0000928816-15-001531.txt : 20151229
0000928816-15-001531.hdr.sgml : 20151229
20151105145226
ACCESSION NUMBER: 0000928816-15-001531
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20151030
FILED AS OF DATE: 20151105
DATE AS OF CHANGE: 20151105
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: 151200147
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
2015-10-30
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
23
63
1197953384.90
44830437.25
44556175.38
1198227646.77
0.0023
1.0000
2015-10-30
1.0000
2015-10-30
C000017192
500.00
1086863743.67
1.00
-54162487.73
311763249.67
365925737.40
0.0001
1.0000
2015-10-30
1.0000
2015-10-30
C000017193
500.00
8535507.36
1.00
-61831.72
699650.99
761482.71
0.0001
1.0000
2015-10-30
1.0000
2015-10-30
C000017194
500.00
26591432.74
1.00
-12493472.97
2148174.25
14641647.22
0.0001
1.0000
2015-10-30
1.0000
2015-10-30
C000017195
500.00
31569581.35
1.00
-2349357.95
3334194.52
5683552.47
0.0001
1.0000
2015-10-30
1.0000
2015-10-30
C000017196
500.00
15703527.45
1.00
12005.83
531832.51
519826.68
0.0001
1.0000
2015-10-30
1.0000
2015-10-30
C000017191
500.00
28963854.20
1.00
-98799.64
2370625.07
2469424.71
0.0001
1.0000
2015-10-30
1.0000
2015-10-30
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
N
First Tier Security
N/A
N/A
2015-10-31
2015-10-31
N
N
N
37987287.00
37987287.00
0.0317
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
4453484.80
0.0037
N/A
N
4452002.50
4452002.50
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELEC CAP CORP 00.9180 01/08/2016
36962G6Q2
Other Note
N
First Tier Security
N/A
N/A
2016-01-08
2016-01-08
N
N
N
4000000.00
4004384.64
0.0033
N/A
N
4003708.00
4003708.00
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
12710925.30
0.0106
N/A
N
12715786.10
12715786.10
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELEC CAP CORP 00.5180 01/08/2016
36962GU51
Other Note
N
First Tier Security
N/A
N/A
2016-01-08
2016-01-08
N
N
N
1300000.00
1300448.06
0.0011
N/A
N
1300256.10
1300256.10
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
2853174.76
0.0024
N/A
N
2854750.95
2854750.95
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
2302871.15
0.0019
N/A
N
2302214.90
2302214.90
WELLS FARGO BANK NA
WELLS FARGO BANK NA 00.4572 11/14/2016
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2015-12-15
2016-11-14
N
N
N
11000000.00
11000000.00
0.0092
N/A
N
10998768.00
10998768.00
UNITED STATES OF AMERICA
US TREASURY FRN 00.1550 01/31/2016
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-10-31
2016-01-31
N
N
N
14700000.00
14699473.59
0.0123
N/A
N
14700543.90
14700543.90
US BANK NA/CINCINNATI OH
US BANK NA CINCINNATI 00.4404 04/22/2016
90331HMF7
Other Note
N
First Tier Security
N/A
N/A
2016-01-22
2016-04-22
N
N
N
1800000.00
1800266.91
0.0015
N/A
N
1800156.60
1800156.60
UNITED STATES OF AMERICA
US TREASURY FRN 00.1790 04/30/2016
912828D31
Treasury Debt
N
First Tier Security
N/A
N/A
2015-10-31
2016-04-30
N
N
N
13050000.00
13050213.81
0.0109
N/A
N
13051566.00
13051566.00
UNITED STATES OF AMERICA
US TREASURY FRN 00.1800 07/31/2016
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-10-31
2016-07-31
N
N
N
13250000.00
13250267.11
0.0111
N/A
N
13251908.00
13251908.00
UNITED STATES OF AMERICA
US TREASURY FRN 00.1630 10/31/2016
912828F70
Treasury Debt
N
First Tier Security
N/A
N/A
2015-10-31
2016-10-31
N
N
N
13250000.00
13250067.14
0.0111
N/A
N
13247588.50
13247588.50
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.2819 11/12/2015
13606JKM0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-12
2015-11-12
N
N
N
5825000.00
5825000.00
0.0049
N/A
N
5824930.10
5824930.10
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.2868 11/18/2015
89112UM73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-18
2015-11-18
N
N
N
13050000.00
13050000.00
0.0109
N/A
N
13049673.70
13049673.70
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
11700000.28
0.0098
N/A
N
11699812.80
11699812.80
UNITED STATES OF AMERICA
US TREASURY FRN 00.1940 01/31/2017
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2015-10-31
2017-01-31
N
N
N
12500000.00
12499683.05
0.0104
N/A
N
12497975.00
12497975.00
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
5250127.56
0.0044
N/A
N
5249963.25
5249963.25
HSBC BANK USA NA
HSBC BANK USA NA 00.3188 12/07/2015
40428AD79
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-09
2015-12-07
N
N
N
11725000.00
11725000.00
0.0098
N/A
N
11724824.10
11724824.10
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.3070 03/24/2016
20272ALN4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-24
2016-03-24
N
N
N
6450000.00
6450000.00
0.0054
N/A
N
6449438.85
6449438.85
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
8475450.85
0.0071
N/A
N
8474457.60
8474457.60
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
0.0082
N/A
N
9800291.16
9800291.16
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.3468 06/17/2016
13606JT90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-17
2016-06-17
N
N
N
12325000.00
12325000.00
0.0103
N/A
N
12324174.20
12324174.20
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 00.3361 01/11/2016
63254GAT2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-09
2016-01-11
N
N
N
15125000.00
15125000.00
0.0126
N/A
N
15124410.10
15124410.10
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP - 01/19/2016
89233AGS2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-09
2016-01-19
N
N
N
18600000.00
18600000.00
0.0155
N/A
N
18599609.40
18599609.40
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
2999613.33
0.0025
N/A
N
2999820.00
2999820.00
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
4151802.80
0.0035
N/A
N
4149834.00
4149834.00
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
8948577.94
0.0075
N/A
N
8949445.10
8949445.10
NORDEA BANK FINLAND PLC/NEW YORK
NORDEA BANK FINLAND NY 00.4541 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
1800223.91
0.0015
N/A
N
1799821.80
1799821.80
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.3070 02/25/2016
89113EEW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-25
2016-02-25
N
N
N
1000000.00
999873.56
0.0008
N/A
N
999956.00
999956.00
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
6599816.67
0.0055
N/A
N
6599885.82
6599885.82
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
0.0152
N/A
N
18250693.60
18250693.60
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
4499970.00
0.0038
N/A
N
4499945.55
4499945.55
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
11999306.67
0.0100
N/A
N
11999499.60
11999499.60
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
5999783.33
0.0050
N/A
N
5999824.80
5999824.80
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
0.0104
N/A
N
12500375.10
12500375.10
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
17449898.21
0.0146
N/A
N
17449832.40
17449832.40
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA NY 00.2869 11/10/2015
78009NSG2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-10
2015-11-10
N
N
N
14375000.00
14375079.50
0.0120
N/A
N
14374841.80
14374841.80
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
12323099.90
0.0103
N/A
N
12324110.10
12324110.10
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
11998400.00
0.0100
N/A
N
11999088.00
11999088.00
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
0.0050
N/A
N
6000389.46
6000389.46
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
0.0096
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
6199242.22
0.0052
N/A
N
6199433.94
6199433.94
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
0.0093
N/A
N
11101197.80
11101197.80
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
6124700.56
0.0051
N/A
N
6124744.59
6124744.59
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
699865.83
0.0006
N/A
N
699921.25
699921.25
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
7704169.56
0.0064
N/A
N
7703873.10
7703873.10
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
2540245.79
0.0021
N/A
N
2540038.10
2540038.10
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
999828.89
0.0008
N/A
N
999888.70
999888.70
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 00.3535 03/04/2016
63254GBC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-06
2016-03-04
N
N
N
3750000.00
3750000.00
0.0031
N/A
N
3749748.75
3749748.75
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
12621465.00
0.0105
N/A
N
12622587.30
12622587.30
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
0.0067
N/A
N
8001316.88
8001316.88
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
12496375.00
0.0104
N/A
N
12497611.20
12497611.20
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
9252874.90
0.0077
N/A
N
9248668.00
9248668.00
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
3399979.22
0.0028
N/A
N
3399957.50
3399957.50
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
1199983.33
0.0010
N/A
N
1199980.56
1199980.56
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
899827.50
0.0008
N/A
N
899884.98
899884.98
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
5002275.74
0.0042
N/A
N
4998895.00
4998895.00
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
12720928.00
0.0106
N/A
N
12723186.60
12723186.60
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
12720288.22
0.0106
N/A
N
12721818.70
12721818.70
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
0.0100
N/A
N
12000480.10
12000480.10
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 00.2758 01/15/2016
88603YAU5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-15
2016-01-15
N
N
N
19000000.00
19000000.00
0.0159
N/A
N
18999240.00
18999240.00
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
11073511.03
0.0092
N/A
N
11073988.80
11073988.80
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
0.0038
N/A
N
4500045.05
4500045.05
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
18400480.09
0.0154
N/A
N
18402802.50
18402802.50
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
4996666.66
0.0042
N/A
N
4997836.00
4997836.00
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
9993025.00
0.0083
N/A
N
9996357.00
9996357.00
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
0.0060
N/A
N
7162071.69
7162071.69
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
12266543.89
0.0102
N/A
N
12269044.10
12269044.10
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
11374857.81
0.0095
N/A
N
11374765.60
11374765.60
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
2498993.06
0.0021
N/A
N
2499462.00
2499462.00
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 00.2770 01/25/2016
67984YBD5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-25
2016-01-25
N
N
N
18750000.00
18750000.00
0.0156
N/A
N
18749118.70
18749118.70
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY 00.3336 01/28/2016
86563R6G8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-30
2016-01-28
N
N
N
17625000.00
17625000.00
0.0147
N/A
N
17624136.30
17624136.30
CHARTA LLC
CHARTA LLC 16115XYH2 DCP 11/17/2015
16115XYH2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-17
2015-11-17
N
N
N
2500000.00
2499833.33
0.0021
N/A
N
2499837.50
2499837.50
SIMON PROPERTY GROUP LP
SIMON PROPERTY GROUP LP 82880XZ45 DCP 12/04/2015
82880XZ45
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-04
2015-12-04
N
N
N
3200000.00
3199354.67
0.0027
N/A
N
3199418.24
3199418.24
LLOYDS BANK PLC
LLOYDS BANK PLC 53943RA41 DCP 01/04/2016
53943RA41
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-04
2016-01-04
N
N
N
12500000.00
12493777.78
0.0104
N/A
N
12494683.70
12494683.70
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP NY 00.3169 04/13/2016
96121TZJ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-13
2016-04-13
N
N
N
4200000.00
4198906.67
0.0035
N/A
N
4199638.80
4199638.80
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274MYG1 DCP 11/16/2015
56274MYG1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-16
2015-11-16
N
N
N
4000000.00
3999666.67
0.0033
N/A
N
3999684.40
3999684.40
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TAK9 DCP 01/19/2016
53127TAK9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-19
2016-01-19
N
N
N
1000000.00
999297.78
0.0008
N/A
N
999320.50
999320.50
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157UY95 DCP 11/09/2015
59157UY95
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-09
2015-11-09
N
N
N
5000000.00
4999822.22
0.0042
N/A
N
4999828.00
4999828.00
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 38346MY40 DCP 11/04/2015
38346MY40
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-04
2015-11-04
N
N
N
4000000.00
3999940.00
0.0033
N/A
N
3999917.60
3999917.60
APPLE INC
APPLE INC 03785EY65 DCP 11/06/2015
03785EY65
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-06
2015-11-06
N
N
N
20000000.00
19999694.44
0.0167
N/A
N
19999534.00
19999534.00
NORDEA BANK AB
NORDEA BANK AB 65558FB20 DCP 02/02/2016
65558FB20
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-02
2016-02-02
N
N
N
10000000.00
9992250.00
0.0083
N/A
N
9993456.00
9993456.00
WELLS FARGO & CO
WELLS FARGO & COMPANY 00.8472 07/20/2016
94974BFM7
Other Note
N
First Tier Security
N/A
N/A
2016-01-20
2016-07-20
N
N
N
9950000.00
9974245.99
0.0083
N/A
N
9971929.80
9971929.80
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK
CREDIT AGRICOLE CORPORATE AND 00.1700 11/05/2015
22533M5B3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-05
2015-11-05
N
N
N
7675000.00
7675000.00
0.0064
N/A
N
7675033.08
7675033.08
BNP PARIBAS SA/NEW YORK NY
BNP PARIBAS SA/NEW YORK NY 09659CY51 DCP 11/05/2015
09659CY51
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-05
2015-11-05
N
N
N
7550000.00
7549857.39
0.0063
N/A
N
7549836.17
7549836.17
HSBC BANK USA NA/NEW YORK NY
HSBC BANK USA 00.3720 04/05/2016
40428AP76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-05
2016-04-05
N
N
N
8800000.00
8800000.00
0.0073
N/A
N
8799260.80
8799260.80
WESTPAC BANKING CORP
WESTPAC BANKING CORP 00.4038 07/07/2016
9612C4SB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-09
2016-07-07
N
N
N
5000000.00
5000000.00
0.0042
N/A
N
4999330.00
4999330.00
CORPORATE ASSET FUNDING CO INC
CORPORATE ASSET FUNDING CO IN 12476FYJ9 DCP 11/18/2015
12476FYJ9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-18
2015-11-18
N
N
N
10600000.00
10599249.17
0.0088
N/A
N
10599255.80
10599255.80
LLOYDS BANK PLC
LLOYDS BANK PLC 53943RB16 DCP 02/01/2016
53943RB16
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
7500000.00
7494250.00
0.0063
N/A
N
7494360.00
7494360.00
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050TBC4 DCP 02/12/2016
83050TBC4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-12
2016-02-12
N
N
N
5150000.00
5145284.89
0.0043
N/A
N
5146139.56
5146139.56
UNIVERSITY OF CHICAGO
UNIVERSITY OF CHICAGO 00.0000 12/15/2015
91412WZF0
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-15
2015-12-15
N
N
N
12000000.00
11997800.58
0.0100
N/A
N
11997960.00
11997960.00
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P3ZN6 DCP 12/22/2015
4820P3ZN6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-22
2015-12-22
N
N
N
2000000.00
1999490.00
0.0017
N/A
N
1999290.40
1999290.40
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 00.5290 10/14/2016
06427EHG9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-16
2016-10-14
N
N
N
10000000.00
10000000.00
0.0083
N/A
N
9998140.00
9998140.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137SZB7 DCP 12/11/2015
98137SZB7
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-11
2015-12-11
N
N
N
6525000.00
6523405.00
0.0054
N/A
N
6523370.71
6523370.71
SOCIETE GENERALE/NEW YORK NY
SOCIETE GENERALE/NEW YORK NY 00.2000 11/02/2015
83369TC70
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
6300000.00
6300010.50
0.0053
N/A
N
6300060.54
6300060.54
BNP PARIBAS SA/NEW YORK NY
BNP PARIBAS SA/NEW YORK NY 09659CZM3 DCP 12/21/2015
09659CZM3
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-21
2015-12-21
N
N
N
4400000.00
4398777.78
0.0037
N/A
N
4398684.40
4398684.40
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646LZG8 DCP 12/16/2015
92646LZG8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-16
2015-12-16
N
N
N
5750000.00
5748346.87
0.0048
N/A
N
5748311.23
5748311.23
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KAM4 DCP 01/21/2016
92646KAM4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-21
2016-01-21
N
N
N
7400000.00
7395005.00
0.0062
N/A
N
7394779.30
7394779.30
AMERICAN HONDA FINANCE CORP
AMERICAN HONDA FINANCE CORP 02665JB41 DCP 02/04/2016
02665JB41
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-04
2016-02-04
N
N
N
6000000.00
5996200.00
0.0050
N/A
N
5996249.40
5996249.40
RABOBANK NEDERLAND NV NY
RABOBANK NEDERLAND NV NY 21687ACA9 DCP 03/10/2016
21687ACA9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-10
2016-03-10
N
N
N
12000000.00
11986350.00
0.0100
N/A
N
11984204.40
11984204.40
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 00.3435 04/27/2016
05253MFG4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-11-27
2016-04-27
N
N
N
15000000.00
14995574.59
0.0125
N/A
N
14964975.00
14964975.00
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050TCA7 DCP 03/10/2016
83050TCA7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-10
2016-03-10
N
N
N
4000000.00
3994944.45
0.0033
N/A
N
3995101.20
3995101.20
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.1 11/02/2015
TRIPARTY2
Government Agency Repurchase Agreement
Y
GNMA
2042-12-20
4.000%
Government Agency Debt
4127990.40
3405302.54
GNMA
2027-10-20
2.500%
Government Agency Debt
3948847.26
2711721.82
GNMA
2043-04-20
6.000%
Government Agency Debt
3352475.50
1636500.02
GNMA
2028-10-20
2.000%
Government Agency Debt
2660920.20
2059234.04
GNMA
2029-01-20
3.000%
Government Agency Debt
2003799.63
1508052.07
GNMA
2045-02-20
5.000%
Government Agency Debt
1593240.88
1495099.83
GNMA
2029-05-20
3.500%
Government Agency Debt
4420914.58
3122436.56
GNMA
2029-07-20
3.500%
Government Agency Debt
2632564.84
2079613.92
GNMA
2044-07-20
5.500%
Government Agency Debt
2388338.64
1784173.90
GNMA
2038-11-20
5.500%
Government Agency Debt
3292432.75
2690439.21
GNMA
2044-12-20
5.000%
Government Agency Debt
1934572.65
1641745.32
GNMA
2038-09-20
6.000%
Government Agency Debt
2429539.60
2531371.03
GNMA
2030-06-20
3.500%
Government Agency Debt
2789658.94
2843527.58
GNMA
2030-04-20
2.000%
Government Agency Debt
1786286.86
1720727.05
GNMA
2030-07-20
3.500%
Government Agency Debt
3348264.19
3405458.47
GNMA
2045-07-20
3.500%
Government Agency Debt
256774.85
267124.71
GNMA
2045-07-20
5.500%
Government Agency Debt
2908001.41
3229560.32
GNMA
2030-08-20
3.500%
Government Agency Debt
1864317.40
1947808.59
GNMA
2030-09-20
3.000%
Government Agency Debt
2110108.66
2201506.86
GNMA
2030-09-20
3.500%
Government Agency Debt
1903695.30
2004845.96
GNMA
2045-08-20
4.500%
Government Agency Debt
2789191.13
3007214.53
GNMA
2030-10-20
3.000%
Government Agency Debt
1750560.58
1838021.51
GNMA
2045-09-20
4.000%
Government Agency Debt
1655160.91
1804029.85
GNMA
2045-09-20
4.000%
Government Agency Debt
2381148.32
2589601.70
GNMA
2045-10-20
4.000%
Government Agency Debt
2803523.34
3011607.07
GNMA
2045-02-20
4.000%
Government Agency Debt
1659884.52
1713774.02
GNMA
2045-04-20
3.500%
Government Agency Debt
1772900.79
1843701.14
GNMA
2045-05-20
4.000%
Government Agency Debt
1822943.74
1943764.39
GNMA
2045-09-20
4.000%
Government Agency Debt
3054586.31
3293557.49
GNMA
2045-09-20
4.000%
Government Agency Debt
1432853.71
1545988.26
GNMA
2045-10-20
4.000%
Government Agency Debt
1824409.82
1971404.75
GNMA
2045-10-20
4.000%
Government Agency Debt
2026622.92
2207158.99
GNMA
2045-09-20
4.000%
Government Agency Debt
1706448.27
1840945.42
GNMA
2045-09-20
3.500%
Government Agency Debt
1912066.33
2005569.59
GNMA
2045-09-20
4.000%
Government Agency Debt
3036700.40
3310271.81
GNMA
2045-09-20
4.000%
Government Agency Debt
1732895.81
1884731.99
GNMA
2045-10-20
4.000%
Government Agency Debt
1129193.41
1232737.31
GNMA
2045-10-20
4.000%
Government Agency Debt
2568890.21
2804452.87
GNMA
2045-10-20
4.000%
Government Agency Debt
1858184.05
2007898.35
GNMA
2045-10-20
3.500%
Government Agency Debt
1667805.38
1759700.53
GNMA
2045-10-20
4.000%
Government Agency Debt
2644007.28
2857035.54
GNMA
2045-10-20
4.000%
Government Agency Debt
2219843.44
2417583.14
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
91350000.00
91350000.00
0.0762
N/A
N
91350000.00
91350000.00
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.08 11/02/2015
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2045-08-01
3.500%
Government Agency Debt
54075275.78
55922407.25
FNMA
2044-09-01
4.000%
Government Agency Debt
7593222.62
7371406.43
FNMA
2045-10-01
3.500%
Government Agency Debt
28690226.97
29883186.44
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
91350000.00
91350000.00
0.0762
N/A
N
91350000.00
91350000.00
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS
AUSTRALIA & NEW ZEALAND BANKI 99EH669P7 TD 11/02/2015
99EH669P7
Other Instrument
Time Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
17750000.00
17750000.00
0.0148
N/A
N
17750000.00
17750000.00
CREDIT AGRICOLE CORPORATE & INVESTMENT BANK/GRAND CAYMAN
CREDIT AGRICOLE CORPORATE & I 99EI799B9 TD 11/02/2015
99EI799B9
Other Instrument
Time Deposit
N
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
6000000.00
6000000.00
0.0050
N/A
N
6000000.00
6000000.00
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 07644AEC4 DCP 05/12/2016
07644AEC4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-12
2016-05-12
N
N
N
3600000.00
3590350.00
0.0030
N/A
N
3590055.00
3590055.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.08 11/02/2015
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2045-09-01
3.500%
Government Agency Debt
6412192.00
6652228.88
FMAC
2045-10-01
3.500%
Government Agency Debt
6629288.00
6896630.24
FMAC
2038-04-01
2.637%
Government Agency Debt
13768610.00
1933993.89
FMAC
2035-09-01
3.500%
Government Agency Debt
6488033.00
6754254.00
FMAC
2041-11-01
3.500%
Government Agency Debt
9199997.00
6884855.76
FNMA
2026-09-01
3.500%
Government Agency Debt
10698153.00
6583476.01
FNMA
2026-06-01
4.000%
Government Agency Debt
16358821.00
6896877.67
FNMA
2028-07-01
3.000%
Government Agency Debt
8144569.00
6787760.92
FNMA
2042-09-01
3.500%
Government Agency Debt
7609074.00
6428639.49
FNMA
2043-02-01
3.000%
Government Agency Debt
4783809.00
3846947.75
FNMA
2043-12-01
4.500%
Government Agency Debt
9804465.00
6784570.77
FNMA
2044-05-01
4.500%
Government Agency Debt
7364027.00
6548932.17
FNMA
2029-09-01
3.000%
Government Agency Debt
7353504.00
6930495.17
FNMA
2025-02-01
2.500%
Government Agency Debt
7414308.00
6770337.37
First Tier Security
N/A
N/A
2015-11-02
2015-11-02
N
N
N
85000000.00
85000000.00
0.0709
N/A
N
85000000.00
85000000.00