0000928816-16-001878.txt : 20160229 0000928816-16-001878.hdr.sgml : 20160229 20160108085228 ACCESSION NUMBER: 0000928816-16-001878 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20151231 FILED AS OF DATE: 20160108 DATE AS OF CHANGE: 20160108 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: 161331532 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 2015-12-31 0000081248 S000006251 6 N N N N 2-55091 Putnam Investment Management, LLC 801-7974 Putnam Investment Limited 801-61441 PricewaterhouseCoopers, LLP Boston MA None Putnam Investor Services, Inc. 0001448300 84-06331 N N N Prime 25 57 1283637917.34 38898198.12 40537510.19 1281998605.27 0.0038 0.9999 2015-12-31 0.9999 2015-12-31 C000017192 500.00 1144739687.23 1.00 51675176.62 117398667.92 65723491.30 0.0001 0.9999 2015-12-31 0.9999 2015-12-31 C000017193 500.00 8217886.49 1.00 -116727.32 486905.82 603633.14 0.0001 0.9999 2015-12-31 0.9999 2015-12-31 C000017194 500.00 37010457.76 1.00 11630245.65 14379343.61 2749097.96 0.0001 0.9999 2015-12-31 0.9999 2015-12-31 C000017195 500.00 34552811.74 1.00 1804085.72 4768861.61 2964775.89 0.0001 0.9999 2015-12-31 0.9999 2015-12-31 C000017196 500.00 14987779.12 1.00 456844.63 891289.86 434445.23 0.0001 0.9999 2015-12-31 0.9999 2015-12-31 C000017191 500.00 42489982.93 1.00 7524118.45 8881089.23 1356970.78 0.0001 0.9999 2015-12-31 0.9999 2015-12-31 PUTNAM MONEY MARKET LIQUIDITY FUND PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P 746763168 Investment Company N First Tier Security N/A N/A 2016-01-01 2016-01-01 N N N 37987287.00 37987287.00 0.0296 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 4452377.65 0.0035 N/A N 4450017.80 4450017.80 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 4000451.36 0.0031 N/A N 4000064.00 4000064.00 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 12701669.15 0.0099 N/A N 12700749.30 12700749.30 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 1300046.12 0.0010 N/A N 1299993.50 1299993.50 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 2851294.56 0.0022 N/A N 2850629.85 2850629.85 BANK OF NOVA SCOTIA/THE BANK OF NOVA SCOTIA USD 00.9120 03/15/2016 064159BW5 Other Note N First Tier Security N/A N/A 2016-03-15 2016-03-15 N N N 2300000.00 2301573.82 0.0018 N/A N 2299990.80 2299990.80 WELLS FARGO BANK NA WELLS FARGO BANK NA 00.6320 01/13/2017 94985H2R4 Other Note N First Tier Security N/A N/A 2016-03-15 2017-01-13 N N N 11000000.00 11000000.00 0.0086 N/A N 10998944.00 10998944.00 CANADIAN IMPERIAL BANK OF COMMERCE/CANADA CANADIAN IMPERIAL BANK USD 00.8352 07/18/2016 136069FV8 Other Note N First Tier Security N/A N/A 2016-01-19 2016-07-18 N N N 6575000.00 6583286.69 0.0051 N/A N 6580884.63 6580884.63 UNITED STATES OF AMERICA US TREASURY FRN 00.3052 01/31/2016 912828WK2 Treasury Debt N First Tier Security N/A N/A 2016-01-01 2016-01-31 N N N 14700000.00 14699826.45 0.0115 N/A N 14700499.80 14700499.80 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 1800172.80 0.0014 N/A N 1800100.80 1800100.80 UNITED STATES OF AMERICA US TREASURY FRN 00.3292 04/30/2016 912828D31 Treasury Debt N First Tier Security N/A N/A 2016-01-01 2016-04-30 N N N 13050000.00 13050141.75 0.0102 N/A N 13052923.20 13052923.20 UNITED STATES OF AMERICA US TREASURY FRN 00.3302 07/31/2016 912828WV8 Treasury Debt N First Tier Security N/A N/A 2016-01-01 2016-07-31 N N N 13250000.00 13250207.42 0.0103 N/A N 13253074.00 13253074.00 UNITED STATES OF AMERICA US TREASURY FRN 00.3132 10/31/2016 912828F70 Treasury Debt N First Tier Security N/A N/A 2016-01-01 2016-10-31 N N N 13250000.00 13250055.92 0.0103 N/A N 13247840.20 13247840.20 UNITED STATES OF AMERICA US TREASURY FRN 00.3442 01/31/2017 912828H60 Treasury Debt N First Tier Security N/A N/A 2016-01-01 2017-01-31 N N N 12500000.00 12499725.35 0.0098 N/A N 12499187.50 12499187.50 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALI 00.5275 03/24/2016 20272ALN4 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-24 2016-03-24 N N N 6450000.00 6450000.00 0.0050 N/A N 6448658.40 6448658.40 CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY CANADIAN IMP BK COMM NY 00.5005 06/17/2016 13606JT90 Certificate of Deposit N First Tier Security N/A N/A 2016-01-19 2016-06-17 N N N 12325000.00 12325000.00 0.0096 N/A N 12323434.70 12323434.70 NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD 00.4270 01/11/2016 63254GAT2 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-09 2016-01-11 N N N 15125000.00 15125000.00 0.0118 N/A N 15124652.10 15124652.10 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP - 01/19/2016 89233AGS2 Other Commercial Paper N First Tier Security N/A N/A 2016-01-09 2016-01-19 N N N 18600000.00 18600000.00 0.0145 N/A N 18599572.20 18599572.20 WELLS FARGO BANK NA WELLS FARGO BANK NA 00.5662 06/02/2016 94988J2K2 Other Note N First Tier Security N/A N/A 2016-03-02 2016-06-02 N N N 4150000.00 4151288.93 0.0032 N/A N 4146684.15 4146684.15 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 1800149.68 0.0014 N/A N 1799368.20 1799368.20 TORONTO-DOMINION BANK/NY TORONTO DOMINION BANK NY 00.5316 02/25/2016 89113EEW2 Certificate of Deposit N First Tier Security N/A N/A 2016-01-25 2016-02-25 N N N 1000000.00 999940.05 0.0008 N/A N 999851.00 999851.00 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 2016-03-04 2016-03-04 N N N 7700000.00 7702118.40 0.0060 N/A N 7699499.50 7699499.50 NORDEA BANK FINLAND PLC/NEW YORK NORDEA BANK FINLAND NY 00.6820 06/13/2016 65558ET57 Certificate of Deposit N First Tier Security N/A N/A 2016-03-14 2016-06-13 N N N 2540000.00 2540179.15 0.0020 N/A N 2538417.58 2538417.58 NATIONAL AUSTRALIA BANK LTD NATIONAL AUSTRALIA BANK LTD 00.4110 03/04/2016 63254GBC8 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-06 2016-03-04 N N N 3750000.00 3750000.00 0.0029 N/A N 3749880.00 3749880.00 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA HOUS 00.6665 06/10/2016 06417HMU7 Certificate of Deposit N First Tier Security N/A N/A 2016-03-10 2016-06-10 N N N 9250000.00 9252084.95 0.0072 N/A N 9243386.25 9243386.25 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA HOUS 00.8155 03/22/2016 06417HHL3 Certificate of Deposit N First Tier Security N/A N/A 2016-03-22 2016-03-22 N N N 5000000.00 5001298.13 0.0039 N/A N 4995765.00 4995765.00 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 4999208.33 0.0039 N/A N 4999036.00 4999036.00 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 9998277.78 0.0078 N/A N 9998600.00 9998600.00 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 12272991.67 0.0096 N/A N 12273977.40 12273977.40 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 2016-01-25 2016-01-25 N N N 18750000.00 18750000.00 0.0146 N/A N 18747581.20 18747581.20 SUMITOMO MITSUI BANKING CORP/NEW YORK SUMITOMO MITSUI BANK NY 00.5616 01/28/2016 86563R6G8 Certificate of Deposit N First Tier Security N/A N/A 2016-01-28 2016-01-28 N N N 17625000.00 17625000.00 0.0137 N/A N 17622232.80 17622232.80 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 12499708.33 0.0098 N/A N 12499836.20 12499836.20 WESTPAC BANKING CORP/NY WESTPAC BANKING CORP NY 00.4370 04/13/2016 96121TZJ0 Certificate of Deposit N First Tier Security N/A N/A 2016-01-13 2016-04-13 N N N 4200000.00 4199313.33 0.0033 N/A N 4199533.80 4199533.80 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 999840.00 0.0008 N/A N 999757.20 999757.20 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 9997333.33 0.0078 N/A N 9996434.00 9996434.00 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 9968600.93 0.0078 N/A N 9959044.55 9959044.55 HSBC BANK USA NA/NEW YORK NY HSBC BANK USA 00.6095 04/05/2016 40428AP76 Certificate of Deposit N First Tier Security N/A N/A 2016-01-05 2016-04-05 N N N 8800000.00 8800000.00 0.0069 N/A N 8799568.80 8799568.80 WESTPAC BANKING CORP WESTPAC BANKING CORP 00.4786 07/07/2016 9612C4SB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-09 2016-07-07 N N N 5000000.00 5000000.00 0.0039 N/A N 4999465.00 4999465.00 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 7498062.50 0.0058 N/A N 7498839.75 7498839.75 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 5148077.33 0.0040 N/A N 5147969.87 5147969.87 BANK OF MONTREAL/CHICAGO IL BANK OF MONTREAL CHICAGO 00.6470 10/14/2016 06427EHG9 Certificate of Deposit N First Tier Security N/A N/A 2016-01-14 2016-10-14 N N N 10000000.00 10000000.00 0.0078 N/A N 9997830.00 9997830.00 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 7398766.67 0.0058 N/A N 7398014.58 7398014.58 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 8085619.38 0.0063 N/A N 8078641.83 8078641.83 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 5998640.00 0.0047 N/A N 5997900.00 5997900.00 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 11992755.00 0.0094 N/A N 11988963.60 11988963.60 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA & NEW ZEALAND BANKI 00.3815 04/27/2016 05253MFG4 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-29 2016-04-27 N N N 15000000.00 14997091.16 0.0117 N/A N 14997000.00 14997000.00 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 2249930.00 0.0018 N/A N 2249910.00 2249910.00 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 3997316.67 0.0031 N/A N 3996865.60 3996865.60 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 3593400.00 0.0028 N/A N 3589931.88 3589931.88 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 2474450.00 0.0019 N/A N 2473951.34 2473951.34 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 12892675.67 0.0101 N/A N 12884276.10 12884276.10 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 2499440.28 0.0019 N/A N 2499153.25 2499153.25 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 11945220.00 0.0093 N/A N 11942083.10 11942083.10 FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384SH3 GDC 01/27/2016 313384SH3 Government Agency Debt N First Tier Security N/A N/A 2016-01-27 2016-01-27 N N N 3900000.00 3899098.67 0.0030 N/A N 3899625.60 3899625.60 FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384SK6 GDC 01/29/2016 313384SK6 Government Agency Debt N First Tier Security N/A N/A 2016-01-29 2016-01-29 N N N 3400000.00 3399153.78 0.0027 N/A N 3399646.40 3399646.40 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 14674887.50 0.0114 N/A N 14660759.80 14660759.80 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 16222239.58 0.0127 N/A N 16206622.20 16206622.20 FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384TW9 GDC 03/04/2016 313384TW9 Government Agency Debt N First Tier Security N/A N/A 2016-03-04 2016-03-04 N N N 12000000.00 11990340.00 0.0094 N/A N 11994000.00 11994000.00 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 11746527.22 0.0092 N/A N 11745086.10 11745086.10 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 5624770.31 0.0044 N/A N 5624857.69 5624857.69 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 4997111.11 0.0039 N/A N 4995511.50 4995511.50 BANK OF AMERICA NA BANK OF AMERICA NA 00.4570 05/09/2016 06053PLW5 Certificate of Deposit N First Tier Security N/A N/A 2016-01-09 2016-05-09 N N N 17900000.00 17900000.00 0.0140 N/A N 17898568.00 17898568.00 FAIRWAY FINANCE LLC FAIRWAY FIN LLC - 05/12/2016 00.4870 05/12/2016 30601YSC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-01-14 2016-05-12 N N N 7750000.00 7750000.00 0.0060 N/A N 7749108.75 7749108.75 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 6299807.50 0.0049 N/A N 6299691.30 6299691.30 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 13993816.67 0.0109 N/A N 13988828.00 13988828.00 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 11993866.67 0.0094 N/A N 11993827.20 11993827.20 COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAP 00.5905 05/17/2016 19423EAP3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-01-17 2016-05-17 N N N 9550000.00 9550000.00 0.0074 N/A N 9548634.35 9548634.35 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 0.0078 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 11994046.67 0.0094 N/A N 11992128.00 11992128.00 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 0.0078 N/A N 10000100.10 10000100.10 TORONTO-DOMINION BANK/NY TORONTO DOMINION BANK NY 00.5721 05/19/2016 89113EM94 Certificate of Deposit N First Tier Security N/A N/A 2016-01-19 2016-05-19 N N N 12000000.00 12000000.00 0.0094 N/A N 11998164.00 11998164.00 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 0.0043 N/A N 5524149.15 5524149.15 CREDIT SUISSE AG/NEW YORK NY CREDIT SUISSE NEW YORK 00.5605 01/04/2016 22549VUB7 Certificate of Deposit N First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 6000000.00 6000054.78 0.0047 N/A N 6000000.06 6000000.06 STATE STREET BANK & TRUST CO STATE STREET BANK & TR 00.6021 05/20/2016 8574P1GN0 Certificate of Deposit N First Tier Security N/A N/A 2016-01-20 2016-05-20 N N N 11500000.00 11500000.00 0.0090 N/A N 11498148.50 11498148.50 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 0.0062 N/A N 8001150.48 8001150.48 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 2398453.33 0.0019 N/A N 2398459.20 2398459.20 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALI 20272DC24 DCP 03/02/2016 20272DC24 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-03-02 2016-03-02 N N N 11500000.00 11492205.55 0.0090 N/A N 11492058.10 11492058.10 SIMON PROPERTY GROUP LP SIMON PROPERTY GROUP LP 82880WC42 DCP 03/04/2016 82880WC42 Other Commercial Paper N First Tier Security N/A N/A 2016-03-04 2016-03-04 N N N 3250000.00 3247725.00 0.0025 N/A N 3247550.15 3247550.15 VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 92646KA85 DCP 01/08/2016 92646KA85 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-01-08 2016-01-08 N N N 5000000.00 4999640.28 0.0039 N/A N 4999538.00 4999538.00 METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LL 59157TAC7 DCP 01/12/2016 59157TAC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-01-12 2016-01-12 N N N 5000000.00 4999541.67 0.0039 N/A N 4999315.00 4999315.00 CITIBANK NA CITIBANK NA 00.5000 03/08/2016 17304U2G4 Certificate of Deposit N First Tier Security N/A N/A 2016-03-08 2016-03-08 N N N 10250000.00 10250000.00 0.0080 N/A N 10254119.50 10254119.50 FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384SQ3 GDC 02/03/2016 313384SQ3 Government Agency Debt N First Tier Security N/A N/A 2016-02-03 2016-02-03 N N N 11500000.00 11495783.34 0.0090 N/A N 11497608.00 11497608.00 WORKING CAPITAL MANAGEMENT CO WORKING CAPITAL MANAGEMENT CO 98137RAC4 DCP 01/12/2016 98137RAC4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-01-12 2016-01-12 N N N 7150000.00 7149082.42 0.0056 N/A N 7148948.95 7148948.95 CIESCO LLC CIESCO LLC 17178BCF0 DCP 03/15/2016 17178BCF0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-03-15 2016-03-15 N N N 12600000.00 12585496.00 0.0098 N/A N 12591337.50 12591337.50 COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAP 19422FES1 DCP 05/26/2016 19422FES1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-05-26 2016-05-26 N N N 2700000.00 2691787.50 0.0021 N/A N 2691113.76 2691113.76 FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384UX5 GDC 03/29/2016 313384UX5 Government Agency Debt N First Tier Security N/A N/A 2016-03-29 2016-03-29 N N N 18500000.00 18478293.33 0.0144 N/A N 18486902.00 18486902.00 UNIVERSITY OF CHICAGO UNIVERSITY OF CHICAGO 00.0000 02/04/2016 91412VB43 Other Commercial Paper N First Tier Security N/A N/A 2016-02-04 2016-02-04 N N N 12000000.00 11995469.20 0.0094 N/A N 11995680.00 11995680.00 NATIONAL BANK OF CANADA/NEW YORK NY NATIONAL BANK CANADA NY USD 00.5205 01/15/2016 63307UGY1 Certificate of Deposit N First Tier Security N/A N/A 2016-01-15 2016-01-15 N N N 12500000.00 12500389.52 0.0098 N/A N 12499837.50 12499837.50 VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 92646KBG6 DCP 02/16/2016 92646KBG6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-16 2016-02-16 N N N 6675000.00 6670735.42 0.0052 N/A N 6670390.25 6670390.25 THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 00.6905 06/17/2016 88603YAX9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-01-19 2016-06-17 N N N 19000000.00 19000000.00 0.0148 N/A N 18998252.00 18998252.00 REGENCY MARKETS NO. 1 LLC REGENCY MARKETS NO. 1 LLC 7588R0AL1 DCP 01/20/2016 7588R0AL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-01-20 2016-01-20 N N N 10325000.00 10322547.82 0.0081 N/A N 10322360.90 10322360.90 CHARTA LLC CHARTA LLC 16115UCP4 DCP 03/23/2016 16115UCP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-03-23 2016-03-23 N N N 12675000.00 12657677.50 0.0099 N/A N 12664567.20 12664567.20 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK CREDIT AGRICOLE CORPORATE AND 22533TAN6 DCP 01/22/2016 22533TAN6 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-22 2016-01-22 N N N 6375000.00 6373475.31 0.0050 N/A N 6373484.66 6373484.66 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS AUSTRALIA & NEW ZEALAND BANKI 99EM289F8 TD 01/04/2016 99EM289F8 Other Instrument Time Deposit N First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 19000000.00 19000000.00 0.0148 N/A N 19000000.00 19000000.00 GOLDMAN, SACHS & CO. REPO TRIPA MORTG 0.32 01/04/2016 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2018-05-01 4.5000% Government Agency Debt 28100000.00 746991.33 FMAC 2021-07-01 3.5000% Government Agency Debt 3406783.00 905830.56 FMAC 2024-02-01 5.5000% Government Agency Debt 10491835.00 846503.91 FMAC 2021-12-01 5.0000% Government Agency Debt 8210000.00 740592.82 FMAC 2025-03-01 4.0000% Government Agency Debt 5500000.00 917836.76 FMAC 2025-03-01 5.0000% Government Agency Debt 5000000.00 846908.19 FMAC 2024-12-01 5.0000% Government Agency Debt 6000000.00 850468.67 FMAC 2027-05-01 4.0000% Government Agency Debt 1000000.00 811833.52 FMAC 2045-07-01 4.0000% Government Agency Debt 721545.00 741224.69 FMAC 2029-09-01 3.0000% Government Agency Debt 1000000.00 830416.38 FMAC 2030-04-01 5.0000% Government Agency Debt 2992350.00 729836.61 FMAC 2022-11-01 5.5000% Government Agency Debt 5801803.00 711591.17 FMAC 2020-07-01 3.5000% Government Agency Debt 4234248.00 749708.76 FMAC 2026-01-01 4.0000% Government Agency Debt 2000000.00 865433.63 FMAC 2026-05-01 4.0000% Government Agency Debt 3000000.00 822361.49 FMAC 2039-11-01 4.0000% Government Agency Debt 2500000.00 749669.18 FMAC 2041-01-01 4.0000% Government Agency Debt 679782.00 370232.33 FMAC 2041-03-01 4.5000% Government Agency Debt 3162360.00 741526.78 FMAC 2035-11-01 6.5000% Government Agency Debt 1996426.00 879920.71 FMAC 2028-01-01 2.5000% Government Agency Debt 1118361.00 786044.87 FMAC 2030-08-01 3.5000% Government Agency Debt 828288.00 855238.80 FMAC 2041-10-01 3.5000% Government Agency Debt 2163490.00 797058.54 FMAC 2042-08-01 3.5000% Government Agency Debt 13802194.00 10075547.00 FMAC 2025-04-01 5.0000% Government Agency Debt 10617192.00 764122.02 FNMA 2031-09-01 4.0000% Government Agency Debt 12979521.00 5554858.53 FNMA 2041-09-01 4.0000% Government Agency Debt 3182365.00 744968.92 FNMA 2035-12-01 2.3960% Government Agency Debt 1443607.00 719929.49 FNMA 2025-09-01 5.0000% Government Agency Debt 2499592.00 739226.26 FNMA 2024-09-01 3.1300% Government Agency Debt 7100000.00 7208618.17 FNMA 2042-07-01 2.9370% Government Agency Debt 11200000.00 6604092.77 FNMA 2030-04-01 2.5000% Government Agency Debt 900000.00 854453.04 FNMA 2034-06-01 4.0000% Government Agency Debt 55999057.00 46336954.18 First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 95000000.00 95000000.00 0.0741 N/A N 95000000.00 95000000.00 CREDIT AGRICOLE CORPORATE & INVESTMENT BANK/GRAND CAYMAN CREDIT AGRICOLE CORPORATE & I 99EL249R3 TD 01/04/2016 99EL249R3 Other Instrument Time Deposit N First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 6375000.00 6375000.00 0.0050 N/A N 6375000.00 6375000.00 MERRILL LYNCH, PIERCE, FENNER AND SMITH REPO TRIPA MORTG 0.31 01/04/2016 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2030-02-01 2.5000% Government Agency Debt 15559480.16 14332546.74 FMAC 2044-09-01 4.5000% Government Agency Debt 82432340.55 81400417.46 FNMA 2025-10-01 2.7120% Government Agency Debt 666060.45 657035.81 First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 94500000.00 94500000.00 0.0737 N/A N 94500000.00 94500000.00 RBC CAPITAL MARKETS, LLC REPO TRIPA MORTG 0.28 01/04/2016 TRIPARTY2 Government Agency Repurchase Agreement Y FMAC 2040-03-01 2.3880% Government Agency Debt 9486592.00 1410761.57 FMAC 2042-06-01 2.4960% Government Agency Debt 278816.00 132707.86 FMAC 2042-06-01 2.4450% Government Agency Debt 268800.00 160128.30 FMAC 2042-07-01 2.5380% Government Agency Debt 4111.00 2308.55 FMAC 2036-05-01 2.6800% Government Agency Debt 969728.00 207065.13 FMAC 2037-08-01 2.6960% Government Agency Debt 530056.00 34007.53 FMAC 2041-04-01 3.5270% Government Agency Debt 1099439.00 338383.36 FMAC 2044-08-01 3.1440% Government Agency Debt 369800.00 318598.77 FMAC 2044-12-01 3.0000% Government Agency Debt 3626407.00 3024285.34 FMAC 2045-05-01 2.2020% Government Agency Debt 10751032.00 9630828.33 FMAC 2042-11-01 2.2560% Government Agency Debt 20074.00 12185.38 FMAC 2043-08-01 2.1920% Government Agency Debt 455179.00 310775.05 FNMA 2044-05-01 2.7480% Government Agency Debt 41232266.00 35057846.84 FNMA 2045-12-01 0.0000% Government Agency Debt 379648.00 387144.15 FNMA 2042-05-01 2.5520% Government Agency Debt 158120.00 83185.06 FNMA 2042-06-01 2.6960% Government Agency Debt 904718.00 418257.73 FNMA 2042-11-01 2.4320% Government Agency Debt 72558.00 43117.02 FNMA 2042-11-01 2.2460% Government Agency Debt 2533267.00 1577076.83 FNMA 2043-04-01 1.7500% Government Agency Debt 651965.00 271266.04 FNMA 2044-03-01 2.5580% Government Agency Debt 200298.00 152160.60 FNMA 2044-04-01 2.8030% Government Agency Debt 10707351.00 7211139.83 FNMA 2044-07-01 2.8690% Government Agency Debt 9889148.00 6652721.75 FNMA 2044-08-01 2.8970% Government Agency Debt 684267.00 505341.01 FNMA 2044-12-01 2.9200% Government Agency Debt 344256.00 297655.28 FNMA 2044-12-01 3.1820% Government Agency Debt 573384.00 408931.33 FNMA 2045-06-01 2.6910% Government Agency Debt 398042.00 388386.20 FNMA 2034-01-01 2.2830% Government Agency Debt 1064502.00 90003.74 FNMA 2033-09-01 4.8660% Government Agency Debt 297516.00 50267.01 FNMA 2035-06-01 2.0200% Government Agency Debt 1352269.00 203009.25 FNMA 2035-09-01 2.0500% Government Agency Debt 2204890.00 513056.55 FNMA 2036-01-01 2.3930% Government Agency Debt 279116.00 40685.05 FNMA 2036-01-01 2.0230% Government Agency Debt 59141194.00 8920241.80 FNMA 2045-12-01 2.6460% Government Agency Debt 6780544.00 6955129.45 FNMA 2037-09-01 2.6410% Government Agency Debt 2133519.00 129349.35 FNMA 2039-09-01 2.5850% Government Agency Debt 4606568.00 696034.64 FNMA 2039-11-01 2.7580% Government Agency Debt 8260591.00 1020113.15 FNMA 2040-01-01 4.2600% Government Agency Debt 119101.00 33662.29 FNMA 2039-12-01 2.1950% Government Agency Debt 7004726.00 827346.18 FNMA 2040-06-01 3.9080% Government Agency Debt 6049.00 2538.69 FNMA 2036-06-01 2.3610% Government Agency Debt 5939047.00 2677851.83 FNMA 2035-07-01 2.3100% Government Agency Debt 11117684.00 4461850.94 FNMA 2036-04-01 1.9880% Government Agency Debt 122704.00 53180.17 FNMA 2040-12-01 2.8440% Government Agency Debt 2397456.00 415811.10 FNMA 2041-04-01 3.1330% Government Agency Debt 1687995.00 266602.90 First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 94500000.00 94500000.00 0.0737 N/A N 94500000.00 94500000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.34 01/04/2016 TRIPARTY2 Government Agency Repurchase Agreement Y GNMA 2043-12-15 4.0000% Government Agency Debt 1334453.71 1350528.09 GNMA 2042-06-20 1.7500% Government Agency Debt 1517087.26 654626.50 GNMA 2042-07-20 1.8750% Government Agency Debt 1999363.03 824235.01 GNMA 2042-12-20 2.0000% Government Agency Debt 3031634.62 1424757.65 GNMA 2045-09-15 4.0000% Government Agency Debt 1303120.85 1380953.46 GNMA 2044-04-15 4.0000% Government Agency Debt 5685571.21 5572728.75 GNMA 2044-05-15 4.0000% Government Agency Debt 13824275.37 13459469.39 GNMA 2044-07-15 4.0000% Government Agency Debt 1684288.58 1649179.90 GNMA 2029-02-15 3.5000% Government Agency Debt 2435005.89 1881229.11 GNMA 2044-02-15 4.0000% Government Agency Debt 2622832.94 2150994.75 GNMA 2045-02-15 3.5000% Government Agency Debt 1222303.24 1253670.27 GNMA 2045-07-15 4.0000% Government Agency Debt 1994999.29 2128569.54 GNMA 2030-08-15 2.5000% Government Agency Debt 757128.61 757711.06 GNMA 2045-07-15 4.0000% Government Agency Debt 1582985.60 1684575.62 GNMA 2045-10-15 3.5000% Government Agency Debt 2469717.80 2567217.15 GNMA 2045-09-15 4.0000% Government Agency Debt 1752185.67 1858751.19 GNMA 2033-08-15 4.5000% Government Agency Debt 12276897.23 1294384.56 GNMA 2044-03-15 4.0000% Government Agency Debt 4010110.45 3920253.71 GNMA 2039-02-15 4.5000% Government Agency Debt 13036028.85 2384534.90 GNMA 2040-05-15 4.5000% Government Agency Debt 2433430.35 1539263.19 GNMA 2040-05-15 4.5000% Government Agency Debt 4426186.54 2014604.27 GNMA 2043-06-15 3.5000% Government Agency Debt 10801156.31 10110389.40 GNMA 2027-07-15 3.5000% Government Agency Debt 2377778.94 1729477.13 GNMA 2039-02-15 5.0000% Government Agency Debt 8305686.29 7204409.77 GNMA 2039-12-15 5.0000% Government Agency Debt 789899.37 675859.46 GNMA 2042-05-15 5.0000% Government Agency Debt 1307258.13 1124697.56 GNMA 2034-10-15 5.0000% Government Agency Debt 8033831.73 961056.91 GNMA 2034-12-15 6.5000% Government Agency Debt 24600541.66 2390889.74 GNMA 2035-05-20 5.5000% Government Agency Debt 4201466.02 672902.46 GNMA 2038-09-15 6.0000% Government Agency Debt 8528858.25 1491683.67 GNMA 2039-02-15 4.5000% Government Agency Debt 9094903.85 1517288.17 GNMA 2041-10-15 3.8750% Government Agency Debt 3525376.63 2418713.14 GNMA 2036-05-15 5.5000% Government Agency Debt 1515817.31 696123.90 GNMA 2040-07-15 6.5000% Government Agency Debt 2506059.52 904029.02 GNMA 2041-03-15 4.5000% Government Agency Debt 2120128.19 1145788.80 GNMA 2045-07-15 3.0000% Government Agency Debt 2093141.80 2066722.01 GNMA 2039-07-15 5.0000% Government Agency Debt 15158173.08 2770487.03 GNMA 2038-12-15 6.0000% Government Agency Debt 5323747.44 2091975.09 GNMA 2039-07-15 4.5000% Government Agency Debt 4197661.62 2177255.53 GNMA 2043-11-15 4.5000% Government Agency Debt 2656042.98 2146500.20 U.S. TREASURY 2023-08-15 2.5000% Treasury Debt 416698.18 430272.12 First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 94587000.00 94587000.00 0.0738 N/A N 94587000.00 94587000.00 CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.33 01/07/2016 TRIPARTY1 Government Agency Repurchase Agreement Y U.S. TREASURY 2045-08-15 2.8750% Treasury Debt 31334410.71 30600002.63 First Tier Security N/A N/A 2016-01-07 2016-01-07 N N N 30000000.00 30000000.00 0.0234 N/A N 30000000.00 30000000.00