0000928816-15-001722.txt : 20160129
0000928816-15-001722.hdr.sgml : 20160129
20151207090524
ACCESSION NUMBER: 0000928816-15-001722
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20151130
FILED AS OF DATE: 20151207
DATE AS OF CHANGE: 20151207
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: 151271363
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
2015-11-30
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
67
1209085430.56
30338715.87
30092668.78
1209331477.65
0.0025
1.0000
2015-11-30
1.0000
2015-11-30
C000017192
500.00
1092891219.65
1.00
7499164.98
45144073.40
37644908.42
0.0001
1.0000
2015-11-30
1.0000
2015-11-30
C000017193
500.00
8289467.86
1.00
-237782.04
165730.14
403512.18
0.0001
1.0000
2015-11-30
1.0000
2015-11-30
C000017194
500.00
25431790.27
1.00
-1107043.01
1748951.70
2855994.71
0.0001
1.0000
2015-11-30
1.0000
2015-11-30
C000017195
500.00
32713393.29
1.00
1088855.31
2931560.99
1842705.68
0.0001
1.0000
2015-11-30
1.0000
2015-11-30
C000017196
500.00
15647262.13
1.00
-61449.37
260904.51
322353.88
0.0001
1.0000
2015-11-30
1.0000
2015-11-30
C000017191
500.00
34358344.45
1.00
5358639.68
7083992.17
1725352.49
0.0001
1.0000
2015-11-30
1.0000
2015-11-30
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
37987287.00
37987287.00
0.0314
N/A
N
37987287.00
37987287.00
GENERAL ELECTRIC CAPITAL CORP
GENERAL ELEC CAP CORP 00.5561 05/11/2016
36962G2V5
Other Note
N
First Tier Security
N/A
N/A
2016-02-11
2016-05-11
N
N
N
4450000.00
4452940.30
0.0037
N/A
N
4452340.70
4452340.70
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
4002450.24
0.0033
N/A
N
4001872.00
4001872.00
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
12706373.09
0.0105
N/A
N
12706184.90
12706184.90
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
1300250.39
0.0011
N/A
N
1300092.30
1300092.30
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
2852250.07
0.0024
N/A
N
2852630.55
2852630.55
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
2302233.12
0.0019
N/A
N
2302033.20
2302033.20
WELLS FARGO BANK NA
WELLS FARGO BANK NA 00.4572 12/14/2016
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2015-12-15
2016-12-14
N
N
N
11000000.00
11000000.00
0.0091
N/A
N
10999384.00
10999384.00
UNITED STATES OF AMERICA
US TREASURY FRN 00.2601 01/31/2016
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2015-12-01
2016-01-31
N
N
N
14700000.00
14699647.13
0.0122
N/A
N
14700632.10
14700632.10
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
1800220.63
0.0015
N/A
N
1799971.20
1799971.20
UNITED STATES OF AMERICA
US TREASURY FRN 00.2841 04/30/2016
912828D31
Treasury Debt
N
First Tier Security
N/A
N/A
2015-12-01
2016-04-30
N
N
N
13050000.00
13050178.37
0.0108
N/A
N
13052244.60
13052244.60
UNITED STATES OF AMERICA
US TREASURY FRN 00.2851 07/31/2016
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2015-12-01
2016-07-31
N
N
N
13250000.00
13250237.76
0.0110
N/A
N
13252080.20
13252080.20
UNITED STATES OF AMERICA
US TREASURY FRN 00.2681 10/31/2016
912828F70
Treasury Debt
N
First Tier Security
N/A
N/A
2015-12-01
2016-10-31
N
N
N
13250000.00
13250061.62
0.0110
N/A
N
13248767.70
13248767.70
UNITED STATES OF AMERICA
US TREASURY FRN 00.2991 01/31/2017
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2015-12-01
2017-01-31
N
N
N
12500000.00
12499703.85
0.0103
N/A
N
12497075.00
12497075.00
HSBC BANK USA NA
HSBC BANK USA NA 00.3198 12/07/2015
40428AD79
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
N
N
11725000.00
11725000.00
0.0097
N/A
N
11724929.60
11724929.60
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.3215 03/24/2016
20272ALN4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-24
2016-03-24
N
N
N
6450000.00
6450000.00
0.0053
N/A
N
6449309.85
6449309.85
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
8475085.30
0.0070
N/A
N
8474855.93
8474855.93
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.3473 06/17/2016
13606JT90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-17
2016-06-17
N
N
N
12325000.00
12325000.00
0.0102
N/A
N
12324038.60
12324038.60
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 00.3348 01/11/2016
63254GAT2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-09
2016-01-11
N
N
N
15125000.00
15125000.00
0.0125
N/A
N
15124561.30
15124561.30
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP - 01/19/2016
89233AGS2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-09
2016-01-19
N
N
N
18600000.00
18600000.00
0.0154
N/A
N
18599628.00
18599628.00
WELLS FARGO BANK NA
WELLS FARGO BANK NA 00.5662 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
4151550.08
0.0034
N/A
N
4150078.85
4150078.85
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
2016-02-03
2016-05-03
N
N
N
1800000.00
1800187.40
0.0015
N/A
N
1799308.80
1799308.80
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.3310 02/25/2016
89113EEW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-29
2016-02-25
N
N
N
1000000.00
999906.26
0.0008
N/A
N
999935.00
999935.00
BANK OF NEW YORK MELLON CORP/THE
BANK OF NEW YORK MELLON 00.6660 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
7703160.79
0.0064
N/A
N
7702849.00
7702849.00
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
2540213.01
0.0021
N/A
N
2540149.86
2540149.86
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 00.4038 03/04/2016
63254GBC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-06
2016-03-04
N
N
N
3750000.00
3750000.00
0.0031
N/A
N
3749812.50
3749812.50
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
12624410.83
0.0104
N/A
N
12624656.60
12624656.60
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
0.0066
N/A
N
8000336.08
8000336.08
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
12499395.83
0.0103
N/A
N
12499660.00
12499660.00
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
9252486.40
0.0077
N/A
N
9249139.75
9249139.75
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
5001794.95
0.0041
N/A
N
4999115.00
4999115.00
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
12724321.33
0.0105
N/A
N
12724656.40
12724656.40
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
12723575.51
0.0105
N/A
N
12724222.50
12724222.50
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
0.0099
N/A
N
12000240.10
12000240.10
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 00.2770 01/15/2016
88603YAU5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-16
2016-01-15
N
N
N
19000000.00
19000000.00
0.0157
N/A
N
18999240.00
18999240.00
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
18400173.65
0.0152
N/A
N
18400274.30
18400274.30
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
4997916.67
0.0041
N/A
N
4998477.00
4998477.00
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
9995608.33
0.0083
N/A
N
9997949.00
9997949.00
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
12269714.93
0.0101
N/A
N
12271748.30
12271748.30
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
2499597.22
0.0021
N/A
N
2499864.50
2499864.50
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 00.3010 01/25/2016
67984YBD5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-25
2016-01-25
N
N
N
18750000.00
18750000.00
0.0155
N/A
N
18748912.50
18748912.50
SUMITOMO MITSUI BANKING CORP/NEW YORK
SUMITOMO MITSUI BANK NY 00.3728 01/28/2016
86563R6G8
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-29
2016-01-28
N
N
N
17625000.00
17625000.00
0.0146
N/A
N
17623854.30
17623854.30
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
3199941.33
0.0026
N/A
N
3199946.56
3199946.56
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
12496694.44
0.0103
N/A
N
12497812.50
12497812.50
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP NY 00.3158 04/13/2016
96121TZJ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-14
2016-04-13
N
N
N
4200000.00
4199106.67
0.0035
N/A
N
4199643.00
4199643.00
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
999564.45
0.0008
N/A
N
999545.80
999545.80
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
9994750.00
0.0083
N/A
N
9993689.00
9993689.00
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
9971469.73
0.0082
N/A
N
9968367.70
9968367.70
HSBC BANK USA NA/NEW YORK NY
HSBC BANK USA 00.4310 04/05/2016
40428AP76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-07
2016-04-05
N
N
N
8800000.00
8800000.00
0.0073
N/A
N
8799392.80
8799392.80
WESTPAC BANKING CORP
WESTPAC BANKING CORP 00.4048 07/07/2016
9612C4SB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-09
2016-07-07
N
N
N
5000000.00
5000000.00
0.0041
N/A
N
4999390.00
4999390.00
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
7496125.00
0.0062
N/A
N
7496902.50
7496902.50
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
5146658.22
0.0043
N/A
N
5147332.30
5147332.30
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
11999300.18
0.0099
N/A
N
11999520.00
11999520.00
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
1999790.00
0.0017
N/A
N
1999726.20
1999726.20
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 00.5270 10/14/2016
06427EHG9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-14
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
6524601.25
0.0054
N/A
N
6524680.93
6524680.93
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
4399511.11
0.0036
N/A
N
4399558.68
4399558.68
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
5749448.96
0.0048
N/A
N
5749545.18
5749545.18
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
7396855.00
0.0061
N/A
N
7396397.68
7396397.68
GE CAPITAL INTERNATIONAL FUNDING CO
GE CAP INTL FUNDING P/P 144A 00.9640 04/15/2016
36164NFE0
Other Note
N
First Tier Security
N/A
N/A
2016-04-15
2016-04-15
N
N
N
8075000.00
8088754.62
0.0067
N/A
N
8084786.90
8084786.90
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
5997400.00
0.0050
N/A
N
5997139.80
5997139.80
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
11989500.00
0.0099
N/A
N
11986330.80
11986330.80
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
2015-12-29
2016-04-27
N
N
N
15000000.00
14996320.44
0.0124
N/A
N
14998305.00
14998305.00
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084BA53 DCP 01/05/2016
00084BA53
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-05
2016-01-05
N
N
N
2250000.00
2249387.50
0.0019
N/A
N
2249554.50
2249554.50
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
3996111.11
0.0033
N/A
N
3996263.20
3996263.20
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
3591850.00
0.0030
N/A
N
3590537.04
3590537.04
AMERICAN HONDA FINANCE CORP
AMERICAN HONDA FINANCE CORP 02665JBA7 DCP 02/10/2016
02665JBA7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-10
2016-02-10
N
N
N
2475000.00
2474023.75
0.0020
N/A
N
2473663.50
2473663.50
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157TCE1 DCP 03/14/2016
59157TCE1
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-14
2016-03-14
N
N
N
12900000.00
12889565.34
0.0107
N/A
N
12883633.70
12883633.70
SIMON PROPERTY GROUP LP
SIMON PROPERTY GROUP LP 82880WB19 DCP 02/01/2016
82880WB19
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
2500000.00
2498880.56
0.0021
N/A
N
2498884.50
2498884.50
BMW US CAPITAL LLC
BMW US CAPITAL LLC 0556C3Z12 DCP 12/01/2015
0556C3Z12
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
5750000.00
5750000.00
0.0048
N/A
N
5749975.85
5749975.85
CHEVRON CORP
CHEVRON CORP 16677JC12 DCP 03/01/2016
16677JC12
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
11950000.00
11942750.33
0.0099
N/A
N
11941601.50
11941601.50
WAL-MART STORES INC
WAL-MART STORES INC 93114FZE7 DCP 12/14/2015
93114FZE7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-14
2015-12-14
N
N
N
11975000.00
11974481.08
0.0099
N/A
N
11974734.10
11974734.10
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P2E35 DCP 05/03/2016
4820P2E35
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
N
N
N
14700000.00
14668558.33
0.0121
N/A
N
14663101.50
14663101.50
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TE39 DCP 05/03/2016
15963TE39
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
N
N
N
16250000.00
16215243.05
0.0134
N/A
N
16209210.80
16209210.80
BNP PARIBAS SA/NEW YORK NY
BNP PARIBAS SA/NEW YORK NY 09659CZ84 DCP 12/08/2015
09659CZ84
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-08
2015-12-08
N
N
N
7500000.00
7499752.08
0.0062
N/A
N
7499757.00
7499757.00
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK
CREDIT AGRICOLE CORPORATE AND 00.1600 12/07/2015
22533M7B1
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-07
2015-12-07
N
N
N
5900000.00
5900000.00
0.0049
N/A
N
5899987.67
5899987.67
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M2B88 DCP 02/08/2016
7443M2B88
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-08
2016-02-08
N
N
N
11750000.00
11743694.17
0.0097
N/A
N
11743899.40
11743899.40
DNB BANK ASA
DNB BANK ASA 2332K0A85 DCP 01/08/2016
2332K0A85
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-08
2016-01-08
N
N
N
5625000.00
5623753.13
0.0047
N/A
N
5624128.69
5624128.69
COCA-COLA CO/THE
COCA-COLA CO/THE 19121ACM1 DCP 03/21/2016
19121ACM1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-21
2016-03-21
N
N
N
5000000.00
4995991.66
0.0041
N/A
N
4995349.00
4995349.00
BANK OF AMERICA NA
BANK OF AMERICA NA 00.3648 05/09/2016
06053PLW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-09
2016-05-09
N
N
N
17900000.00
17900000.00
0.0148
N/A
N
17905781.80
17905781.80
FAIRWAY FINANCE LLC
FAIRWAY FIN LLC - 05/12/2016 00.3655 05/12/2016
30601YSC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-14
2016-05-12
N
N
N
7750000.00
7750000.00
0.0064
N/A
N
7749232.75
7749232.75
SIMON PROPERTY GROUP LP
SIMON PROPERTY GROUP LP 82880WA69 DCP 01/06/2016
82880WA69
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-06
2016-01-06
N
N
N
6300000.00
6298614.00
0.0052
N/A
N
6298711.65
6298711.65
BEDFORD ROW FUNDING CORP
BEDFORD ROW FUNDING CORP 07644ABP8 DCP 02/23/2016
07644ABP8
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-23
2016-02-23
N
N
N
14000000.00
13990200.00
0.0116
N/A
N
13987041.60
13987041.60
NATIONWIDE BUILDING SOCIETY
NATIONWIDE BUILDING SOCIETY 6385E0BG7 DCP 02/16/2016
6385E0BG7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-16
2016-02-16
N
N
N
12000000.00
11989733.34
0.0099
N/A
N
11992719.60
11992719.60
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAP 00.4370 05/17/2016
19423EAP3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2015-12-17
2016-05-17
N
N
N
9550000.00
9550000.00
0.0079
N/A
N
9548978.15
9548978.15
TEXAS A&M UNIVERSITY
TEXAS A&M UNIVERSITY 00.2400 01/21/2016
88213M2S7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-21
2016-01-21
N
Y
TEXAS A&M UNIVERSITY
N/A
N/A
N
10000000.00
10000000.00
0.0083
N/A
N
10000100.10
10000100.10
STANDARD CHARTERED BANK/NEW YORK
STANDARD CHARTERED BANK/NEW Y 85324TBH8 DCP 02/17/2016
85324TBH8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-17
2016-02-17
N
N
N
12000000.00
11990120.00
0.0099
N/A
N
11989651.20
11989651.20
JOHNS HOPKINS UNIVERSITY
JOHNS HOPKINS UNIVERSITY 00.2400 01/21/2016
47803LLA9
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-01-21
2016-01-21
N
Y
JOHNS HOPKINS UNIVERSITY
N/A
N/A
N
10000000.00
10000000.00
0.0083
N/A
N
10000100.10
10000100.10
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.3693 05/19/2016
89113EM94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-21
2016-05-19
N
N
N
12000000.00
12000000.00
0.0099
N/A
N
11998728.00
11998728.00
MIZUHO BANK LTD/NY
MIZUHO BANK LTD/NY 00.3900 02/18/2016
60689DNH2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-18
2016-02-18
N
N
N
5525000.00
5525000.00
0.0046
N/A
N
5525036.47
5525036.47
CREDIT SUISSE AG/NEW YORK NY
CREDIT SUISSE NEW YORK USD 00.4073 01/04/2016
22549VUB7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-17
2016-01-04
N
N
N
6000000.00
6000620.87
0.0050
N/A
N
5999844.00
5999844.00
STATE STREET BANK & TRUST CO
STATE STREET BANK & TR 00.4068 05/20/2016
8574P1GN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2015-12-21
2016-05-20
N
N
N
11500000.00
11500000.00
0.0095
N/A
N
11498804.00
11498804.00
CITIBANK NA
CITIBANK NA 00.3400 02/23/2016
17304UZ86
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-23
2016-02-23
N
N
N
8000000.00
8000000.00
0.0066
N/A
N
7999937.60
7999937.60
NATIONAL BANK OF CANADA
NATIONAL BANK OF CANADA USD 00.4800 01/13/2016
63307UGW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-01-13
2016-01-13
N
N
N
8000000.00
8001522.80
0.0066
N/A
N
8002508.16
8002508.16
FED HOME LN DISCOUNT NT
FED HOME LN DISCOUNT NT 313384UP2 GDC 03/21/2016
313384UP2
Government Agency Debt
N
First Tier Security
N/A
N/A
2016-03-21
2016-03-21
N
N
N
2400000.00
2397854.00
0.0020
N/A
N
2398298.40
2398298.40
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.11 12/01/2015
TRIPARTY2
Government Agency Repurchase Agreement
Y
GNMA
2045-10-20
3.500%
Government Agency Debt
40731014.52
42022276.22
GNMA
2045-11-20
3.500%
Government Agency Debt
60444651.52
62464315.52
GNMA
2042-05-20
4.000%
Government Agency Debt
15876924.33
7713408.36
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
110000000.00
110000000.00
0.0910
N/A
N
110000000.00
110000000.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.1 12/01/2015
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2041-09-01
4.500%
Government Agency Debt
160621685.00
49484431.31
FNMA
2026-02-01
3.500%
Government Agency Debt
169342864.00
52515568.89
GNMA
2045-09-20
4.000%
Government Agency Debt
1445916.00
1554975.23
GNMA
2045-09-20
4.000%
Government Agency Debt
2588828.00
2782980.35
GNMA
2045-10-20
3.500%
Government Agency Debt
95885.00
100658.19
GNMA
2045-11-20
4.000%
Government Agency Debt
2649388.00
2880693.41
GNMA
2045-11-20
3.500%
Government Agency Debt
2739636.00
2880692.86
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
110000000.00
110000000.00
0.0910
N/A
N
110000000.00
110000000.00
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS
AUSTRALIA & NEW ZEALAND BANKI 99EK229I9 TD 12/01/2015
99EK229I9
Other Instrument
Time Deposit
N
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
18000000.00
18000000.00
0.0149
N/A
N
18000000.00
18000000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.13 12/01/2015
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2032-10-01
3.000%
Government Agency Debt
1598152.22
1160627.36
FMAC
2044-08-01
3.500%
Government Agency Debt
1535057.32
1317184.60
FMAC
2044-12-01
4.500%
Government Agency Debt
1459135.11
1278841.44
FMAC
2030-11-01
2.500%
Government Agency Debt
1126920.86
1144708.05
FMAC
2037-06-01
5.500%
Government Agency Debt
20332370.02
1304253.64
FMAC
2025-09-01
3.500%
Government Agency Debt
6360184.41
1310484.58
FMAC
2027-04-01
3.000%
Government Agency Debt
2088668.35
1320858.44
FMAC
2030-11-01
3.000%
Government Agency Debt
1283736.19
1326825.42
FMAC
2043-01-01
2.500%
Government Agency Debt
1567465.89
1327655.48
FMAC
2033-11-01
4.000%
Government Agency Debt
1391691.90
1303600.81
FMAC
2044-06-01
4.500%
Government Agency Debt
1282315.44
1155235.04
FMAC
2044-10-01
4.500%
Government Agency Debt
1296386.41
1194599.96
FMAC
2045-03-01
4.000%
Government Agency Debt
1135932.05
1193665.75
FMAC
2045-04-01
4.000%
Government Agency Debt
646134.56
683775.92
FMAC
2045-08-01
4.000%
Government Agency Debt
1240595.75
1313778.62
FMAC
2045-11-01
4.000%
Government Agency Debt
1105180.56
1176443.96
FMAC
2045-10-01
3.500%
Government Agency Debt
1256190.98
1304179.52
FMAC
2045-11-01
3.500%
Government Agency Debt
1264476.06
1316929.61
FMAC
2045-11-01
3.500%
Government Agency Debt
1169292.47
1217798.75
FMAC
2045-11-01
4.000%
Government Agency Debt
1250587.16
1328524.03
FMAC
2045-11-01
3.500%
Government Agency Debt
1247875.66
1296654.43
FMAC
2045-11-01
3.500%
Government Agency Debt
1247094.98
1292356.36
FNMA
2026-04-01
4.000%
Government Agency Debt
3904840.21
1136337.81
FNMA
2041-04-01
5.000%
Government Agency Debt
1990375.13
1176585.30
FNMA
2041-06-01
4.500%
Government Agency Debt
2523808.47
1261463.89
FNMA
2041-11-01
4.000%
Government Agency Debt
2026529.35
1147638.24
FNMA
2042-04-01
4.500%
Government Agency Debt
1756725.65
1320539.50
FNMA
2027-03-01
3.000%
Government Agency Debt
1685596.34
1168020.80
FNMA
2027-04-01
3.000%
Government Agency Debt
1941947.62
1191643.44
FNMA
2032-04-01
3.500%
Government Agency Debt
1743677.92
1198122.94
FNMA
2029-11-01
3.500%
Government Agency Debt
1384530.77
1327065.63
FNMA
2030-08-01
3.500%
Government Agency Debt
1130006.48
1166883.92
FNMA
2044-03-01
3.500%
Government Agency Debt
1188809.50
1150080.19
FNMA
2042-07-01
4.500%
Government Agency Debt
1925810.21
1152503.96
FNMA
2042-10-01
3.500%
Government Agency Debt
1492792.96
1151826.17
FNMA
2028-02-01
3.000%
Government Agency Debt
1453768.24
1179199.44
FNMA
2043-11-01
4.000%
Government Agency Debt
1296978.78
1186621.78
FNMA
2044-07-01
4.000%
Government Agency Debt
1161589.79
1171985.21
FNMA
2045-10-01
4.000%
Government Agency Debt
1111291.02
1180685.18
FNMA
2045-07-01
4.000%
Government Agency Debt
1074316.21
1145681.08
FNMA
2028-08-01
4.000%
Government Agency Debt
1270640.14
1141558.98
FNMA
2043-11-01
5.000%
Government Agency Debt
1224036.51
1199858.18
FNMA
2033-12-01
4.000%
Government Agency Debt
1254141.07
1197857.92
FNMA
2028-12-01
3.500%
Government Agency Debt
1257399.73
1183163.48
FNMA
2044-05-01
4.500%
Government Agency Debt
1164930.44
1196647.50
FNMA
2044-06-01
5.000%
Government Agency Debt
1184160.33
1165054.62
FNMA
2044-07-01
4.500%
Government Agency Debt
1126746.89
1199814.34
FNMA
2044-07-01
5.000%
Government Agency Debt
1384195.62
1318164.98
FNMA
2034-09-01
3.500%
Government Agency Debt
1220072.30
1186961.97
FNMA
2044-11-01
4.000%
Government Agency Debt
1520473.79
1174754.35
FNMA
2045-02-01
3.500%
Government Agency Debt
1312468.32
1306032.20
FNMA
2030-04-01
3.000%
Government Agency Debt
1135407.65
1138522.57
FNMA
2030-02-01
3.000%
Government Agency Debt
1161873.50
1153989.45
FNMA
2030-04-01
3.500%
Government Agency Debt
1212378.66
1195494.73
FNMA
2045-03-01
4.000%
Government Agency Debt
1259748.32
1328966.85
FNMA
2045-06-01
4.000%
Government Agency Debt
1100749.63
1165861.23
FNMA
2045-08-01
3.500%
Government Agency Debt
1320544.20
1328898.14
FNMA
2045-07-01
4.000%
Government Agency Debt
1100153.21
1163785.03
FNMA
2030-05-01
3.500%
Government Agency Debt
1161995.40
1197622.57
FNMA
2045-09-01
4.000%
Government Agency Debt
1118213.95
1188936.17
FNMA
2045-06-01
4.000%
Government Agency Debt
1321347.95
1325035.23
FNMA
2045-07-01
4.000%
Government Agency Debt
1077913.14
1141245.23
FNMA
2045-06-01
4.000%
Government Agency Debt
1273730.75
1330310.51
FNMA
2030-11-01
3.500%
Government Agency Debt
1112214.18
1179189.98
FNMA
2045-10-01
4.000%
Government Agency Debt
1191916.95
1274236.73
FNMA
2032-12-01
6.000%
Government Agency Debt
9940190.36
1188060.62
FNMA
2034-04-01
5.500%
Government Agency Debt
21984949.83
1182418.62
FNMA
2035-01-01
5.000%
Government Agency Debt
15587128.41
1247171.10
FNMA
2045-11-01
3.000%
Government Agency Debt
1230391.39
1238098.15
FNMA
2045-10-01
4.000%
Government Agency Debt
1070136.88
1138058.23
FNMA
2045-11-01
3.500%
Government Agency Debt
1103566.82
1149763.72
FNMA
2030-10-01
3.000%
Government Agency Debt
1104653.66
1143038.03
FNMA
2030-12-01
3.500%
Government Agency Debt
1091989.41
1159789.34
FNMA
2030-11-01
3.500%
Government Agency Debt
1125511.33
1188533.71
FNMA
2030-11-01
3.500%
Government Agency Debt
1114684.05
1178866.94
FNMA
2045-11-01
4.000%
Government Agency Debt
458242.87
489310.92
FNMA
2037-07-01
5.500%
Government Agency Debt
19392085.04
1234780.22
FNMA
2037-12-01
6.000%
Government Agency Debt
5013214.27
1149851.62
FNMA
2038-12-01
6.000%
Government Agency Debt
9959236.30
1202349.71
FNMA
2039-10-01
5.000%
Government Agency Debt
2896148.94
1137190.04
FNMA
2019-09-01
4.000%
Government Agency Debt
11255667.30
1243765.73
FNMA
2022-04-01
3.500%
Government Agency Debt
2603729.18
1146793.97
FNMA
2022-05-01
3.000%
Government Agency Debt
2599240.88
1154190.45
FNMA
2028-08-01
2.500%
Government Agency Debt
1454587.89
1162339.49
FNMA
2034-05-01
3.500%
Government Agency Debt
1449747.92
1143026.98
FNMA
2030-07-01
3.000%
Government Agency Debt
1160156.87
1179742.98
FNMA
2030-11-01
3.500%
Government Agency Debt
1081886.70
1144685.29
FNMA
2038-07-01
6.500%
Government Agency Debt
17888892.55
1208730.51
FNMA
2038-12-01
7.000%
Government Agency Debt
16703647.25
1177864.29
FNMA
2030-12-01
6.500%
Government Agency Debt
4783310.75
1262521.86
FNMA
2040-03-01
5.000%
Government Agency Debt
3487473.37
1310493.39
FNMA
2040-05-01
5.000%
Government Agency Debt
5222729.97
1182602.50
FNMA
2025-12-01
3.500%
Government Agency Debt
2961850.58
1196469.37
FNMA
2039-02-01
7.000%
Government Agency Debt
5892523.79
1176043.05
First Tier Security
N/A
N/A
2015-12-01
2015-12-01
N
N
N
110569000.00
110569000.00
0.0914
N/A
N
110569000.00
110569000.00