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:
Barclays Capital, Inc.
Item 27. The title of the issue (including coupon or yield):
Barclays Capital, Inc. 0.040000%
Item 28. The CUSIP. 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:
BIV0M9U17
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2013-09-23
|
2.350000
|
Government Agency Debt
|
$50,000.00
|
$50,584.93
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2014-04-17
|
2.625000
|
Government Agency Debt
|
$875.00
|
$897.15
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2014-11-19
|
1.625000
|
Government Agency Debt
|
$1,750.00
|
$1,787.43
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2016-01-29
|
3.750000
|
Government Agency Debt
|
$1,250,000.00
|
$1,347,923.96
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2016-08-25
|
5.125000
|
Government Agency Debt
|
$12,250.00
|
$13,793.77
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2018-08-01
|
5.049999
|
Government Agency Debt
|
$275,500.00
|
$319,392.12
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2019-08-05
|
4.375000
|
Government Agency Debt
|
$28,750.00
|
$31,959.60
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2021-01-12
|
3.875000
|
Government Agency Debt
|
$187,500.00
|
$202,726.25
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2021-06-02
|
4.000000
|
Government Agency Debt
|
$1,250,000.00
|
$1,362,459.72
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2021-12-21
|
5.049999
|
Government Agency Debt
|
$374,125.00
|
$431,290.99
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2023-01-17
|
4.875000
|
Government Agency Debt
|
$303,750.00
|
$341,552.57
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2024-02-21
|
2.330000
|
Government Agency Debt
|
$2,039,625.00
|
$1,826,815.63
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE MEDIUM-TERM
|
2013-12-11
|
5.450000
|
Government Agency Debt
|
$16,250.00
|
$16,632.84
|
FEDERAL HOME LN BK CHICAGO
|
2016-06-13
|
5.625000
|
Government Agency Debt
|
$231,250.00
|
$263,141.11
|
FEDERAL HOME LN BKS
|
2013-09-13
|
2.625000
|
Government Agency Debt
|
$187,500.00
|
$189,955.70
|
FEDERAL HOME LN BKS
|
2013-12-13
|
3.125000
|
Government Agency Debt
|
$231,250.00
|
$234,809.87
|
FEDERAL HOME LN BKS
|
2013-12-13
|
4.875000
|
Government Agency Debt
|
$1,875.00
|
$1,920.26
|
FEDERAL HOME LN BKS
|
2014-05-28
|
0.120000
|
Government Agency Debt
|
$2,520,000.00
|
$2,519,286.00
|
FEDERAL HOME LN BKS
|
2014-07-25
|
0.125000
|
Government Agency Debt
|
$2,034,375.00
|
$2,033,645.73
|
FEDERAL HOME LN BKS
|
2014-08-22
|
0.125000
|
Government Agency Debt
|
$3,273,125.00
|
$3,271,207.95
|
FEDERAL HOME LN BKS
|
2014-09-12
|
1.375000
|
Government Agency Debt
|
$375,000.00
|
$381,943.75
|
FEDERAL HOME LN BKS
|
2016-05-18
|
5.375000
|
Government Agency Debt
|
$161,250.00
|
$183,610.08
|
FEDERAL HOME LN BKS
|
2016-06-10
|
2.125000
|
Government Agency Debt
|
$500,000.00
|
$520,371.11
|
FEDERAL HOME LN BKS
|
2018-06-08
|
1.250000
|
Government Agency Debt
|
$1,228,750.00
|
$1,204,663.09
|
FEDERAL HOME LN BKS
|
2021-12-10
|
5.000000
|
Government Agency Debt
|
$130,000.00
|
$148,894.34
|
FEDERAL HOME LN BKS
|
2022-09-30
|
5.375000
|
Government Agency Debt
|
$39,375.00
|
$47,070.68
|
FEDERAL HOME LN BKS
|
2029-09-28
|
5.000000
|
Government Agency Debt
|
$31,250.00
|
$35,578.78
|
FEDERAL HOME LN MTG CORP
|
2014-07-15
|
5.000000
|
Government Agency Debt
|
$1,203,375.00
|
$1,261,287.42
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2013-12-23
|
0.625000
|
Government Agency Debt
|
$1,237,500.00
|
$1,240,944.20
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2028-06-14
|
3.060000
|
Government Agency Debt
|
$1,471,250.00
|
$1,322,344.79
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2028-06-27
|
3.500000
|
Government Agency Debt
|
$187,500.00
|
$177,304.69
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2028-07-19
|
3.540000
|
Government Agency Debt
|
$1,643,750.00
|
$1,601,327.55
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2030-08-19
|
4.115000
|
Government Agency Debt
|
$143,750.00
|
$139,033.18
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2014-08-27
|
1.000000
|
Government Agency Debt
|
$693,000.00
|
$698,969.04
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2017-02-16
|
5.000000
|
Government Agency Debt
|
$642,500.00
|
$726,914.50
|
FEDERAL HOME LOAN BANKS - FHLB
|
2013-12-27
|
0.875000
|
Government Agency Debt
|
$1,381,875.00
|
$1,387,445.68
|
FEDERAL HOME LOAN BANKS - FHLB
|
2014-12-12
|
2.750000
|
Government Agency Debt
|
$12,500.00
|
$12,974.35
|
FEDERAL HOME LOAN BANKS - FHLB
|
2015-03-13
|
2.750000
|
Government Agency Debt
|
$4,375.00
|
$4,585.31
|
FEDERAL HOME LOAN BANKS - FHLB
|
2016-12-16
|
4.750000
|
Government Agency Debt
|
$3,750.00
|
$4,240.44
|
FEDERAL HOME LOAN BANKS - FHLB
|
2017-05-17
|
4.875000
|
Government Agency Debt
|
$31,875.00
|
$36,543.03
|
FEDERAL HOME LOAN BANKS - FHLB
|
2036-03-14
|
5.125000
|
Government Agency Debt
|
$1,250.00
|
$1,382.88
|
FEDERAL HOME LOAN MORTGAGE - F
|
2015-07-17
|
4.375000
|
Government Agency Debt
|
$3,164,625.00
|
$3,414,648.40
|
Federal Home Loan Mortgage Corp.
|
2014-01-22
|
0.00
|
Government Agency Debt
|
$1,250,000.00
|
$1,249,850.00
|
FEDERAL NATL MTG ASSN
|
2017-02-13
|
5.000000
|
Government Agency Debt
|
$500,000.00
|
$565,830.56
|
FINANCING CORP CPN FICO STRIPS
|
2017-04-06
|
0.00
|
Government Agency Debt
|
$41,250.00
|
$39,163.57
|
FINANCING CORP CPN FICO STRIPS
|
2017-09-07
|
0.00
|
Government Agency Debt
|
$201,875.00
|
$188,771.29
|
FINANCING CORP CPN FICO STRIPS
|
2017-12-06
|
0.00
|
Government Agency Debt
|
$1,474,375.00
|
$1,368,308.46
|
FINANCING CORP CPN FICO STRIPS
|
2017-12-06
|
0.00
|
Government Agency Debt
|
$761,875.00
|
$707,065.71
|
FINANCING CORP CPN FICO STRIPS
|
2018-10-05
|
0.00
|
Government Agency Debt
|
$153,000.00
|
$137,952.45
|
FINANCING CORP PRINCIPAL FICO STRIPS
|
2017-11-30
|
0.00
|
Government Agency Debt
|
$625,000.00
|
$580,743.75
|
FINANCING CORP PRINCIPAL FICO STRIPS
|
2018-12-06
|
0.00
|
Government Agency Debt
|
$196,875.00
|
$176,077.12
|
FINANCING CORP PRINCIPAL FICO STRIPS
|
2019-03-07
|
0.00
|
Government Agency Debt
|
$1,866,250.00
|
$1,663,668.56
|
FNMA
|
2023-08-28
|
2.660000
|
Government Agency Debt
|
$7,181,875.00
|
$6,611,402.71
|
TENNESSEE VALLEY AUTH
|
2018-04-01
|
4.500000
|
Government Agency Debt
|
$17,375.00
|
$19,695.52
|
TENNESSEE VALLEY AUTH
|
2021-02-15
|
3.875000
|
Government Agency Debt
|
$875.00
|
$930.26
|
TENNESSEE VALLEY AUTH
|
2048-01-15
|
4.875000
|
Government Agency Debt
|
$1,875.00
|
$1,899.44
|
U.S. Treasury
|
2013-10-10
|
0.00
|
Treasury Debt
|
$8,674,887.50
|
$8,674,783.40
|
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):
2013-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-06
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:
$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:
3.47%
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:
$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:
BMO Capital Markets Corp.
Item 27. The title of the issue (including coupon or yield):
BMO Capital Markets Corp. 0.050000%
Item 28. The CUSIP. 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:
BIV0M9RX1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
DISC NTS
|
2013-11-29
|
0.00
|
Government Agency Debt
|
$350,000.00
|
$349,982.50
|
FANNIE MAE
|
2017-01-30
|
1.250000
|
Government Agency Debt
|
$3,287,550.00
|
$3,305,637.01
|
FANNIE MAE
|
2029-05-15
|
6.250000
|
Government Agency Debt
|
$39,900.00
|
$51,462.71
|
FCSB
|
2015-07-30
|
0.349999
|
Government Agency Debt
|
$350,000.00
|
$349,489.58
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2013-12-12
|
4.750000
|
Government Agency Debt
|
$26,250.00
|
$26,867.45
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2015-01-26
|
0.200000
|
Government Agency Debt
|
$1,050,000.00
|
$1,051,600.67
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2015-11-23
|
0.969999
|
Government Agency Debt
|
$122,500.00
|
$123,974.12
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2015-12-09
|
1.000000
|
Government Agency Debt
|
$140,000.00
|
$141,705.20
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2016-10-03
|
5.875000
|
Government Agency Debt
|
$8,750.00
|
$10,250.53
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2017-05-18
|
5.049999
|
Government Agency Debt
|
$35,000.00
|
$40,264.64
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2018-01-05
|
4.500000
|
Government Agency Debt
|
$52,500.00
|
$59,230.24
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2018-11-15
|
5.125000
|
Government Agency Debt
|
$14,000.00
|
$16,334.19
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2022-01-24
|
1.899999
|
Government Agency Debt
|
$4,774,000.00
|
$4,363,388.26
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2025-08-01
|
2.330000
|
Government Agency Debt
|
$175,000.00
|
$149,902.71
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2026-12-24
|
2.569999
|
Government Agency Debt
|
$1,426,950.00
|
$1,229,519.58
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2029-01-16
|
4.750000
|
Government Agency Debt
|
$322,000.00
|
$341,379.75
|
FEDERAL HOME LN BKS
|
2014-05-19
|
0.349999
|
Government Agency Debt
|
$61,250.00
|
$61,395.28
|
FEDERAL HOME LN BKS
|
2015-08-07
|
0.400000
|
Government Agency Debt
|
$5,757,500.00
|
$5,752,350.24
|
FEDERAL HOME LN BKS
|
2015-08-28
|
0.375000
|
Government Agency Debt
|
$3,829,000.00
|
$3,824,944.45
|
FEDERAL HOME LN BKS
|
2015-09-11
|
2.875000
|
Government Agency Debt
|
$2,023,000.00
|
$2,145,404.71
|
FEDERAL HOME LN BKS
|
2015-09-11
|
4.750000
|
Government Agency Debt
|
$488,250.00
|
$541,175.62
|
FEDERAL HOME LN BKS
|
2015-12-11
|
1.625000
|
Government Agency Debt
|
$70,000.00
|
$71,834.42
|
FEDERAL HOME LN BKS
|
2016-02-26
|
2.649999
|
Government Agency Debt
|
$70,000.00
|
$73,440.11
|
FEDERAL HOME LN BKS
|
2016-06-24
|
0.375000
|
Government Agency Debt
|
$115,500.00
|
$114,501.79
|
FEDERAL HOME LN BKS
|
2018-02-23
|
3.370000
|
Government Agency Debt
|
$175,000.00
|
$188,218.67
|
FEDERAL HOME LN BKS
|
2018-03-09
|
3.250000
|
Government Agency Debt
|
$52,500.00
|
$56,899.37
|
FEDERAL HOME LN BKS
|
2018-05-15
|
4.000000
|
Government Agency Debt
|
$49,000.00
|
$54,610.83
|
FEDERAL HOME LN BKS
|
2018-09-14
|
2.000000
|
Government Agency Debt
|
$33,250.00
|
$33,799.70
|
FEDERAL HOME LN MTG CORP
|
2014-07-15
|
5.000000
|
Government Agency Debt
|
$15,750.00
|
$16,507.97
|
FEDERAL HOME LN MTG CORP
|
2015-09-04
|
0.450000
|
Government Agency Debt
|
$5,475,750.00
|
$5,484,949.26
|
FEDERAL HOME LN MTG CORP
|
2015-11-17
|
4.750000
|
Government Agency Debt
|
$2,100.00
|
$2,322.92
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2015-11-24
|
0.450000
|
Government Agency Debt
|
$315,000.00
|
$314,577.90
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2014-02-25
|
1.375000
|
Government Agency Debt
|
$1,750.00
|
$1,761.11
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2014-11-25
|
0.750000
|
Government Agency Debt
|
$350,000.00
|
$352,862.71
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2015-09-10
|
1.750000
|
Government Agency Debt
|
$151,900.00
|
$157,069.75
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2016-04-18
|
5.250000
|
Government Agency Debt
|
$350,000.00
|
$397,534.55
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2016-05-13
|
0.500000
|
Government Agency Debt
|
$73,500.00
|
$73,105.75
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2016-07-18
|
5.500000
|
Government Agency Debt
|
$91,000.00
|
$103,608.66
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2017-05-12
|
1.250000
|
Government Agency Debt
|
$700,000.00
|
$701,995.00
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2018-03-07
|
0.875000
|
Government Agency Debt
|
$246,050.00
|
$238,748.43
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2018-06-13
|
4.875000
|
Government Agency Debt
|
$266,000.00
|
$306,844.85
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2019-03-27
|
3.750000
|
Government Agency Debt
|
$57,750.00
|
$63,766.25
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2019-10-02
|
1.250000
|
Government Agency Debt
|
$1,763,300.00
|
$1,664,888.27
|
FEDERAL HOME LOAN BANKS - FHLB
|
2014-08-13
|
5.500000
|
Government Agency Debt
|
$22,750.00
|
$23,977.75
|
FEDERAL HOME LOAN BANKS - FHLB
|
2014-12-12
|
2.750000
|
Government Agency Debt
|
$245,000.00
|
$254,297.34
|
FEDERAL HOME LOAN BANKS - FHLB
|
2017-11-17
|
5.000000
|
Government Agency Debt
|
$70,000.00
|
$80,797.89
|
FEDERAL HOME LOAN MORTGAGE - F
|
2017-03-08
|
1.000000
|
Government Agency Debt
|
$651,000.00
|
$649,579.37
|
FEDERAL NATL MTG ASSN
|
2014-10-15
|
4.625000
|
Government Agency Debt
|
$2,800.00
|
$2,985.06
|
FEDERAL NATL MTG ASSN
|
2015-04-15
|
5.000000
|
Government Agency Debt
|
$108,150.00
|
$118,221.47
|
FEDERAL NATL MTG ASSN
|
2016-03-15
|
5.000000
|
Government Agency Debt
|
$2,108,400.00
|
$2,381,394.93
|
FEDERAL NATL MTG ASSN
|
2016-07-15
|
5.375000
|
Government Agency Debt
|
$19,250.00
|
$21,850.07
|
FEDERAL NATL MTG ASSN
|
2016-09-15
|
5.250000
|
Government Agency Debt
|
$350,000.00
|
$403,812.67
|
FEDERAL NATL MTG ASSN
|
2017-05-11
|
5.000000
|
Government Agency Debt
|
$259,000.00
|
$297,466.39
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2014-11-20
|
2.625000
|
Government Agency Debt
|
$174,650.00
|
$181,042.48
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2014-12-19
|
0.750000
|
Government Agency Debt
|
$175,000.00
|
$176,308.85
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2015-03-16
|
0.375000
|
Government Agency Debt
|
$439,950.00
|
$440,864.36
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2015-09-21
|
2.000000
|
Government Agency Debt
|
$245,700.00
|
$255,447.74
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2015-10-26
|
1.625000
|
Government Agency Debt
|
$23,800.00
|
$24,492.75
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2015-12-21
|
0.375000
|
Government Agency Debt
|
$339,500.00
|
$338,134.79
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2016-03-30
|
0.500000
|
Government Agency Debt
|
$18,671,450.00
|
$18,617,738.46
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2016-09-28
|
1.250000
|
Government Agency Debt
|
$16,100.00
|
$16,332.93
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2016-11-15
|
1.375000
|
Government Agency Debt
|
$361,550.00
|
$366,926.40
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2017-04-27
|
1.125000
|
Government Agency Debt
|
$3,622,500.00
|
$3,623,672.78
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2017-06-12
|
5.375000
|
Government Agency Debt
|
$98,000.00
|
$113,683.51
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2018-02-08
|
0.875000
|
Government Agency Debt
|
$175,000.00
|
$169,698.33
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2018-05-21
|
0.875000
|
Government Agency Debt
|
$110,950.00
|
$106,884.38
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2018-05-25
|
1.050000
|
Government Agency Debt
|
$491,750.00
|
$477,324.51
|
FEDERAL NATL MTG ASSN MEDIUM TERM NTS INCLUDES C
|
2016-08-12
|
0.849999
|
Government Agency Debt
|
$77,000.00
|
$76,894.90
|
FEDERAL NATL MTG ASSN MEDIUM TERM NTS INCLUDES C
|
2016-11-22
|
2.250000
|
Government Agency Debt
|
$700,000.00
|
$707,129.50
|
FHLB
|
2015-07-30
|
0.375000
|
Government Agency Debt
|
$3,858,750.00
|
$3,854,206.32
|
U.S. Treasury
|
2013-10-17
|
0.00
|
Treasury Debt
|
$175,000.00
|
$174,996.50
|
U.S. Treasury
|
2013-10-24
|
0.00
|
Treasury Debt
|
$324,800.00
|
$324,789.93
|
U.S. Treasury
|
2013-11-21
|
0.00
|
Treasury Debt
|
$122,500.00
|
$122,496.32
|
U.S. Treasury
|
2014-01-02
|
0.00
|
Treasury Debt
|
$64,750.00
|
$64,740.93
|
U.S. Treasury
|
2014-01-16
|
0.00
|
Treasury Debt
|
$1,575.00
|
$1,574.81
|
U.S. Treasury
|
2014-05-29
|
0.00
|
Treasury Debt
|
$308,000.00
|
$307,813.04
|
U.S. Treasury
|
2014-09-30
|
2.375000
|
Treasury Debt
|
$665.00
|
$687.35
|
U.S. Treasury
|
2015-04-30
|
0.125000
|
Treasury Debt
|
$105,000.00
|
$104,707.51
|
U.S. Treasury
|
2016-05-15
|
0.250000
|
Treasury Debt
|
$665.00
|
$658.10
|
U.S. Treasury
|
2018-02-28
|
0.750000
|
Treasury Debt
|
$630,000.00
|
$613,644.96
|
U.S. Treasury
|
2021-07-15
|
0.625000
|
Treasury Debt
|
$439,250.00
|
$465,458.40
|
UNITED STATES TREAS BDS
|
2025-02-15
|
7.625000
|
Treasury Debt
|
$700,000.00
|
$1,027,346.61
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-03
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:
$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:
4.86%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$70,000,000.00
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:
$70,000,000.00
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 Securitities Corp. 0.060000%
Item 28. The CUSIP. 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:
BIV0JMGA8
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FEDERAL HOME LN BKS
|
2022-08-08
|
2.350000
|
Government Agency Debt
|
$158,333.33
|
$140,140.85
|
FEDERAL HOME LN BKS
|
2023-03-07
|
2.500000
|
Government Agency Debt
|
$304,166.67
|
$286,903.35
|
FEDERAL HOME LN BKS
|
2024-02-09
|
2.500000
|
Government Agency Debt
|
$115,000.00
|
$102,654.56
|
FEDERAL HOME LN BKS
|
2025-09-05
|
2.899999
|
Government Agency Debt
|
$87,500.00
|
$76,103.93
|
FEDERAL HOME LN BKS
|
2032-05-07
|
3.299999
|
Government Agency Debt
|
$133,333.33
|
$118,726.44
|
FEDERAL HOME LN BKS
|
2032-08-27
|
3.299999
|
Government Agency Debt
|
$33,333.33
|
$29,414.17
|
FEDERAL HOME LN BKS
|
2032-09-07
|
3.299999
|
Government Agency Debt
|
$1,016,666.67
|
$891,686.14
|
FEDERAL HOME LN BKS
|
2032-09-07
|
3.299999
|
Government Agency Debt
|
$521,666.67
|
$473,171.66
|
FEDERAL HOME LN BKS
|
2032-12-20
|
3.180000
|
Government Agency Debt
|
$410,833.33
|
$346,124.34
|
FEDERAL HOME LN BKS
|
2033-01-18
|
3.299999
|
Government Agency Debt
|
$20,833.33
|
$19,166.46
|
FEDERAL HOME LN MTG CORP
|
2013-11-15
|
4.875000
|
Government Agency Debt
|
$144,500.00
|
$147,999.61
|
FEDERAL HOME LN MTG CORP
|
2014-07-15
|
5.000000
|
Government Agency Debt
|
$228,166.67
|
$239,147.19
|
FEDERAL HOME LN MTG CORP
|
2015-01-15
|
4.500000
|
Government Agency Debt
|
$9,666.67
|
$10,273.86
|
FEDERAL HOME LN MTG CORP
|
2015-11-17
|
4.750000
|
Government Agency Debt
|
$88,166.67
|
$97,525.58
|
FEDERAL HOME LN MTG CORP
|
2017-09-29
|
1.000000
|
Government Agency Debt
|
$6,166.67
|
$6,088.87
|
FEDERAL HOME LN MTG CORP
|
2027-08-13
|
2.899999
|
Government Agency Debt
|
$120,833.33
|
$108,034.60
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2013-11-19
|
4.580000
|
Government Agency Debt
|
$115,500.00
|
$118,124.10
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2014-01-09
|
0.450000
|
Government Agency Debt
|
$137,333.33
|
$137,603.54
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2014-01-30
|
5.000000
|
Government Agency Debt
|
$59,500.00
|
$60,966.48
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2014-02-27
|
0.375000
|
Government Agency Debt
|
$40,833.33
|
$40,887.69
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2014-04-02
|
4.500000
|
Government Agency Debt
|
$86,666.67
|
$90,451.40
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2014-09-19
|
0.500000
|
Government Agency Debt
|
$7,500.00
|
$7,539.79
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2014-11-13
|
5.000000
|
Government Agency Debt
|
$166,666.67
|
$178,631.85
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2015-01-26
|
5.049999
|
Government Agency Debt
|
$30,000.00
|
$32,130.88
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2027-03-12
|
5.629999
|
Government Agency Debt
|
$608,000.00
|
$632,474.03
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2013-09-27
|
4.125000
|
Government Agency Debt
|
$21,666.67
|
$22,112.59
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2013-10-28
|
0.875000
|
Government Agency Debt
|
$50,000.00
|
$50,210.76
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2014-01-07
|
2.500000
|
Government Agency Debt
|
$750,000.00
|
$758,854.17
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2014-07-28
|
3.000000
|
Government Agency Debt
|
$267,500.00
|
$274,954.33
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2014-08-27
|
1.000000
|
Government Agency Debt
|
$889,000.00
|
$896,657.25
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2014-11-25
|
0.750000
|
Government Agency Debt
|
$58,166.67
|
$58,642.42
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2015-04-17
|
0.500000
|
Government Agency Debt
|
$305,333.33
|
$306,584.35
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2016-08-25
|
2.000000
|
Government Agency Debt
|
$88,166.67
|
$91,030.12
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2016-10-14
|
0.875000
|
Government Agency Debt
|
$63,333.33
|
$63,149.05
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2016-10-18
|
5.125000
|
Government Agency Debt
|
$85,500.00
|
$98,023.33
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2017-02-16
|
5.000000
|
Government Agency Debt
|
$660,000.00
|
$746,713.73
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2017-05-12
|
1.250000
|
Government Agency Debt
|
$241,833.33
|
$242,522.56
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2017-08-23
|
5.500000
|
Government Agency Debt
|
$94,166.67
|
$109,039.30
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2017-11-17
|
5.125000
|
Government Agency Debt
|
$32,666.67
|
$37,940.15
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2018-01-12
|
0.750000
|
Government Agency Debt
|
$631,666.67
|
$610,733.23
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2018-03-07
|
0.875000
|
Government Agency Debt
|
$102,000.00
|
$98,973.14
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2018-06-13
|
4.875000
|
Government Agency Debt
|
$24,333.33
|
$28,069.77
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2019-05-30
|
1.750000
|
Government Agency Debt
|
$683,333.33
|
$671,159.75
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2019-10-02
|
1.250000
|
Government Agency Debt
|
$309,666.67
|
$292,383.83
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2022-01-13
|
2.375000
|
Government Agency Debt
|
$802,500.00
|
$771,981.48
|
FEDERAL HOME LOAN BANKS - FHLB
|
2025-07-30
|
2.850000
|
Government Agency Debt
|
$47,500.00
|
$43,840.84
|
FEDERAL HOME LOAN BANKS - FHLB
|
2027-01-15
|
2.850000
|
Government Agency Debt
|
$166,666.67
|
$148,780.42
|
FEDERAL HOME LOAN MORTGAGE - F
|
2014-08-20
|
1.000000
|
Government Agency Debt
|
$344,000.00
|
$346,744.35
|
FEDERAL HOME LOAN MORTGAGE - F
|
2015-08-28
|
0.500000
|
Government Agency Debt
|
$166,666.67
|
$166,774.63
|
FEDERAL HOME LOAN MORTGAGE - F
|
2016-05-27
|
2.500000
|
Government Agency Debt
|
$11,000.00
|
$11,578.14
|
FEDERAL HOME LOAN MORTGAGE - F
|
2017-04-18
|
5.000000
|
Government Agency Debt
|
$22,500.00
|
$25,873.72
|
FEDERAL HOME LOAN MORTGAGE - F
|
2028-02-25
|
3.020000
|
Government Agency Debt
|
$83,333.33
|
$75,794.95
|
FEDERAL HOME LOAN MORTGAGE - F
|
2032-07-15
|
6.250000
|
Government Agency Debt
|
$1,166.67
|
$1,524.69
|
FEDERAL NATL MTG ASSN MEDIUM
|
2027-06-25
|
3.029999
|
Government Agency Debt
|
$716,666.67
|
$643,782.26
|
FEDERAL NATL MTG ASSN MEDIUM TERM NTS INCLUDES C
|
2013-09-30
|
5.440000
|
Government Agency Debt
|
$14,166.67
|
$14,549.54
|
FEDERAL NATL MTG ASSN MEDIUM TERM NTS INCLUDES C
|
2013-10-09
|
5.120000
|
Government Agency Debt
|
$6,666.67
|
$6,836.76
|
FEDERAL NATL MTG ASSN MEDIUM TERM NTS INCLUDES C
|
2014-06-30
|
4.125000
|
Government Agency Debt
|
$8,333.33
|
$8,660.62
|
FEDERAL NATL MTG ASSN MEDIUM TERM NTS INCLUDES C
|
2016-03-08
|
2.000000
|
Government Agency Debt
|
$166,666.67
|
$173,824.26
|
FEDERAL NATL MTG ASSN MEDIUM TERM NTS INCLUDES C
|
2028-02-25
|
3.100000
|
Government Agency Debt
|
$583,333.33
|
$533,843.66
|
RESOLUTION FDG CORP FED BOOK
|
2030-01-15
|
0.00
|
Government Agency Debt
|
$41,666,666.67
|
$21,966,666.67
|
RESOLUTION FDG CORP FED BOOK
|
2030-04-15
|
0.00
|
Government Agency Debt
|
$31,048,666.67
|
$16,209,266.92
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-03
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
|
BNP PARIBAS SECURITIES 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:
$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:
3.47%
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:
$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:
BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield):
BNP Paribas Securities Corp. 0.050000%
Item 28. The CUSIP. 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:
BIV0M9RY9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FANNIE MAE
|
2017-01-30
|
1.250000
|
Government Agency Debt
|
$4,171,720.00
|
$4,194,671.41
|
FANNIE MAE
|
2030-05-15
|
7.250000
|
Government Agency Debt
|
$3,031,280.00
|
$4,299,221.48
|
FARM CREDIT BANK
|
2014-11-28
|
0.250000
|
Government Agency Debt
|
$1,260,000.00
|
$1,260,502.60
|
FARM CREDIT BANK
|
2030-12-17
|
2.919999
|
Government Agency Debt
|
$1,540,000.00
|
$1,322,230.31
|
FEDERAL FARM CR BKS CONS
|
2020-07-24
|
1.840000
|
Government Agency Debt
|
$1,765,960.00
|
$1,683,401.37
|
FEDERAL FARM CR BKS CONS
|
2041-07-30
|
3.230000
|
Government Agency Debt
|
$1,513,120.00
|
$1,242,622.06
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2017-04-03
|
0.780000
|
Government Agency Debt
|
$4,200,000.00
|
$4,185,909.00
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2019-11-13
|
1.490000
|
Government Agency Debt
|
$1,064,000.00
|
$1,010,053.72
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2021-04-29
|
1.889999
|
Government Agency Debt
|
$1,540,000.00
|
$1,438,594.85
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2026-12-24
|
2.569999
|
Government Agency Debt
|
$1,330,280.00
|
$1,146,224.68
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2028-11-07
|
2.799999
|
Government Agency Debt
|
$1,169,280.00
|
$1,034,156.70
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2033-11-28
|
3.069999
|
Government Agency Debt
|
$1,288,000.00
|
$1,090,762.84
|
FEDERAL HOME LN BKS
|
2015-01-22
|
0.250000
|
Government Agency Debt
|
$1,353,800.00
|
$1,352,884.68
|
FEDERAL HOME LN BKS
|
2015-08-20
|
1.629999
|
Government Agency Debt
|
$3,724,000.00
|
$3,815,285.58
|
FEDERAL HOME LN BKS
|
2019-11-21
|
1.530000
|
Government Agency Debt
|
$4,200,000.00
|
$3,966,133.50
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2014-11-25
|
0.750000
|
Government Agency Debt
|
$2,792,440.00
|
$2,815,279.83
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2014-12-29
|
0.625000
|
Government Agency Debt
|
$3,250,800.00
|
$3,268,416.17
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2019-05-30
|
1.750000
|
Government Agency Debt
|
$4,219,320.00
|
$4,144,152.81
|
FEDERAL HOME LOAN MORTGAGE - F
|
2014-08-20
|
1.000000
|
Government Agency Debt
|
$2,716,000.00
|
$2,737,667.64
|
FEDERAL NATL MTG ASSN
|
2016-12-15
|
4.875000
|
Government Agency Debt
|
$1,920,800.00
|
$2,176,316.82
|
FEDERAL NATL MTG ASSN
|
2036-04-18
|
6.000000
|
Government Agency Debt
|
$2,121,560.00
|
$2,396,705.12
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2014-11-20
|
2.625000
|
Government Agency Debt
|
$2,421,440.00
|
$2,510,068.74
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2015-03-16
|
0.375000
|
Government Agency Debt
|
$4,000,360.00
|
$4,008,674.08
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2015-07-02
|
0.500000
|
Government Agency Debt
|
$2,926,000.00
|
$2,932,014.56
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2018-02-08
|
0.875000
|
Government Agency Debt
|
$4,293,520.00
|
$4,163,446.62
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2037-05-15
|
5.599999
|
Government Agency Debt
|
$3,640,000.00
|
$4,200,098.93
|
FEDERAL NATL MTG ASSN MEDIUM
|
2027-06-25
|
3.029999
|
Government Agency Debt
|
$2,800,000.00
|
$2,515,242.33
|
FEDERAL NATL MTG ASSN MEDIUM TERM NTS INCLUDES C
|
2036-06-05
|
6.210000
|
Government Agency Debt
|
$435,120.00
|
$489,632.92
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-03
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:
$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:
4.86%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$70,000,000.00
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:
$70,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Credit Agricole Corporate & Investment Bank
Item 27. The title of the issue (including coupon or yield):
Credit Agricole Corporate & Investment Bank 0.050000%
Item 28. The CUSIP. 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:
BIV0M9S10
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2015-03-18
|
0.349999
|
Government Agency Debt
|
$9,015,300.00
|
$9,023,639.15
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2016-04-29
|
0.500000
|
Government Agency Debt
|
$6,129,900.00
|
$6,089,078.27
|
U.S. Treasury
|
2013-11-07
|
0.00
|
Treasury Debt
|
$963,090.00
|
$963,051.48
|
U.S. Treasury
|
2016-04-15
|
0.250000
|
Treasury Debt
|
$1,303,680.00
|
$1,291,863.17
|
U.S. Treasury
|
2018-07-31
|
1.375000
|
Treasury Debt
|
$6,202,260.00
|
$6,148,157.21
|
U.S. Treasury
|
2020-02-15
|
0.00
|
Treasury Debt
|
$15,263,100.00
|
$13,326,517.87
|
U.S. Treasury
|
2020-11-15
|
2.625000
|
Treasury Debt
|
$76,004,130.00
|
$78,508,046.00
|
U.S. Treasury
|
2025-02-15
|
0.00
|
Treasury Debt
|
$13,752,553.80
|
$9,562,288.18
|
UNITED STATES TREAS BDS
|
2039-11-15
|
4.375000
|
Treasury Debt
|
$18,117,060.00
|
$20,699,896.70
|
UNITED STATES TREAS BDS
|
2040-08-15
|
3.875000
|
Treasury Debt
|
$7,089,387.90
|
$7,387,478.82
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-03
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:
$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:
10.42%
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:
$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:
Deutsche Bank Securities, Inc.
Item 27. The title of the issue (including coupon or yield):
Deutsche Bank Securities, Inc. 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:
[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:
BIV0J3UU0
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FANNIE MAE
|
2014-03-13
|
2.750000
|
Government Agency Debt
|
$602,714.29
|
$618,879.05
|
FANNIE MAE
|
2030-11-15
|
6.625000
|
Government Agency Debt
|
$185,857.14
|
$249,874.32
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2013-10-07
|
3.875000
|
Government Agency Debt
|
$19,285.71
|
$19,657.78
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2014-10-24
|
0.194000
|
Government Agency Debt
|
$212,285.71
|
$212,447.05
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2015-06-23
|
0.500000
|
Government Agency Debt
|
$1,422,857.14
|
$1,426,244.33
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2015-11-16
|
1.500000
|
Government Agency Debt
|
$859,285.71
|
$881,930.76
|
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS
|
2022-10-05
|
1.879999
|
Government Agency Debt
|
$428,571.43
|
$377,748.10
|
FEDERAL HOME LN BKS
|
2020-12-11
|
5.250000
|
Government Agency Debt
|
$154,285.71
|
$181,034.36
|
FEDERAL HOME LN BKS
|
2024-08-15
|
5.375000
|
Government Agency Debt
|
$264,285.71
|
$307,266.39
|
FEDERAL HOME LN BKS
|
2024-09-09
|
5.365000
|
Government Agency Debt
|
$157,142.86
|
$185,867.59
|
FEDERAL HOME LN MTG CORP
|
2014-11-24
|
0.00
|
Government Agency Debt
|
$366,142.86
|
$362,477.77
|
FEDERAL HOME LN MTG CORP
|
2015-01-15
|
4.500000
|
Government Agency Debt
|
$634,000.00
|
$673,823.44
|
FEDERAL HOME LN MTG CORP
|
2015-11-17
|
4.750000
|
Government Agency Debt
|
$4,142.86
|
$4,582.62
|
FEDERAL HOME LN MTG CORP
|
2025-03-15
|
0.00
|
Government Agency Debt
|
$207,571.43
|
$135,822.29
|
FEDERAL HOME LN MTG CORP
|
2025-12-11
|
0.00
|
Government Agency Debt
|
$855,857.14
|
$539,018.83
|
FEDERAL HOME LN MTG CORP
|
2027-06-21
|
3.000000
|
Government Agency Debt
|
$400,000.00
|
$364,848.00
|
FEDERAL HOME LN MTG CORP
|
2027-09-15
|
0.00
|
Government Agency Debt
|
$1,142,857.14
|
$645,542.86
|
FEDERAL HOME LN MTG CORP
|
2032-07-15
|
0.00
|
Government Agency Debt
|
$785,714.29
|
$338,721.43
|
FEDERAL HOME LN MTG CORP FOR FUTURE ISSUES SEE 3
|
2029-09-15
|
0.00
|
Government Agency Debt
|
$714,285.71
|
$367,950.00
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2014-01-30
|
5.000000
|
Government Agency Debt
|
$3,619,428.57
|
$3,708,635.42
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2014-09-19
|
0.500000
|
Government Agency Debt
|
$306,571.43
|
$308,198.13
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2015-03-06
|
0.625000
|
Government Agency Debt
|
$3,886,714.29
|
$3,907,278.24
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2015-03-18
|
0.349999
|
Government Agency Debt
|
$3,222,285.71
|
$3,225,266.33
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2015-10-13
|
1.000000
|
Government Agency Debt
|
$1,315,428.57
|
$1,320,592.36
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2016-02-10
|
1.000000
|
Government Agency Debt
|
$155,714.29
|
$156,229.01
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2016-07-29
|
0.849999
|
Government Agency Debt
|
$142,857.14
|
$142,380.28
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2017-06-27
|
0.750000
|
Government Agency Debt
|
$3,142,857.14
|
$3,070,736.43
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2023-08-21
|
2.500000
|
Government Agency Debt
|
$3,571,428.57
|
$3,280,946.43
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2028-06-14
|
3.060000
|
Government Agency Debt
|
$1,601,428.57
|
$1,439,347.99
|
FEDERAL HOME LN MTG CORP PARTN CTFS
|
2025-01-04
|
0.00
|
Government Agency Debt
|
$860,285.71
|
$570,016.71
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2013-10-28
|
0.875000
|
Government Agency Debt
|
$4,857.14
|
$4,877.62
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2014-07-28
|
3.000000
|
Government Agency Debt
|
$2,469,857.14
|
$2,538,683.83
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2016-05-13
|
0.500000
|
Government Agency Debt
|
$142.86
|
$142.09
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2016-07-18
|
5.500000
|
Government Agency Debt
|
$230,428.57
|
$262,355.99
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2016-10-18
|
5.125000
|
Government Agency Debt
|
$45,428.57
|
$52,082.57
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2017-05-12
|
1.250000
|
Government Agency Debt
|
$195,285.71
|
$195,842.28
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2017-06-29
|
1.000000
|
Government Agency Debt
|
$137,142.86
|
$135,928.38
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2017-08-23
|
5.500000
|
Government Agency Debt
|
$47,000.00
|
$54,423.15
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2019-03-27
|
3.750000
|
Government Agency Debt
|
$351,857.14
|
$388,512.74
|
FEDERAL HOME LOAN BANKS - FHLB
|
2017-05-17
|
4.875000
|
Government Agency Debt
|
$50,000.00
|
$57,322.40
|
FEDERAL HOME LOAN MORTGAGE - F
|
2015-07-17
|
4.375000
|
Government Agency Debt
|
$820,571.43
|
$885,401.24
|
FEDERAL HOME LOAN MORTGAGE - F
|
2016-01-27
|
1.000000
|
Government Agency Debt
|
$929,428.57
|
$933,059.54
|
FEDERAL HOME LOAN MORTGAGE - F
|
2016-05-27
|
2.500000
|
Government Agency Debt
|
$876,571.43
|
$922,642.56
|
FEDERAL HOME LOAN MORTGAGE - F
|
2017-04-18
|
5.000000
|
Government Agency Debt
|
$207,183.00
|
$238,248.71
|
FEDERAL HOME LOAN MORTGAGE - F
|
2029-09-15
|
6.750000
|
Government Agency Debt
|
$110,285.71
|
$152,283.34
|
FEDERAL HOME LOAN MORTGAGE - F
|
2032-07-15
|
6.250000
|
Government Agency Debt
|
$107,857.14
|
$140,955.86
|
FEDERAL NATL MTG ASSN
|
2014-04-15
|
4.125000
|
Government Agency Debt
|
$166,857.14
|
$173,557.58
|
FEDERAL NATL MTG ASSN
|
2016-09-15
|
5.250000
|
Government Agency Debt
|
$10,000.00
|
$11,537.51
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2015-03-25
|
0.400000
|
Government Agency Debt
|
$878,428.57
|
$879,669.11
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2016-04-29
|
0.500000
|
Government Agency Debt
|
$4,705,857.14
|
$4,675,742.27
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2016-07-05
|
0.375000
|
Government Agency Debt
|
$428.57
|
$423.20
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2017-10-12
|
1.060000
|
Government Agency Debt
|
$844,428.57
|
$829,687.66
|
FEDERAL NATL MTG ASSN MEDIUM TERM NTS INCLUDES C
|
2016-02-04
|
0.294999
|
Government Agency Debt
|
$104,000.00
|
$104,217.18
|
FEDERAL NATL MTG ASSN MEDIUM TERM NTS INCLUDES C
|
2018-07-30
|
1.000000
|
Government Agency Debt
|
$571,428.57
|
$551,716.19
|
FEDERAL NATL MTG ASSN-DEB-PRIN STRIPS
|
2030-01-15
|
7.125000
|
Government Agency Debt
|
$2,961,285.71
|
$1,473,210.03
|
FEDERAL NATL MTG ASSN-DEB-PRIN STRIPS
|
2030-05-15
|
0.00
|
Government Agency Debt
|
$687,428.57
|
$338,929.78
|
FINANCING CORP
|
2017-11-30
|
9.800000
|
Government Agency Debt
|
$705,000.00
|
$955,098.75
|
FINANCING CORP PRINCIPAL FICO STRIPS
|
2018-02-08
|
0.00
|
Government Agency Debt
|
$114,285.71
|
$106,011.43
|
FINANCING CORP PRINCIPAL FICO STRIPS
|
2018-05-11
|
0.00
|
Government Agency Debt
|
$100,000.00
|
$91,607.00
|
FINANCING CORP PRINCIPAL FICO STRIPS
|
2018-12-27
|
0.00
|
Government Agency Debt
|
$7,142.86
|
$6,430.36
|
FINANCING CORP PRINCIPAL FICO STRIPS
|
2019-03-07
|
0.00
|
Government Agency Debt
|
$252,857.14
|
$225,409.50
|
FINANCING CORP PRINCIPAL FICO STRIPS
|
2019-04-05
|
0.00
|
Government Agency Debt
|
$461,428.57
|
$405,508.04
|
FINANCING CORP PRINCIPAL FICO STRIPS
|
2019-06-06
|
0.00
|
Government Agency Debt
|
$8,571.43
|
$7,544.49
|
FINANCING CORP-FED BOOK ENTRY CPN FICO STRIPS
|
2016-05-30
|
0.00
|
Government Agency Debt
|
$237,857.14
|
$231,527.76
|
FINANCING CORP-FED BOOK ENTRY CPN FICO STRIPS
|
2018-09-26
|
0.00
|
Government Agency Debt
|
$117,000.00
|
$105,622.92
|
FINANCING CORP-FED BOOK ENTRY PRIN FICO STRIPS
|
2019-09-26
|
0.00
|
Government Agency Debt
|
$74,285.71
|
$64,152.40
|
Freddie Mac Mortgage-Linked Amortizing Global Debt
|
2022-01-15
|
2.060000
|
Government Agency Debt
|
$727,142.86
|
$286,619.27
|
RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS
|
2014-04-15
|
0.00
|
Government Agency Debt
|
$9,857.14
|
$9,837.43
|
RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS
|
2016-04-15
|
0.00
|
Government Agency Debt
|
$32,857.14
|
$32,169.77
|
RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS
|
2017-01-15
|
0.00
|
Government Agency Debt
|
$5,000.00
|
$4,804.75
|
RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS
|
2018-01-15
|
0.00
|
Government Agency Debt
|
$1,787,714.29
|
$1,666,507.26
|
RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS
|
2029-10-15
|
0.00
|
Government Agency Debt
|
$565,857.14
|
$297,171.20
|
RESOLUTION FUNDING CORPORATION
|
2020-10-15
|
0.00
|
Government Agency Debt
|
$1,102,714.29
|
$917,645.75
|
TENNESSEE VALLEY AUTH
|
2033-07-15
|
4.700000
|
Government Agency Debt
|
$71,714.29
|
$73,973.64
|
TENNESSEE VALLEY AUTH
|
2048-01-15
|
4.875000
|
Government Agency Debt
|
$49,571.43
|
$50,217.53
|
TENNESSEE VALLEY AUTH
|
2056-04-01
|
5.375000
|
Government Agency Debt
|
$59,285.71
|
$65,246.69
|
TENNESSEE VALLEY AUTHORITY - T
|
2060-09-15
|
4.625000
|
Government Agency Debt
|
$449,714.29
|
$431,661.82
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-06
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
|
Deutsche Bank Securities, 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:
$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:
3.47%
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:
$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. 0.050000%
Item 28. The CUSIP. 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:
BIV0M9U09
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
U.S. Treasury
|
2013-11-07
|
0.00
|
Treasury Debt
|
$2,437,288.62
|
$2,437,147.26
|
U.S. Treasury
|
2014-06-30
|
2.625000
|
Treasury Debt
|
$473,408.57
|
$485,268.03
|
U.S. Treasury
|
2014-11-15
|
0.375000
|
Treasury Debt
|
$607,968.22
|
$609,865.90
|
U.S. Treasury
|
2015-02-15
|
4.000000
|
Treasury Debt
|
$3,918,548.59
|
$4,136,931.01
|
U.S. Treasury
|
2015-04-15
|
0.500000
|
Treasury Debt
|
$1,850,117.79
|
$2,045,461.37
|
U.S. Treasury
|
2015-05-31
|
2.125000
|
Treasury Debt
|
$2,998,667.20
|
$3,107,529.23
|
U.S. Treasury
|
2016-05-31
|
3.250000
|
Treasury Debt
|
$3,970,482.50
|
$4,280,182.52
|
U.S. Treasury
|
2017-04-30
|
3.125000
|
Treasury Debt
|
$1,288,500.98
|
$1,396,071.56
|
U.S. Treasury
|
2017-11-30
|
2.250000
|
Treasury Debt
|
$1,677,862.38
|
$1,751,091.44
|
U.S. Treasury
|
2018-01-31
|
0.875000
|
Treasury Debt
|
$4,802,917.98
|
$4,696,779.81
|
U.S. Treasury
|
2018-06-30
|
1.375000
|
Treasury Debt
|
$3,638,836.04
|
$3,618,131.83
|
U.S. Treasury
|
2019-05-15
|
3.125000
|
Treasury Debt
|
$2,223,208.15
|
$2,402,501.61
|
UNITED STATES TREAS BDS
|
2020-02-15
|
8.500000
|
Treasury Debt
|
$1,763,902.73
|
$2,470,195.27
|
UNITED STATES TREAS BDS
|
2020-05-15
|
8.750000
|
Treasury Debt
|
$1,666,872.08
|
$2,414,450.17
|
UNITED STATES TREAS BDS
|
2020-08-15
|
8.750000
|
Treasury Debt
|
$2,676,446.67
|
$3,842,725.90
|
UNITED STATES TREAS BDS
|
2021-05-15
|
8.125000
|
Treasury Debt
|
$559,520.39
|
$804,589.95
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-03
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:
$39,704,825.00
Item 41. The total current amortized cost, to the nearest cent:
$39,704,825.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.76%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$39,704,825.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$39,704,825.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Farm Credit Bank
Item 27. The title of the issue (including coupon or yield):
Federal Farm Credit Bank, Unsec. Global Bonds 0.135000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133ECCS1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-16
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:
$19,999,238.08
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.39%
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:
$20,002,600.00
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:
$20,002,600.00
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, Sr. Unsec. Global Bonds 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:
313380UW5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-03
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:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$19,998,206.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.39%
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:
$20,007,600.00
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:
$20,007,600.00
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, Unsec. Global Bonds 0.132000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313382DY6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-11-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-11-29
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:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$19,998,544.71
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.39%
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:
$20,002,400.00
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:
$20,002,400.00
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, Unsec. Bonds 0.125000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313382RL9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2014-04-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-04-11
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,995,918.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.04%
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:
$14,998,350.00
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:
$14,998,350.00
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, Unsec. Global Bonds 0.124000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313382W58
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-25
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?
No
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:
$15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.04%
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:
$15,001,500.00
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:
$15,001,500.00
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, Unsec. Global Bonds 0.124000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313382XR9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-30
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.04%
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:
$15,001,500.00
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:
$15,001,500.00
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, Unsec. Global Bonds 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:
313382Y72
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-30
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:
$12,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$11,999,671.80
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:
$12,000,360.00
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:
$12,000,360.00
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, Unsec. Global Bonds 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:
313382Y80
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2014-01-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-01-30
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,998,921.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.04%
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:
$15,002,400.00
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:
$15,002,400.00
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, Unsec. Bonds 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:
313383TJ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2014-01-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-01-30
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,998,619.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.04%
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:
$15,000,600.00
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:
$15,000,600.00
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, Unsec. Bonds 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:
313383WH0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-03
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:
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$9,996,020.20
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:
$9,990,900.00
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:
$9,990,900.00
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, Unsec. Disc. Notes 0.067000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313385MV5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-11
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:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$19,998,511.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.39%
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:
$19,999,600.00
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:
$19,999,600.00
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, Unsec. Disc. Notes 0.109000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313385NA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-16
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:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$19,997,275.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.39%
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:
$19,999,600.00
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:
$19,999,600.00
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, Unsec. Disc. Notes 0.074000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313385NC6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-18
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:
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$49,995,169.43
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.47%
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:
$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:
Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank, Unsec. Disc. Notes 0.076000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313385NH5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-23
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?
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:
$49,994,511.09
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.47%
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:
$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:
Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank, Unsec. Disc. Notes 0.050000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313385NJ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-24
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?
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:
$24,998,159.72
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.74%
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:
$24,999,250.00
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:
$24,999,250.00
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, Unsec. Disc. Notes 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:
313385NK8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-25
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:
$23,038,000.00
Item 41. The total current amortized cost, to the nearest cent:
$23,035,221.87
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.6%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$23,037,308.86
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$23,037,308.86
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, Unsec. Disc. Notes 0.050000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313385NN2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-28
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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$24,998,020.84
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.74%
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:
$24,999,250.00
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:
$24,999,250.00
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, Unsec. Disc. Notes 0.103000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313385NQ5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-30
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:
$19,597,000.00
Item 41. The total current amortized cost, to the nearest cent:
$19,593,691.92
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.36%
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:
$19,596,412.09
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$19,596,412.09
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, Unsec. Disc. Notes 0.075000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313385NZ5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-11-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-11-08
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:
$18,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$17,997,450.01
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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:
$17,999,280.00
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:
$17,999,280.00
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, Unsec. Disc. Notes 0.051000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313385PU4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-11-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-11-27
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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$24,996,918.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.74%
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:
$24,998,750.00
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:
$24,998,750.00
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, Unsec. Disc. Notes 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:
313385RG3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2014-01-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-01-02
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,993,850.01
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.04%
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:
$14,998,500.00
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:
$14,998,500.00
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, Unsec. Disc. Notes 0.095000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313385RX6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2014-01-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-01-17
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,994,537.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.04%
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:
$14,998,350.00
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:
$14,998,350.00
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, Unsec. Disc. Notes 0.093000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313385SC1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2014-01-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-01-22
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?
No
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:
$14,994,458.71
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.04%
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:
$14,998,200.00
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:
$14,998,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Mortgage Corp.
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Mortgage Corp., Unsec. Disc. Notes 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:
313397MR9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-07
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:
$15,995,000.00
Item 41. The total current amortized cost, to the nearest cent:
$15,993,320.52
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.11%
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:
$15,994,680.10
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$15,994,680.10
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Mortgage Corp.
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Mortgage Corp., Unsec. Disc. Notes 0.084000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313397MZ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-15
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:
$55,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$54,994,328.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.82%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$54,998,900.00
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:
$54,998,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Mortgage Corp.
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Mortgage Corp., Unsec. Disc. Notes 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:
313397NF4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-21
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:
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$34,995,138.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.43%
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:
$34,998,950.00
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:
$34,998,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Mortgage Corp.
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Mortgage Corp., Unsec. Disc. Notes 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:
313397SD4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2014-01-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-01-23
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:
$22,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$21,992,080.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.53%
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:
$21,997,360.00
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:
$21,997,360.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Mortgage Corp.
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Mortgage Corp., Series M006 A, Taxable VRD MFH Ctfs. 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:
31395XJQ9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-11
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 MORTGAGE CORPO
|
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:
$18,993,943.00
Item 41. The total current amortized cost, to the nearest cent:
$18,993,942.88
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:
$18,993,942.88
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:
$18,993,942.88
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association, Unsec. Disc. Notes 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:
313589MT7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-09
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:
$22,067,000.00
Item 41. The total current amortized cost, to the nearest cent:
$22,064,554.24
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.53%
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:
$22,066,558.66
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:
$22,066,558.66
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association, Unsec. Disc. Notes 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:
313589NA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-16
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:
$20,830,000.00
Item 41. The total current amortized cost, to the nearest cent:
$20,827,396.25
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.45%
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:
$20,829,583.40
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$20,829,583.40
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association, Unsec. Disc. Notes 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:
313589RG0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2014-01-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-01-02
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,993,850.01
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.04%
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:
$14,998,500.00
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:
$14,998,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association, Unsec. Disc. Notes 0.095000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313589RV7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2014-01-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-01-15
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,994,616.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.04%
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:
$14,998,350.00
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:
$14,998,350.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association, Unsec. Disc. Notes 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:
313589SC8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2014-01-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-01-22
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?
No
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:
$14,994,637.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.04%
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:
$14,998,200.00
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:
$14,998,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association, Unsec. Disc. Notes 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:
313589SS3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2014-02-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-05
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,993,458.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.04%
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:
$14,996,700.00
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:
$14,996,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association, Unsec. Disc. Notes 0.102000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313589SZ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2014-02-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-12
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,993,030.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.04%
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:
$14,996,550.00
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:
$14,996,550.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association, Unsec. Global Notes 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:
3135G0BB8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-03
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:
$18,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$18,517,312.19
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.29%
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:
$18,529,970.00
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:
$18,529,970.00
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. 0.040000%
Item 28. The CUSIP. 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:
BIV0M9S28
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FANNIE MAE
|
2030-01-15
|
7.125000
|
Government Agency Debt
|
$7,914,433.33
|
$10,989,936.62
|
FANNIE MAE
|
2037-07-15
|
5.625000
|
Government Agency Debt
|
$3,523,333.33
|
$4,331,273.31
|
FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO
|
2015-02-24
|
0.500000
|
Government Agency Debt
|
$10,500,000.00
|
$10,509,905.00
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2015-04-17
|
0.500000
|
Government Agency Debt
|
$3,745,700.00
|
$3,761,046.97
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2016-05-13
|
0.500000
|
Government Agency Debt
|
$8,960,000.00
|
$8,911,939.56
|
FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK
|
2017-05-12
|
1.250000
|
Government Agency Debt
|
$9,933,700.00
|
$9,962,011.04
|
FEDERAL HOME LOAN MORTGAGE - F
|
2016-01-27
|
1.000000
|
Government Agency Debt
|
$11,433,333.33
|
$11,477,999.56
|
FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF
|
2018-05-21
|
0.875000
|
Government Agency Debt
|
$11,891,833.33
|
$11,456,071.97
|
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):
2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-03
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:
$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:
4.86%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$70,000,000.00
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:
$70,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
International Bank for Reconstruction & Development
Item 27. The title of the issue (including coupon or yield):
International Bank for Reconstruction & Development 0.103000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
459053NV2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-11-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-11-04
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:
$5,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$5,499,022.22
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:
$5,499,835.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$5,499,835.00
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. 0.020000%
Item 28. The CUSIP. 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:
BIV0M2HW9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
U.S. Treasury
|
2017-12-31
|
0.750000
|
Treasury Debt
|
$38,074,000.00
|
$37,113,134.33
|
U.S. Treasury
|
2018-06-30
|
2.375000
|
Treasury Debt
|
$13,318,357.14
|
$13,886,875.47
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-03
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:
$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:
3.47%
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:
$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:
Overseas Private Investment Corp.
Item 27. The title of the issue (including coupon or yield):
Overseas Private Investment Corp., Gtd. VRD Bonds 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:
690353RD1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-11
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
|
OVERSEAS PRIVATE INVESTMENT 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:
$1,916,667.00
Item 41. The total current amortized cost, to the nearest cent:
$1,916,666.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$1,916,666.66
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:
$1,916,666.66
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Overseas Private Investment Corp.
Item 27. The title of the issue (including coupon or yield):
Overseas Private Investment Corp., Gtd. VRD Bonds 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:
690353RV1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-06
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
|
OVERSEAS PRIVATE INVESTMENT 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:
$21,390,000.00
Item 41. The total current amortized cost, to the nearest cent:
$21,390,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.49%
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:
$21,390,000.00
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:
$21,390,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Societe Generale
Item 27. The title of the issue (including coupon or yield):
Societe Generale 0.030000%
Item 28. The CUSIP. 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:
BIV0M2HX7
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
RESOLUTION FDG CORP FED BOOK
|
2021-01-15
|
0.00
|
Government Agency Debt
|
$12,896,142.86
|
$10,593,020.70
|
RESOLUTION FDG CORP FED BOOK
|
2030-04-15
|
0.00
|
Government Agency Debt
|
$4,285,714.29
|
$2,237,400.00
|
RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS
|
2025-01-15
|
0.00
|
Government Agency Debt
|
$1,419,142.86
|
$959,411.53
|
RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS
|
2026-01-15
|
0.00
|
Government Agency Debt
|
$7,304,142.86
|
$4,645,288.77
|
RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS
|
2026-04-15
|
0.00
|
Government Agency Debt
|
$4,428,571.43
|
$2,776,537.14
|
RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS
|
2026-07-15
|
0.00
|
Government Agency Debt
|
$1,932,571.43
|
$1,194,058.58
|
RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS
|
2027-01-15
|
0.00
|
Government Agency Debt
|
$7,753,142.86
|
$4,677,703.68
|
RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS
|
2027-04-15
|
0.00
|
Government Agency Debt
|
$1,267,857.14
|
$756,479.64
|
RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS
|
2027-07-15
|
0.00
|
Government Agency Debt
|
$4,222,285.71
|
$2,530,162.49
|
RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS
|
2028-01-15
|
0.00
|
Government Agency Debt
|
$7,142,857.14
|
$4,128,428.57
|
RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS
|
2028-04-15
|
0.00
|
Government Agency Debt
|
$1,521,428.57
|
$869,359.50
|
RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS
|
2028-07-15
|
0.00
|
Government Agency Debt
|
$3,000,000.00
|
$1,695,480.00
|
RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS
|
2029-10-15
|
0.00
|
Government Agency Debt
|
$6,428,571.43
|
$3,376,092.86
|
RESOLUTION FUNDING CORPORATION
|
2020-07-15
|
0.00
|
Government Agency Debt
|
$8,131,857.14
|
$6,834,175.38
|
TENNESSEE VALLEY AUTH
|
2056-04-01
|
5.375000
|
Government Agency Debt
|
$3,810,285.71
|
$4,193,396.71
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-03
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:
$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:
3.47%
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:
$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