0000928816-16-002158.txt : 20160331
0000928816-16-002158.hdr.sgml : 20160331
20160204102103
ACCESSION NUMBER: 0000928816-16-002158
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20160129
FILED AS OF DATE: 20160204
DATE AS OF CHANGE: 20160204
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: 161387151
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
2016-01-29
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
30
62
1289345495.25
26982866.16
28304964.08
1288023397.33
0.0047
1.0000
2016-01-29
1.0000
2016-01-29
C000017192
500.00
1136705879.76
1.00
-7849050.92
862752720.75
870601771.67
0.0001
1.0000
2016-01-29
1.0000
2016-01-29
C000017193
500.00
9422009.73
1.00
1194037.05
1901028.65
706991.60
0.0001
1.0000
2016-01-29
1.0000
2016-01-29
C000017194
500.00
42706359.37
1.00
5781520.61
9999991.30
4218470.69
0.0001
1.0000
2016-01-29
1.0000
2016-01-29
C000017195
500.00
31583169.02
1.00
-2875941.31
2514122.46
5390063.77
0.0001
1.0000
2016-01-29
1.0000
2016-01-29
C000017196
500.00
14719625.38
1.00
243748.38
1285839.51
1042091.13
0.0001
0.9999
2016-01-29
0.9999
2016-01-29
C000017191
500.00
52886354.07
1.00
10272415.24
12166112.82
1893697.58
0.0001
1.0000
2016-01-29
1.0000
2016-01-29
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
N
First Tier Security
N/A
N/A
2016-01-30
2016-01-30
N
N
N
37987287.00
37987287.00
0.0295
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
4451815.00
0.0035
N/A
N
4450867.75
4450867.75
DANSKE BANK A/S
DANSKE BANK A/S P/P 144A 03.8750 04/14/2016
23636AAB7
Other Note
N
First Tier Security
N/A
N/A
2016-04-14
2016-04-14
N
N
N
8300000.00
8349116.57
0.0065
N/A
N
8345591.90
8345591.90
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
2850339.05
0.0022
N/A
N
2850245.10
2850245.10
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
2300914.52
0.0018
N/A
N
2299905.70
2299905.70
WELLS FARGO BANK NA
WELLS FARGO BANK NA 00.6320 02/14/2017
94985H2R4
Other Note
N
First Tier Security
N/A
N/A
2016-03-15
2017-02-14
N
N
N
11000000.00
11000000.00
0.0085
N/A
N
10994599.00
10994599.00
CANADIAN IMPERIAL BANK OF COMMERCE/CANADA
CANADIAN IMPERIAL BANK USD 01.1396 07/18/2016
136069FV8
Other Note
N
First Tier Security
N/A
N/A
2016-04-18
2016-07-18
N
N
N
6575000.00
6581995.80
0.0051
N/A
N
6582291.68
6582291.68
UNITED STATES OF AMERICA
US TREASURY FRN 00.3502 01/31/2016
912828WK2
Treasury Debt
N
First Tier Security
N/A
N/A
2016-01-30
2016-01-31
N
N
N
14700000.00
14699999.99
0.0114
N/A
N
14700000.00
14700000.00
US BANK NA/CINCINNATI OH
US BANK NA CINCINNATI 00.7413 04/22/2016
90331HMF7
Other Note
N
First Tier Security
N/A
N/A
2016-04-22
2016-04-22
N
N
N
1800000.00
1800124.97
0.0014
N/A
N
1799083.80
1799083.80
UNITED STATES OF AMERICA
US TREASURY FRN 00.3742 04/30/2016
912828D31
Treasury Debt
N
First Tier Security
N/A
N/A
2016-01-30
2016-04-30
N
N
N
13050000.00
13050105.13
0.0101
N/A
N
13050926.50
13050926.50
UNITED STATES OF AMERICA
US TREASURY FRN 00.3752 07/31/2016
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2016-01-30
2016-07-31
N
N
N
13250000.00
13250177.09
0.0103
N/A
N
13251272.00
13251272.00
UNITED STATES OF AMERICA
US TREASURY FRN 00.3582 10/31/2016
912828F70
Treasury Debt
N
First Tier Security
N/A
N/A
2016-01-30
2016-10-31
N
N
N
13250000.00
13250050.22
0.0103
N/A
N
13249390.50
13249390.50
UNITED STATES OF AMERICA
US TREASURY FRN 00.3892 01/31/2017
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2016-01-30
2017-01-31
N
N
N
12500000.00
12499746.85
0.0097
N/A
N
12501050.00
12501050.00
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.5365 03/24/2016
20272ALN4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-25
2016-03-24
N
N
N
6450000.00
6450000.00
0.0050
N/A
N
6449819.40
6449819.40
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.5755 06/17/2016
13606JT90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-17
2016-06-17
N
N
N
12325000.00
12325000.00
0.0096
N/A
N
12323360.70
12323360.70
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
4151027.77
0.0032
N/A
N
4148945.90
4148945.90
NORDEA BANK FINLAND PLC/NEW YORK
NORDEA BANK FINLAND NY 00.7356 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
1800111.96
0.0014
N/A
N
1799911.80
1799911.80
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.5365 02/25/2016
89113EEW2
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-25
2016-02-25
N
N
N
1000000.00
999973.84
0.0008
N/A
N
999845.00
999845.00
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
7701076.01
0.0060
N/A
N
7700361.90
7700361.90
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
2540145.29
0.0020
N/A
N
2539123.70
2539123.70
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 00.5875 03/04/2016
63254GBC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-06
2016-03-04
N
N
N
3750000.00
3750000.00
0.0029
N/A
N
3749936.25
3749936.25
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
9251683.50
0.0072
N/A
N
9246022.50
9246022.50
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
5000801.32
0.0039
N/A
N
4997300.00
4997300.00
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP NY 00.5440 04/13/2016
96121TZJ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-16
2016-04-13
N
N
N
4200000.00
4199520.00
0.0033
N/A
N
4199550.60
4199550.60
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
9999916.67
0.0078
N/A
N
9999741.00
9999741.00
WELLS FARGO & CO
WELLS FARGO & COMPANY 01.1538 07/20/2016
94974BFM7
Other Note
N
First Tier Security
N/A
N/A
2016-04-20
2016-07-20
N
N
N
9950000.00
9965732.13
0.0077
N/A
N
9952885.50
9952885.50
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
2016-02-05
2016-04-05
N
N
N
8800000.00
8800000.00
0.0068
N/A
N
8799648.00
8799648.00
WESTPAC BANKING CORP
WESTPAC BANKING CORP 00.6320 07/07/2016
9612C4SB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-08
2016-07-07
N
N
N
5000000.00
5000000.00
0.0039
N/A
N
4999480.00
4999480.00
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
7500000.00
0.0058
N/A
N
7499784.00
7499784.00
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050TBC4 DCP 02/12/2016
83050TBC4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-12
2016-02-12
N
N
N
5150000.00
5149496.44
0.0040
N/A
N
5149525.17
5149525.17
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 00.7545 10/14/2016
06427EHG9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-16
2016-10-14
N
N
N
10000000.00
10000000.00
0.0078
N/A
N
9997860.00
9997860.00
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
8082484.13
0.0063
N/A
N
8078738.73
8078738.73
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
5999880.00
0.0047
N/A
N
5999755.80
5999755.80
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
11996010.00
0.0093
N/A
N
11994711.60
11994711.60
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 00.5806 04/27/2016
05253MFG4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-29
2016-04-27
N
N
N
15000000.00
14997861.88
0.0116
N/A
N
14997045.00
14997045.00
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
3998522.22
0.0031
N/A
N
3998510.40
3998510.40
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
3594950.00
0.0028
N/A
N
3593073.60
3593073.60
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
2474876.25
0.0019
N/A
N
2474768.09
2474768.09
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
12895786.00
0.0100
N/A
N
12892098.70
12892098.70
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
2500000.00
0.0019
N/A
N
2499932.25
2499932.25
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
11947689.67
0.0093
N/A
N
11946058.80
11946058.80
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
14681216.66
0.0114
N/A
N
14674397.00
14674397.00
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
16229236.11
0.0126
N/A
N
16221697.30
16221697.30
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
11995093.33
0.0093
N/A
N
11996832.00
11996832.00
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
11749360.28
0.0091
N/A
N
11748854.30
11748854.30
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
4998230.55
0.0039
N/A
N
4996844.00
4996844.00
BANK OF AMERICA NA
BANK OF AMERICA NA 00.59350 05/09/2016
06053PLW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-09
2016-05-09
N
N
N
17900000.00
17900000.00
0.0139
N/A
N
17898764.90
17898764.90
FAIRWAY FINANCE LLC
FAIRWAY FIN LLC - 05/12/2016 00.5938 05/12/2016
30601YSC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-14
2016-05-12
N
N
N
7750000.00
7750000.00
0.0060
N/A
N
7749139.75
7749139.75
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
13997433.33
0.0109
N/A
N
13995916.20
13995916.20
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
11998000.00
0.0093
N/A
N
11997720.00
11997720.00
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAP 00.6655 05/17/2016
19423EAP3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-17
2016-05-17
N
N
N
9550000.00
9550000.00
0.0074
N/A
N
9548672.55
9548672.55
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
11997973.33
0.0093
N/A
N
11997447.60
11997447.60
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.5955 05/19/2016
89113EM94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-19
2016-05-19
N
N
N
12000000.00
12000000.00
0.0093
N/A
N
11998212.00
11998212.00
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
5524897.79
5524897.79
STATE STREET BANK & TRUST CO
STATE STREET BANK & TR 00.6260 05/20/2016
8574P1GN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-22
2016-05-20
N
N
N
11500000.00
11500000.00
0.0089
N/A
N
11498194.50
11498194.50
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
7999760.00
7999760.00
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
2399052.67
0.0019
N/A
N
2399030.40
2399030.40
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
11496166.67
0.0089
N/A
N
11496078.50
11496078.50
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
3248844.44
0.0025
N/A
N
3248726.65
3248726.65
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
10250773.90
10250773.90
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
11499744.44
0.0089
N/A
N
11499839.00
11499839.00
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
12591572.00
0.0098
N/A
N
12592707.10
12592707.10
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
2693531.25
0.0021
N/A
N
2693344.77
2693344.77
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
18485940.00
0.0144
N/A
N
18491305.00
18491305.00
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
11999600.22
0.0093
N/A
N
11999640.00
11999640.00
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
6673609.37
0.0052
N/A
N
6673514.81
6673514.81
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 00.7655 06/17/2016
88603YAX9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-19
2016-06-17
N
N
N
19000000.00
19000000.00
0.0148
N/A
N
18998537.00
18998537.00
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
12664226.25
0.0098
N/A
N
12665874.00
12665874.00
SOCIETE GENERALE SA
SOCIETE GENERALE SA 83369BB13 DCP 02/01/2016
83369BB13
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
8000000.00
8000000.00
0.0062
N/A
N
7999908.00
7999908.00
LLOYDS BANK PLC
LLOYDS BANK PLC 53943RD48 DCP 04/04/2016
53943RD48
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
11600000.00
11587414.00
0.0090
N/A
N
11589707.30
11589707.30
SIMON PROPERTY GROUP LP
SIMON PROPERTY GROUP LP 82880WB84 DCP 02/08/2016
82880WB84
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-08
2016-02-08
N
N
N
10875000.00
10874175.31
0.0084
N/A
N
10873939.60
10873939.60
BPCE SA
BPCE SA 05571BB51 DCP 02/05/2016
05571BB51
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-05
2016-02-05
N
N
N
6250000.00
6249743.06
0.0049
N/A
N
6249538.13
6249538.13
ROCHE HOLDINGS INC
ROCHE HOLDINGS INC 77119LB40 DCP 02/04/2016
77119LB40
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-04
2016-02-04
N
N
N
12000000.00
11999670.00
0.0093
N/A
N
11999388.00
11999388.00
NORDEA BANK AB
NORDEA BANK AB 65558FD44 DCP 04/04/2016
65558FD44
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-04
2016-04-04
N
N
N
15000000.00
14985431.26
0.0116
N/A
N
14987899.50
14987899.50
JUPITER SECURITIZATION CO LLC
JUPITER SECURITIZATION CO LLC 4820P2G58 DCP 07/05/2016
4820P2G58
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-05
2016-07-05
N
N
N
5000000.00
4981701.39
0.0039
N/A
N
4981874.00
4981874.00
BMW US CAPITAL LLC
BMW US CAPITAL LLC 0556C2C43 DCP 03/04/2016
0556C2C43
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-04
2016-03-04
N
N
N
7500000.00
7497200.00
0.0058
N/A
N
7497061.50
7497061.50
PROCTER & GAMBLE CO/THE
PROCTER & GAMBLE CO/THE 74271TB85 DCP 02/08/2016
74271TB85
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-08
2016-02-08
N
N
N
18000000.00
17998915.00
0.0140
N/A
N
17998999.20
17998999.20
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050TDL2 DCP 04/20/2016
83050TDL2
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-20
2016-04-20
N
N
N
9250000.00
9239241.76
0.0072
N/A
N
9239613.18
9239613.18
APPLE INC
APPLE INC 03785DCF1 DCP 03/15/2016
03785DCF1
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-15
2016-03-15
N
N
N
12500000.00
12494177.08
0.0097
N/A
N
12493915.00
12493915.00
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 00.7820 07/12/2016
67984YBJ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-12
2016-07-12
N
N
N
18750000.00
18750000.00
0.0146
N/A
N
18748331.20
18748331.20
SWEDBANK AB
SWEDBANK AB 87019RD60 DCP 04/06/2016
87019RD60
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-06
2016-04-06
N
N
N
18750000.00
18731718.75
0.0145
N/A
N
18734523.70
18734523.70
SVENSKA HANDELSBANKEN AB
SVENSKA HANDELSBANKEN AB 86960JF75 DCP 06/07/2016
86960JF75
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-07
2016-06-07
N
N
N
18675000.00
18626906.69
0.0145
N/A
N
18629141.60
18629141.60
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084BBC7 DCP 02/12/2016
00084BBC7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-12
2016-02-12
N
N
N
5000000.00
4999388.89
0.0039
N/A
N
4999288.50
4999288.50
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAP 19422FCM6 DCP 03/21/2016
19422FCM6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-21
2016-03-21
N
N
N
6750000.00
6745590.00
0.0052
N/A
N
6744656.70
6744656.70
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KC34 DCP 03/03/2016
92646KC34
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
4000000.00
3998174.44
0.0031
N/A
N
3998228.40
3998228.40
CRC FUNDING LLC
CRC FUNDING LLC 12622UBJ4 DCP 02/18/2016
12622UBJ4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-18
2016-02-18
N
N
N
12225000.00
12222690.83
0.0095
N/A
N
12222677.20
12222677.20
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137RC73 DCP 03/07/2016
98137RC73
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-07
2016-03-07
N
N
N
5000000.00
4997569.45
0.0039
N/A
N
4997429.50
4997429.50
AMERICAN HONDA FINANCE CORP
AMERICAN HONDA FINANCE CORP 02665JC73 DCP 03/07/2016
02665JC73
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-07
2016-03-07
N
N
N
5000000.00
4997958.34
0.0039
N/A
N
4997746.50
4997746.50
METLIFE SHORT TERM FUNDING LLC
METLIFE SHORT TERM FUNDING LL 59157TDC4 DCP 04/12/2016
59157TDC4
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-12
2016-04-12
N
N
N
6000000.00
5993965.00
0.0047
N/A
N
5992871.40
5992871.40
CAFCO LLC
CAFCO LLC 12476EC31 DCP 03/03/2016
12476EC31
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
3250000.00
3248796.60
0.0025
N/A
N
3248732.18
3248732.18
CREDIT SUISSE AG/NEW YORK NY
CREDIT SUISSE AG/NEW YORK NY 00.6700 05/06/2016
22549VX73
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
N
N
N
12000000.00
11999305.20
0.0093
N/A
N
12000487.30
12000487.30
STATE STREET BANK & TRUST CO
STATE STREET BANK & TRUST CO 00.8200 07/12/2016
8574P1GU4
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-12
2016-07-12
N
N
N
6000000.00
6000000.00
0.0047
N/A
N
6006988.86
6006988.86
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP/NY 9612C0H10 DCP 08/01/2016
9612C0H10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-01
2016-08-01
N
N
N
9250000.00
9209315.42
0.0071
N/A
N
9212494.95
9212494.95
TOYOTA MOTOR CREDIT CORP
TOYOTA MOTOR CREDIT CORP 89233GCW4 DCP 03/30/2016
89233GCW4
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-30
2016-03-30
N
N
N
18000000.00
17985790.00
0.0140
N/A
N
17986213.80
17986213.80
CAFCO LLC
CAFCO LLC 12476EB24 DCP 02/02/2016
12476EB24
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-02
2016-02-02
N
N
N
9500000.00
9499894.44
0.0074
N/A
N
9499755.85
9499755.85
BNP PARIBAS SA/NEW YORK NY
BNP PARIBAS SA/NEW YORK NY 09659BC32 DCP 03/03/2016
09659BC32
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-03
2016-03-03
N
N
N
5000000.00
4997933.34
0.0039
N/A
N
4998073.50
4998073.50
HSBC BANK PLC
HSBC BANK PLC - 07/21/2016 00.7750 07/21/2016
40433FGB9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-02-22
2016-07-21
N
N
N
10500000.00
10500000.00
0.0082
N/A
N
10499044.50
10499044.50
US BANK NA/CINCINNATI OH
US BANK NA/CINCINNATI OH 00.7260 07/20/2016
90333VQU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-02-19
2016-07-20
N
N
N
17750000.00
17750000.00
0.0138
N/A
N
17748384.70
17748384.70
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 63254EEL0 DCP 05/20/2016
63254EEL0
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-20
2016-05-20
N
N
N
3500000.00
3493641.67
0.0027
N/A
N
3494228.85
3494228.85
DNB BANK ASA
DNB BANK ASA 2332K0EJ7 DCP 05/18/2016
2332K0EJ7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-18
2016-05-18
N
N
N
10765000.00
10745162.50
0.0083
N/A
N
10745823.20
10745823.20
MANHATTAN ASSET FUNDING CO LLC
MANHATTAN ASSET FUNDING CO LL 56274LDR2 DCP 04/25/2016
56274LDR2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-25
2016-04-25
N
N
N
18375000.00
18348417.49
0.0142
N/A
N
18346845.80
18346845.80
ABN AMRO FUNDING USA LLC
ABN AMRO FUNDING USA LLC 00084BC10 DCP 03/01/2016
00084BC10
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
1500000.00
1499492.50
0.0012
N/A
N
1499465.40
1499465.40
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS
AUSTRALIA & NEW ZEALAND BANKI 99EM289Y7 TD 02/01/2016
99EM289Y7
Other Instrument
Time Deposit
N
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
19000000.00
19000000.00
0.0148
N/A
N
19000000.00
19000000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.34 02/01/2016
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2020-09-28
1.795%
Government Agency Debt
38425815.84
38838247.59
GNMA
2056-08-15
3.290%
Government Agency Debt
1127071.45
1187822.73
GNMA
2064-10-20
4.561%
Government Agency Debt
1360751.07
1526670.62
GNMA
2064-10-20
4.672%
Government Agency Debt
201887.87
226731.23
GNMA
2041-05-15
3.440%
Government Agency Debt
71753.68
77241.51
GNMA
2045-12-15
3.720%
Government Agency Debt
71753.68
74647.30
GNMA
2051-01-15
3.520%
Government Agency Debt
71753.68
77527.25
GNMA
2057-09-15
3.640%
Government Agency Debt
324600.14
346778.16
GNMA
2050-12-15
3.350%
Government Agency Debt
71753.68
75728.94
GNMA
2046-02-15
3.340%
Government Agency Debt
3700.19
3965.05
GNMA
2049-09-15
3.310%
Government Agency Debt
71753.68
76790.68
GNMA
2016-03-20
4.000%
Government Agency Debt
10203.66
0.11
GNMA
2034-09-15
4.750%
Government Agency Debt
556623.98
162565.38
GNMA
2027-09-15
6.250%
Government Agency Debt
595555.51
335207.20
GNMA
2029-09-15
5.500%
Government Agency Debt
344582.68
232315.68
GNMA
2040-10-20
3.500%
Government Agency Debt
574029.41
127354.52
GNMA
2062-01-20
4.697%
Government Agency Debt
2509068.21
2524875.61
U.S. TREASURY
2024-02-15
2.750%
Treasury Debt
49705637.29
53642255.13
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
97585000.00
97585000.00
0.0758
N/A
N
97585000.00
97585000.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.32 02/01/2016
TRIPARTY2
Government Agency Repurchase Agreement
Y
U.S. TREASURY
2041-02-15
2.125%
Treasury Debt
76151400.00
99960118.68
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
98000000.00
98000000.00
0.0761
N/A
N
98000000.00
98000000.00
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.34 02/01/2016
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2025-10-01
2.802%
Government Agency Debt
60729502.86
61029761.84
FNMA
2046-01-01
3.500%
Government Agency Debt
36644231.00
38420238.45
First Tier Security
N/A
N/A
2016-02-01
2016-02-01
N
N
N
97500000.00
97500000.00
0.0757
N/A
N
97500000.00
97500000.00
VICTORY RECEIVABLES CORP
VICTORY RECEIVABLES CORP 92646KD17 DCP 04/01/2016
92646KD17
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
8000000.00
7993066.67
0.0062
N/A
N
7991796.00
7991796.00