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