0000928816-16-002854.txt : 20160606 0000928816-16-002854.hdr.sgml : 20160606 20160606155128 ACCESSION NUMBER: 0000928816-16-002854 CONFORMED SUBMISSION TYPE: N-MFP1 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20160531 FILED AS OF DATE: 20160606 DATE AS OF CHANGE: 20160606 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PUTNAM FUNDS TRUST CENTRAL INDEX KEY: 0001005942 IRS NUMBER: 043299786 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP1 SEC ACT: 1940 Act SEC FILE NUMBER: 811-07513 FILM NUMBER: 161698549 BUSINESS ADDRESS: STREET 1: ONE POST STREET 2: ONE POST OFFICE SQUARE CITY: BOSTON STATE: MA ZIP: 02109 BUSINESS PHONE: 6172921010 MAIL ADDRESS: STREET 1: ONE POST OFFICE SQUARE CITY: BOSTON STATE: MA ZIP: 02109 0001005942 S000018606 PUTNAM MONEY MARKET LIQUIDITY FUND C000051613 CLASS P N-MFP1 1 primary_doc.xml N-MFP1 0001005942 XXXXXXXX 2016-05-31 0001005942 S000018606 1 N N 333-00515 Putnam Investment Management, LLC 801-07974 Putnam Investment Limited 801-61441 KPMG, LLP Boston MA None Putnam Investor Services, Inc. 0001448300 084-06331 N N N Prime N 17 23 1070395646.91 1100597206.99 995614296.56 618257030.07 1445859095.85 1584583824.33 1549006255.26 1220748661.89 0.5869 0.5583 0.5015 0.3719 0.7927 0.8038 0.7802 0.7344 797.23 1627333546.06 1627341141.43 208198533.58 208813759.69 1626726712.55 1626806038.45 1.0000 0.0033 1.0000 1.0000 1.0000 0.9999 C000051613 1.00 1626726712.55 1626806038.45 1.0000 1.0000 1.0000 0.9999 46414473.00 41869121.00 175430827.00 26832588.00 83595952.00 70912434.00 18364471.00 369984755.00 328809356.00 519754041.00 0.0029 Y Putnam Investment Management, LLC Management Fee Waiver 391575.75 NATIONAL BANK OF CANADA/NEW YORK NY NATIONAL BANK OF CANADA/NEW Y 00.7100 06/01/2016 63307UHX2 NA Certificate of Deposit First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0050 3200025.63 3200025.63 3200025.63 0.0020 N Y Y N N/A BPCE SA BPCE SA 05571BF16 DCP 06/01/2016 05571BF16 NA Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0040 10499891.80 10499891.80 10499891.80 0.0065 N Y Y N N/A AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA & NEW ZEALAND BANKI 05253AF13 DCP 06/01/2016 05253AF13 NA Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0035 2399983.92 2399983.92 2399983.92 0.0015 N Y Y N N/A SOCIETE GENERALE SA SOCIETE GENERALE SA 83369BF19 DCP 06/01/2016 83369BF19 NA Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0027 15999839.00 15999839.00 15999839.00 0.0098 N Y Y N N/A APPLE INC APPLE INC 03785DF19 DCP 06/01/2016 03785DF19 NA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0035 9999910.00 9999910.00 9999910.00 0.0061 N Y Y N N/A NESTLE CAPITAL CORP NESTLE CAPITAL CORP 64105GF17 DCP 06/01/2016 64105GF17 NA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0037 5249956.95 5249956.95 5249956.95 0.0032 N Y Y N N/A PRUDENTIAL PLC PRUDENTIAL PLC 7443M2F19 DCP 06/01/2016 7443M2F19 NA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0040 3499965.35 3499965.35 3499965.35 0.0022 N Y Y N N/A CREDIT AGRICOLE CORPORATE & INVESTMENT BANK/GRAND CAYMAN CREDIT AGRICOLE CORPORATE & I 99EU319R8 TD 06/01/2016 99EU319R8 NA Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 8000000.00 8000000.00 8000000.00 0.0049 N Y Y N N/A AUSTRALIA & NEW ZEALAND BANKING GROUP LTD/CAYMAN ISLANDS AUSTRALIA & NEW ZEALAND BANKI 99EV339J0 TD 06/01/2016 99EV339J0 NA Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 32000000.00 32000000.00 32000000.00 0.0197 N Y Y N N/A BNP PARIBAS/CAYMAN ISLANDS BNP PARIBAS/CAYMAN ISLANDS 99EV129K1 TD 06/01/2016 99EV129K1 NA Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0028 32000000.00 32000000.00 32000000.00 0.0197 N Y Y N N/A SVENSKA HANDELSBANKEN/CAYMAN ISLANDS SVENSKA HANDELSBANKEN/CAYMAN 99EU029W8 TD 06/01/2016 99EU029W8 NA Non-Negotiable Time Deposit First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0026 32000000.00 32000000.00 32000000.00 0.0197 N Y Y N N/A FEDERAL FARM CREDIT DISCOUNT NOTES FEDERAL FARM CREDIT DISCOUNT 313312XP0 GDC 06/01/2016 313312XP0 NA U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0025 35000000.00 35000000.00 35000000.00 0.0215 N Y Y N N/A MERRILL LYNCH, PIERCE, FENNER AND SMITH REPO TRIPA MORTG 0.3 06/01/2016 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2046-03-01 3.5000% 13122576.88 13653727.72 Agency Mortgage-Backed Securities FMAC 2030-02-01 2.5000% 56809275.10 49865752.39 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0030 62274000.00 62274000.00 62274000.00 0.0383 N Y Y N N/A GOLDMAN, SACHS & CO. REPO TRIPA MORTG 0.28 06/01/2016 TRIPARTY2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2043-03-01 4.0000% 581857.00 498519.82 Agency Mortgage-Backed Securities FMAC 2045-05-01 3.5000% 5373723.00 4992097.77 Agency Mortgage-Backed Securities FNMA 2020-12-01 3.4900% 10600000.00 10307312.86 Agency Mortgage-Backed Securities FNMA 2030-01-01 3.0000% 10808248.00 10090638.77 Agency Mortgage-Backed Securities FNMA 2045-09-01 2.6350% 6154852.00 5398162.20 Agency Mortgage-Backed Securities FNMA 2025-02-01 3.0700% 9660000.00 10213868.98 Agency Mortgage-Backed Securities GNMA 2044-12-20 4.0000% 31633772.00 21739399.96 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0028 62000000.00 62000000.00 62000000.00 0.0381 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 00.4103 07/31/2016 912828WV8 US912828WV86 U.S. Treasury Debt First Tier Security N/A N/A 2016-06-01 2016-07-31 2016-07-31 N N N 0.0042 17751881.50 17751881.50 17751881.50 0.0109 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 00.3933 10/31/2016 912828F70 US912828F700 U.S. Treasury Debt First Tier Security N/A N/A 2016-06-01 2016-10-31 2016-10-31 N N N 0.0040 18003348.00 18003348.00 18003348.00 0.0111 N Y Y N N/A UNITED STATES OF AMERICA US TREASURY FRN 00.4243 01/31/2017 912828H60 US912828H607 U.S. Treasury Debt First Tier Security N/A N/A 2016-06-01 2017-01-31 2017-01-31 N N N 0.0043 21003612.00 21003612.00 21003612.00 0.0129 N Y Y N N/A J.P. MORGAN SECURITIES, LLC. REPO TRIPA TREAS 0.29 06/01/2016 TRIPARTY2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 2044-02-15 3.6250% 41840000.00 51001133.74 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0029 50000000.00 50000000.00 50000000.00 0.0307 N Y Y N N/A BANK OF NOVA SCOTIA REPO TRIPA TREAS 0.28 06/01/2016 TRIPARTY2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 2038-02-15 4.3750% 254022.22 345054.99 U.S. Treasuries (including strips) U.S. TREASURY 2044-02-15 1.3750% 1141955.56 1297838.49 U.S. Treasuries (including strips) U.S. TREASURY 2024-01-15 0.6250% 2607377.78 2755109.44 U.S. Treasuries (including strips) U.S. TREASURY 2019-04-30 1.6250% 6087288.89 6199531.71 U.S. Treasuries (including strips) U.S. TREASURY 2025-01-15 0.2500% 140644.44 141510.50 U.S. Treasuries (including strips) U.S. TREASURY 2017-08-15 4.7500% 404000.00 428904.75 U.S. Treasuries (including strips) U.S. TREASURY 2018-05-15 3.8750% 272288.89 288787.09 U.S. Treasuries (including strips) U.S. TREASURY 2020-02-29 1.3750% 5143844.44 5193469.68 U.S. Treasuries (including strips) U.S. TREASURY 2019-11-15 3.3750% 254088.89 273795.36 U.S. Treasuries (including strips) U.S. TREASURY 2020-11-30 1.6250% 3676977.78 3725238.11 U.S. Treasuries (including strips) U.S. TREASURY 2020-08-15 2.6250% 1579844.44 1677825.18 U.S. Treasuries (including strips) U.S. TREASURY 2018-09-30 1.3750% 7582400.00 7675600.33 U.S. Treasuries (including strips) U.S. TREASURY 2016-09-30 1.0000% 211644.44 212361.00 U.S. Treasuries (including strips) U.S. TREASURY 2018-11-30 1.3750% 3107466.67 3139026.10 U.S. Treasuries (including strips) U.S. TREASURY 2016-11-30 0.8750% 321044.44 321546.24 U.S. Treasuries (including strips) U.S. TREASURY 2016-12-31 0.8750% 53333.33 53619.88 U.S. Treasuries (including strips) U.S. TREASURY 2018-12-31 1.3750% 2067933.33 2100486.24 U.S. Treasuries (including strips) U.S. TREASURY 2022-07-15 0.1250% 721422.22 753806.53 U.S. Treasuries (including strips) U.S. TREASURY 2017-11-30 0.6250% 6719866.67 6699371.07 U.S. Treasuries (including strips) U.S. TREASURY 2020-01-31 1.3750% 3217355.56 3254807.96 U.S. Treasuries (including strips) U.S. TREASURY 2023-02-15 2.0000% 1006177.78 1036638.98 U.S. Treasuries (including strips) U.S. TREASURY 2016-08-15 0.6250% 87933.33 88134.62 U.S. Treasuries (including strips) U.S. TREASURY 2020-08-31 2.1250% 1341111.11 1393918.03 U.S. Treasuries (including strips) U.S. TREASURY 2017-05-15 0.8750% 283355.56 283916.72 U.S. Treasuries (including strips) U.S. TREASURY 2019-07-31 1.6250% 102222.22 104551.03 U.S. Treasuries (including strips) U.S. TREASURY 2020-06-30 1.6250% 61333.33 62611.87 U.S. Treasuries (including strips) U.S. TREASURY 2022-07-31 2.0000% 1446266.67 1492942.54 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0028 50000000.00 50000000.00 50000000.00 0.0307 N Y Y N N/A Bank of Montreal REPO TRIPA TREAS 0.27 06/01/2016 TRIPARTY2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY 2020-08-15 8.7500% 3965000.00 5278452.91 U.S. Treasuries (including strips) U.S. TREASURY 2045-11-15 3.0000% 1691400.00 1818876.33 U.S. Treasuries (including strips) U.S. TREASURY 2046-02-15 1.0000% 125900.00 130954.41 U.S. Treasuries (including strips) U.S. TREASURY 2016-07-15 2.5000% 5849200.00 7018954.19 U.S. Treasuries (including strips) U.S. TREASURY 2019-12-31 1.6250% 2506900.00 2564648.23 U.S. Treasuries (including strips) U.S. TREASURY 2022-08-31 1.8750% 4913400.00 5023546.14 U.S. Treasuries (including strips) U.S. TREASURY 2022-10-31 1.8750% 1516600.00 1544353.00 U.S. Treasuries (including strips) U.S. TREASURY 2017-07-31 2.3750% 2230600.00 2289338.21 U.S. Treasuries (including strips) U.S. TREASURY 2021-11-15 2.0000% 2497800.00 2571583.93 U.S. Treasuries (including strips) U.S. TREASURY 2016-11-30 0.8750% 150500.00 150735.23 U.S. Treasuries (including strips) U.S. TREASURY 2020-01-31 1.3750% 12395600.00 12539893.98 U.S. Treasuries (including strips) U.S. TREASURY 2018-04-30 0.6250% 9830900.00 9788101.12 U.S. Treasuries (including strips) U.S. TREASURY 2022-04-30 1.7500% 277200.00 281020.98 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-01 2016-06-01 2016-06-01 N N N 0.0027 50000000.00 50000000.00 50000000.00 0.0307 N Y Y N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 07/21/2016 912796GW3 US912796GW34 U.S. Treasury Debt First Tier Security N/A N/A 2016-07-21 2016-07-21 2016-07-21 N N N 0.0027 49982400.00 49982400.00 49982400.00 0.0307 N Y Y N N/A UNITED STATES OF AMERICA TREASURY BILL 00.0000 07/28/2016 912796JC4 US912796JC43 U.S. Treasury Debt First Tier Security N/A N/A 2016-07-28 2016-07-28 2016-07-28 N N N 0.0025 49979250.00 49979250.00 49979250.00 0.0307 N Y Y N N/A CAFCO LLC CAFCO LLC 12476EF20 DCP 06/02/2016 12476EF20 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0041 7999889.60 7999889.60 7999889.60 0.0049 N N Y N N/A CHEVRON CORP CHEVRON CORP 16677JF27 DCP 06/02/2016 16677JF27 NA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0035 4999909.00 4999909.00 4999909.00 0.0031 N N Y N N/A EXPORT DEVELOPMENT CANADA EXPORT DEVELOPMENT CANADA 30215GF23 DCP 06/02/2016 30215GF23 NA Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt First Tier Security N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0032 29999541.00 29999541.00 29999541.00 0.0184 N N Y N N/A CITIGROUP GLOBAL MARKETS INC. REPO TRIPA MORTG 0.28 06/02/2016 TRIPARTY1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. TREASURY 2030-05-15 6.2500% 93000.00 140991.48 U.S. Treasuries (including strips) U.S. TREASURY 2026-02-15 1.6250% 23673060.00 23312570.03 U.S. Treasuries (including strips) U.S. TREASURY 2018-04-30 0.4101% 53028120.00 53046445.44 U.S. Treasuries (including strips) First Tier Security N/A N/A 2016-06-02 2016-06-02 2016-06-02 N N N 0.0028 75000000.00 75000000.00 75000000.00 0.0461 N N Y N N/A WORKING CAPITAL MANAGEMENT CO WORKING CAPITAL MANAGEMENT CO 98137RF39 DCP 06/03/2016 98137RF39 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0050 8499705.90 8499705.90 8499705.90 0.0052 N N Y N N/A VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 92646KF31 DCP 06/03/2016 92646KF31 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0045 17999377.20 17999377.20 17999377.20 0.0111 N N Y N N/A BMW US CAPITAL LLC BMW US CAPITAL LLC 0556C2F32 DCP 06/03/2016 0556C2F32 NA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0040 7999760.00 7999760.00 7999760.00 0.0049 N N Y N N/A FNMA FNMA 313588XR1 GDC 06/03/2016 313588XR1 NA U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0026 8999892.00 8999892.00 8999892.00 0.0055 N N Y N N/A FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384XR5 GDC 06/03/2016 313384XR5 NA U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-03 2016-06-03 2016-06-03 N N N 0.0027 12159854.00 12159854.00 12159854.00 0.0075 N N Y N N/A BPCE SA BPCE SA 05571BF65 DCP 06/06/2016 05571BF65 NA Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-06 2016-06-06 2016-06-06 N N N 0.0038 8999444.70 8999444.70 8999444.70 0.0055 N N Y N N/A CHARTA LLC CHARTA LLC 16115UF71 DCP 06/07/2016 16115UF71 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0041 6999619.20 6999619.20 6999619.20 0.0043 N N Y Y N/A ROYAL BANK OF CANADA ROYAL BANK OF CANADA 78009AF74 DCP 06/07/2016 78009AF74 NA Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0038 9999566.00 9999566.00 9999566.00 0.0061 N N Y N N/A MERRILL LYNCH, PIERCE, FENNER AND SMITH REPO TRIPA MORTG 0.3 06/07/2016 TRIPARTY1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2030-02-01 2.5000% 40090007.75 35190000.14 Agency Mortgage-Backed Securities First Tier Security N/A N/A 2016-06-07 2016-06-07 2016-06-07 N N N 0.0030 34500000.00 34500000.00 34500000.00 0.0212 N N Y N N/A FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 313396XW8 GDC 06/08/2016 313396XW8 NA U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-08 2016-06-08 2016-06-08 N N N 0.0028 40098275.70 40098275.70 40098275.70 0.0246 N N Y N N/A FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384YB9 GDC 06/13/2016 313384YB9 NA U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-13 2016-06-13 2016-06-13 N N N 0.0027 49996300.00 49996300.00 49996300.00 0.0307 N N Y N N/A FNMA FNMA 313588YB5 GDC 06/13/2016 313588YB5 NA U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-13 2016-06-13 2016-06-13 N N N 0.0025 24707171.50 24707171.50 24707171.50 0.0152 N N Y N N/A FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384YL7 GDC 06/22/2016 313384YL7 NA U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-22 2016-06-22 2016-06-22 N N N 0.0026 36995227.00 36995227.00 36995227.00 0.0227 N N Y N N/A FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 313396YM9 GDC 06/23/2016 313396YM9 NA U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-23 2016-06-23 2016-06-23 N N N 0.0026 2499662.50 2499662.50 2499662.50 0.0015 N N Y N N/A FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 313396YR8 GDC 06/27/2016 313396YR8 NA U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-27 2016-06-27 2016-06-27 N N N 0.0025 50980841.70 50980841.70 50980841.70 0.0313 N N Y N N/A FNMA FNMA 313588YU3 GDC 06/30/2016 313588YU3 NA U.S. Government Agency Debt First Tier Security N/A N/A 2016-06-30 2016-06-30 2016-06-30 N N N 0.0027 2459562.12 2459562.12 2459562.12 0.0015 N N Y N N/A FNMA FNMA 313588YV1 GDC 07/01/2016 313588YV1 NA U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-01 2016-07-01 2016-07-01 N N N 0.0028 56043527.70 56043527.70 56043527.70 0.0345 N N Y N N/A FREDDIE MAC DISCOUNT NOTES FREDDIE MAC DISCOUNT NOTES 313396YZ0 GDC 07/05/2016 313396YZ0 NA U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0030 8997183.00 8997183.00 8997183.00 0.0055 N N Y N N/A FNMA FNMA 313588ZA6 GDC 07/06/2016 313588ZA6 NA U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-06 2016-07-06 2016-07-06 N N N 0.0025 44785574.40 44785574.40 44785574.40 0.0275 N N Y N N/A FNMA FNMA 313588ZP3 GDC 07/19/2016 313588ZP3 NA U.S. Government Agency Debt First Tier Security N/A N/A 2016-07-19 2016-07-19 2016-07-19 N N N 0.0031 49977950.00 49977950.00 49977950.00 0.0307 N N Y N N/A REGENCY MARKETS NO. 1 LLC REGENCY MARKETS NO. 1 LLC 7588R0F93 DCP 06/09/2016 7588R0F93 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-09 2016-06-09 2016-06-09 N N N 0.0044 7241234.52 7241234.52 7241234.52 0.0045 N N N N N/A PRUDENTIAL PLC PRUDENTIAL PLC 7443M2F92 DCP 06/09/2016 7443M2F92 NA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-09 2016-06-09 2016-06-09 N N N 0.0040 1269881.00 1269881.00 1269881.00 0.0008 N N N N N/A MANHATTAN ASSET FUNDING CO LLC MANHATTAN ASSET FUNDING CO LL 56274LFA7 DCP 06/10/2016 56274LFA7 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-10 2016-06-10 2016-06-10 N N N 0.0047 11998586.40 11998586.40 11998586.40 0.0074 N N N N N/A TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 89233GFA9 DCP 06/10/2016 89233GFA9 NA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-10 2016-06-10 2016-06-10 N N N 0.0032 14998708.50 14998708.50 14998708.50 0.0092 N N N N N/A ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION 04821TFD2 DCP 06/13/2016 04821TFD2 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-13 2016-06-13 2016-06-13 N N N 0.0043 9998454.00 9998454.00 9998454.00 0.0061 N N N N N/A COCA-COLA CO/THE COCA-COLA CO/THE 19121AFD8 DCP 06/13/2016 19121AFD8 NA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-13 2016-06-13 2016-06-13 N N N 0.0040 9998700.00 9998700.00 9998700.00 0.0061 N N N N N/A WAL-MART STORES INC WAL-MART STORES INC 93114EFD4 DCP 06/13/2016 93114EFD4 NA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-13 2016-06-13 2016-06-13 N N N 0.0035 6584215.27 6584215.27 6584215.27 0.0040 N N N N N/A PRUDENTIAL PLC PRUDENTIAL PLC 7443M2FF8 DCP 06/15/2016 7443M2FF8 NA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-15 2016-06-15 2016-06-15 N N N 0.0049 9998375.00 9998375.00 9998375.00 0.0061 N N N N N/A FAIRWAY FINANCE CO LLC FAIRWAY FINANCE CO LLC 30601VFG1 DCP 06/16/2016 30601VFG1 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-16 2016-06-16 2016-06-16 N N N 0.0043 18246496.00 18246496.00 18246496.00 0.0112 N N N N N/A METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LL 59157TFG3 DCP 06/16/2016 59157TFG3 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-16 2016-06-16 2016-06-16 N N N 0.0038 12497766.20 12497766.20 12497766.20 0.0077 N N N N N/A TORONTO-DOMINION BANK/NY TORONTO-DOMINION BANK/NY 00.8000 06/16/2016 89113EX50 NA Certificate of Deposit First Tier Security N/A N/A 2016-06-16 2016-06-16 2016-06-16 N N N 0.0000 3550595.37 3550595.37 3550595.37 0.0022 N N N N N/A AMERICAN HONDA FINANCE CORP AMERICAN HONDA FINANCE CORP 02665JFG0 DCP 06/16/2016 02665JFG0 NA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-16 2016-06-16 2016-06-16 N N N 0.0040 6498795.55 6498795.55 6498795.55 0.0040 N N N N N/A UNIVERSITY OF CHICAGO UNIVERSITY OF CHICAGO 00.0000 06/16/2016 91412VFG2 NA Other Municipal Security First Tier Security N/A N/A 2016-06-16 2016-06-16 2016-06-16 N N N 0.0044 18996200.00 18996200.00 18996200.00 0.0117 N N N N N/A CANADA CANADA 13508TFH4 DCP 06/17/2016 13508TFH4 NA Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt First Tier Security N/A N/A 2016-06-17 2016-06-17 2016-06-17 N N N 0.0030 24996622.50 24996622.50 24996622.50 0.0154 N N N N N/A SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN 83050TFL0 DCP 06/20/2016 83050TFL0 NA Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-20 2016-06-20 2016-06-20 N N N 0.0033 19996412.00 19996412.00 19996412.00 0.0123 N N N N N/A ROCHE HOLDINGS INC ROCHE HOLDINGS INC 77119LFM6 DCP 06/21/2016 77119LFM6 NA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-21 2016-06-21 2016-06-21 N N N 0.0038 17996115.60 17996115.60 17996115.60 0.0111 N N N N N/A THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 88602TFN8 DCP 06/22/2016 88602TFN8 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-22 2016-06-22 2016-06-22 N N N 0.0043 17995138.20 17995138.20 17995138.20 0.0111 N N N N N/A AMERICAN HONDA FINANCE CORP AMERICAN HONDA FINANCE CORP 02665JFN5 DCP 06/22/2016 02665JFN5 NA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-06-22 2016-06-22 2016-06-22 N N N 0.0045 11496816.80 11496816.80 11496816.80 0.0071 N N N N N/A CRC FUNDING LLC CRC FUNDING LLC 12622UFP6 DCP 06/23/2016 12622UFP6 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-23 2016-06-23 2016-06-23 N N N 0.0040 1499629.20 1499629.20 1499629.20 0.0009 N N N N N/A REGENCY MARKETS NO. 1 LLC REGENCY MARKETS NO. 1 LLC 7588R0FT9 DCP 06/27/2016 7588R0FT9 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-27 2016-06-27 2016-06-27 N N N 0.0044 9996603.00 9996603.00 9996603.00 0.0061 N N N N N/A CHARTA LLC CHARTA LLC 16115VFU8 DCP 06/28/2016 16115VFU8 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-28 2016-06-28 2016-06-28 N N N 0.0040 9996865.60 9996865.60 9996865.60 0.0061 N N N Y N/A LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 53127TFV0 DCP 06/29/2016 53127TFV0 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-06-29 2016-06-29 2016-06-29 N N N 0.0041 14994466.50 14994466.50 14994466.50 0.0092 N N N N N/A JUPITER SECURITIZATION CO LLC JUPITER SECURITIZATION CO LLC 4820P2G58 DCP 07/05/2016 4820P2G58 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-05 2016-07-05 2016-07-05 N N N 0.0085 999536.30 999536.30 999536.30 0.0006 N N N N N/A ABN AMRO FUNDING USA LLC ABN AMRO FUNDING USA LLC 00084BG81 DCP 07/08/2016 00084BG81 NA Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-08 2016-07-08 2016-07-08 N N N 0.0045 9995556.00 9995556.00 9995556.00 0.0061 N N N N N/A PRUDENTIAL PLC PRUDENTIAL PLC 7443M2GD2 DCP 07/13/2016 7443M2GD2 NA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-13 2016-07-13 2016-07-13 N N N 0.0049 2498724.93 2498724.93 2498724.93 0.0015 N N N N N/A BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 07644AGJ7 DCP 07/18/2016 07644AGJ7 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-18 2016-07-18 2016-07-18 N N N 0.0045 9993467.00 9993467.00 9993467.00 0.0061 N N N N N/A WORKING CAPITAL MANAGEMENT CO WORKING CAPITAL MANAGEMENT CO 98137RGJ3 DCP 07/18/2016 98137RGJ3 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-18 2016-07-18 2016-07-18 N N N 0.0052 10992373.70 10992373.70 10992373.70 0.0068 N N N N N/A SIMON PROPERTY GROUP LP SIMON PROPERTY GROUP LP 82880WGJ5 DCP 07/18/2016 82880WGJ5 NA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-18 2016-07-18 2016-07-18 N N N 0.0048 19988426.00 19988426.00 19988426.00 0.0123 N N N N N/A CANADIAN IMPERIAL BANK OF COMMERCE/CANADA CANADIAN IMPERIAL BANK USD 01.3500 07/18/2016 136069FU0 US136069FU09 Other Instrument Corporate bonds and notes First Tier Security N/A N/A 2016-07-18 2016-07-18 2016-07-18 N N N 0.0051 20317661.00 20317661.00 20317661.00 0.0125 N N N N N/A METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LL 59157TGK3 DCP 07/19/2016 59157TGK3 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-19 2016-07-19 2016-07-19 N N N 0.0045 4996645.00 4996645.00 4996645.00 0.0031 N N N N N/A MANHATTAN ASSET FUNDING CO LLC MANHATTAN ASSET FUNDING CO LL 56274LGK4 DCP 07/19/2016 56274LGK4 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-19 2016-07-19 2016-07-19 N N N 0.0052 7494660.75 7494660.75 7494660.75 0.0046 N N N N N/A PRINCETON UNIVERSITY PRINCETON UNIVERSITY 00.4200 07/19/2016 89837TCN6 NA Other Municipal Security First Tier Security N/A N/A 2016-07-19 2016-07-19 2016-07-19 N N N 0.0042 10000203.10 10000203.10 10000203.10 0.0061 N N N N N/A OLD LINE FUNDING LLC OLD LINE FUNDING LLC 67983TGL4 DCP 07/20/2016 67983TGL4 NA Asset Backed Commercial Paper First Tier Security N/A N/A 2016-07-20 2016-07-20 2016-07-20 N N N 0.0046 6665395.70 6665395.70 6665395.70 0.0041 N N N N N/A APPLE INC APPLE INC 03785DGL4 DCP 07/20/2016 03785DGL4 NA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-20 2016-07-20 2016-07-20 N N N 0.0042 9994347.00 9994347.00 9994347.00 0.0061 N N N N N/A WELLS FARGO & CO WELLS FARGO & COMPANY 01.2500 07/20/2016 94974BFL9 US94974BFL99 Other Instrument Corporate bonds and notes First Tier Security N/A N/A 2016-07-20 2016-07-20 2016-07-20 N N N 0.0054 20015720.00 20015720.00 20015720.00 0.0123 N N N N N/A COCA-COLA CO/THE COCA-COLA CO/THE 19121AGR6 DCP 07/25/2016 19121AGR6 NA Non-Financial Company Commercial Paper First Tier Security N/A N/A 2016-07-25 2016-07-25 2016-07-25 N N N 0.0042 9992254.00 9992254.00 9992254.00 0.0061 N N N N N/A Putnam Funds Trust 2016-06-06 /s/ Janet C. Smith Janet C. Smith Principal Accounting Officer