UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM N-MFP MONTHLY SCHEDULE OF PORTFOLIO HOLDINGS OF MONEY MARKET FUNDS |
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1. Identity Information
Is this an electronic copy of an official filing submitted in paper format? No
Report date: July 31, 2012
CIK Number of Registrant: 0000857156
EDGAR Series Identifier: S000004505
Total number of share classes in the series: 2
Do you anticipate this will be the fund's final filing on Form N-MFP? No
If this is not a final filing, has the fund acquired or merged with another fund since the last filing? No
Part 1: Information about the Fund
A. Series-Level Information
Item 1. Securities Act File Number: 033-31894
Item 2. Investment Adviser
Adviser |
SEC file number |
---|---|
Charles Schwab Investment Management, Inc. |
801-35905 |
Item 3. Sub-Adviser. If a fund has one or more sub-advisers, disclose the name of each sub-adviser
Item 4. Independent Public Accountant
Name |
City |
State |
---|---|---|
PricewaterhouseCoopers LLP |
San Francisco |
CA |
Item 5. Administrator. If a fund has one or more administrators, disclose the name of each administrator
Administrator |
---|
Charles Schwab Investment Management, Inc. |
Item 6. Transfer Agent
Name |
CIK number |
SEC file number |
---|---|---|
Boston Financial Data Services, Inc. |
0000275143 |
84-00896 |
Item 7. Master-Feeder Funds. Is this a feeder fund? No
a. Identify the master fund by CIK
b. Securities Act file number of the master fund
c. EDGAR series identifier of the master fund
Item 8. Master-Feeder Funds. Is this a master fund? No
a. If this is a master fund, identify all feeder funds by CIK or, if the fund does not have a CIK, by name
b. Securities Act file number of each feeder fund
c. EDGAR series identifier of each feeder fund
Item 9. Is this series primarily used to fund insurance company separate accounts? No
Item 10. Category. Indicate the category that most closely identifies the money market fund: Prime
Item 11. Dollar weighted average portfolio maturity: 43 days
Item 12. Dollar weighted average life maturity. Calculate the dollar weighted average portfolio maturity without reference to the exceptions in rule 2a-7(d) regarding interest rate readjustments: 66 days
Item 13. Total value of portfolio securities at amortized cost, to the nearest cent: $19,485,928,596.10
Item 14. Total value of other assets, to the nearest cent: $5,204,831.40
Item 15. Total value of liabilities, to the nearest cent: $648,409.90
Item 16. Net assets of the series, to the nearest cent: $19,490,485,017.60
Item 17. 7-day gross yield: 0.33%
Item 18. Shadow Price of the Series
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 18a was calculated.
2012-07-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 18c was calculated.
2012-07-31
B. Class-Level Information. For each Class of the Series, disclose the following:
Item 19. EDGAR Class Identifier: C000012379
Item 20. Minimum Initial Investment: $1.00
Item 21. Net assets of the Class, to the nearest cent: $5,393,148,343.33
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$80,681,275.48
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$1,283,239,554.17
b. Gross redemptions for the month ended, to the nearest cent
$1,363,920,829.65
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-07-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-07-31
Item 19. EDGAR Class Identifier: C000012380
Item 20. Minimum Initial Investment: $1.00
Item 21. Net assets of the Class, to the nearest cent: $14,097,336,674.27
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $15,984,377.93
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$4,550,624,334.69
b. Gross redemptions for the month ended, to the nearest cent
$4,534,639,956.76
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-07-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-07-31
Part II - Schedule of Portfolio Securities
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Alpine Securitization Corp
Item 27. The title of the issue (including coupon or yield): Alpine Securitization Corp 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 02086LH66
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Credit Suisse AG |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,999,916.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,999,940.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,999,940.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Alpine Securitization Corp
Item 27. The title of the issue (including coupon or yield): Alpine Securitization Corp 0.340000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 02086LJK3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Credit Suisse AG |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $11,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $10,994,909.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $10,996,370.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $10,996,370.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Alpine Securitization Corp
Item 27. The title of the issue (including coupon or yield): Alpine Securitization Corp 0.340000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 02086LJL1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Credit Suisse AG |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $129,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $128,939,083.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .66%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $128,956,140.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $128,956,140.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Atlantis One Funding Corp
Item 27. The title of the issue (including coupon or yield): Atlantis One Funding Corp 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 04915TK43
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Cash |
Rabobank Nederland |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $116,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $115,938,133.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .59%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $115,954,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $115,954,760.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Atlantis One Funding Corp
Item 27. The title of the issue (including coupon or yield): Atlantis One Funding Corp 0.530000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 04915TM66
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Cash |
Rabobank Nederland |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $6,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $5,988,781.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $5,991,420.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $5,991,420.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Atlantis One Funding Corp
Item 27. The title of the issue (including coupon or yield): Atlantis One Funding Corp 0.530000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 04915TN24
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Cash |
Rabobank Nederland |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $103,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $102,766,476.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .53%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $102,804,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $102,804,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Atlantis One Funding Corp
Item 27. The title of the issue (including coupon or yield): Atlantis One Funding Corp 0.520000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 04915TNQ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Cash |
Rabobank Nederland |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $56,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $55,857,635.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $55,864,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $55,864,480.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Australia & New Zealand Banking Group Ltd
Item 27. The title of the issue (including coupon or yield): Australia & New Zealand Banking Group Ltd 0.296800%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 05253MBA1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $110,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $110,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .56%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $110,001,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $110,001,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Australia & New Zealand Banking Group Ltd
Item 27. The title of the issue (including coupon or yield): Australia & New Zealand Banking Group Ltd 0.150000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 052992005
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000859994
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Security is a time deposit.
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $240,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $240,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: Security is a time deposit.
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $240,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $240,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Australia & New Zealand Banking Group Ltd
Item 27. The title of the issue (including coupon or yield): Australia & New Zealand Banking Group Ltd 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 052992005
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000859994
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Security is a time deposit.
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $92,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $92,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .47%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: Security is a time deposit.
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $92,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $92,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Australia & New Zealand Banking Group Ltd
Item 27. The title of the issue (including coupon or yield): Australia & New Zealand Banking Group Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 972NKF009
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000859994
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $67,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $67,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $67,047,570.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $67,047,570.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of America, NA
Item 27. The title of the issue (including coupon or yield): Bank of America, NA 0.803100%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 0605A06S8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $147,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $147,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .75%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $146,998,530.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $146,998,530.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366VND4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,000,170.81
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,000,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,000,280.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366VNY8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,005,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,005,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366VPJ9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $37,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $37,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $37,001,850.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $37,001,850.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366VPQ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $122,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $122,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $122,007,320.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $122,007,320.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366VPR1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $79,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $79,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .41%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $79,003,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $79,003,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366VQN9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,000,180.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,000,180.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Nova Scotia
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417E2V4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $93,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $92,997,830.96
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $93,005,580.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $93,005,580.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Nova Scotia
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia 0.430000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417E6T5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $114,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $114,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .58%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $114,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $114,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Nova Scotia
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia 0.320000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417EM91
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,000,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,000,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Nova Scotia
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia 0.330000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417EP64
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $48,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $48,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $48,015,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $48,015,360.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Nova Scotia
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417EV83
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $134,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $134,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .69%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $133,998,660.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $133,998,660.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of the West
Item 27. The title of the issue (including coupon or yield): Bank of the West 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 0642G0XV8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $41,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $41,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $41,004,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $41,004,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538ED46
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $176,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $176,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .9%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $176,029,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $176,029,920.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538EUV7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $44,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $44,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $44,000,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $44,000,440.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538EYW1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $124,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $124,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .64%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $124,018,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $124,018,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538EZB6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,000,150.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,000,150.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538EZK6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $90,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $90,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $90,014,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $90,014,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538EZN0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $29,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $29,004,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,004,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538EZZ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $29,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $29,005,220.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,005,220.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays Bank Plc
Item 27. The title of the issue (including coupon or yield): Barclays Bank Plc 0.660000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06741XBT4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $147,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $147,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .75%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $147,108,780.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $147,108,780.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays Bank Plc
Item 27. The title of the issue (including coupon or yield): Barclays Bank Plc 0.700000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06741XBV9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $83,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $83,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $83,077,190.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $83,077,190.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays Bank Plc
Item 27. The title of the issue (including coupon or yield): Barclays Bank Plc 0.650000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06741XCZ9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $37,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $37,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $37,003,330.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $37,003,330.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays Capital, Inc
Item 27. The title of the issue (including coupon or yield): Barclays Capital, Inc 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 00799J004_0.1800_M120801_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000851376
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2016-02-01 |
5.424000 |
Government Agency Debt |
$13,085,633.00 |
$13,174,405.50 |
Fannie Mae |
2023-01-01 |
4.299000 |
Government Agency Debt |
$50,000,000.00 |
$16,966,219.39 |
Fannie Mae |
2035-08-01 |
2.599000 |
Government Agency Debt |
$57,716,101.00 |
$14,313,896.79 |
Fannie Mae |
2036-11-01 |
5.859000 |
Government Agency Debt |
$13,381,376.00 |
$2,715,893.77 |
Fannie Mae |
2037-08-01 |
5.987000 |
Government Agency Debt |
$50,000,000.00 |
$16,062,508.18 |
Fannie Mae |
2040-07-01 |
4.099000 |
Government Agency Debt |
$22,026,734.00 |
$14,062,389.66 |
Fannie Mae |
2040-10-01 |
3.040000 |
Government Agency Debt |
$18,433,414.00 |
$12,951,708.00 |
Fannie Mae |
2041-01-01 |
2.966000 |
Government Agency Debt |
$27,571,558.00 |
$17,132,218.14 |
Fannie Mae |
2041-06-01 |
3.477000 |
Government Agency Debt |
$19,979,025.00 |
$16,762,222.88 |
Fannie Mae |
2041-08-01 |
3.124000 |
Government Agency Debt |
$14,000,000.00 |
$12,206,355.31 |
Fannie Mae |
2042-04-01 |
2.401000 |
Government Agency Debt |
$2,992,138.00 |
$3,100,486.49 |
Fannie Mae |
2042-06-01 |
3.250000 |
Government Agency Debt |
$15,823,028.00 |
$16,551,696.07 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $150,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .77%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $150,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $150,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays Capital, Inc
Item 27. The title of the issue (including coupon or yield): Barclays Capital, Inc 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 07699U005_0.2200_M120807_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000851376
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2014-07-01 |
4.000000 |
Government Agency Debt |
$12,250,000.00 |
$834,246.66 |
Fannie Mae |
2017-11-01 |
6.000000 |
Government Agency Debt |
$3,629,673.00 |
$806,444.15 |
Fannie Mae |
2017-12-01 |
5.000000 |
Government Agency Debt |
$5,101,034.00 |
$752,251.71 |
Fannie Mae |
2017-12-01 |
6.000000 |
Government Agency Debt |
$3,688,383.00 |
$819,261.31 |
Fannie Mae |
2018-03-01 |
5.500000 |
Government Agency Debt |
$3,300,000.00 |
$744,288.20 |
Fannie Mae |
2019-01-01 |
4.500000 |
Government Agency Debt |
$4,000,000.00 |
$807,676.31 |
Fannie Mae |
2019-03-01 |
6.000000 |
Government Agency Debt |
$1,849,999.00 |
$768,578.69 |
Fannie Mae |
2019-05-01 |
4.500000 |
Government Agency Debt |
$1,550,000.00 |
$748,322.02 |
Fannie Mae |
2020-02-01 |
5.000000 |
Government Agency Debt |
$2,860,729.00 |
$782,723.33 |
Fannie Mae |
2020-04-01 |
5.000000 |
Government Agency Debt |
$2,931,785.00 |
$779,786.66 |
Fannie Mae |
2020-06-01 |
5.000000 |
Government Agency Debt |
$4,250,000.00 |
$861,573.43 |
Fannie Mae |
2021-01-01 |
5.500000 |
Government Agency Debt |
$1,755,855.00 |
$803,305.85 |
Fannie Mae |
2021-05-01 |
5.000000 |
Government Agency Debt |
$5,268,222.00 |
$891,128.14 |
Fannie Mae |
2021-12-01 |
5.000000 |
Government Agency Debt |
$2,186,021.00 |
$816,579.08 |
Fannie Mae |
2022-01-01 |
5.000000 |
Government Agency Debt |
$3,313,300.00 |
$783,697.28 |
Fannie Mae |
2022-11-01 |
6.500000 |
Government Agency Debt |
$733,363.00 |
$801,906.92 |
Fannie Mae |
2024-05-01 |
5.000000 |
Government Agency Debt |
$4,000,000.00 |
$886,881.27 |
Fannie Mae |
2025-09-01 |
5.000000 |
Government Agency Debt |
$25,094.00 |
$26,581.68 |
Fannie Mae |
2026-07-01 |
3.500000 |
Government Agency Debt |
$923,762.00 |
$845,163.92 |
Fannie Mae |
2027-04-01 |
4.000000 |
Government Agency Debt |
$750,000.00 |
$799,194.48 |
Fannie Mae |
2027-05-01 |
2.500000 |
Government Agency Debt |
$171,907.00 |
$174,887.38 |
Fannie Mae |
2029-10-01 |
5.000000 |
Government Agency Debt |
$1,373,000.00 |
$858,582.21 |
Fannie Mae |
2029-10-01 |
8.000000 |
Government Agency Debt |
$28,021,835.00 |
$776,023.57 |
Fannie Mae |
2029-11-01 |
8.000000 |
Government Agency Debt |
$2,563,431.00 |
$850,799.20 |
Fannie Mae |
2030-04-01 |
5.000000 |
Government Agency Debt |
$1,120,000.00 |
$817,337.80 |
Fannie Mae |
2030-11-01 |
8.000000 |
Government Agency Debt |
$1,280,927.00 |
$897,849.11 |
Fannie Mae |
2032-01-01 |
8.000000 |
Government Agency Debt |
$1,600,000.00 |
$752,601.10 |
Fannie Mae |
2032-04-01 |
7.500000 |
Government Agency Debt |
$21,455,584.00 |
$763,545.59 |
Fannie Mae |
2032-08-01 |
6.500000 |
Government Agency Debt |
$3,046,071.00 |
$761,859.01 |
Fannie Mae |
2033-01-01 |
7.500000 |
Government Agency Debt |
$1,400,000.00 |
$795,069.28 |
Fannie Mae |
2033-04-01 |
6.000000 |
Government Agency Debt |
$1,817,578.00 |
$776,576.88 |
Fannie Mae |
2033-05-01 |
6.000000 |
Government Agency Debt |
$1,297,270.00 |
$817,480.19 |
Fannie Mae |
2033-06-01 |
7.000000 |
Government Agency Debt |
$1,220,000.00 |
$741,659.59 |
Fannie Mae |
2033-09-01 |
6.500000 |
Government Agency Debt |
$6,020,599.00 |
$822,097.89 |
Fannie Mae |
2033-12-01 |
5.500000 |
Government Agency Debt |
$5,079,000.00 |
$803,745.53 |
Fannie Mae |
2035-08-01 |
5.500000 |
Government Agency Debt |
$3,461,240.00 |
$889,917.23 |
Fannie Mae |
2035-10-01 |
6.000000 |
Government Agency Debt |
$2,191,500.00 |
$805,254.78 |
Fannie Mae |
2036-02-01 |
6.000000 |
Government Agency Debt |
$1,500,000.00 |
$788,685.20 |
Fannie Mae |
2036-03-01 |
4.000000 |
Government Agency Debt |
$786,528.00 |
$785,686.19 |
Fannie Mae |
2036-06-01 |
6.000000 |
Government Agency Debt |
$3,190,000.00 |
$800,828.73 |
Fannie Mae |
2036-07-01 |
6.000000 |
Government Agency Debt |
$1,333,915.00 |
$838,715.48 |
Fannie Mae |
2036-08-01 |
2.438000 |
Government Agency Debt |
$55,581,559.00 |
$12,349,556.62 |
Fannie Mae |
2036-10-01 |
6.000000 |
Government Agency Debt |
$815,593.00 |
$835,998.37 |
Fannie Mae |
2036-10-01 |
7.000000 |
Government Agency Debt |
$8,852,428.00 |
$873,107.02 |
Fannie Mae |
2036-12-01 |
7.500000 |
Government Agency Debt |
$798,842.00 |
$749,699.20 |
Fannie Mae |
2037-05-01 |
7.500000 |
Government Agency Debt |
$5,000,000.00 |
$868,229.48 |
Fannie Mae |
2037-06-01 |
5.500000 |
Government Agency Debt |
$1,748,802.00 |
$759,109.44 |
Fannie Mae |
2037-08-01 |
6.500000 |
Government Agency Debt |
$2,879,135.00 |
$816,072.37 |
Fannie Mae |
2037-08-01 |
7.000000 |
Government Agency Debt |
$2,900,011.00 |
$845,383.53 |
Fannie Mae |
2037-09-01 |
7.000000 |
Government Agency Debt |
$2,000,085.00 |
$778,399.15 |
Fannie Mae |
2037-11-01 |
6.500000 |
Government Agency Debt |
$4,245,000.00 |
$874,231.93 |
Fannie Mae |
2037-12-01 |
6.000000 |
Government Agency Debt |
$1,207,946.00 |
$838,960.51 |
Fannie Mae |
2037-12-01 |
7.500000 |
Government Agency Debt |
$1,073,500.00 |
$803,314.56 |
Fannie Mae |
2038-04-01 |
4.624000 |
Government Agency Debt |
$2,380,717.00 |
$1,295,396.64 |
Fannie Mae |
2038-04-01 |
4.799000 |
Government Agency Debt |
$3,308,261.00 |
$946,757.04 |
Fannie Mae |
2038-07-01 |
5.134000 |
Government Agency Debt |
$3,885,583.00 |
$1,306,093.29 |
Fannie Mae |
2038-12-01 |
7.000000 |
Government Agency Debt |
$1,250,000.00 |
$851,956.43 |
Fannie Mae |
2039-01-01 |
5.000000 |
Government Agency Debt |
$2,429,469.00 |
$832,174.16 |
Fannie Mae |
2039-01-01 |
7.000000 |
Government Agency Debt |
$1,473,000.00 |
$818,227.21 |
Fannie Mae |
2039-05-25 |
6.500000 |
Government Agency Debt |
$1,640,637.00 |
$812,230.56 |
Fannie Mae |
2040-05-01 |
4.367000 |
Government Agency Debt |
$4,347,434.00 |
$2,592,444.46 |
Fannie Mae |
2040-08-01 |
4.500000 |
Government Agency Debt |
$945,000.00 |
$847,137.41 |
Fannie Mae |
2040-09-01 |
4.500000 |
Government Agency Debt |
$1,463,140.00 |
$839,582.97 |
Fannie Mae |
2040-11-01 |
3.044000 |
Government Agency Debt |
$20,116,822.00 |
$10,937,170.73 |
Fannie Mae |
2040-11-01 |
4.000000 |
Government Agency Debt |
$806,892.00 |
$792,125.31 |
Fannie Mae |
2041-02-01 |
4.000000 |
Government Agency Debt |
$755,000.00 |
$760,320.74 |
Fannie Mae |
2041-04-01 |
5.500000 |
Government Agency Debt |
$696,404.00 |
$763,613.42 |
Fannie Mae |
2041-08-01 |
3.760000 |
Government Agency Debt |
$2,409,148.00 |
$2,125,194.46 |
Fannie Mae |
2041-10-01 |
3.993000 |
Government Agency Debt |
$15,536,763.00 |
$15,758,515.24 |
Fannie Mae |
2042-01-01 |
3.500000 |
Government Agency Debt |
$722,087.00 |
$754,490.84 |
Fannie Mae |
2042-01-01 |
4.000000 |
Government Agency Debt |
$800,000.00 |
$857,059.11 |
Fannie Mae |
2042-02-01 |
4.000000 |
Government Agency Debt |
$811,640.00 |
$856,007.16 |
Fannie Mae |
2042-02-01 |
4.000000 |
Government Agency Debt |
$700,000.00 |
$752,865.38 |
Fannie Mae |
2042-03-01 |
3.500000 |
Government Agency Debt |
$850,999.00 |
$905,285.08 |
Fannie Mae |
2042-06-01 |
3.000000 |
Government Agency Debt |
$302,258.00 |
$315,100.54 |
Fannie Mae |
2042-06-01 |
4.000000 |
Government Agency Debt |
$767,331.00 |
$827,947.23 |
Fannie Mae |
2048-12-01 |
6.000000 |
Government Agency Debt |
$3,410,000.00 |
$862,353.39 |
Freddie Mac |
2014-04-01 |
4.000000 |
Government Agency Debt |
$15,000,000.00 |
$864,172.87 |
Freddie Mac |
2020-07-01 |
5.500000 |
Government Agency Debt |
$4,505,000.00 |
$891,576.73 |
Freddie Mac |
2021-05-01 |
5.000000 |
Government Agency Debt |
$3,854,003.00 |
$888,140.06 |
Freddie Mac |
2022-04-01 |
3.000000 |
Government Agency Debt |
$775,419.00 |
$792,642.94 |
Freddie Mac |
2024-05-01 |
4.500000 |
Government Agency Debt |
$2,535,000.00 |
$855,436.15 |
Freddie Mac |
2025-03-01 |
4.000000 |
Government Agency Debt |
$1,500,000.00 |
$817,474.15 |
Freddie Mac |
2028-08-15 |
3.500000 |
Government Agency Debt |
$507,215.00 |
$387,178.32 |
Freddie Mac |
2029-09-01 |
5.000000 |
Government Agency Debt |
$1,554,134.00 |
$878,338.86 |
Freddie Mac |
2031-05-01 |
4.000000 |
Government Agency Debt |
$931,682.00 |
$859,794.96 |
Freddie Mac |
2031-09-01 |
8.000000 |
Government Agency Debt |
$2,870,469.00 |
$827,384.95 |
Freddie Mac |
2032-03-01 |
3.500000 |
Government Agency Debt |
$797,979.00 |
$850,351.36 |
Freddie Mac |
2032-06-01 |
7.500000 |
Government Agency Debt |
$25,000,000.00 |
$872,360.94 |
Freddie Mac |
2033-08-01 |
4.500000 |
Government Agency Debt |
$4,813,471.00 |
$794,661.79 |
Freddie Mac |
2034-04-01 |
6.500000 |
Government Agency Debt |
$1,872,924.00 |
$885,377.34 |
Freddie Mac |
2035-06-01 |
5.000000 |
Government Agency Debt |
$3,095,000.00 |
$842,024.15 |
Freddie Mac |
2035-09-01 |
5.000000 |
Government Agency Debt |
$2,486,467.00 |
$801,993.78 |
Freddie Mac |
2037-08-01 |
6.000000 |
Government Agency Debt |
$1,744,527.00 |
$780,451.39 |
Freddie Mac |
2037-11-01 |
6.500000 |
Government Agency Debt |
$2,700,000.00 |
$781,832.77 |
Freddie Mac |
2038-01-01 |
7.500000 |
Government Agency Debt |
$4,000,000.00 |
$778,434.64 |
Freddie Mac |
2039-01-01 |
7.000000 |
Government Agency Debt |
$2,134,420.00 |
$884,387.91 |
Freddie Mac |
2039-08-01 |
5.000000 |
Government Agency Debt |
$1,425,000.00 |
$888,122.19 |
Freddie Mac |
2039-08-01 |
5.000000 |
Government Agency Debt |
$973,755.00 |
$779,079.51 |
Freddie Mac |
2041-04-01 |
5.000000 |
Government Agency Debt |
$1,082,347.00 |
$760,790.88 |
Freddie Mac |
2041-05-01 |
4.500000 |
Government Agency Debt |
$830,000.00 |
$800,935.32 |
Freddie Mac |
2041-06-01 |
4.500000 |
Government Agency Debt |
$1,000,000.00 |
$754,926.23 |
Freddie Mac |
2041-12-01 |
3.500000 |
Government Agency Debt |
$725,000.00 |
$767,965.46 |
Freddie Mac |
2042-05-01 |
5.000000 |
Government Agency Debt |
$792,654.00 |
$859,967.26 |
GNMA |
2032-07-16 |
5.500000 |
Government Agency Debt |
$414,596.00 |
$445,792.41 |
GNMA |
2037-01-16 |
4.500000 |
Government Agency Debt |
$1,773,862.00 |
$710,718.34 |
GNMA |
2038-04-20 |
2.750000 |
Government Agency Debt |
$984,136.00 |
$909,067.94 |
GNMA |
2039-06-16 |
3.500000 |
Government Agency Debt |
$2,814,143.00 |
$2,482,452.38 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
BARCLAYS CAPITAL INC |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $123,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $123,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $122,998,770.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $122,998,770.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays Capital, Inc
Item 27. The title of the issue (including coupon or yield): Barclays Capital, Inc 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 07699U005_0.2400_M120807_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000851376
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2016-02-01 |
5.424000 |
Government Agency Debt |
$5,063,029.00 |
$5,097,376.42 |
Fannie Mae |
2018-06-01 |
5.000000 |
Government Agency Debt |
$9,400,000.00 |
$1,054,044.20 |
Fannie Mae |
2018-09-01 |
4.500000 |
Government Agency Debt |
$5,300,000.00 |
$1,068,326.86 |
Fannie Mae |
2019-06-01 |
4.500000 |
Government Agency Debt |
$4,781,690.00 |
$1,095,605.53 |
Fannie Mae |
2019-07-01 |
4.000000 |
Government Agency Debt |
$43,664,646.00 |
$16,224,740.25 |
Fannie Mae |
2019-07-01 |
5.500000 |
Government Agency Debt |
$6,200,000.00 |
$1,145,542.89 |
Fannie Mae |
2020-03-01 |
5.000000 |
Government Agency Debt |
$4,613,474.00 |
$1,173,848.91 |
Fannie Mae |
2020-08-01 |
5.000000 |
Government Agency Debt |
$4,454,746.00 |
$906,163.80 |
Fannie Mae |
2020-12-01 |
9.000000 |
Government Agency Debt |
$1,833,745.00 |
$1,101,786.73 |
Fannie Mae |
2021-11-01 |
3.000000 |
Government Agency Debt |
$1,114,794.00 |
$1,094,147.99 |
Fannie Mae |
2022-02-01 |
2.500000 |
Government Agency Debt |
$1,007,090.00 |
$959,532.01 |
Fannie Mae |
2022-03-01 |
4.000000 |
Government Agency Debt |
$4,100,000.00 |
$1,068,854.46 |
Fannie Mae |
2022-09-25 |
4.250000 |
Government Agency Debt |
$21,950,000.00 |
$1,027,855.44 |
Fannie Mae |
2023-09-01 |
5.000000 |
Government Agency Debt |
$5,600,000.00 |
$1,003,058.85 |
Fannie Mae |
2023-09-25 |
0.895200 |
Government Agency Debt |
$3,000,000.00 |
$925,829.06 |
Fannie Mae |
2024-07-01 |
5.000000 |
Government Agency Debt |
$2,726,237.00 |
$1,137,960.87 |
Fannie Mae |
2025-04-01 |
4.000000 |
Government Agency Debt |
$24,616,333.00 |
$16,177,066.36 |
Fannie Mae |
2025-12-01 |
3.500000 |
Government Agency Debt |
$17,540,762.00 |
$16,228,300.53 |
Fannie Mae |
2026-01-01 |
3.500000 |
Government Agency Debt |
$1,295,533.00 |
$1,148,902.18 |
Fannie Mae |
2026-01-01 |
4.000000 |
Government Agency Debt |
$1,366,294.00 |
$1,149,121.75 |
Fannie Mae |
2026-03-01 |
3.000000 |
Government Agency Debt |
$1,256,094.00 |
$1,240,776.03 |
Fannie Mae |
2026-03-01 |
3.500000 |
Government Agency Debt |
$1,200,844.00 |
$1,099,476.28 |
Fannie Mae |
2026-04-01 |
3.500000 |
Government Agency Debt |
$1,184,312.00 |
$1,082,104.62 |
Fannie Mae |
2026-06-01 |
4.000000 |
Government Agency Debt |
$1,068,133.00 |
$1,037,581.46 |
Fannie Mae |
2026-12-01 |
3.500000 |
Government Agency Debt |
$1,062,080.00 |
$1,103,395.16 |
Fannie Mae |
2027-03-01 |
5.000000 |
Government Agency Debt |
$1,012,820.00 |
$1,086,855.61 |
Fannie Mae |
2027-03-25 |
4.500000 |
Government Agency Debt |
$2,230,000.00 |
$817,832.92 |
Fannie Mae |
2027-04-01 |
6.000000 |
Government Agency Debt |
$4,500,000.00 |
$1,092,679.27 |
Fannie Mae |
2032-01-01 |
7.000000 |
Government Agency Debt |
$18,023,558.00 |
$1,219,778.89 |
Fannie Mae |
2032-07-01 |
7.000000 |
Government Agency Debt |
$6,031,706.00 |
$1,023,308.10 |
Fannie Mae |
2033-07-01 |
8.000000 |
Government Agency Debt |
$1,345,219.00 |
$946,547.19 |
Fannie Mae |
2033-08-01 |
2.500000 |
Government Agency Debt |
$1,619,395.00 |
$146,198.69 |
Fannie Mae |
2033-08-01 |
5.500000 |
Government Agency Debt |
$5,875,000.00 |
$981,253.31 |
Fannie Mae |
2034-06-25 |
5.000000 |
Government Agency Debt |
$4,400,000.00 |
$1,122,432.12 |
Fannie Mae |
2034-11-01 |
2.708000 |
Government Agency Debt |
$2,700,343.00 |
$277,257.47 |
Fannie Mae |
2035-04-01 |
2.401000 |
Government Agency Debt |
$9,197,432.00 |
$3,166,236.99 |
Fannie Mae |
2035-06-01 |
6.500000 |
Government Agency Debt |
$3,600,000.00 |
$1,104,279.12 |
Fannie Mae |
2035-09-01 |
7.500000 |
Government Agency Debt |
$733,689.00 |
$271,385.56 |
Fannie Mae |
2035-10-01 |
7.000000 |
Government Agency Debt |
$5,184,963.00 |
$972,492.06 |
Fannie Mae |
2035-10-25 |
5.500000 |
Government Agency Debt |
$285,246.00 |
$311,581.43 |
Fannie Mae |
2035-12-01 |
7.000000 |
Government Agency Debt |
$7,000,000.00 |
$975,821.69 |
Fannie Mae |
2036-05-25 |
4.500000 |
Government Agency Debt |
$4,500,000.00 |
$1,086,912.23 |
Fannie Mae |
2036-07-01 |
2.534000 |
Government Agency Debt |
$2,791,742.00 |
$703,571.95 |
Fannie Mae |
2036-07-01 |
7.000000 |
Government Agency Debt |
$2,491,994.00 |
$1,084,635.57 |
Fannie Mae |
2036-10-01 |
7.000000 |
Government Agency Debt |
$6,246,154.00 |
$1,142,512.61 |
Fannie Mae |
2036-11-01 |
6.500000 |
Government Agency Debt |
$434,462.00 |
$109,806.12 |
Fannie Mae |
2036-12-01 |
8.000000 |
Government Agency Debt |
$1,613,124.00 |
$1,246,339.27 |
Fannie Mae |
2037-01-01 |
6.500000 |
Government Agency Debt |
$2,032,825.00 |
$1,017,916.00 |
Fannie Mae |
2037-03-01 |
5.500000 |
Government Agency Debt |
$3,515,841.00 |
$960,339.33 |
Fannie Mae |
2037-03-25 |
5.750000 |
Government Agency Debt |
$5,062,896.00 |
$932,260.81 |
Fannie Mae |
2037-04-01 |
6.000000 |
Government Agency Debt |
$33,723,042.00 |
$16,160,530.05 |
Fannie Mae |
2037-05-01 |
5.500000 |
Government Agency Debt |
$2,430,855.00 |
$1,071,669.79 |
Fannie Mae |
2037-06-01 |
6.000000 |
Government Agency Debt |
$3,852,413.00 |
$1,033,797.79 |
Fannie Mae |
2037-07-01 |
6.067000 |
Government Agency Debt |
$1,805,370.00 |
$292,245.12 |
Fannie Mae |
2037-07-01 |
7.000000 |
Government Agency Debt |
$5,000,000.00 |
$1,119,938.92 |
Fannie Mae |
2037-10-01 |
7.500000 |
Government Agency Debt |
$4,500,000.00 |
$964,937.22 |
Fannie Mae |
2037-11-01 |
5.664000 |
Government Agency Debt |
$25,202,631.00 |
$5,775,020.64 |
Fannie Mae |
2037-11-01 |
7.000000 |
Government Agency Debt |
$5,000,597.00 |
$1,223,428.24 |
Fannie Mae |
2037-12-01 |
7.000000 |
Government Agency Debt |
$4,241,654.00 |
$1,112,692.23 |
Fannie Mae |
2038-02-01 |
5.841000 |
Government Agency Debt |
$18,557,363.00 |
$14,089,569.82 |
Fannie Mae |
2038-04-01 |
4.799000 |
Government Agency Debt |
$7,879,397.00 |
$2,254,923.24 |
Fannie Mae |
2038-04-01 |
4.799000 |
Government Agency Debt |
$1,242,093.00 |
$355,461.77 |
Fannie Mae |
2038-05-01 |
5.500000 |
Government Agency Debt |
$1,784,010.00 |
$1,143,591.51 |
Fannie Mae |
2038-07-01 |
5.134000 |
Government Agency Debt |
$1,267,769.00 |
$426,145.73 |
Fannie Mae |
2039-03-01 |
4.500000 |
Government Agency Debt |
$1,777,441.00 |
$1,162,895.73 |
Fannie Mae |
2039-03-01 |
4.500000 |
Government Agency Debt |
$1,488,674.00 |
$1,083,202.60 |
Fannie Mae |
2039-11-01 |
4.000000 |
Government Agency Debt |
$1,500,000.00 |
$1,217,523.21 |
Fannie Mae |
2040-02-01 |
3.275000 |
Government Agency Debt |
$514,562.00 |
$227,087.68 |
Fannie Mae |
2040-04-01 |
5.500000 |
Government Agency Debt |
$18,175,031.00 |
$15,395,732.07 |
Fannie Mae |
2040-05-01 |
4.367000 |
Government Agency Debt |
$1,379,100.00 |
$822,379.40 |
Fannie Mae |
2040-07-01 |
4.099000 |
Government Agency Debt |
$7,044,993.00 |
$4,497,690.70 |
Fannie Mae |
2040-08-01 |
4.000000 |
Government Agency Debt |
$1,108,063.00 |
$1,021,987.36 |
Fannie Mae |
2040-08-01 |
5.000000 |
Government Agency Debt |
$1,304,000.00 |
$1,032,486.10 |
Fannie Mae |
2040-10-01 |
3.040000 |
Government Agency Debt |
$897,700.00 |
$630,743.08 |
Fannie Mae |
2040-11-01 |
4.500000 |
Government Agency Debt |
$17,243,086.00 |
$16,617,849.25 |
Fannie Mae |
2040-12-01 |
3.000000 |
Government Agency Debt |
$1,069,278.00 |
$1,045,729.94 |
Fannie Mae |
2041-01-01 |
2.823000 |
Government Agency Debt |
$14,090,681.00 |
$9,566,673.08 |
Fannie Mae |
2041-02-01 |
4.500000 |
Government Agency Debt |
$1,850,000.00 |
$1,842,188.75 |
Fannie Mae |
2041-03-01 |
4.500000 |
Government Agency Debt |
$104,576.00 |
$101,571.04 |
Fannie Mae |
2041-04-01 |
4.500000 |
Government Agency Debt |
$893,220.00 |
$912,483.25 |
Fannie Mae |
2041-05-01 |
3.624000 |
Government Agency Debt |
$15,030,706.00 |
$10,885,367.64 |
Fannie Mae |
2041-05-01 |
5.500000 |
Government Agency Debt |
$2,077,079.00 |
$1,657,424.47 |
Fannie Mae |
2041-06-01 |
4.500000 |
Government Agency Debt |
$1,050,548.00 |
$1,121,470.96 |
Fannie Mae |
2041-07-01 |
4.500000 |
Government Agency Debt |
$14,997,369.00 |
$15,724,756.36 |
Fannie Mae |
2041-08-01 |
5.500000 |
Government Agency Debt |
$1,105,649.00 |
$946,351.83 |
Fannie Mae |
2041-09-01 |
4.000000 |
Government Agency Debt |
$1,210,208.00 |
$1,015,838.78 |
Fannie Mae |
2041-09-01 |
4.500000 |
Government Agency Debt |
$1,084,186.00 |
$1,167,131.50 |
Fannie Mae |
2041-10-01 |
4.500000 |
Government Agency Debt |
$982,829.00 |
$960,955.46 |
Fannie Mae |
2041-11-01 |
5.500000 |
Government Agency Debt |
$1,108,932.00 |
$1,225,546.78 |
Fannie Mae |
2041-12-01 |
3.321000 |
Government Agency Debt |
$7,799,842.00 |
$8,147,824.85 |
Fannie Mae |
2041-12-01 |
4.500000 |
Government Agency Debt |
$1,104,431.00 |
$1,213,488.09 |
Fannie Mae |
2041-12-01 |
4.500000 |
Government Agency Debt |
$1,078,359.00 |
$1,185,720.34 |
Fannie Mae |
2042-01-01 |
4.500000 |
Government Agency Debt |
$1,027,200.00 |
$1,108,334.54 |
Fannie Mae |
2042-01-01 |
5.500000 |
Government Agency Debt |
$1,049,240.00 |
$1,150,787.09 |
Fannie Mae |
2042-01-01 |
5.500000 |
Government Agency Debt |
$1,037,764.00 |
$1,150,371.16 |
Fannie Mae |
2042-02-01 |
4.000000 |
Government Agency Debt |
$1,134,063.00 |
$1,220,056.40 |
Fannie Mae |
2042-02-01 |
5.500000 |
Government Agency Debt |
$1,086,334.00 |
$1,192,994.83 |
Fannie Mae |
2042-03-01 |
4.000000 |
Government Agency Debt |
$1,118,800.00 |
$1,204,737.09 |
Fannie Mae |
2042-03-01 |
4.500000 |
Government Agency Debt |
$1,090,900.00 |
$980,554.47 |
Fannie Mae |
2042-03-01 |
5.000000 |
Government Agency Debt |
$1,033,547.00 |
$1,128,547.68 |
Fannie Mae |
2042-04-01 |
2.711000 |
Government Agency Debt |
$10,855,580.00 |
$11,200,343.75 |
Fannie Mae |
2042-04-01 |
3.500000 |
Government Agency Debt |
$1,798,473.00 |
$1,903,106.48 |
Fannie Mae |
2042-04-01 |
3.500000 |
Government Agency Debt |
$1,347,130.00 |
$1,426,617.99 |
Fannie Mae |
2042-04-01 |
4.000000 |
Government Agency Debt |
$1,125,918.00 |
$1,147,490.68 |
Fannie Mae |
2042-05-01 |
4.000000 |
Government Agency Debt |
$14,839,068.00 |
$15,936,557.28 |
Fannie Mae |
2042-05-01 |
4.000000 |
Government Agency Debt |
$1,083,300.00 |
$1,196,947.33 |
Fannie Mae |
2042-05-01 |
4.500000 |
Government Agency Debt |
$1,128,749.00 |
$1,243,542.66 |
Fannie Mae |
2042-05-01 |
4.500000 |
Government Agency Debt |
$1,096,680.00 |
$1,216,071.82 |
Fannie Mae |
2042-05-01 |
5.000000 |
Government Agency Debt |
$1,026,846.00 |
$1,141,984.98 |
Fannie Mae |
2042-06-01 |
4.500000 |
Government Agency Debt |
$1,091,612.00 |
$1,210,220.49 |
Fannie Mae |
2042-07-01 |
2.506000 |
Government Agency Debt |
$4,922,911.00 |
$5,165,041.10 |
Fannie Mae |
2042-07-01 |
4.500000 |
Government Agency Debt |
$32,382.00 |
$36,726.37 |
Farm Federal Credit Bank |
2040-09-01 |
8.000000 |
Government Agency Debt |
$1,210,780.00 |
$1,097,246.41 |
Freddie Mac |
2020-08-01 |
5.000000 |
Government Agency Debt |
$5,000,000.00 |
$1,027,817.90 |
Freddie Mac |
2020-12-01 |
4.000000 |
Government Agency Debt |
$4,500,000.00 |
$1,008,104.79 |
Freddie Mac |
2020-12-15 |
5.500000 |
Government Agency Debt |
$1,182,500.00 |
$1,001,729.31 |
Freddie Mac |
2021-10-15 |
4.000000 |
Government Agency Debt |
$1,835,000.00 |
$1,030,819.80 |
Freddie Mac |
2022-03-01 |
2.500000 |
Government Agency Debt |
$1,000,000.00 |
$1,002,761.56 |
Freddie Mac |
2022-04-01 |
3.000000 |
Government Agency Debt |
$1,065,000.00 |
$1,100,316.86 |
Freddie Mac |
2022-10-15 |
4.000000 |
Government Agency Debt |
$16,000,000.00 |
$817,269.90 |
Freddie Mac |
2023-06-01 |
4.000000 |
Government Agency Debt |
$3,000,000.00 |
$1,036,849.54 |
Freddie Mac |
2024-11-01 |
4.000000 |
Government Agency Debt |
$4,000,000.00 |
$1,626,984.51 |
Freddie Mac |
2025-03-01 |
4.000000 |
Government Agency Debt |
$2,000,000.00 |
$1,146,510.29 |
Freddie Mac |
2025-12-01 |
3.000000 |
Government Agency Debt |
$1,289,281.00 |
$1,230,717.05 |
Freddie Mac |
2025-12-01 |
3.500000 |
Government Agency Debt |
$1,212,137.00 |
$1,107,611.56 |
Freddie Mac |
2026-01-01 |
3.500000 |
Government Agency Debt |
$1,289,569.00 |
$984,469.53 |
Freddie Mac |
2026-03-01 |
3.500000 |
Government Agency Debt |
$1,115,181.00 |
$1,026,741.62 |
Freddie Mac |
2026-10-01 |
3.500000 |
Government Agency Debt |
$1,095,226.00 |
$1,102,981.85 |
Freddie Mac |
2026-12-01 |
4.000000 |
Government Agency Debt |
$1,000,000.00 |
$954,001.47 |
Freddie Mac |
2027-03-01 |
4.000000 |
Government Agency Debt |
$1,575,338.00 |
$1,669,418.69 |
Freddie Mac |
2027-04-01 |
3.000000 |
Government Agency Debt |
$15,598,786.00 |
$16,461,581.64 |
Freddie Mac |
2027-06-01 |
3.500000 |
Government Agency Debt |
$1,462,346.00 |
$1,560,217.04 |
Freddie Mac |
2028-02-15 |
6.500000 |
Government Agency Debt |
$4,500,000.00 |
$838,803.43 |
Freddie Mac |
2028-11-15 |
3.500000 |
Government Agency Debt |
$1,300,000.00 |
$1,069,789.92 |
Freddie Mac |
2031-01-01 |
9.000000 |
Government Agency Debt |
$1,605,659.00 |
$1,162,793.59 |
Freddie Mac |
2031-10-01 |
7.500000 |
Government Agency Debt |
$25,006,373.00 |
$1,139,965.93 |
Freddie Mac |
2032-03-01 |
3.500000 |
Government Agency Debt |
$1,047,086.00 |
$1,105,168.00 |
Freddie Mac |
2033-08-01 |
5.500000 |
Government Agency Debt |
$1,625,117.00 |
$165,658.90 |
Freddie Mac |
2034-04-15 |
5.000000 |
Government Agency Debt |
$4,000,000.00 |
$956,650.81 |
Freddie Mac |
2034-05-15 |
6.000000 |
Government Agency Debt |
$4,000,000.00 |
$1,058,041.75 |
Freddie Mac |
2034-08-01 |
6.000000 |
Government Agency Debt |
$10,761,144.00 |
$1,160,305.78 |
Freddie Mac |
2035-06-15 |
6.000000 |
Government Agency Debt |
$6,134,366.00 |
$944,910.30 |
Freddie Mac |
2036-05-01 |
7.000000 |
Government Agency Debt |
$2,455,428.00 |
$1,155,780.81 |
Freddie Mac |
2037-04-01 |
7.500000 |
Government Agency Debt |
$1,955,283.00 |
$1,008,275.30 |
Freddie Mac |
2037-11-15 |
1.248700 |
Government Agency Debt |
$3,510,000.00 |
$823,235.78 |
Freddie Mac |
2038-08-01 |
6.000000 |
Government Agency Debt |
$2,417,851.00 |
$945,793.75 |
Freddie Mac |
2039-10-01 |
5.000000 |
Government Agency Debt |
$1,330,000.00 |
$1,001,298.09 |
Freddie Mac |
2040-12-01 |
4.000000 |
Government Agency Debt |
$16,504,337.00 |
$15,910,993.06 |
Freddie Mac |
2041-03-01 |
4.500000 |
Government Agency Debt |
$16,348,852.00 |
$16,130,242.14 |
Freddie Mac |
2041-03-01 |
4.500000 |
Government Agency Debt |
$1,027,314.00 |
$1,027,983.95 |
Freddie Mac |
2041-05-01 |
4.500000 |
Government Agency Debt |
$1,184,865.00 |
$1,097,055.78 |
Freddie Mac |
2041-08-01 |
4.500000 |
Government Agency Debt |
$1,240,000.00 |
$1,038,670.07 |
Freddie Mac |
2041-09-01 |
4.500000 |
Government Agency Debt |
$15,602,758.00 |
$16,242,874.92 |
Freddie Mac |
2041-12-01 |
4.500000 |
Government Agency Debt |
$1,005,900.00 |
$1,122,191.57 |
Freddie Mac |
2042-02-01 |
4.500000 |
Government Agency Debt |
$1,040,634.00 |
$1,118,492.69 |
Freddie Mac |
2042-03-01 |
3.500000 |
Government Agency Debt |
$949,517.00 |
$1,001,456.56 |
Freddie Mac |
2042-05-01 |
5.000000 |
Government Agency Debt |
$1,035,352.00 |
$1,123,275.51 |
Freddie Mac |
2042-06-01 |
3.500000 |
Government Agency Debt |
$14,585,000.00 |
$15,625,278.31 |
Freddie Mac |
2042-06-01 |
4.000000 |
Government Agency Debt |
$1,510,585.00 |
$1,648,794.14 |
Freddie Mac |
2042-07-01 |
3.000000 |
Government Agency Debt |
$8,891,945.00 |
$9,241,887.50 |
GNMA |
2032-07-16 |
5.500000 |
Government Agency Debt |
$924,204.00 |
$993,746.03 |
GNMA |
2034-10-16 |
0.638700 |
Government Agency Debt |
$471,336.00 |
$289,700.44 |
GNMA |
2036-07-20 |
6.000000 |
Government Agency Debt |
$1,000,000.00 |
$892,085.87 |
GNMA |
2036-10-20 |
4.000000 |
Government Agency Debt |
$1,000,000.00 |
$811,256.61 |
GNMA |
2038-03-16 |
5.000000 |
Government Agency Debt |
$77,707.00 |
$52,673.45 |
GNMA |
2038-04-20 |
2.750000 |
Government Agency Debt |
$14,211,547.00 |
$13,127,516.72 |
GNMA |
2038-04-20 |
2.750000 |
Government Agency Debt |
$9,270,341.00 |
$8,563,216.69 |
GNMA |
2038-04-20 |
2.750000 |
Government Agency Debt |
$341,387.00 |
$315,346.64 |
GNMA |
2039-05-20 |
4.500000 |
Government Agency Debt |
$2,047,417.00 |
$773,259.05 |
GNMA |
2039-06-16 |
3.500000 |
Government Agency Debt |
$950,000.00 |
$838,027.69 |
GNMA |
2039-06-16 |
3.500000 |
Government Agency Debt |
$1,000.00 |
$882.13 |
GNMA |
2039-06-20 |
2.600000 |
Government Agency Debt |
$22,963,592.00 |
$21,235,286.55 |
GNMA |
2039-10-16 |
3.000000 |
Government Agency Debt |
$52,075.00 |
$43,542.65 |
GNMA |
2042-05-20 |
3.500000 |
Government Agency Debt |
$818,669.00 |
$882,492.28 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
BARCLAYS CAPITAL INC |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $466,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $466,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.39%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $466,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $466,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP Paribas Securities Corp
Item 27. The title of the issue (including coupon or yield): BNP Paribas Securities Corp 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 987WVU007_0.1900_M120801_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001197610
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
GNMA |
2042-04-15 |
3.500000 |
Government Agency Debt |
$116,403,108.00 |
$125,475,373.84 |
GNMA |
2042-05-15 |
3.500000 |
Government Agency Debt |
$200,000,000.00 |
$216,460,466.93 |
GNMA |
2042-05-15 |
3.500000 |
Government Agency Debt |
$115,981,304.00 |
$125,684,159.84 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $454,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $454,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.33%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $454,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $454,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNZ International Funding Ltd
Item 27. The title of the issue (including coupon or yield): BNZ International Funding Ltd 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 0556X0HP2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Bank of New Zealand |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $19,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $18,997,097.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $18,997,530.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $18,997,530.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Branch Banking & Trust Co
Item 27. The title of the issue (including coupon or yield): Branch Banking & Trust Co 0.280000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 10513DJT8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $35,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $35,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $35,000,350.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $35,000,350.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Branch Banking & Trust Co
Item 27. The title of the issue (including coupon or yield): Branch Banking & Trust Co 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 10513DKT6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $51,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $51,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $51,006,630.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $51,006,630.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Breckenridge Terrace, LLC
Item 27. The title of the issue (including coupon or yield): Housing Facilities Revenue Notes Series 1999B 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 106538AB7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
Bank of America NA |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Bank of America NA |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CAFCO, LLC
Item 27. The title of the issue (including coupon or yield): CAFCO, LLC 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12476EH28
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,999,305.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,999,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,999,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CAFCO, LLC
Item 27. The title of the issue (including coupon or yield): CAFCO, LLC 0.530000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12476EH69
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $6,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $5,999,558.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $5,999,820.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $5,999,820.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CAFCO, LLC
Item 27. The title of the issue (including coupon or yield): CAFCO, LLC 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12476EH77
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $19,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $18,998,416.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $18,999,240.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $18,999,240.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CAFCO, LLC
Item 27. The title of the issue (including coupon or yield): CAFCO, LLC 0.610000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12476EJH3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $23,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $22,981,683.05
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $22,992,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $22,992,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CAFCO, LLC
Item 27. The title of the issue (including coupon or yield): CAFCO, LLC 0.590000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12476EJQ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $40,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $39,964,600.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $39,985,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $39,985,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CAFCO, LLC
Item 27. The title of the issue (including coupon or yield): CAFCO, LLC 0.550000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12476EJR1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $54,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $53,954,625.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $53,980,020.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $53,980,020.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Canadian Imperial Bank of Commerce
Item 27. The title of the issue (including coupon or yield): Canadian Imperial Bank of Commerce 0.170000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 13606YGQ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $169,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $169,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .87%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $169,001,690.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $169,001,690.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Canadian Imperial Bank of Commerce
Item 27. The title of the issue (including coupon or yield): Canadian Imperial Bank of Commerce 0.417800%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 13606YLN4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $211,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $211,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $211,035,870.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $211,035,870.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Cancara Asset Securitisation, LLC
Item 27. The title of the issue (including coupon or yield): Cancara Asset Securitisation, LLC 0.470000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 13738JJQ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Lloyds TSB Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,929,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,959,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,959,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Catholic Health Initiatives
Item 27. The title of the issue (including coupon or yield): Taxable CP Notes Series A 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 1491M0MF9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,999,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,999,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Catholic Health Initiatives
Item 27. The title of the issue (including coupon or yield): Taxable CP Notes Series A 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 1491M0MK8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $23,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $23,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $22,997,010.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $22,997,010.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding, LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding, LLC 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963THV4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,995,916.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,996,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,996,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding, LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding, LLC 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963TJ42
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $22,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $21,995,636.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $21,996,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $21,996,480.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding, LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding, LLC 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963TJ59
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,996,937.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,997,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $14,997,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding, LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding, LLC 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963TJD2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,995,222.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,996,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,996,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding, LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding, LLC 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963TKW8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,986,250.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,987,235.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,987,235.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chase Bank USA, NA
Item 27. The title of the issue (including coupon or yield): Chase Bank USA, NA 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 16144RRP0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $150,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .77%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $150,004,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $150,004,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chase Bank USA, NA
Item 27. The title of the issue (including coupon or yield): Chase Bank USA, NA 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 16144RRQ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $91,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $91,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .47%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $91,003,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $91,003,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chase Bank USA, NA
Item 27. The title of the issue (including coupon or yield): Chase Bank USA, NA 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 16144RRU9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $92,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $92,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .47%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $92,015,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $92,015,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chase Bank USA, NA
Item 27. The title of the issue (including coupon or yield): Chase Bank USA, NA 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 16144RRW5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $41,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $41,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $41,007,380.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $41,007,380.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chase Bank USA, NA
Item 27. The title of the issue (including coupon or yield): Chase Bank USA, NA 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 16144RSB0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $18,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $18,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $17,990,820.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $17,990,820.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Ciesco, LLC
Item 27. The title of the issue (including coupon or yield): Ciesco, LLC 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 17178BHD0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $13,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $12,997,790.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $12,999,090.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $12,999,090.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Ciesco, LLC
Item 27. The title of the issue (including coupon or yield): Ciesco, LLC 1.005000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 17178BNN1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $9,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,956,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,986,140.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,986,140.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Ciesco, LLC
Item 27. The title of the issue (including coupon or yield): Ciesco, LLC 1.005000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 17178BNR2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $74,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $73,636,166.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $73,883,080.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $73,883,080.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Citibank, NA
Item 27. The title of the issue (including coupon or yield): Citibank, NA 0.520000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 1730D23Z3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $176,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $176,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .9%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $176,003,520.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $176,003,520.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Citibank, NA
Item 27. The title of the issue (including coupon or yield): Citibank, NA 0.520000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 1730D24B5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $102,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $102,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .52%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $102,011,220.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $102,011,220.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Citibank, NA
Item 27. The title of the issue (including coupon or yield): Citibank, NA 0.520000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 1730D24E9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $12,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $12,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $12,001,680.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $12,001,680.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Citibank, NA
Item 27. The title of the issue (including coupon or yield): Citibank, NA 0.380000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 1730D24P4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $132,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $132,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $132,015,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $132,015,840.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Cleveland
Item 27. The title of the issue (including coupon or yield): Airport System Taxable Revenue Bonds Series 2008F 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 186352MF4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $29,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $29,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield): Commonwealth Bank of Australia 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272DHM5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $33,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $32,996,150.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $32,998,020.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $32,998,020.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield): Commonwealth Bank of Australia 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272DHQ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $6,999,060.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $6,999,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $6,999,440.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield): Commonwealth Bank of Australia 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272DLW8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $19,739,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,712,462.01
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,722,814.02
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,722,814.02
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield): Commonwealth Bank of Australia 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272DM56
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $14,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $13,980,400.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $13,987,540.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $13,987,540.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield): Commonwealth Bank of Australia 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 972WXS007
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000008565
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $137,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $137,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .7%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $137,005,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $137,005,480.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CRC Funding, LLC
Item 27. The title of the issue (including coupon or yield): CRC Funding, LLC 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12622UH17
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $184,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $184,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $184,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $184,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CRC Funding, LLC
Item 27. The title of the issue (including coupon or yield): CRC Funding, LLC 0.530000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12622UH90
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $23,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $22,997,291.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $22,999,080.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $22,999,080.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CRC Funding, LLC
Item 27. The title of the issue (including coupon or yield): CRC Funding, LLC 0.700000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12622UKN5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $6,988,838.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $6,993,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $6,993,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CRC Funding, LLC
Item 27. The title of the issue (including coupon or yield): CRC Funding, LLC 0.680000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12622UKQ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $21,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $20,966,680.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $20,980,260.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $20,980,260.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse AG
Item 27. The title of the issue (including coupon or yield): Credit Suisse AG 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 22550DPT0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $210,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $210,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $210,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $210,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse AG
Item 27. The title of the issue (including coupon or yield): Credit Suisse AG 0.330000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 22550DTB5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $40,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $40,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $40,004,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $40,004,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse Securities (USA), LLC
Item 27. The title of the issue (including coupon or yield): Credit Suisse Securities (USA), LLC 0.170000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 22799D001_0.1700_M120801_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001230485
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Freddie Mac |
2024-11-15 |
4.500000 |
Government Agency Debt |
$36,908,800.00 |
$24,367,407.55 |
Freddie Mac |
2025-05-20 |
4.000000 |
Government Agency Debt |
$37,572,983.00 |
$28,811,186.80 |
Freddie Mac |
2027-04-20 |
2.500000 |
Government Agency Debt |
$32,917,868.00 |
$34,045,839.35 |
Freddie Mac |
2035-02-15 |
5.500000 |
Government Agency Debt |
$35,967,514.00 |
$5,598,348.01 |
Freddie Mac |
2035-09-15 |
5.000000 |
Government Agency Debt |
$32,600,000.00 |
$11,194,970.24 |
Freddie Mac |
2038-07-20 |
6.000000 |
Government Agency Debt |
$32,470,000.00 |
$3,422,790.75 |
Freddie Mac |
2038-08-20 |
6.000000 |
Government Agency Debt |
$19,555,000.00 |
$1,978,406.37 |
Freddie Mac |
2038-09-15 |
6.000000 |
Government Agency Debt |
$32,376,185.00 |
$9,069,426.81 |
Freddie Mac |
2038-12-15 |
5.000000 |
Government Agency Debt |
$31,785,169.00 |
$14,812,391.46 |
Freddie Mac |
2039-08-15 |
5.000000 |
Government Agency Debt |
$32,219,899.00 |
$26,772,090.65 |
Freddie Mac |
2039-09-15 |
5.000000 |
Government Agency Debt |
$39,520,793.00 |
$22,693,453.15 |
Freddie Mac |
2040-09-20 |
4.500000 |
Government Agency Debt |
$37,165,000.00 |
$28,258,905.76 |
Freddie Mac |
2042-02-20 |
5.000000 |
Government Agency Debt |
$34,077,090.00 |
$36,869,677.36 |
Freddie Mac |
2042-04-15 |
3.000000 |
Government Agency Debt |
$36,367,352.00 |
$38,249,928.38 |
Freddie Mac |
2047-07-15 |
2.950000 |
Government Agency Debt |
$31,474,800.00 |
$32,814,314.37 |
Freddie Mac |
2047-07-15 |
3.430000 |
Government Agency Debt |
$32,498,700.00 |
$33,925,528.95 |
Freddie Mac |
2052-03-15 |
4.800000 |
Government Agency Debt |
$36,995,786.00 |
$41,568,884.35 |
GNMA |
2040-05-20 |
4.500000 |
Government Agency Debt |
$3,530,000.00 |
$3,137,126.18 |
GNMA |
2040-12-20 |
3.500000 |
Government Agency Debt |
$33,919,238.00 |
$33,773,448.01 |
GNMA |
2041-12-20 |
4.000000 |
Government Agency Debt |
$36,390,000.00 |
$38,067,315.12 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $460,226,717.00
Item 41. The total current amortized cost, to the nearest cent: $460,226,717.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $460,226,717.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $460,226,717.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse Securities (USA), LLC
Item 27. The title of the issue (including coupon or yield): Credit Suisse Securities (USA), LLC 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 22799E009_0.2000_M120820_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001230485
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Freddie Mac |
2027-07-01 |
2.500000 |
Government Agency Debt |
$2,292,110.00 |
$2,390,384.33 |
Freddie Mac |
2038-01-01 |
6.000000 |
Government Agency Debt |
$24,485,000.00 |
$5,931,291.56 |
Freddie Mac |
2042-08-01 |
4.000000 |
Government Agency Debt |
$54,419,282.00 |
$60,060,676.02 |
Freddie Mac |
2047-10-01 |
6.000000 |
Government Agency Debt |
$54,296,572.00 |
$7,097,957.20 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $74,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $74,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $74,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $74,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse Securities (USA), LLC
Item 27. The title of the issue (including coupon or yield): Credit Suisse Securities (USA), LLC 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 22799E009_0.2700_M120913_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001230485
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2042-07-01 |
3.500000 |
Government Agency Debt |
$2,850,000.00 |
$3,061,309.40 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,000,060.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,000,060.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse Securities (USA), LLC
Item 27. The title of the issue (including coupon or yield): Credit Suisse Securities (USA), LLC 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 22799E009_0.2700_M120914_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001230485
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Freddie Mac |
2027-06-01 |
3.000000 |
Government Agency Debt |
$50,000,000.00 |
$52,406,460.05 |
Freddie Mac |
2036-07-01 |
6.500000 |
Government Agency Debt |
$18,270,000.00 |
$4,110,591.44 |
Freddie Mac |
2039-07-01 |
4.500000 |
Government Agency Debt |
$50,000,000.00 |
$40,549,677.61 |
Freddie Mac |
2040-04-01 |
5.000000 |
Government Agency Debt |
$50,000,000.00 |
$35,501,801.97 |
Freddie Mac |
2040-08-01 |
4.000000 |
Government Agency Debt |
$45,000.00 |
$34,475.32 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $130,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $130,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .67%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $130,002,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $130,002,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse Securities (USA), LLC
Item 27. The title of the issue (including coupon or yield): Credit Suisse Securities (USA), LLC 0.160000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 992JYD004_0.1600_M120806_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001230485
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Freddie Mac |
2023-12-01 |
5.500000 |
Government Agency Debt |
$35,788,755.00 |
$14,844,604.53 |
Freddie Mac |
2027-07-01 |
2.500000 |
Government Agency Debt |
$51,300,000.00 |
$53,499,490.14 |
Freddie Mac |
2033-12-01 |
6.500000 |
Government Agency Debt |
$53,000,000.00 |
$8,158,413.65 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $75,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $75,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $75,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse Securities (USA), LLC
Item 27. The title of the issue (including coupon or yield): Credit Suisse Securities (USA), LLC 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 992JYD004_0.2000_M120801_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001230485
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Freddie Mac |
2037-06-01 |
8.000000 |
Government Agency Debt |
$7,695,000.00 |
$5,101,095.54 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $5,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $5,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $5,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Crown Point Capital Company, LLC
Item 27. The title of the issue (including coupon or yield): Crown Point Capital Company, LLC 0.600000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 2284K0J48
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
BANK OF MONTREAL |
N/A |
N/A |
Credit / Liquidity |
Barclays Bank Plc |
N/A |
N/A |
Credit / Liquidity |
FEDERAL HOME LOAN BANK |
N/A |
N/A |
Credit / Liquidity |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $78,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $77,955,799.99
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .4%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $77,982,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $77,982,840.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Crown Point Capital Company, LLC
Item 27. The title of the issue (including coupon or yield): Crown Point Capital Company, LLC 0.570000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 2284K0J63
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
BANK OF MONTREAL |
N/A |
N/A |
Credit / Liquidity |
Barclays Bank Plc |
N/A |
N/A |
Credit / Liquidity |
FEDERAL HOME LOAN BANK |
N/A |
N/A |
Credit / Liquidity |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $26,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $25,985,180.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $25,993,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,993,760.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Crown Point Capital Company, LLC
Item 27. The title of the issue (including coupon or yield): Crown Point Capital Company, LLC 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 2284K0JB2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
BANK OF MONTREAL |
N/A |
N/A |
Credit / Liquidity |
Barclays Bank Plc |
N/A |
N/A |
Credit / Liquidity |
FEDERAL HOME LOAN BANK |
N/A |
N/A |
Credit / Liquidity |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $27,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $26,986,162.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $26,992,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $26,992,440.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Crown Point Capital Company, LLC
Item 27. The title of the issue (including coupon or yield): Crown Point Capital Company, LLC 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 2284K0JC0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
BANK OF MONTREAL |
N/A |
N/A |
Credit / Liquidity |
Barclays Bank Plc |
N/A |
N/A |
Credit / Liquidity |
FEDERAL HOME LOAN BANK |
N/A |
N/A |
Credit / Liquidity |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $64,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $63,966,400.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .33%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $63,981,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $63,981,440.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG 0.410000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25154U3N2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $93,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $93,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $92,989,770.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $92,989,770.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG 0.390000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25154U3S1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $9,998,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $9,998,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG 0.460000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25154UA95
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $237,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $237,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $237,021,330.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $237,021,330.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG 0.470000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25154UM43
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,027,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,027,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG 0.440000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25154UW26
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $70,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $70,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $70,008,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $70,008,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG 0.470000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25154UW83
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $38,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $38,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $38,007,220.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $38,007,220.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG 0.420000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25154UX82
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $30,002,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $30,002,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 0.170000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 21599B009_0.1700_M120801_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
United States Treasury Department |
2021-08-15 |
2.125000 |
Treasury Debt |
$47,480,600.00 |
$51,000,066.86 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $50,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $50,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 21599B009_0.1900_M120801_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2025-07-25 |
3.500000 |
Government Agency Debt |
$7,521,000.00 |
$7,981,859.45 |
Fannie Mae |
2029-07-25 |
4.500000 |
Government Agency Debt |
$10,407,993.00 |
$10,006,514.50 |
Fannie Mae |
2032-06-25 |
0.540000 |
Government Agency Debt |
$10,125,000.00 |
$10,047,759.80 |
Fannie Mae |
2032-08-25 |
6.000000 |
Government Agency Debt |
$20,000,000.00 |
$6,909,247.63 |
Fannie Mae |
2032-12-25 |
6.000000 |
Government Agency Debt |
$12,450,000.00 |
$5,157,030.31 |
Fannie Mae |
2036-05-25 |
0.556200 |
Government Agency Debt |
$17,756,082.00 |
$5,179,051.89 |
Fannie Mae |
2036-07-25 |
0.815200 |
Government Agency Debt |
$50,000,000.00 |
$6,603,849.27 |
Fannie Mae |
2036-12-25 |
0.595200 |
Government Agency Debt |
$10,000,000.00 |
$3,748,729.74 |
Fannie Mae |
2038-07-25 |
1.295200 |
Government Agency Debt |
$10,000,000.00 |
$5,944,029.16 |
Fannie Mae |
2038-09-25 |
5.000000 |
Government Agency Debt |
$22,045,000.00 |
$8,701,226.85 |
Fannie Mae |
2039-09-25 |
0.996200 |
Government Agency Debt |
$15,000,000.00 |
$4,853,035.27 |
Fannie Mae |
2039-09-25 |
4.500000 |
Government Agency Debt |
$10,296,879.00 |
$4,113,048.22 |
Fannie Mae |
2040-11-25 |
0.540000 |
Government Agency Debt |
$6,672,561.00 |
$6,647,203.58 |
Fannie Mae |
2040-11-25 |
0.646200 |
Government Agency Debt |
$12,739,000.00 |
$8,506,274.44 |
Fannie Mae |
2040-12-25 |
4.000000 |
Government Agency Debt |
$4,403,385.00 |
$4,883,993.92 |
Fannie Mae |
2040-12-25 |
4.000000 |
Government Agency Debt |
$3,552,056.00 |
$3,852,717.41 |
Fannie Mae |
2041-04-25 |
4.500000 |
Government Agency Debt |
$5,583,069.00 |
$6,368,316.49 |
Fannie Mae |
2041-07-25 |
4.000000 |
Government Agency Debt |
$9,300,000.00 |
$10,230,542.50 |
Fannie Mae |
2041-07-25 |
4.000000 |
Government Agency Debt |
$7,366,514.00 |
$7,929,450.72 |
Fannie Mae |
2042-04-25 |
7.000000 |
Government Agency Debt |
$8,000,000.00 |
$9,099,331.52 |
Fannie Mae |
2042-07-25 |
0.546200 |
Government Agency Debt |
$6,805,800.00 |
$6,754,078.45 |
Fannie Mae |
2042-07-25 |
3.000000 |
Government Agency Debt |
$7,137,000.00 |
$7,282,708.99 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $145,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $145,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .74%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $145,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $145,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 991JCA005_0.3500_M120801_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
AETNA INC NEW COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,909.56 |
AGILENT TECHNOLOGIES INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,975.02 |
ALPHA NATURAL RESOURCES INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,998.75 |
APOLLO RESIDENTIAL MTG INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,981.96 |
BANK OF AMERICA CORPORATION COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,997.84 |
BASIC ENERGY SVCS INC NEW COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,991.35 |
BOSTON SCIENTIFIC CORP COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,999.68 |
COEUR D ALENE MINES CORP IDACOM NEW |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,994.32 |
COOPER INDUSTRIES PLC SHS |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,987.35 |
ENTRAVISION COMMUNICATIONS CCL A |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$124,826.85 |
HONEYWELL INTL INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,954.73 |
HUMANA INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,934.35 |
JPMORGAN CHASE & CO COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,974.18 |
KEYCORP NEW COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,993.16 |
LOWES COS INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,983.82 |
MARSH & MCLENNAN COS INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,966.68 |
MAXIMUS INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$23,529.66 |
MEAD JOHNSON NUTRITION CO COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,954.20 |
MERCK & CO INC NEW COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,976.96 |
MOVADO GROUP INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$51,618.00 |
QUIKSILVER INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$455,140.41 |
RALPH LAUREN CORP CL A |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$595,354.17 |
REGIONS FINANCIAL CORP NEW COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,993.20 |
VALERO ENERGY CORP NEW COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,988.32 |
VENOCO INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,249,998.40 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: Repurchase agreement collateralized by common stock and ETFs.
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $25,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 99ETSZ007_0.2100_M120824_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2040-09-01 |
4.500000 |
Government Agency Debt |
$33,771.00 |
$24,010.08 |
Fannie Mae |
2041-07-25 |
4.000000 |
Government Agency Debt |
$43,056.00 |
$36,898.58 |
GNMA |
2034-12-20 |
3.000000 |
Government Agency Debt |
$9,316,686.00 |
$9,473,861.11 |
GNMA |
2042-03-20 |
2.500000 |
Government Agency Debt |
$4,817,026.00 |
$5,041,079.46 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $14,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $14,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 99ETSZ007_0.2100_M120924_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2040-09-01 |
4.500000 |
Government Agency Debt |
$16,804.00 |
$11,947.10 |
Fannie Mae |
2041-07-25 |
4.000000 |
Government Agency Debt |
$53,429.00 |
$45,788.14 |
Fannie Mae |
2042-07-01 |
4.000000 |
Government Agency Debt |
$21,225,991.00 |
$22,850,126.00 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $22,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $22,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $21,998,240.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $21,998,240.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 99ETSZ007_0.2200_M120924_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2040-12-25 |
4.000000 |
Government Agency Debt |
$23,675,556.00 |
$26,259,632.45 |
Fannie Mae |
2042-08-25 |
6.500000 |
Government Agency Debt |
$8,830,884.00 |
$8,982,056.96 |
GNMA |
2037-11-16 |
2.750000 |
Government Agency Debt |
$97,919,854.00 |
$87,614,740.85 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $118,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $118,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .61%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $117,990,560.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $117,990,560.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 99ETSZ007_0.2200_M120927_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2041-07-25 |
4.000000 |
Government Agency Debt |
$328,770.00 |
$281,752.75 |
GNMA |
2026-11-20 |
3.000000 |
Government Agency Debt |
$35,554,542.00 |
$27,096,805.58 |
GNMA |
2034-12-20 |
3.000000 |
Government Agency Debt |
$786,596.00 |
$799,866.10 |
GNMA |
2036-02-20 |
4.500000 |
Government Agency Debt |
$7,214,340.00 |
$5,557,511.18 |
GNMA |
2036-10-16 |
2.500000 |
Government Agency Debt |
$49,711,480.00 |
$42,025,620.17 |
GNMA |
2039-11-16 |
0.908700 |
Government Agency Debt |
$130,000,000.00 |
$45,050,357.61 |
GNMA |
2040-05-20 |
0.746700 |
Government Agency Debt |
$60,000,000.00 |
$41,844,320.04 |
GNMA |
2040-07-20 |
4.500000 |
Government Agency Debt |
$62,352,104.00 |
$46,491,830.19 |
GNMA |
2042-01-20 |
7.000000 |
Government Agency Debt |
$31,211,385.00 |
$36,887,916.80 |
GNMA |
2042-03-20 |
2.500000 |
Government Agency Debt |
$15,257,762.00 |
$15,967,443.52 |
GNMA |
2042-06-20 |
7.000000 |
Government Agency Debt |
$42,675,666.00 |
$50,179,389.55 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.54%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $300,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $300,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 99ETSZ007_0.2400_M120920_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2031-03-25 |
4.000000 |
Government Agency Debt |
$27,523,000.00 |
$30,960,797.01 |
Fannie Mae |
2040-09-01 |
4.500000 |
Government Agency Debt |
$103,167.00 |
$73,348.39 |
Fannie Mae |
2041-07-25 |
4.000000 |
Government Agency Debt |
$866,057.00 |
$742,202.59 |
Fannie Mae |
2041-07-25 |
4.000000 |
Government Agency Debt |
$6,061.00 |
$6,524.17 |
Fannie Mae |
2042-05-25 |
3.500000 |
Government Agency Debt |
$29,991,497.00 |
$32,290,635.16 |
Fannie Mae |
2042-06-25 |
7.000000 |
Government Agency Debt |
$101,641.00 |
$117,139.05 |
Fannie Mae |
2042-07-01 |
3.500000 |
Government Agency Debt |
$85,333.00 |
$90,710.67 |
Fannie Mae |
2042-07-25 |
6.500000 |
Government Agency Debt |
$3,535,775.00 |
$4,079,819.98 |
Freddie Mac |
2032-03-01 |
3.500000 |
Government Agency Debt |
$5,000,000.00 |
$5,270,344.31 |
Freddie Mac |
2034-01-01 |
5.000000 |
Government Agency Debt |
$15,699,152.00 |
$5,026,886.87 |
Freddie Mac |
2035-01-01 |
5.500000 |
Government Agency Debt |
$5,005,506.00 |
$1,171,109.67 |
Freddie Mac |
2042-06-01 |
3.500000 |
Government Agency Debt |
$1,804,166.00 |
$1,926,945.28 |
GNMA |
2041-01-20 |
3.000000 |
Government Agency Debt |
$45,091,301.00 |
$46,165,445.43 |
GNMA |
2041-10-20 |
3.500000 |
Government Agency Debt |
$2,226,152.00 |
$2,403,638.83 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $125,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $125,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .64%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $124,996,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $124,996,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 0.280000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 99ETSZ007_0.2800_M120924_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2041-07-25 |
4.000000 |
Government Agency Debt |
$898,162.00 |
$769,716.27 |
Fannie Mae |
2042-07-25 |
6.500000 |
Government Agency Debt |
$5,105,841.00 |
$5,891,469.95 |
GNMA |
2041-03-20 |
3.500000 |
Government Agency Debt |
$156,890,042.00 |
$169,046,939.85 |
GNMA |
2041-10-20 |
3.500000 |
Government Agency Debt |
$27,386,236.00 |
$29,569,688.06 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $197,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $197,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $196,984,240.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $196,984,240.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DNB Bank ASA
Item 27. The title of the issue (including coupon or yield): DNB Bank ASA 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 23330LDV5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $45,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $45,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $45,002,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $45,002,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DNB Bank ASA
Item 27. The title of the issue (including coupon or yield): DNB Bank ASA 0.530000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 23330LHA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $93,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $93,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $93,020,460.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $93,020,460.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DNB Bank ASA
Item 27. The title of the issue (including coupon or yield): DNB Bank ASA 0.330000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 23330LJM9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $97,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $97,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $96,995,150.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $96,995,150.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Eagle Cnty, CO
Item 27. The title of the issue (including coupon or yield): Housing Facilities RB (The Tarnes at BC, LLC) Series 1999B 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 269476AD9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
Wells Fargo Bank NA |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Wells Fargo Bank NA |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Fannie Mae
Item 27. The title of the issue (including coupon or yield): Fannie Mae 1.750000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 31398AYM8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $5,001,955.64
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $5,002,030.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $5,002,030.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Farm Credit System
Item 27. The title of the issue (including coupon or yield): Farm Credit System 0.105000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313312B41
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $6,497,000.00
Item 41. The total current amortized cost, to the nearest cent: $6,496,848.40
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $6,496,974.01
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $6,496,974.01
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.080000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384A41
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.080000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384A66
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,999,777.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,999,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,999,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.085000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384A66
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $24,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $23,999,886.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $23,999,976.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $23,999,976.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.120000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384B57
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $176,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $175,994,720.05
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .9%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $175,999,120.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $175,999,120.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.090000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384B57
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $8,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,999,820.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,999,960.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,999,960.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.100000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384B57
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,999,925.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,999,985.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,999,985.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.120000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384C23
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $35,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $34,998,366.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $34,999,720.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $34,999,720.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.120000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384C49
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $55,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $54,997,066.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $54,999,505.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $54,999,505.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.110000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384C98
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $71,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $70,995,444.16
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $70,999,148.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $70,999,148.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.100000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384D89
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,998,444.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,999,680.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,999,680.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.100000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384E21
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $135,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $134,988,749.99
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .69%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $134,997,705.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $134,997,705.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.130000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384F87
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $8,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,998,728.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,999,312.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,999,312.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.120000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384G78
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,999,150.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,999,505.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,999,505.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.110000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384H28
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $46,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $45,992,410.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $45,995,170.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $45,995,170.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.140000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384H44
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,995,644.45
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,997,820.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,997,820.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.875000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3133XYWB7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,001,708.97
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,001,724.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,001,724.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Freddie Mac
Item 27. The title of the issue (including coupon or yield): Freddie Mac 0.085000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313396B28
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $149,997,875.01
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .77%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $149,999,550.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $149,999,550.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Freddie Mac
Item 27. The title of the issue (including coupon or yield): Freddie Mac 0.407600%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3133F3AA1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,109,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,109,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Gemini Securitization Corp, LLC
Item 27. The title of the issue (including coupon or yield): Gemini Securitization Corp, LLC 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3686M0H76
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Deutsche Bank AG |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,999,666.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,999,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,999,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Gemini Securitization Corp, LLC
Item 27. The title of the issue (including coupon or yield): Gemini Securitization Corp, LLC 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3686M0J58
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Deutsche Bank AG |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $999,562.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $999,770.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $999,770.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HJ57
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $49,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $48,986,184.72
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $48,992,160.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $48,992,160.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.340000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HKH9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $8,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,994,182.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,997,120.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,997,120.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.320000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HL62
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $57,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $56,950,853.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $56,966,940.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $56,966,940.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.320000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HL70
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $43,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $43,462,106.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $43,474,335.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $43,474,335.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.320000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HLE5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $206,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $205,807,733.36
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $205,861,980.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $205,861,980.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HMB0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $107,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $106,862,683.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .55%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $106,894,070.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $106,894,070.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.370000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HMH7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,992,908.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,994,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,994,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.370000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HMK0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $14,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $13,979,855.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $13,984,740.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $13,984,740.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: GFRE Holdings LLC
Item 27. The title of the issue (including coupon or yield): Taxable Demand Notes Series 2009A 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36169XAA6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
Federal Home Loan Bank |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Federal Home Loan Bank |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,810,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,810,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,810,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,810,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Goldman Sachs & Co
Item 27. The title of the issue (including coupon or yield): Goldman Sachs & Co 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 38399H002_0.1800_M120801_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2038-04-01 |
5.000000 |
Government Agency Debt |
$256,014,039.00 |
$52,500,000.18 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $50,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $50,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Goldman Sachs & Co
Item 27. The title of the issue (including coupon or yield): Goldman Sachs & Co 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 992JYE002_0.1900_M120801_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2035-08-01 |
6.000000 |
Government Agency Debt |
$84,500,000.00 |
$27,248,804.10 |
Fannie Mae |
2037-01-01 |
5.500000 |
Government Agency Debt |
$66,500,000.00 |
$27,232,873.23 |
Fannie Mae |
2040-08-01 |
5.500000 |
Government Agency Debt |
$28,109,458.00 |
$27,222,522.89 |
Fannie Mae |
2042-03-01 |
4.000000 |
Government Agency Debt |
$12,924,578.00 |
$14,104,580.61 |
Fannie Mae |
2042-06-01 |
4.000000 |
Government Agency Debt |
$25,188,450.00 |
$27,216,801.47 |
Fannie Mae |
2042-07-01 |
4.000000 |
Government Agency Debt |
$20,196,506.00 |
$21,874,418.25 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $138,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $138,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .71%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $138,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $138,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Goldman Sachs & Co
Item 27. The title of the issue (including coupon or yield): Goldman Sachs & Co 0.570000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 992JYE002_0.5700_M120913_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
ALLISON TRANSMISSION HLDGS ICOM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,262,749.35 |
AMDOCS LTD ORD |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,984.57 |
AMERICAN EAGLE OUTFITTERS NECOM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,985.63 |
AMERICAN ELEC PWR INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,979.84 |
COLE KENNETH PRODTNS INC CL A |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,991.76 |
CONOCOPHILLIPS COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$626,172.04 |
DIEBOLD INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,976.96 |
FREESCALE SEMICONDUCTOR HLDGSHS OLD |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,996.75 |
GATX CORP COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,995.36 |
GENERAL GROWTH PPTYS INC NEWCOM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,986.19 |
IMMUNOCELLULAR THERAPEUTICS COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$12,592.80 |
INVESTMENT TECHNOLOGY GRP NECOM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,994.58 |
MERITOR INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,999.20 |
OPKO HEALTH INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$59,171.97 |
PPL CORP COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,974.40 |
ROCKWOOD HLDGS INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$724,256.96 |
SAFEWAY INC COM NEW |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,986.13 |
SCHLUMBERGER LTD COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,969.40 |
SCRIPPS NETWORKS INTERACT INCL A COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,978.92 |
SHAW GROUP INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,960.13 |
SMUCKER J M CO COM NEW |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,923.48 |
SUNOCO INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,980.35 |
TJX COS INC NEW COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,963.40 |
UNITED STATES ANTIMONY CORP COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$15,460.95 |
UNIVERSAL HLTH SVCS INC CL B |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,349,975.97 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $27,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $27,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: Repurchase agreement collateralized by common stock and ETFs.
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $27,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $27,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Goldman Sachs & Co
Item 27. The title of the issue (including coupon or yield): Goldman Sachs & Co 0.620000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 992JYE002_0.6200_M120801_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
ACCRETIVE HEALTH INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,079,388.31 |
AEROPOSTALE COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,424,385.23 |
ANNALY CAP MGMT INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,178,136.40 |
BARRETT BILL CORP COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,123,954.32 |
BRADY CORP CL A |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$972,892.80 |
CELANESE CORP DEL COM SER |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,190,757.33 |
CENVEO INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,200,357.54 |
CHIPOTLE MEXICAN GRILL INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,396,259.48 |
CONTINENTAL RESOURCES INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,216,300.44 |
DELTA AIR LINES INC DEL COM NEW |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,242,899.62 |
EQUIFAX INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,224,502.40 |
HECKMANN CORP COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,200,068.43 |
HIGHER ONE HLDGS INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,101,000.00 |
KROGER CO COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,235,887.08 |
LOWES COS INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,041,603.94 |
MANPOWER INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,045,917.51 |
MOHAWK INDS INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$354,333.72 |
OMNICOM GROUP INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,346,896.96 |
PPL CORP COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,499,974.80 |
PUBLIC STORAGE COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,225,963.98 |
ROCKWOOD HLDGS INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$710,103.10 |
ROLLINS INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,018,141.38 |
SCHLUMBERGER LTD COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,499,982.12 |
SHAW GROUP INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,499,987.97 |
TD AMERITRADE HLDG CORP COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,300,756.20 |
UNITED PARCEL SERVICE INC CL B |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,195,591.32 |
WPX ENERGY INC COM |
2012-07-31 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$973,975.97 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: Repurchase agreement collateralized by common stock and ETFs.
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $30,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $30,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Govco, LLC
Item 27. The title of the issue (including coupon or yield): Govco, LLC 0.530000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 38362VH97
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $104,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $103,987,751.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .53%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $103,994,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $103,994,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Govco, LLC
Item 27. The title of the issue (including coupon or yield): Govco, LLC 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 38362VHE6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,990,972.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,996,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,996,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Govco, LLC
Item 27. The title of the issue (including coupon or yield): Govco, LLC 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 38362VHG1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $87,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $86,981,875.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $86,992,170.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $86,992,170.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Govco, LLC
Item 27. The title of the issue (including coupon or yield): Govco, LLC 0.620000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 38362VJE4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,998,484.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,999,380.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,999,380.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Govco, LLC
Item 27. The title of the issue (including coupon or yield): Govco, LLC 0.610000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 38362VJH7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $68,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $67,945,845.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $67,976,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $67,976,880.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC Bank Plc
Item 27. The title of the issue (including coupon or yield): HSBC Bank Plc 0.410000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 972VXH003
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001050258
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $78,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $78,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .4%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $77,932,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $77,932,920.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC USA, Inc
Item 27. The title of the issue (including coupon or yield): HSBC USA, Inc 0.315000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 40427RKB6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $98,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $97,939,117.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $97,949,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $97,949,040.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Indiana Health & Educational Facility Financing Auth
Item 27. The title of the issue (including coupon or yield): Taxable Variable Rate Demand Revenue Bonds (Union Hospital) Series 2006B 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 454795BM6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $12,545,000.00
Item 41. The total current amortized cost, to the nearest cent: $12,545,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $12,545,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $12,545,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield): ING (U.S.) Funding LLC 0.380000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4497W0K49
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
ING Bank NV |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $125,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $124,915,555.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .64%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $124,922,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $124,922,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield): ING (U.S.) Funding LLC 0.380000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4497W0K56
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
ING Bank NV |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $81,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $80,944,425.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .42%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $80,948,970.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $80,948,970.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING Bank NV
Item 27. The title of the issue (including coupon or yield): ING Bank NV 0.460000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 972ERF002
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000319432
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $190,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $190,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .97%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $190,003,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $190,003,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JP Morgan Chase & Co
Item 27. The title of the issue (including coupon or yield): JP Morgan Chase & Co 0.205000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4662J0HM7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $38,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $37,995,672.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $37,997,720.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $37,997,720.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JP Morgan Chase & Co
Item 27. The title of the issue (including coupon or yield): JP Morgan Chase & Co 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4662J0J78
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $8,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,998,026.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,998,720.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,998,720.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JP Morgan Chase & Co
Item 27. The title of the issue (including coupon or yield): JP Morgan Chase & Co 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4662J0JM5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $84,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $83,973,819.99
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $83,979,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $83,979,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JP Morgan Chase & Co
Item 27. The title of the issue (including coupon or yield): JP Morgan Chase & Co 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4662J0K27
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $999,535.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $999,680.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $999,680.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JP Morgan Chase & Co
Item 27. The title of the issue (including coupon or yield): JP Morgan Chase & Co 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4662J0KA9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,998,541.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,998,890.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,998,890.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JP Morgan Chase & Co
Item 27. The title of the issue (including coupon or yield): JP Morgan Chase & Co 0.280000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4662J0KS0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,986,622.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,990,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,990,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JP Morgan Securities, LLC
Item 27. The title of the issue (including coupon or yield): JP Morgan Securities, LLC 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 46899T004_0.1900_M120801_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001168163
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2041-04-01 |
4.000000 |
Government Agency Debt |
$69,660,113.00 |
$72,733,853.78 |
Freddie Mac |
2038-11-15 |
2.000000 |
Government Agency Debt |
$150,000,000.00 |
$91,201,699.48 |
GNMA |
2038-04-20 |
2.750000 |
Government Agency Debt |
$18,043,476.00 |
$16,314,447.25 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $175,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $175,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .9%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $175,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $175,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JP Morgan Securities, LLC
Item 27. The title of the issue (including coupon or yield): JP Morgan Securities, LLC 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 992JYG007_0.3000_M120824_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001168163
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2042-04-01 |
3.500000 |
Government Agency Debt |
$16,064,254.00 |
$16,948,401.53 |
Freddie Mac |
2039-12-15 |
2.000000 |
Government Agency Debt |
$22,404,575.00 |
$19,159,095.97 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $35,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $35,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $35,001,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $35,001,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JPMorgan Chase Bank, NA
Item 27. The title of the issue (including coupon or yield): JPMorgan Chase Bank, NA 0.366800%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48125LAA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $47,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $47,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $47,027,871.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $47,027,871.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JPMorgan Chase Bank, NA
Item 27. The title of the issue (including coupon or yield): JPMorgan Chase Bank, NA 0.525100%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48125LEB4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $90,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $90,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $90,114,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $90,114,840.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Corp
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Corp 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P2J48
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $14,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $13,997,223.32
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $13,996,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $13,996,920.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Corp
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Corp 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P2JH9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $58,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $57,984,855.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $57,980,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $57,980,280.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Lloyds TSB Bank Plc
Item 27. The title of the issue (including coupon or yield): Lloyds TSB Bank Plc 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 53944LEW7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $6,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $6,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $6,000,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $6,000,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Lloyds TSB Bank Plc
Item 27. The title of the issue (including coupon or yield): Lloyds TSB Bank Plc 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 53944LEZ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $89,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $89,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $89,010,680.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $89,010,680.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Lloyds TSB Bank Plc
Item 27. The title of the issue (including coupon or yield): Lloyds TSB Bank Plc 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 53944LFD8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,000,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,000,360.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Manhattan Asset Funding Capital Co, LLC
Item 27. The title of the issue (including coupon or yield): Manhattan Asset Funding Capital Co, LLC 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 56274LHL1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Sumitomo Mitsui Banking Corp |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $71,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $70,991,381.38
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $70,991,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $70,991,480.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Manhattan Asset Funding Capital Co, LLC
Item 27. The title of the issue (including coupon or yield): Manhattan Asset Funding Capital Co, LLC 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 56274LHM9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Sumitomo Mitsui Banking Corp |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $6,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $5,999,233.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $5,999,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $5,999,280.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4H72
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $11,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $10,999,578.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $10,999,560.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $10,999,560.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4HA5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $22,018,000.00
Item 41. The total current amortized cost, to the nearest cent: $22,016,733.96
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $22,016,678.92
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $22,016,678.92
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4HD9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,999,616.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,999,650.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,999,650.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4HF4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $9,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,999,160.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,999,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,999,280.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4HH0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $999,893.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $999,910.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $999,910.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4HL1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $999,878.61
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $999,890.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $999,890.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4HN7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,999,731.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,999,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,999,760.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4HT4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,998,338.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $9,998,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $9,998,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4JB1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,994,305.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,994,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,994,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.260000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4JQ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $58,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $57,977,380.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $57,978,540.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $57,978,540.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4KJ2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,987,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,986,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,986,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4KK9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $14,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,492,363.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,491,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $14,491,880.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4KP8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,997,463.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,997,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,997,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4MA9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $12,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $11,984,280.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $11,987,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $11,987,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Merrill Lynch, Pierce, Fenner & Smith, Inc
Item 27. The title of the issue (including coupon or yield): Merrill Lynch, Pierce, Fenner & Smith, Inc 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 06399U000_0.1800_M120801_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000728612
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2018-07-25 |
2.000000 |
Government Agency Debt |
$25,000,000.00 |
$16,484,555.44 |
Fannie Mae |
2023-09-25 |
4.000000 |
Government Agency Debt |
$15,390,000.00 |
$16,927,623.91 |
Fannie Mae |
2028-01-25 |
3.000000 |
Government Agency Debt |
$33,000,000.00 |
$17,551,517.78 |
Fannie Mae |
2037-06-25 |
5.750000 |
Government Agency Debt |
$78,640,000.00 |
$17,196,736.52 |
Fannie Mae |
2039-02-25 |
3.500000 |
Government Agency Debt |
$17,500,000.00 |
$16,803,571.32 |
Fannie Mae |
2039-04-25 |
4.000000 |
Government Agency Debt |
$32,000,000.00 |
$16,741,059.42 |
Fannie Mae |
2039-10-25 |
6.000000 |
Government Agency Debt |
$111,444,000.00 |
$16,638,336.67 |
Fannie Mae |
2039-11-25 |
4.000000 |
Government Agency Debt |
$25,912,216.00 |
$17,406,541.53 |
Fannie Mae |
2039-12-25 |
3.000000 |
Government Agency Debt |
$27,900,000.00 |
$16,909,900.65 |
Fannie Mae |
2041-07-25 |
4.000000 |
Government Agency Debt |
$20,000,000.00 |
$17,139,809.27 |
Freddie Mac |
2024-11-15 |
3.500000 |
Government Agency Debt |
$25,000,000.00 |
$15,977,920.25 |
Freddie Mac |
2028-05-15 |
3.000000 |
Government Agency Debt |
$29,000,000.00 |
$18,043,151.49 |
Freddie Mac |
2028-06-15 |
3.125000 |
Government Agency Debt |
$25,000,000.00 |
$18,277,857.44 |
Freddie Mac |
2031-06-15 |
5.000000 |
Government Agency Debt |
$87,417,707.00 |
$15,271,029.79 |
Freddie Mac |
2034-06-15 |
6.000000 |
Government Agency Debt |
$13,600,000.00 |
$16,315,525.60 |
Freddie Mac |
2036-03-15 |
3.500000 |
Government Agency Debt |
$14,651,174.00 |
$12,844,367.00 |
Freddie Mac |
2037-01-15 |
5.500000 |
Government Agency Debt |
$13,813,000.00 |
$16,380,026.34 |
Freddie Mac |
2037-03-15 |
5.000000 |
Government Agency Debt |
$50,000,000.00 |
$17,511,223.79 |
Freddie Mac |
2038-04-15 |
4.000000 |
Government Agency Debt |
$32,546,456.00 |
$16,780,352.79 |
Freddie Mac |
2039-04-15 |
3.000000 |
Government Agency Debt |
$22,810,000.00 |
$16,458,383.13 |
Freddie Mac |
2039-11-15 |
2.750000 |
Government Agency Debt |
$20,675,000.00 |
$18,225,753.13 |
Freddie Mac |
2041-02-15 |
4.500000 |
Government Agency Debt |
$25,000,000.00 |
$17,697,916.17 |
Freddie Mac |
2041-09-15 |
2.500000 |
Government Agency Debt |
$17,813,500.00 |
$18,251,536.76 |
Freddie Mac |
2042-03-15 |
3.500000 |
Government Agency Debt |
$16,600,000.00 |
$17,810,815.07 |
GNMA |
2032-10-20 |
6.000000 |
Government Agency Debt |
$15,023,753.00 |
$18,110,638.46 |
GNMA |
2036-02-20 |
4.500000 |
Government Agency Debt |
$25,000,000.00 |
$17,900,785.02 |
GNMA |
2036-04-20 |
4.500000 |
Government Agency Debt |
$25,000,000.00 |
$18,159,422.17 |
GNMA |
2036-08-20 |
4.500000 |
Government Agency Debt |
$25,449,000.00 |
$17,760,907.82 |
GNMA |
2037-04-20 |
0.646700 |
Government Agency Debt |
$100,000,000.00 |
$16,045,521.72 |
GNMA |
2038-08-20 |
5.500000 |
Government Agency Debt |
$15,750,000.00 |
$18,258,019.50 |
GNMA |
2040-12-20 |
4.500000 |
Government Agency Debt |
$21,563,000.00 |
$16,825,170.69 |
GNMA |
2041-09-16 |
5.000000 |
Government Agency Debt |
$20,600,000.00 |
$17,194,023.48 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $530,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $530,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.72%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $530,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $530,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Merrill Lynch, Pierce, Fenner & Smith, Inc
Item 27. The title of the issue (including coupon or yield): Merrill Lynch, Pierce, Fenner & Smith, Inc 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 06399V008_0.1900_M120807_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000728612
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2029-03-25 |
4.000000 |
Government Agency Debt |
$2,677,800.00 |
$2,980,311.96 |
GNMA |
2033-01-20 |
5.000000 |
Government Agency Debt |
$28,218,503.00 |
$15,559,688.08 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
Merrill Lynch Pierce Fenner & Smith Inc |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $18,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $18,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $17,999,460.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $17,999,460.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MetLife Short Term Funding LLC
Item 27. The title of the issue (including coupon or yield): MetLife Short Term Funding LLC 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 59157TKV4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Funding Agreement |
MetLife Insurance Company of Connecticut |
N/A |
N/A |
Funding Agreement |
Metropolitan Life Insurance Co |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,972,805.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,960,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,960,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MetLife Short Term Funding LLC
Item 27. The title of the issue (including coupon or yield): MetLife Short Term Funding LLC 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 59157TL27
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Funding Agreement |
MetLife Insurance Company of Connecticut |
N/A |
N/A |
Funding Agreement |
Metropolitan Life Insurance Co |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,991,087.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,987,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $14,987,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MetLife Short Term Funding LLC
Item 27. The title of the issue (including coupon or yield): MetLife Short Term Funding LLC 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 59157TP49
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-02-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-02-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Funding Agreement |
MetLife Insurance Company of Connecticut |
N/A |
N/A |
Funding Agreement |
Metropolitan Life Insurance Co |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,937,666.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $29,919,003.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,919,003.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Trust & Banking Corp 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60681P5G5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $114,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $114,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .58%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $114,001,140.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $114,001,140.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Trust & Banking Corp 0.380000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60681P6D1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $9,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $9,001,260.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $9,001,260.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Trust & Banking Corp 0.370000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60681P6E9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $71,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $71,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $71,009,940.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $71,009,940.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Trust & Banking Corp 0.380000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60681P6J8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Trust & Banking Corp 0.535000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60681P6N9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $70,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $70,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $70,001,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $70,001,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Trust & Banking Corp 0.540000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60681P6P4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $35,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $35,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $35,001,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $35,001,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mizuho Corporate Bank Ltd
Item 27. The title of the issue (including coupon or yield): Mizuho Corporate Bank Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60687GB98
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $96,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $96,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $96,010,560.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $96,010,560.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mizuho Corporate Bank Ltd
Item 27. The title of the issue (including coupon or yield): Mizuho Corporate Bank Ltd 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60687GG77
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $99,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,010,890.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,010,890.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: National Australia Bank Ltd
Item 27. The title of the issue (including coupon or yield): National Australia Bank Ltd 0.340000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 63253TNZ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $91,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $91,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .47%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $91,024,570.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $91,024,570.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: National Australia Bank Ltd
Item 27. The title of the issue (including coupon or yield): National Australia Bank Ltd 0.390000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 970MPM003
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000833029
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,030,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,030,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: National Australia Bank Ltd
Item 27. The title of the issue (including coupon or yield): National Australia Bank Ltd 0.390000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 972QYG005
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000833029
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $32,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $32,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $32,011,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $32,011,840.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: National Australia Bank Ltd
Item 27. The title of the issue (including coupon or yield): National Australia Bank Ltd 0.410000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 972WCD003
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000833029
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,000,270.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,000,270.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: National Australia Funding (Delaware) Inc
Item 27. The title of the issue (including coupon or yield): National Australia Funding (Delaware) Inc 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 63253JH78
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
National Australia Bank Ltd |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $120,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $119,995,999.99
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .62%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $119,997,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $119,997,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Nationwide Building Society
Item 27. The title of the issue (including coupon or yield): Nationwide Building Society 0.580000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 6385E0HU0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $70,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $69,969,550.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $69,987,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $69,987,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Nationwide Building Society
Item 27. The title of the issue (including coupon or yield): Nationwide Building Society 0.630000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 6385E0J46
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,985,125.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,993,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,993,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Nordea Bank Finland Plc
Item 27. The title of the issue (including coupon or yield): Nordea Bank Finland Plc 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 65557V6V8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $26,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $26,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $26,003,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $26,003,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Nordea Bank Finland Plc
Item 27. The title of the issue (including coupon or yield): Nordea Bank Finland Plc 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 65557V6X4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $50,007,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $50,007,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Nordea North America, Inc
Item 27. The title of the issue (including coupon or yield): Nordea North America, Inc 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 6555P0HP7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Nordea Bank AB |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $107,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $106,981,037.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .55%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $106,989,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $106,989,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Nordea North America, Inc
Item 27. The title of the issue (including coupon or yield): Nordea North America, Inc 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 6555P0HQ5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Nordea Bank AB |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $135,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $134,974,987.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .69%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $134,985,150.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $134,985,150.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NRW.BANK
Item 27. The title of the issue (including coupon or yield): NRW.BANK 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 62939LHT9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $152,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $151,968,164.45
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $151,972,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $151,972,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Old Line Funding, LLC
Item 27. The title of the issue (including coupon or yield): Old Line Funding, LLC 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 67983TH66
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $12,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $11,999,600.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $11,999,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $11,999,760.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Old Line Funding, LLC
Item 27. The title of the issue (including coupon or yield): Old Line Funding, LLC 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 67983THD1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,996,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,998,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,998,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Old Line Funding, LLC
Item 27. The title of the issue (including coupon or yield): Old Line Funding, LLC 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 67983THL3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $26,096,000.00
Item 41. The total current amortized cost, to the nearest cent: $26,092,694.51
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $26,094,173.28
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $26,094,173.28
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Old Line Funding, LLC
Item 27. The title of the issue (including coupon or yield): Old Line Funding, LLC 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 67983TL20
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $23,672,000.00
Item 41. The total current amortized cost, to the nearest cent: $23,659,157.93
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $23,661,110.88
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $23,661,110.88
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Rabobank Nederland
Item 27. The title of the issue (including coupon or yield): Rabobank Nederland 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 74977JRQ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,998,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,998,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Rabobank Nederland
Item 27. The title of the issue (including coupon or yield): Rabobank Nederland 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 74977MZ73
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $188,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $188,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .96%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $188,086,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $188,086,480.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Rabobank USA Financial Corp
Item 27. The title of the issue (including coupon or yield): Rabobank USA Financial Corp 0.310000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 74977KH10
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Rabobank Nederland |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $60,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $60,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $59,999,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $59,999,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield): Reckitt Benckiser Treasury Services PLC 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 7562E0K96
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Reckitt Benckiser Group Plc |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,075,000.00
Item 41. The total current amortized cost, to the nearest cent: $5,070,136.46
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $5,071,955.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $5,071,955.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield): Reckitt Benckiser Treasury Services PLC 0.470000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 7562E0M78
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Reckitt Benckiser Group Plc |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,966,577.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,975,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,975,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield): Reckitt Benckiser Treasury Services PLC 0.480000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 7562E0MB9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Reckitt Benckiser Group Plc |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $22,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $21,961,280.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $21,971,620.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $21,971,620.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield): Reckitt Benckiser Treasury Services PLC 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 7562E0MC7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Reckitt Benckiser Group Plc |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $998,152.77
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $998,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $998,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield): Reckitt Benckiser Treasury Services PLC 0.640000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 7562E0Q74
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-03-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-03-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Reckitt Benckiser Group Plc |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $81,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $80,686,080.01
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .41%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $80,763,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $80,763,480.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield): Sheffield Receivables Corp 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 82124LHG0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Barclays Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,999,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,999,680.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,999,680.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield): Sheffield Receivables Corp 0.320000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 82124LJC7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Barclays Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $33,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $32,987,680.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $32,991,090.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $32,991,090.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield): Sheffield Receivables Corp 0.310000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 82124LJC7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Barclays Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $32,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $31,988,426.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $31,991,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $31,991,360.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield): Sheffield Receivables Corp 0.310000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 82124LJJ2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Barclays Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $55,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $54,977,266.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $54,982,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $54,982,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield): Sheffield Receivables Corp 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 82124LKH4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
Barclays Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,978,611.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,983,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,983,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Skandinaviska Enskilda Banken AB
Item 27. The title of the issue (including coupon or yield): Skandinaviska Enskilda Banken AB 0.370000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83050TKK6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $9,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,992,692.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,993,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,993,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Skandinaviska Enskilda Banken AB
Item 27. The title of the issue (including coupon or yield): Skandinaviska Enskilda Banken AB 0.410000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83051A3X7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,000,980.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,000,980.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Skandinaviska Enskilda Banken AB
Item 27. The title of the issue (including coupon or yield): Skandinaviska Enskilda Banken AB 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83051AT76
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $62,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $62,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .32%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $62,006,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $62,006,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Skandinaviska Enskilda Banken AB
Item 27. The title of the issue (including coupon or yield): Skandinaviska Enskilda Banken AB 0.480000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83051AZ53
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $79,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $79,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .41%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $79,021,330.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $79,021,330.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Solitaire Funding, LLC
Item 27. The title of the issue (including coupon or yield): Solitaire Funding, LLC 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 8342E2H68
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
HSBC Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $31,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $30,998,708.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $30,999,070.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $30,999,070.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Solitaire Funding, LLC
Item 27. The title of the issue (including coupon or yield): Solitaire Funding, LLC 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 8342E2HW1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Letter of Credit |
HSBC Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,996,455.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,996,834.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,996,834.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: State Street Bank & Trust Company, NA
Item 27. The title of the issue (including coupon or yield): State Street Bank & Trust Company, NA 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 8574P06L7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,000,450.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,000,450.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: State Street Corp
Item 27. The title of the issue (including coupon or yield): State Street Corp 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 85747JJB4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $95,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $94,976,197.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $94,981,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $94,981,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257ENS3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $44,224,000.00
Item 41. The total current amortized cost, to the nearest cent: $44,206,973.76
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $44,203,656.96
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $44,203,656.96
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257FGZ2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,999,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,999,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,999,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257FHA6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $74,998,125.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $74,998,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $74,998,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257FHD0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $17,069,000.00
Item 41. The total current amortized cost, to the nearest cent: $17,068,231.90
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $17,068,317.24
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $17,068,317.24
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257FJW6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $34,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $33,987,080.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $33,984,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $33,984,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257JS32
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,998,250.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,998,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,998,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257K5X8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $21,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $20,997,270.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $20,997,690.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $20,997,690.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257K6B5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $9,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,998,740.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,998,830.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,998,830.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257YFB5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $8,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,999,160.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,999,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,999,280.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562DCE8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
Sumitomo Mitsui Banking Corp |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $68,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $68,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $68,011,560.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $68,011,560.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562DEH9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $67,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $67,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $67,000,670.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $67,000,670.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562DHP8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,000,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,000,840.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562DHX1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $182,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $182,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .93%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $182,023,660.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $182,023,660.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562DJA9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $38,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $38,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $38,004,940.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $38,004,940.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562DKX7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $47,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $47,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $47,004,230.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $47,004,230.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562DLT5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $29,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $29,001,160.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,001,160.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp 0.470000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562DNU0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $24,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $23,997,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $23,997,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Trust Bank Ltd
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Trust Bank Ltd 0.370000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562WA57
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $96,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $96,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $96,012,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $96,012,480.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Trust Bank Ltd
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Trust Bank Ltd 0.385000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562WD70
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $42,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $42,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $42,003,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $42,003,360.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Trust Bank Ltd
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Trust Bank Ltd 0.390000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562WF37
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $26,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $26,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $26,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $26,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Trust Bank Ltd
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Trust Bank Ltd 0.380000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562WG77
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $31,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $31,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $30,999,070.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $30,999,070.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Svenska Handelsbanken AB
Item 27. The title of the issue (including coupon or yield): Svenska Handelsbanken AB 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86958CEM2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $90,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $90,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $89,973,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $89,973,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Svenska Handelsbanken AB
Item 27. The title of the issue (including coupon or yield): Svenska Handelsbanken AB 0.280000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86958CEY6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $8,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Swedbank AB
Item 27. The title of the issue (including coupon or yield): Swedbank AB 0.440000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 87019QKD9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $18,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $18,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $18,002,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $18,002,880.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Swedbank AB
Item 27. The title of the issue (including coupon or yield): Swedbank AB 0.340000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 87019QMV7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $17,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $17,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $16,997,110.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $16,997,110.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Swedbank AB
Item 27. The title of the issue (including coupon or yield): Swedbank AB 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 87019RK39
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $17,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $16,986,612.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $16,989,630.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $16,989,630.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Tenderfoot Seasonal Housing, LLC
Item 27. The title of the issue (including coupon or yield): Taxable Housing Facilities Revenue Notes Series 2000B 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 88033VAB3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
Wells Fargo Bank NA |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Wells Fargo Bank NA |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,885,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,885,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,885,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,885,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Texas
Item 27. The title of the issue (including coupon or yield): TRAN Series 2011A 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 46633V5R6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
JP Morgan Chase & Co |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $38,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $38,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $38,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $38,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Texas
Item 27. The title of the issue (including coupon or yield): TRAN Series 2011A 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 46633V5T2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
JP Morgan Chase & Co |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $74,245,000.00
Item 41. The total current amortized cost, to the nearest cent: $74,245,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $74,245,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $74,245,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Texas
Item 27. The title of the issue (including coupon or yield): TRAN Series 2011A 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 46633V6E4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
JP Morgan Chase & Co |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $26,790,000.00
Item 41. The total current amortized cost, to the nearest cent: $26,790,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $26,790,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $26,790,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Texas
Item 27. The title of the issue (including coupon or yield): Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.280000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 8827162D4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
Texas |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $6,900,000.00
Item 41. The total current amortized cost, to the nearest cent: $6,900,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $6,900,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $6,900,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Texas
Item 27. The title of the issue (including coupon or yield): Veterans Land Taxable Refunding Bonds Series 2006A 0.280000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 882721JT1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
Texas |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,050,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,050,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,050,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,050,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Texas
Item 27. The title of the issue (including coupon or yield): Veterans Taxable Refunding Bonds Series 2010B 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 882722SH5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
Sumitomo Mitsui Banking Corp |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $12,785,000.00
Item 41. The total current amortized cost, to the nearest cent: $12,785,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $12,785,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $12,785,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Thunder Bay Funding, LLC
Item 27. The title of the issue (including coupon or yield): Thunder Bay Funding, LLC 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 88602THD8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $85,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $84,993,200.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .44%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $84,993,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $84,993,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Thunder Bay Funding, LLC
Item 27. The title of the issue (including coupon or yield): Thunder Bay Funding, LLC 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 88602THL0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,998,944.45
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $9,998,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $9,998,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Thunder Bay Funding, LLC
Item 27. The title of the issue (including coupon or yield): Thunder Bay Funding, LLC 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 88602TKF9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,998,250.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,997,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,997,840.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Thunder Bay Funding, LLC
Item 27. The title of the issue (including coupon or yield): Thunder Bay Funding, LLC 0.205000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 88602TKN2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $39,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $38,981,789.17
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $38,976,990.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $38,976,990.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield): Toronto-Dominion Bank 0.336800%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112XN92
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $24,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $23,982,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $23,982,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield): Toronto-Dominion Bank 0.336800%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112XP90
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $292,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $292,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $292,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $292,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield): Toronto-Dominion Bank 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112XT47
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $66,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $66,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $66,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $66,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield): Toronto-Dominion Bank 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112XXP5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $60,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $60,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $60,001,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $60,001,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield): Toronto-Dominion Bank 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112XYA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $141,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $141,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .72%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $141,004,230.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $141,004,230.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield): Toronto-Dominion Bank 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112XYL3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $161,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $161,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .83%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $161,006,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $161,006,440.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield): Toronto-Dominion Bank 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112XZD0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,000,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,000,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toyota Motor Credit Corp
Item 27. The title of the issue (including coupon or yield): Toyota Motor Credit Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89233GJD9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Support Agreement |
Toyota Motor Corp |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,986,263.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,990,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,990,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toyota Motor Credit Corp
Item 27. The title of the issue (including coupon or yield): Toyota Motor Credit Corp 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89233GL79
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Support Agreement |
Toyota Motor Corp |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $190,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $189,793,111.12
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .97%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $189,876,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $189,876,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: UBS AG
Item 27. The title of the issue (including coupon or yield): UBS AG 0.470000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 90267RJE0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $34,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $34,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $34,012,580.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $34,012,580.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: UBS AG
Item 27. The title of the issue (including coupon or yield): UBS AG 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 90267RJF7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $257,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $257,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.32%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $257,051,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $257,051,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: UBS Securities LLC
Item 27. The title of the issue (including coupon or yield): UBS Securities LLC 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 99EPPA003_0.1900_M120801_2M47
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001070766
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Fannie Mae |
2040-03-01 |
5.000000 |
Government Agency Debt |
$79,682,246.00 |
$31,646,974.18 |
Fannie Mae |
2040-11-01 |
5.000000 |
Government Agency Debt |
$45,963,506.00 |
$36,546,973.99 |
Fannie Mae |
2042-01-01 |
4.000000 |
Government Agency Debt |
$58,063,041.00 |
$59,306,052.60 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $125,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $125,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .64%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $125,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $125,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Union Bank, NA
Item 27. The title of the issue (including coupon or yield): Union Bank, NA 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 90527MH58
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,000,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,000,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Union Bank, NA
Item 27. The title of the issue (including coupon or yield): Union Bank, NA 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 90527MR73
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,000,230.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,000,230.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Union Bank, NA
Item 27. The title of the issue (including coupon or yield): Union Bank, NA 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 90527MS23
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $36,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $36,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $35,998,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $35,998,920.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Union Bank, NA
Item 27. The title of the issue (including coupon or yield): Union Bank, NA 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 90527MU87
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $13,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $13,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $12,997,790.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $12,997,790.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Univ of California
Item 27. The title of the issue (including coupon or yield): CP Series B 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 91411SHG8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,998,333.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,998,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,998,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Wells Fargo Bank, NA
Item 27. The title of the issue (including coupon or yield): Wells Fargo Bank, NA 0.537600%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 94985HD27
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $225,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $225,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $225,335,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $225,335,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.597100%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 91621CAT8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,995,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,995,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96121TMR6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,500,630.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,500,630.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.370000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96121TPC6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $21,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $21,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $21,003,990.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $21,003,990.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.498800%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96121TPP7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $61,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $61,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $61,014,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $61,014,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.486800%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96121TPS1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $110,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $110,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .56%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $109,994,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $109,994,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.540000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C0H10
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,999,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,999,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C0JE0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $87,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $86,973,416.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $86,975,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $86,975,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C0N21
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $103,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $102,823,755.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .53%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $102,813,570.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $102,813,570.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C0N39
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $23,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $22,960,388.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $22,957,910.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $22,957,910.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.435800%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C4DN8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $43,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $43,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $42,998,710.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $42,998,710.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Whistlejacket Capital, LLC
Item 27. The title of the issue (including coupon or yield): Whistlejacket Capital, LLC 0.000000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96335WGE7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: No Longer an Eligible Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2015-04-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2015-04-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $147,661.54
Item 41. The total current amortized cost, to the nearest cent: $147,661.54
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $128,347.41
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $128,347.41
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Whistlejacket Capital, LLC
Item 27. The title of the issue (including coupon or yield): Whistlejacket Capital, LLC 0.000000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96335WJU8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: No Longer an Eligible Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2015-04-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2015-04-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $491,936.09
Item 41. The total current amortized cost, to the nearest cent: $491,936.09
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $427,590.85
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $427,590.85
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Whistlejacket Capital, LLC
Item 27. The title of the issue (including coupon or yield): Whistlejacket Capital, LLC 0.000000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96335WJV6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: No Longer an Eligible Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2015-04-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2015-04-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,082,233.85
Item 41. The total current amortized cost, to the nearest cent: $1,082,233.85
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $940,677.66
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $940,677.66
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Whistlejacket Capital, LLC
Item 27. The title of the issue (including coupon or yield): Whistlejacket Capital, LLC 0.000000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96432XKC6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: No Longer an Eligible Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2015-04-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2015-04-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $529,017.61
Item 41. The total current amortized cost, to the nearest cent: $529,017.61
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $459,822.11
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $459,822.11
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Whistlejacket Capital, LLC
Item 27. The title of the issue (including coupon or yield): Whistlejacket Capital, LLC 0.000000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96432XKM4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: No Longer an Eligible Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2015-04-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2015-04-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $123,002.19
Item 41. The total current amortized cost, to the nearest cent: $123,002.19
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $106,913.51
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $106,913.51