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