/19/2015 47803LKY8 Other Commercial Paper N First Tier Security N/A N/A 2015-11-19 2015-11-19 N Y JOHNS HOPKINS UNIVERSITY N/A N/A N 7162000.00 7162000.00 0.0057 N/A N 7162000.07 7162000.07 WORKING CAPITAL MANAGEMENT CO WORKING CAPITAL MANAGEMENT CO 98137SXK9 DCP 10/19/2015 98137SXK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-19 2015-10-19 N N N 6500000.00 6499350.00 0.0052 N/A N 6499279.80 6499279.80 DNB BANK ASA DNB BANK ASA 2332K0AL6 DCP 01/20/2016 2332K0AL6 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-20 2016-01-20 N N N 12275000.00 12263267.14 0.0097 N/A N 12263963.50 12263963.50 JUPITER SECURITIZATION CO LLC JUPITER SECURITIZATION CO LLC 4820P3Y49 DCP 11/04/2015 4820P3Y49 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-11-04 2015-11-04 N N N 11375000.00 11373388.55 0.0090 N/A N 11372533.90 11372533.90 SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN 83050UZM3 DCP 12/21/2015 83050UZM3 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-12-21 2015-12-21 N N N 2500000.00 2498368.75 0.0020 N/A N 2498548.00 2498548.00 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 00.2756 01/25/2016 67984YBD5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-26 2016-01-25 N N N 18750000.00 18750000.00 0.0149 N/A N 18748818.70 18748818.70 REGENCY MARKETS NO. 1 LLC REGENCY MARKETS NO. 1 LLC 7588R1XS9 DCP 10/26/2015 7588R1XS9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-26 2015-10-26 N N N 8800000.00 8798900.00 0.0070 N/A N 8798665.04 8798665.04 SUMITOMO MITSUI BANKING CORP/NEW YORK SUMITOMO MITSUI BANK NY 00.3343 01/28/2016 86563R6G8 Certificate of Deposit N First Tier Security N/A N/A 2015-10-28 2016-01-28 N N N 17625000.00 17625000.00 0.0140 N/A N 17628773.50 17628773.50 MERRILL LYNCH, PIERCE, FENNER AND SMITH REPO TRIPA MORTG 0.11 10/01/2015 TRIPARTY2 Government Agency Repurchase Agreement Y FNMA 2044-09-01 4.000% Government Agency Debt 64251805.51 63175779.55 FNMA 2042-09-01 4.000% Government Agency Debt 64217527.15 57766640.52 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 118571000.00 118571000.00 0.0941 N/A N 118571000.00 118571000.00 ABN AMRO FUNDING USA LLC ABN AMRO FUNDING USA LLC 00084CXV9 DCP 10/29/2015 00084CXV9 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-29 2015-10-29 N N N 6000000.00 5999113.33 0.0048 N/A N 5999139.66 5999139.66 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS AUSTRALIA & NEW ZEALAND BANKI 99EF039T6 TD 10/01/2015 99EF039T6 Other Instrument Time Deposit N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 18500000.00 18500000.00 0.0147 N/A N 18500000.00 18500000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.11 10/01/2015 TRIPARTY2 Government Agency Repurchase Agreement Y GNMA 2045-09-20 4.000% Government Agency Debt 7587617.07 8125368.35 GNMA 2040-06-15 5.000% Government Agency Debt 33711087.01 13501497.13 U.S. TREASURY 2018-03-15 1.000% Treasury Debt 7509496.67 7549537.96 U.S. TREASURY 2016-06-30 3.250% Treasury Debt 7521977.82 7748810.59 U.S. TREASURY 2020-08-31 1.375% Treasury Debt 7133813.81 7151172.11 U.S. TREASURY 2017-08-31 1.875% Treasury Debt 6240578.95 6395509.62 U.S. TREASURY 2015-10-31 1.250% Treasury Debt 8630720.68 8683670.25 U.S. TREASURY 2018-03-31 2.875% Treasury Debt 8320771.93 8743309.05 U.S. TREASURY 2016-12-31 0.875% Treasury Debt 10330987.22 10406852.82 U.S. TREASURY 2019-06-30 1.000% Treasury Debt 10866096.06 10838387.52 U.S. TREASURY 2017-08-31 0.625% Treasury Debt 7477586.51 7481139.18 U.S. TREASURY 2015-11-15 0.375% Treasury Debt 7382854.52 7395377.68 U.S. TREASURY 2016-05-15 0.250% Treasury Debt 1126798.93 1127810.24 U.S. TREASURY 2021-05-31 2.000% Treasury Debt 7745390.55 7981366.78 U.S. TREASURY 2020-05-31 1.500% Treasury Debt 7705284.43 7812619.04 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 118571000.00 118571000.00 0.0941 N/A N 118571000.00 118571000.00 GOLDMAN, SACHS & CO. REPO TRIPA MORTG 0.12 10/01/2015 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2042-11-01 3.500% Government Agency Debt 26685392.00 23507478.47 FMAC 2029-09-01 3.000% Government Agency Debt 14617556.00 13758561.42 FNMA 2025-06-01 2.934% Government Agency Debt 15938779.00 16169737.60 FNMA 2043-06-01 3.000% Government Agency Debt 28521000.00 24241703.15 FNMA 2044-12-01 4.000% Government Agency Debt 27351273.00 24322519.39 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 100000000.00 100000000.00 0.0793 N/A N 100000000.00 100000000.00