0000928816-16-002368.txt : 20160414
0000928816-16-002368.hdr.sgml : 20160414
20160304151306
ACCESSION NUMBER: 0000928816-16-002368
CONFORMED SUBMISSION TYPE: N-MFP
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20160229
FILED AS OF DATE: 20160304
DATE AS OF CHANGE: 20160304
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: 161484980
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
2016-02-29
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
29
55
1256720827.37
76217503.16
79125453.63
1253812876.90
0.0050
1.0000
2016-02-29
1.0000
2016-02-29
C000017192
500.00
1105547985.15
1.00
-14913613.89
67215351.94
82128965.83
0.0001
1.0000
2016-02-29
1.0000
2016-02-29
C000017193
500.00
9057005.90
1.00
-348920.88
560247.21
909168.09
0.0001
1.0000
2016-02-29
1.0000
2016-02-29
C000017194
500.00
34669899.66
1.00
-7868198.11
4828693.54
12696891.65
0.0001
1.0000
2016-02-29
1.0000
2016-02-29
C000017195
500.00
30645178.35
1.00
-916680.76
2601493.61
3518174.37
0.0001
1.0000
2016-02-29
1.0000
2016-02-29
C000017196
500.00
15370732.35
1.00
656830.49
3588151.90
2931321.41
0.0001
1.0000
2016-02-29
1.0000
2016-02-29
C000017191
500.00
58522075.49
1.00
5258701.80
7826121.39
2567419.59
0.0001
1.0000
2016-02-29
1.0000
2016-02-29
PUTNAM MONEY MARKET LIQUIDITY FUND
PUTNAM MONEY MARKET LIQUIDITY FUND CLASS P
746763168
Investment Company
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
37987287.00
37987287.00
0.0303
N/A
N
37987287.00
37987287.00
GENERAL ELECTRIC CO
GENERAL ELECTRIC CO 00.8205 05/11/2016
36962G2V5
Other Note
N
First Tier Security
N/A
N/A
2016-05-11
2016-05-11
N
N
N
4450000.00
4451288.65
0.0036
N/A
N
4449870.95
4449870.95
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
8329604.51
0.0066
N/A
N
8331838.80
8331838.80
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
2300297.75
0.0018
N/A
N
2300250.70
2300250.70
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
6580788.19
0.0052
N/A
N
6583725.03
6583725.03
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
1800080.23
0.0014
N/A
N
1800111.60
1800111.60
UNITED STATES OF AMERICA
US TREASURY FRN 00.3943 04/30/2016
912828D31
Treasury Debt
N
First Tier Security
N/A
N/A
2016-03-01
2016-04-30
N
N
N
13050000.00
13050070.88
0.0104
N/A
N
13050978.70
13050978.70
UNITED STATES OF AMERICA
US TREASURY FRN 00.3953 07/31/2016
912828WV8
Treasury Debt
N
First Tier Security
N/A
N/A
2016-03-01
2016-07-31
N
N
N
13250000.00
13250148.72
0.0106
N/A
N
13252146.50
13252146.50
UNITED STATES OF AMERICA
US TREASURY FRN 00.3783 10/31/2016
912828F70
Treasury Debt
N
First Tier Security
N/A
N/A
2016-03-01
2016-10-31
N
N
N
13250000.00
13250044.89
0.0106
N/A
N
13250318.00
13250318.00
UNITED STATES OF AMERICA
US TREASURY FRN 00.4093 01/31/2017
912828H60
Treasury Debt
N
First Tier Security
N/A
N/A
2016-03-01
2017-01-31
N
N
N
12500000.00
12499766.97
0.0100
N/A
N
12502500.00
12502500.00
COMMONWEALTH BANK OF AUSTRALIA
COMMONWEALTH BANK OF AUSTRALI 00.5435 03/24/2016
20272ALN4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-24
2016-03-24
N
N
N
6450000.00
6450000.00
0.0051
N/A
N
6449922.60
6449922.60
CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY
CANADIAN IMP BK COMM NY 00.5793 06/17/2016
13606JT90
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-17
2016-06-17
N
N
N
12325000.00
12325000.00
0.0098
N/A
N
12323323.80
12323323.80
WELLS FARGO BANK NA
WELLS FARGO BANK NA 00.7831 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
4150783.46
0.0033
N/A
N
4150083.00
4150083.00
NORDEA BANK FINLAND PLC/NEW YORK
NORDEA BANK FINLAND NY 00.7386 05/03/2016
65558E5Q7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-05-03
2016-05-03
N
N
N
1800000.00
1800076.67
0.0014
N/A
N
1798725.60
1798725.60
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
7700100.88
0.0061
N/A
N
7700007.70
7700007.70
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
2540113.61
0.0020
N/A
N
2539855.22
2539855.22
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 00.5885 03/04/2016
63254GBC8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-04
2016-03-04
N
N
N
3750000.00
3750000.00
0.0030
N/A
N
3749973.75
3749973.75
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
9251307.95
0.0074
N/A
N
9248760.50
9248760.50
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
5000336.55
0.0040
N/A
N
4998875.00
4998875.00
WESTPAC BANKING CORP/NY
WESTPAC BANKING CORP NY 00.5505 04/13/2016
96121TZJ0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-14
2016-04-13
N
N
N
4200000.00
4199713.33
0.0033
N/A
N
4199571.60
4199571.60
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
9963048.42
0.0079
N/A
N
9964119.05
9964119.05
HSBC BANK USA NA/NEW YORK NY
HSBC BANK USA 00.6085 04/05/2016
40428AP76
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-07
2016-04-05
N
N
N
8800000.00
8800000.00
0.0070
N/A
N
8799718.40
8799718.40
WESTPAC BANKING CORP
WESTPAC BANKING CORP 00.6377 07/07/2016
9612C4SB8
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-08
2016-07-07
N
N
N
5000000.00
5000000.00
0.0040
N/A
N
4999525.00
4999525.00
BANK OF MONTREAL/CHICAGO IL
BANK OF MONTREAL CHICAGO 00.7605 10/14/2016
06427EHG9
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-14
2016-10-14
N
N
N
10000000.00
10000000.00
0.0080
N/A
N
9997920.00
9997920.00
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
8079551.16
0.0064
N/A
N
8076445.43
8076445.43
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
11999055.00
0.0096
N/A
N
11998933.20
11998933.20
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD
AUSTRALIA & NEW ZEALAND BANKI 00.5885 04/27/2016
05253MFG4
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-29
2016-04-27
N
N
N
15000000.00
14998582.87
0.0120
N/A
N
14997075.00
14997075.00
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
3999650.00
0.0032
N/A
N
3999647.60
3999647.60
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
3596400.00
0.0029
N/A
N
3596211.36
3596211.36
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
12898695.67
0.0103
N/A
N
12897997.90
12897997.90
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
11950000.00
0.0095
N/A
N
11949904.40
11949904.40
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
14687137.50
0.0117
N/A
N
14686358.40
14686358.40
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
16235781.25
0.0129
N/A
N
16234920.00
16234920.00
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
11999540.00
0.0096
N/A
N
11999724.00
11999724.00
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
4999277.78
0.0040
N/A
N
4999008.50
4999008.50
BANK OF AMERICA NA
BANK OF AMERICA NA 00.5989 05/09/2016
06053PLW5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-09
2016-05-09
N
N
N
17900000.00
17900000.00
0.0143
N/A
N
17899015.50
17899015.50
FAIRWAY FINANCE CO LLC
FAIRWAY FIN LLC - 05/12/2016 00.5965 05/12/2016
30601YSC0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-14
2016-05-12
N
N
N
7750000.00
7750000.00
0.0062
N/A
N
7749240.50
7749240.50
COLLATERALIZED COMMERCIAL PAPER CO LLC
COLLATERALIZED COMMERCIAL PAP 00.6693 05/17/2016
19423EAP3
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-17
2016-05-17
N
N
N
9550000.00
9550000.00
0.0076
N/A
N
9548787.15
9548787.15
TORONTO-DOMINION BANK/NY
TORONTO DOMINION BANK NY 00.6001 05/19/2016
89113EM94
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-21
2016-05-19
N
N
N
12000000.00
12000000.00
0.0096
N/A
N
11998356.00
11998356.00
STATE STREET BANK & TRUST CO
STATE STREET BANK & TR 00.6320 05/20/2016
8574P1GN0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-21
2016-05-20
N
N
N
11500000.00
11500000.00
0.0092
N/A
N
11498321.00
11498321.00
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
2399613.33
0.0019
N/A
N
2399625.60
2399625.60
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
11499872.22
0.0092
N/A
N
11499905.70
11499905.70
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
3249891.67
0.0026
N/A
N
3249881.05
3249881.05
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
0.0082
N/A
N
10250457.20
10250457.20
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
12597256.00
0.0100
N/A
N
12598320.40
12598320.40
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
2695162.50
0.0021
N/A
N
2696143.86
2696143.86
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
18493093.33
0.0147
N/A
N
18495967.00
18495967.00
THUNDER BAY FUNDING LLC
THUNDER BAY FUNDING LLC 00.7693 06/17/2016
88603YAX9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-19
2016-06-17
N
N
N
19000000.00
19000000.00
0.0152
N/A
N
18998765.00
18998765.00
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
12670352.50
0.0101
N/A
N
12671946.50
12671946.50
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
11593207.55
0.0092
N/A
N
11595240.50
11595240.50
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
14992137.50
0.0120
N/A
N
14994268.50
14994268.50
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
4985125.00
0.0040
N/A
N
4987459.00
4987459.00
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
7499737.50
0.0060
N/A
N
7499725.50
7499725.50
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
9243190.99
0.0074
N/A
N
9244955.05
9244955.05
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
12498104.17
0.0100
N/A
N
12498228.70
12498228.70
OLD LINE FUNDING LLC
OLD LINE FUNDING LLC 00.7860 07/12/2016
67984YBJ2
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-12
2016-07-12
N
N
N
18750000.00
18750000.00
0.0150
N/A
N
18748631.20
18748631.20
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
18739875.00
0.0149
N/A
N
18742696.80
18742696.80
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
18637888.63
0.0149
N/A
N
18644854.80
18644854.80
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
6748200.00
0.0054
N/A
N
6748307.10
6748307.10
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
3999882.22
0.0032
N/A
N
3999861.60
3999861.60
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
4999583.33
0.0040
N/A
N
4999591.50
4999591.50
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
4999650.00
0.0040
N/A
N
4999737.50
4999737.50
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
5996430.00
0.0048
N/A
N
5996811.00
5996811.00
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
3249922.36
0.0026
N/A
N
3249933.70
3249933.70
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
11999517.30
0.0096
N/A
N
12002250.10
12002250.10
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
0.0048
N/A
N
6007278.06
6007278.06
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
9215798.13
0.0074
N/A
N
9220599.80
9220599.80
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
17992895.00
0.0144
N/A
N
17994855.60
17994855.60
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
4999866.67
0.0040
N/A
N
4999855.50
4999855.50
HSBC BANK PLC
HSBC BANK PLC - 07/21/2016 00.7820 07/21/2016
40433FGB9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-21
2016-07-21
N
N
N
10500000.00
10500000.00
0.0084
N/A
N
10499149.50
10499149.50
US BANK NA/CINCINNATI OH
US BANK NA/CINCINNATI OH 00.7300 07/20/2016
90333VQU7
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-21
2016-07-20
N
N
N
17750000.00
17750000.00
0.0142
N/A
N
17748580.00
17748580.00
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
3495333.33
0.0028
N/A
N
3496810.80
3496810.80
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
10750539.02
0.0086
N/A
N
10753212.30
10753212.30
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
18357594.79
0.0146
N/A
N
18360650.90
18360650.90
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
1500000.00
0.0012
N/A
N
1499986.80
1499986.80
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
7996417.78
0.0064
N/A
N
7996835.20
7996835.20
DANSKE CORP
DANSKE CORP 2363F6E22 DCP 05/02/2016
2363F6E22
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
4100000.00
4095728.03
0.0033
N/A
N
4096879.08
4096879.08
LLOYDS BANK PLC
LLOYDS BANK PLC 53943RE21 DCP 05/02/2016
53943RE21
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-02
2016-05-02
N
N
N
7500000.00
7492637.50
0.0060
N/A
N
7493542.50
7493542.50
SOCIETE GENERALE SA
SOCIETE GENERALE SA 83369BCH7 DCP 03/17/2016
83369BCH7
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-17
2016-03-17
N
N
N
6250000.00
6248888.89
0.0050
N/A
N
6249371.25
6249371.25
NATIONAL AUSTRALIA BANK LTD
NATIONAL AUSTRALIA BANK LTD 63254EH29 DCP 08/02/2016
63254EH29
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-08-02
2016-08-02
N
N
N
11750000.00
11709788.89
0.0093
N/A
N
11718330.20
11718330.20
DNB BANK ASA/NEW YORK
DNB BANK ASA/NY 00.7605 08/02/2016
23340QBX0
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-03-02
2016-08-02
N
N
N
7500000.00
7500000.00
0.0060
N/A
N
7499377.50
7499377.50
AMERICAN HONDA FINANCE CORP
AMERICAN HONDA FINANCE CORP 02665JCU2 DCP 03/28/2016
02665JCU2
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-28
2016-03-28
N
N
N
4200000.00
4198740.00
0.0033
N/A
N
4198797.96
4198797.96
COCA-COLA CO/THE
COCA-COLA CO/THE 19121AEA5 DCP 05/10/2016
19121AEA5
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-10
2016-05-10
N
N
N
13500000.00
13486875.00
0.0108
N/A
N
13488631.60
13488631.60
UNIVERSITY OF CHICAGO
UNIVERSITY OF CHICAGO 00.0000 03/08/2016
91412VC83
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-08
2016-03-08
N
N
N
12000000.00
11999067.01
0.0096
N/A
N
11999160.00
11999160.00
BPCE SA
BPCE SA 05571BC19 DCP 03/01/2016
05571BC19
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
6250000.00
6250000.00
0.0050
N/A
N
6249932.50
6249932.50
SIMON PROPERTY GROUP LP
SIMON PROPERTY GROUP LP 82880WE65 DCP 05/06/2016
82880WE65
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-06
2016-05-06
N
N
N
9600000.00
9590671.99
0.0076
N/A
N
9592103.04
9592103.04
CHARIOT FUNDING LLC
CHARIOT FUNDING LLC 15963TE96 DCP 05/09/2016
15963TE96
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-09
2016-05-09
N
N
N
2875000.00
2872244.79
0.0023
N/A
N
2871981.25
2871981.25
ROCHE HOLDINGS INC
ROCHE HOLDINGS INC 77119LE47 DCP 05/04/2016
77119LE47
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-04
2016-05-04
N
N
N
15000000.00
14986666.66
0.0120
N/A
N
14988949.50
14988949.50
ATLANTIC ASSET SECURITIZATION LLC
ATLANTIC ASSET SECURITIZATION 04821TC29 DCP 03/02/2016
04821TC29
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-02
2016-03-02
N
N
N
5000000.00
4999940.28
0.0040
N/A
N
4999885.00
4999885.00
WORKING CAPITAL MANAGEMENT CO
WORKING CAPITAL MANAGEMENT CO 98137RCA6 DCP 03/10/2016
98137RCA6
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-03-10
2016-03-10
N
N
N
7380000.00
7379151.30
0.0059
N/A
N
7379130.64
7379130.64
GOTHAM FUNDING CORP
GOTHAM FUNDING CORP 38346LDB9 DCP 04/11/2016
38346LDB9
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-11
2016-04-11
N
N
N
7025000.00
7020999.65
0.0056
N/A
N
7021131.33
7021131.33
TORONTO-DOMINION BANK/NY
TORONTO-DOMINION BANK/NY 00.8000 06/13/2016
89113EV78
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-13
2016-06-13
N
N
N
5000000.00
5002725.72
0.0040
N/A
N
5003115.05
5003115.05
STANDARD CHARTERED BANK/NEW YORK
STANDARD CHARTERED BANK/NEW Y 85324TEH5 DCP 05/17/2016
85324TEH5
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-17
2016-05-17
N
N
N
11500000.00
11485241.67
0.0092
N/A
N
11485797.50
11485797.50
WELLS FARGO BANK NA
WELLS FARGO BANK NA 00.6320 02/14/2017
94985H3Z5
Other Note
N
First Tier Security
N/A
N/A
2016-03-15
2017-02-14
N
N
N
11000000.00
11000000.00
0.0088
N/A
N
10997591.00
10997591.00
LIBERTY STREET FUNDING LLC
LIBERTY STREET FUNDING LLC 53127TFM0 DCP 06/21/2016
53127TFM0
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-21
2016-06-21
N
N
N
2000000.00
1995768.89
0.0016
N/A
N
1995800.20
1995800.20
CRC FUNDING LLC
CRC FUNDING LLC 12622UEH5 DCP 05/17/2016
12622UEH5
Asset Backed Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-17
2016-05-17
N
N
N
5000000.00
4993904.17
0.0040
N/A
N
4993955.00
4993955.00
ROYAL BANK OF CANADA/NEW YORK NY
ROYAL BANK OF CANADA/NEW YORK 00.7900 06/15/2016
78009NYG5
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-06-15
2016-06-15
N
N
N
15500000.00
15508613.10
0.0124
N/A
N
15511918.10
15511918.10
CITIBANK NA
CITIBANK NA 00.7100 07/25/2016
17304U6A3
Certificate of Deposit
N
First Tier Security
N/A
N/A
2016-07-25
2016-07-25
N
N
N
9000000.00
9000000.00
0.0072
N/A
N
9000253.80
9000253.80
PRUDENTIAL PLC
PRUDENTIAL PLC 7443M2EP7 DCP 05/23/2016
7443M2EP7
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-05-23
2016-05-23
N
N
N
12500000.00
12484149.31
0.0100
N/A
N
12486291.20
12486291.20
TORONTO-DOMINION HOLDINGS USA INC
TORONTO-DOMINION HOLDINGS USA 89116ED18 DCP 04/01/2016
89116ED18
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-04-01
2016-04-01
N
N
N
1000000.00
999552.22
0.0008
N/A
N
999640.00
999640.00
SKANDINAVISKA ENSKILDA BANKEN AB
SKANDINAVISKA ENSKILDA BANKEN 83050TGU9 DCP 07/28/2016
83050TGU9
Financial Company Commercial Paper
N
First Tier Security
N/A
N/A
2016-07-28
2016-07-28
N
N
N
6000000.00
5981995.84
0.0048
N/A
N
5981749.80
5981749.80
NESTLE FINANCE INTERNATIONAL LTD
NESTLE FINANCE INTERNATIONAL 64105RF88 DCP 06/08/2016
64105RF88
Other Commercial Paper
N
First Tier Security
N/A
N/A
2016-06-08
2016-06-08
N
N
N
12250000.00
12231808.75
0.0098
N/A
N
12233734.70
12233734.70
AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS
AUSTRALIA & NEW ZEALAND BANKI 99EO339U1 TD 03/01/2016
99EO339U1
Other Instrument
Time Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
18750000.00
18750000.00
0.0150
N/A
N
18750000.00
18750000.00
CREDIT AGRICOLE CORPORATE & INVESTMENT BANK/GRAND CAYMAN
CREDIT AGRICOLE CORPORATE & I 99EQ079E6 TD 03/01/2016
99EQ079E6
Other Instrument
Time Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
12000000.00
12000000.00
0.0096
N/A
N
12000000.00
12000000.00
MERRILL LYNCH, PIERCE, FENNER AND SMITH
REPO TRIPA MORTG 0.31 03/01/2016
TRIPARTY2
Government Agency Repurchase Agreement
Y
FMAC
2042-10-01
2.431%
Government Agency Debt
12341318.61
5615197.33
FMAC
2029-12-01
3.000%
Government Agency Debt
2553490.52
2349154.16
FMAC
2027-04-01
3.000%
Government Agency Debt
15466624.46
5801816.74
FMAC
2042-06-01
2.941%
Government Agency Debt
15851670.41
5518941.03
FMAC
2044-05-01
2.988%
Government Agency Debt
9352686.06
5765766.14
FMAC
2043-09-01
4.000%
Government Agency Debt
6231420.71
5823155.21
FMAC
2028-11-01
3.000%
Government Agency Debt
6986483.69
5587033.15
FMAC
2044-02-01
4.500%
Government Agency Debt
7404620.17
5720319.93
FMAC
2044-10-01
3.500%
Government Agency Debt
6023319.76
5796532.31
FMAC
2044-01-01
3.500%
Government Agency Debt
5801130.56
5415982.60
FNMA
2026-08-01
4.500%
Government Agency Debt
11537417.30
5497496.18
FNMA
2043-11-01
4.500%
Government Agency Debt
7994777.06
5814071.14
FNMA
2042-06-01
4.000%
Government Agency Debt
7828691.50
5763773.52
FNMA
2032-05-01
3.500%
Government Agency Debt
7739495.79
5723269.84
FNMA
2045-09-01
2.580%
Government Agency Debt
6237228.43
5938552.19
FNMA
2046-02-01
3.500%
Government Agency Debt
5320800.93
5588938.55
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
86000000.00
86000000.00
0.0686
N/A
N
86000000.00
86000000.00
SVENSKA HANDELSBANKEN/CAYMAN ISLANDS
SVENSKA HANDELSBANKEN/CAYMAN 99EP289I5 TD 03/01/2016
99EP289I5
Other Instrument
Time Deposit
N
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
18750000.00
18750000.00
0.0150
N/A
N
18750000.00
18750000.00
GOLDMAN, SACHS & CO.
REPO TRIPA MORTG 0.29 03/01/2016
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2041-09-01
4.500%
Government Agency Debt
92078976.00
26010381.27
FNMA
2045-08-01
4.000%
Government Agency Debt
32779.00
34805.82
FNMA
2040-07-01
5.000%
Government Agency Debt
150524252.00
60654812.96
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
85000000.00
85000000.00
0.0678
N/A
N
85000000.00
85000000.00
CITIGROUP GLOBAL MARKETS INC.
REPO TRIPA MORTG 0.31 03/01/2016
TRIPARTY2
Government Agency Repurchase Agreement
Y
FNMA
2046-02-01
0.000%
Government Agency Debt
8723916.49
9164421.93
GNMA
2042-10-15
3.000%
Government Agency Debt
12090.59
8817.38
GNMA
2044-11-20
4.500%
Government Agency Debt
28988247.15
17992926.75
GNMA
2045-05-15
4.500%
Government Agency Debt
9235.52
8100.97
GNMA
2039-11-15
5.500%
Government Agency Debt
7636487.30
2027329.13
GNMA
2032-08-15
6.000%
Government Agency Debt
1190580.53
42528.29
GNMA
2042-09-15
3.000%
Government Agency Debt
36271764.48
25123165.80
GNMA
2042-05-15
5.000%
Government Agency Debt
42846.14
35423.32
GNMA
2038-02-15
6.000%
Government Agency Debt
56589060.14
1965608.68
U.S. TREASURY
2040-02-15
2.125%
Treasury Debt
21864909.80
29366796.47
U.S. TREASURY
2018-10-15
0.875%
Treasury Debt
1450870.58
1455622.58
U.S. TREASURY
2016-10-15
0.625%
Treasury Debt
24.18
24.24
U.S. TREASURY
2016-05-31
0.375%
Treasury Debt
1329843.79
1330964.02
First Tier Security
N/A
N/A
2016-03-01
2016-03-01
N
N
N
86786000.00
86786000.00
0.0692
N/A
N
86786000.00
86786000.00