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:
ABN AMRO Bank N.V.
Item 27. The title of the issue (including coupon or yield):
Joint Account I 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:
66599331779163ABN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001238161
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?
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
|
TSY INFL IX N/B
|
2017-01-15
|
2.375000
|
Treasury Debt
|
$836,436.04
|
$1,076,350.40
|
TSY INFL IX N/B
|
2032-04-15
|
3.375000
|
Treasury Debt
|
$2,728,189.43
|
$5,019,331.08
|
TSY INFL IX N/B
|
2041-02-15
|
2.125000
|
Treasury Debt
|
$452,963.96
|
$577,251.26
|
US TREASURY N/B
|
2013-12-31
|
0.125000
|
Treasury Debt
|
$1,206,968.88
|
$1,207,284.67
|
US TREASURY N/B
|
2014-08-31
|
2.375000
|
Treasury Debt
|
$9,500,570.65
|
$9,821,502.77
|
US TREASURY N/B
|
2015-01-31
|
2.250000
|
Treasury Debt
|
$50,060,298.99
|
$51,569,917.65
|
US TREASURY N/B
|
2015-11-30
|
1.375000
|
Treasury Debt
|
$16,376,194.36
|
$16,769,381.73
|
US TREASURY N/B
|
2016-04-15
|
0.250000
|
Treasury Debt
|
$1,081,829.22
|
$1,073,998.72
|
US TREASURY N/B
|
2016-06-30
|
1.500000
|
Treasury Debt
|
$6,034,301.52
|
$6,193,725.65
|
US TREASURY N/B
|
2016-10-31
|
3.125000
|
Treasury Debt
|
$45,574,815.71
|
$49,377,464.42
|
US TREASURY N/B
|
2017-02-15
|
4.625000
|
Treasury Debt
|
$8,975,219.33
|
$10,329,539.94
|
US TREASURY N/B
|
2017-10-31
|
0.750000
|
Treasury Debt
|
$79,677,319.33
|
$78,370,053.22
|
US TREASURY N/B
|
2018-04-30
|
2.625000
|
Treasury Debt
|
$124,657,653.77
|
$132,721,445.55
|
US TREASURY N/B
|
2039-11-15
|
4.375000
|
Treasury Debt
|
$79,575,162.65
|
$90,959,201.96
|
US TREASURY N/B
|
2041-05-15
|
4.375000
|
Treasury Debt
|
$5,603,958.61
|
$6,403,033.72
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$452,421,052.63
Item 41. The total current amortized cost, to the nearest cent:
$452,421,052.63
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.45%
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:
$452,421,052.63
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$452,421,052.63
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of Nova Scotia (The)
Item 27. The title of the issue (including coupon or yield):
Bank of Nova Scotia (The) 0.129999%
Item 28. The CUSIP. 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:
630911067791633ba
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001041839
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?
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
|
TREASURY BILL
|
2013-08-08
|
0.00
|
Treasury Debt
|
$500,000.00
|
$500,000.00
|
TREASURY BILL
|
2013-08-15
|
0.00
|
Treasury Debt
|
$214,000.00
|
$214,000.00
|
TREASURY BILL
|
2013-09-12
|
0.00
|
Treasury Debt
|
$200,000.00
|
$199,992.00
|
TREASURY BILL
|
2013-09-19
|
0.00
|
Treasury Debt
|
$1,157,500.00
|
$1,157,454.00
|
TREASURY BILL
|
2013-11-14
|
0.00
|
Treasury Debt
|
$512,000.00
|
$511,939.00
|
TREASURY BILL
|
2013-12-05
|
0.00
|
Treasury Debt
|
$290,500.00
|
$290,459.00
|
TREASURY BILL
|
2013-12-12
|
0.00
|
Treasury Debt
|
$4,000,000.00
|
$3,999,400.00
|
TREASURY BILL
|
2013-12-26
|
0.00
|
Treasury Debt
|
$4,230,500.00
|
$4,229,485.00
|
TREASURY BILL
|
2014-01-02
|
0.00
|
Treasury Debt
|
$350,000.00
|
$349,909.00
|
TREASURY BILL
|
2014-03-06
|
0.00
|
Treasury Debt
|
$291,000.00
|
$290,878.00
|
TSY INFL IX N/B
|
2014-07-15
|
2.000000
|
Treasury Debt
|
$2,301,100.00
|
$2,938,259.00
|
TSY INFL IX N/B
|
2015-01-15
|
1.625000
|
Treasury Debt
|
$2,831,000.00
|
$3,597,657.00
|
TSY INFL IX N/B
|
2016-01-15
|
2.000000
|
Treasury Debt
|
$976,000.00
|
$1,234,231.00
|
TSY INFL IX N/B
|
2016-04-15
|
0.125000
|
Treasury Debt
|
$740,000.00
|
$804,451.00
|
TSY INFL IX N/B
|
2016-07-15
|
2.500000
|
Treasury Debt
|
$1,632,000.00
|
$2,089,872.00
|
TSY INFL IX N/B
|
2017-01-15
|
2.375000
|
Treasury Debt
|
$11,115,000.00
|
$14,303,113.00
|
TSY INFL IX N/B
|
2017-04-15
|
0.125000
|
Treasury Debt
|
$9,035,400.00
|
$9,561,450.00
|
TSY INFL IX N/B
|
2017-07-15
|
2.625000
|
Treasury Debt
|
$721,000.00
|
$923,497.00
|
TSY INFL IX N/B
|
2018-01-15
|
1.625000
|
Treasury Debt
|
$1,540,000.00
|
$1,884,063.00
|
TSY INFL IX N/B
|
2018-04-15
|
0.125000
|
Treasury Debt
|
$29,363,000.00
|
$30,470,982.00
|
TSY INFL IX N/B
|
2018-07-15
|
1.375000
|
Treasury Debt
|
$1,071,000.00
|
$1,270,662.00
|
TSY INFL IX N/B
|
2019-01-15
|
2.125000
|
Treasury Debt
|
$2,764,300.00
|
$3,405,559.00
|
TSY INFL IX N/B
|
2019-07-15
|
1.875000
|
Treasury Debt
|
$13,393,700.00
|
$16,549,342.00
|
TSY INFL IX N/B
|
2020-01-15
|
1.375000
|
Treasury Debt
|
$3,940,000.00
|
$4,646,817.00
|
TSY INFL IX N/B
|
2020-07-15
|
1.250000
|
Treasury Debt
|
$23,169,200.00
|
$27,016,361.00
|
TSY INFL IX N/B
|
2021-01-15
|
1.125000
|
Treasury Debt
|
$10,453,000.00
|
$11,963,169.00
|
TSY INFL IX N/B
|
2021-07-15
|
0.625000
|
Treasury Debt
|
$5,128,000.00
|
$5,501,251.00
|
TSY INFL IX N/B
|
2022-01-15
|
0.125000
|
Treasury Debt
|
$2,156,000.00
|
$2,183,823.00
|
TSY INFL IX N/B
|
2022-07-15
|
0.125000
|
Treasury Debt
|
$2,874,000.00
|
$2,857,871.00
|
TSY INFL IX N/B
|
2023-01-15
|
0.125000
|
Treasury Debt
|
$1,186,000.00
|
$1,159,808.00
|
TSY INFL IX N/B
|
2025-01-15
|
2.375000
|
Treasury Debt
|
$1,204,000.00
|
$1,773,567.00
|
TSY INFL IX N/B
|
2026-01-15
|
2.000000
|
Treasury Debt
|
$209,000.00
|
$282,271.00
|
TSY INFL IX N/B
|
2027-01-15
|
2.375000
|
Treasury Debt
|
$11,214,200.00
|
$15,517,532.00
|
TSY INFL IX N/B
|
2028-04-15
|
3.625000
|
Treasury Debt
|
$530,000.00
|
$1,060,170.00
|
TSY INFL IX N/B
|
2029-04-15
|
3.875000
|
Treasury Debt
|
$1,878,000.00
|
$3,829,302.00
|
TSY INFL IX N/B
|
2040-02-15
|
2.125000
|
Treasury Debt
|
$6,022,500.00
|
$7,769,130.00
|
TSY INFL IX N/B
|
2041-02-15
|
2.125000
|
Treasury Debt
|
$3,693,500.00
|
$4,706,944.00
|
TSY INFL IX N/B
|
2042-02-15
|
0.750000
|
Treasury Debt
|
$161,000.00
|
$142,749.00
|
TSY INFL IX N/B
|
2043-02-15
|
0.625000
|
Treasury Debt
|
$1,239,900.00
|
$1,030,586.00
|
US TREASURY N/B
|
2013-08-15
|
0.750000
|
Treasury Debt
|
$2,000,000.00
|
$2,007,190.00
|
US TREASURY N/B
|
2013-08-31
|
0.125000
|
Treasury Debt
|
$3,376,700.00
|
$3,378,455.00
|
US TREASURY N/B
|
2013-09-30
|
0.125000
|
Treasury Debt
|
$2,233,300.00
|
$2,234,579.00
|
US TREASURY N/B
|
2013-09-30
|
3.125000
|
Treasury Debt
|
$2,641,000.00
|
$2,681,715.00
|
US TREASURY N/B
|
2013-11-30
|
0.250000
|
Treasury Debt
|
$150,000.00
|
$150,156.00
|
US TREASURY N/B
|
2013-11-30
|
2.000000
|
Treasury Debt
|
$150,000.00
|
$151,461.00
|
US TREASURY N/B
|
2013-12-15
|
0.750000
|
Treasury Debt
|
$689,700.00
|
$692,074.00
|
US TREASURY N/B
|
2013-12-31
|
0.125000
|
Treasury Debt
|
$225,000.00
|
$225,059.00
|
US TREASURY N/B
|
2013-12-31
|
1.500000
|
Treasury Debt
|
$3,648,000.00
|
$3,673,699.00
|
US TREASURY N/B
|
2014-01-31
|
0.250000
|
Treasury Debt
|
$388,000.00
|
$388,303.00
|
US TREASURY N/B
|
2014-02-15
|
1.250000
|
Treasury Debt
|
$26,767,500.00
|
$27,088,229.00
|
US TREASURY N/B
|
2014-03-15
|
1.250000
|
Treasury Debt
|
$794,000.00
|
$803,304.00
|
US TREASURY N/B
|
2014-03-31
|
0.250000
|
Treasury Debt
|
$4,000,000.00
|
$4,007,081.00
|
US TREASURY N/B
|
2014-03-31
|
1.750000
|
Treasury Debt
|
$1,668,000.00
|
$1,695,713.00
|
US TREASURY N/B
|
2014-05-15
|
1.000000
|
Treasury Debt
|
$3,811,000.00
|
$3,845,175.00
|
US TREASURY N/B
|
2014-06-15
|
0.750000
|
Treasury Debt
|
$635,000.00
|
$638,972.00
|
US TREASURY N/B
|
2014-06-30
|
0.250000
|
Treasury Debt
|
$850,000.00
|
$850,975.00
|
US TREASURY N/B
|
2014-06-30
|
2.625000
|
Treasury Debt
|
$50,000.00
|
$51,236.00
|
US TREASURY N/B
|
2014-07-15
|
0.625000
|
Treasury Debt
|
$2,000,000.00
|
$2,009,605.00
|
US TREASURY N/B
|
2014-07-31
|
0.125000
|
Treasury Debt
|
$605,000.00
|
$604,811.00
|
US TREASURY N/B
|
2014-07-31
|
2.625000
|
Treasury Debt
|
$2,000,000.00
|
$2,049,062.00
|
US TREASURY N/B
|
2014-08-15
|
4.250000
|
Treasury Debt
|
$1,025,000.00
|
$1,088,378.00
|
US TREASURY N/B
|
2014-09-15
|
0.250000
|
Treasury Debt
|
$2,000.00
|
$2,004.00
|
US TREASURY N/B
|
2014-09-30
|
2.375000
|
Treasury Debt
|
$800,000.00
|
$826,708.00
|
US TREASURY N/B
|
2014-10-31
|
2.375000
|
Treasury Debt
|
$553,000.00
|
$571,318.00
|
US TREASURY N/B
|
2014-11-30
|
0.250000
|
Treasury Debt
|
$786,200.00
|
$787,142.00
|
US TREASURY N/B
|
2014-11-30
|
2.125000
|
Treasury Debt
|
$4,294,600.00
|
$4,419,859.00
|
US TREASURY N/B
|
2014-12-31
|
2.625000
|
Treasury Debt
|
$2,925,900.00
|
$3,032,488.00
|
US TREASURY N/B
|
2015-01-31
|
0.250000
|
Treasury Debt
|
$3,540,000.00
|
$3,541,104.00
|
US TREASURY N/B
|
2015-02-15
|
4.000000
|
Treasury Debt
|
$3,658,100.00
|
$3,936,110.00
|
US TREASURY N/B
|
2015-03-15
|
0.375000
|
Treasury Debt
|
$150,000.00
|
$150,469.00
|
US TREASURY N/B
|
2015-04-15
|
0.375000
|
Treasury Debt
|
$53,000.00
|
$53,141.00
|
US TREASURY N/B
|
2015-04-30
|
2.500000
|
Treasury Debt
|
$461,000.00
|
$481,601.00
|
US TREASURY N/B
|
2015-05-15
|
4.125000
|
Treasury Debt
|
$9,625,900.00
|
$10,363,235.00
|
US TREASURY N/B
|
2015-06-30
|
0.375000
|
Treasury Debt
|
$157,000.00
|
$157,221.00
|
US TREASURY N/B
|
2015-07-15
|
0.250000
|
Treasury Debt
|
$1,013,000.00
|
$1,011,369.00
|
US TREASURY N/B
|
2015-08-15
|
4.250000
|
Treasury Debt
|
$33,961.00
|
$37,308.00
|
US TREASURY N/B
|
2015-09-30
|
1.250000
|
Treasury Debt
|
$2,776,000.00
|
$2,839,617.00
|
US TREASURY N/B
|
2015-10-15
|
0.250000
|
Treasury Debt
|
$525,000.00
|
$523,661.00
|
US TREASURY N/B
|
2015-11-15
|
4.500000
|
Treasury Debt
|
$788,000.00
|
$868,433.00
|
US TREASURY N/B
|
2015-11-15
|
9.875000
|
Treasury Debt
|
$540,000.00
|
$667,173.00
|
US TREASURY N/B
|
2016-02-15
|
0.375000
|
Treasury Debt
|
$980,000.00
|
$978,469.00
|
US TREASURY N/B
|
2016-02-15
|
4.500000
|
Treasury Debt
|
$883,000.00
|
$990,211.00
|
US TREASURY N/B
|
2016-02-29
|
2.625000
|
Treasury Debt
|
$440,000.00
|
$468,727.00
|
US TREASURY N/B
|
2016-03-31
|
2.375000
|
Treasury Debt
|
$405,000.00
|
$428,013.00
|
US TREASURY N/B
|
2016-04-15
|
0.250000
|
Treasury Debt
|
$391,000.00
|
$388,170.00
|
US TREASURY N/B
|
2016-04-30
|
2.000000
|
Treasury Debt
|
$60,000.00
|
$62,644.00
|
US TREASURY N/B
|
2016-04-30
|
2.625000
|
Treasury Debt
|
$745,000.00
|
$791,678.00
|
US TREASURY N/B
|
2016-06-15
|
0.500000
|
Treasury Debt
|
$3,177,000.00
|
$3,169,564.00
|
US TREASURY N/B
|
2016-06-30
|
1.500000
|
Treasury Debt
|
$487,000.00
|
$499,866.00
|
US TREASURY N/B
|
2016-06-30
|
3.250000
|
Treasury Debt
|
$4,000,000.00
|
$4,314,699.00
|
US TREASURY N/B
|
2016-07-15
|
0.625000
|
Treasury Debt
|
$1,120,000.00
|
$1,120,304.00
|
US TREASURY N/B
|
2016-07-31
|
3.250000
|
Treasury Debt
|
$400,000.00
|
$430,875.00
|
US TREASURY N/B
|
2016-08-31
|
1.000000
|
Treasury Debt
|
$3,404,300.00
|
$3,450,900.00
|
US TREASURY N/B
|
2016-09-30
|
1.000000
|
Treasury Debt
|
$288,000.00
|
$291,480.00
|
US TREASURY N/B
|
2016-11-15
|
4.625000
|
Treasury Debt
|
$109,983.00
|
$124,726.00
|
US TREASURY N/B
|
2016-11-15
|
7.500000
|
Treasury Debt
|
$2,798,000.00
|
$3,453,532.00
|
US TREASURY N/B
|
2016-11-30
|
0.875000
|
Treasury Debt
|
$15,256,000.00
|
$15,316,388.00
|
US TREASURY N/B
|
2016-11-30
|
2.750000
|
Treasury Debt
|
$2,208,000.00
|
$2,358,880.00
|
US TREASURY N/B
|
2016-12-31
|
0.875000
|
Treasury Debt
|
$277,000.00
|
$277,594.00
|
US TREASURY N/B
|
2016-12-31
|
3.250000
|
Treasury Debt
|
$1,502,900.00
|
$1,627,950.00
|
US TREASURY N/B
|
2017-02-15
|
4.625000
|
Treasury Debt
|
$55,000.00
|
$63,299.00
|
US TREASURY N/B
|
2017-02-28
|
0.875000
|
Treasury Debt
|
$20,000,000.00
|
$20,050,878.00
|
US TREASURY N/B
|
2017-02-28
|
3.000000
|
Treasury Debt
|
$1,735,500.00
|
$1,885,410.00
|
US TREASURY N/B
|
2017-03-31
|
1.000000
|
Treasury Debt
|
$69,900.00
|
$70,286.00
|
US TREASURY N/B
|
2017-03-31
|
3.250000
|
Treasury Debt
|
$11,784,700.00
|
$12,886,444.00
|
US TREASURY N/B
|
2017-04-30
|
0.875000
|
Treasury Debt
|
$2,000,000.00
|
$1,996,875.00
|
US TREASURY N/B
|
2017-04-30
|
3.125000
|
Treasury Debt
|
$1,000,000.00
|
$1,086,250.00
|
US TREASURY N/B
|
2017-05-15
|
4.500000
|
Treasury Debt
|
$2,849,000.00
|
$3,245,304.00
|
US TREASURY N/B
|
2017-05-31
|
0.625000
|
Treasury Debt
|
$1,133,000.00
|
$1,117,539.00
|
US TREASURY N/B
|
2017-08-15
|
4.750000
|
Treasury Debt
|
$505,000.00
|
$589,382.00
|
US TREASURY N/B
|
2017-08-31
|
1.875000
|
Treasury Debt
|
$918,000.00
|
$952,696.00
|
US TREASURY N/B
|
2017-10-31
|
0.750000
|
Treasury Debt
|
$800,000.00
|
$786,874.00
|
US TREASURY N/B
|
2018-01-31
|
0.875000
|
Treasury Debt
|
$69,000.00
|
$67,749.00
|
US TREASURY N/B
|
2018-01-31
|
2.625000
|
Treasury Debt
|
$500.00
|
$530.00
|
US TREASURY N/B
|
2018-02-15
|
3.500000
|
Treasury Debt
|
$717,000.00
|
$798,639.00
|
US TREASURY N/B
|
2018-02-28
|
2.750000
|
Treasury Debt
|
$119,900.00
|
$129,064.00
|
US TREASURY N/B
|
2018-03-31
|
0.750000
|
Treasury Debt
|
$750,000.00
|
$731,719.00
|
US TREASURY N/B
|
2018-07-31
|
2.250000
|
Treasury Debt
|
$2,946,000.00
|
$3,060,617.00
|
US TREASURY N/B
|
2018-08-31
|
1.500000
|
Treasury Debt
|
$310,000.00
|
$312,321.00
|
US TREASURY N/B
|
2018-11-15
|
3.750000
|
Treasury Debt
|
$366,000.00
|
$410,276.00
|
US TREASURY N/B
|
2018-12-31
|
1.375000
|
Treasury Debt
|
$15,000.00
|
$14,851.00
|
US TREASURY N/B
|
2019-02-15
|
8.875000
|
Treasury Debt
|
$3,625,000.00
|
$5,184,013.00
|
US TREASURY N/B
|
2019-03-31
|
1.500000
|
Treasury Debt
|
$100,000.00
|
$99,594.00
|
US TREASURY N/B
|
2019-04-30
|
1.250000
|
Treasury Debt
|
$1,500,000.00
|
$1,468,359.00
|
US TREASURY N/B
|
2019-05-15
|
3.125000
|
Treasury Debt
|
$5,921,700.00
|
$6,433,227.00
|
US TREASURY N/B
|
2019-06-30
|
1.000000
|
Treasury Debt
|
$406,000.00
|
$389,023.00
|
US TREASURY N/B
|
2019-08-15
|
8.125000
|
Treasury Debt
|
$20,000.00
|
$28,105.00
|
US TREASURY N/B
|
2019-09-30
|
1.000000
|
Treasury Debt
|
$1,610,200.00
|
$1,537,321.00
|
US TREASURY N/B
|
2019-11-15
|
3.375000
|
Treasury Debt
|
$450,000.00
|
$495,084.00
|
US TREASURY N/B
|
2020-01-31
|
1.375000
|
Treasury Debt
|
$22,113,300.00
|
$21,346,234.00
|
US TREASURY N/B
|
2020-02-15
|
3.625000
|
Treasury Debt
|
$749,941.00
|
$842,791.00
|
US TREASURY N/B
|
2020-02-15
|
8.500000
|
Treasury Debt
|
$60,300.00
|
$87,364.00
|
US TREASURY N/B
|
2020-04-30
|
1.125000
|
Treasury Debt
|
$1,740,000.00
|
$1,646,203.00
|
US TREASURY N/B
|
2020-05-15
|
8.750000
|
Treasury Debt
|
$594,000.00
|
$863,822.00
|
US TREASURY N/B
|
2020-06-30
|
1.875000
|
Treasury Debt
|
$376,000.00
|
$372,070.00
|
US TREASURY N/B
|
2020-08-15
|
2.625000
|
Treasury Debt
|
$98,600.00
|
$103,454.00
|
US TREASURY N/B
|
2020-08-15
|
8.750000
|
Treasury Debt
|
$8,000.00
|
$11,885.00
|
US TREASURY N/B
|
2020-11-15
|
2.625000
|
Treasury Debt
|
$300,000.00
|
$311,960.00
|
US TREASURY N/B
|
2021-02-15
|
3.625000
|
Treasury Debt
|
$3,000,000.00
|
$3,355,962.00
|
US TREASURY N/B
|
2021-02-15
|
7.875000
|
Treasury Debt
|
$803,000.00
|
$1,154,577.00
|
US TREASURY N/B
|
2021-05-15
|
3.125000
|
Treasury Debt
|
$212,000.00
|
$226,868.00
|
US TREASURY N/B
|
2021-05-15
|
8.125000
|
Treasury Debt
|
$984,000.00
|
$1,421,542.00
|
US TREASURY N/B
|
2021-08-15
|
8.125000
|
Treasury Debt
|
$143,900.00
|
$211,768.00
|
US TREASURY N/B
|
2021-11-15
|
2.000000
|
Treasury Debt
|
$6,627,000.00
|
$6,466,274.00
|
US TREASURY N/B
|
2021-11-15
|
8.000000
|
Treasury Debt
|
$5,949,900.00
|
$8,619,109.00
|
US TREASURY N/B
|
2022-02-15
|
2.000000
|
Treasury Debt
|
$8,328,500.00
|
$8,126,395.00
|
US TREASURY N/B
|
2022-05-15
|
1.750000
|
Treasury Debt
|
$14,000.00
|
$13,235.00
|
US TREASURY N/B
|
2022-08-15
|
1.625000
|
Treasury Debt
|
$1,042,500.00
|
$973,220.00
|
US TREASURY N/B
|
2023-05-15
|
1.750000
|
Treasury Debt
|
$3,623,000.00
|
$3,355,484.00
|
US TREASURY N/B
|
2024-11-15
|
7.500000
|
Treasury Debt
|
$528,000.00
|
$778,506.00
|
US TREASURY N/B
|
2025-02-15
|
7.625000
|
Treasury Debt
|
$1,200,000.00
|
$1,813,459.00
|
US TREASURY N/B
|
2025-08-15
|
6.875000
|
Treasury Debt
|
$600,000.00
|
$862,947.00
|
US TREASURY N/B
|
2026-02-15
|
6.000000
|
Treasury Debt
|
$2,111,000.00
|
$2,840,644.00
|
US TREASURY N/B
|
2027-08-15
|
6.375000
|
Treasury Debt
|
$280,000.00
|
$392,135.00
|
US TREASURY N/B
|
2028-11-15
|
5.250000
|
Treasury Debt
|
$9,141,700.00
|
$11,458,984.00
|
US TREASURY N/B
|
2029-02-15
|
5.250000
|
Treasury Debt
|
$509,000.00
|
$645,084.00
|
US TREASURY N/B
|
2030-05-15
|
6.250000
|
Treasury Debt
|
$100,000.00
|
$139,573.00
|
US TREASURY N/B
|
2036-02-15
|
4.500000
|
Treasury Debt
|
$17,600.00
|
$20,705.00
|
US TREASURY N/B
|
2037-02-15
|
4.750000
|
Treasury Debt
|
$24,135,300.00
|
$29,405,092.00
|
US TREASURY N/B
|
2037-05-15
|
5.000000
|
Treasury Debt
|
$400,000.00
|
$499,372.00
|
US TREASURY N/B
|
2038-02-15
|
4.375000
|
Treasury Debt
|
$500,000.00
|
$577,219.00
|
US TREASURY N/B
|
2039-02-15
|
3.500000
|
Treasury Debt
|
$216,000.00
|
$215,653.00
|
US TREASURY N/B
|
2039-08-15
|
4.500000
|
Treasury Debt
|
$5,000.00
|
$5,885.00
|
US TREASURY N/B
|
2040-11-15
|
4.250000
|
Treasury Debt
|
$784,000.00
|
$878,069.00
|
US TREASURY N/B
|
2041-05-15
|
4.375000
|
Treasury Debt
|
$3,310,500.00
|
$3,782,548.00
|
US TREASURY N/B
|
2041-08-15
|
3.750000
|
Treasury Debt
|
$1,598,000.00
|
$1,656,441.00
|
US TREASURY N/B
|
2042-02-15
|
3.125000
|
Treasury Debt
|
$400,000.00
|
$366,919.00
|
US TREASURY N/B
|
2042-08-15
|
2.750000
|
Treasury Debt
|
$430,000.00
|
$362,793.00
|
US TREASURY N/B
|
2042-11-15
|
2.750000
|
Treasury Debt
|
$995,300.00
|
$831,826.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Bank of Nova Scotia (The)
|
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:
$500,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.82%
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:
$500,000,000.00
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:
$500,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of Nova Scotia (The)
Item 27. The title of the issue (including coupon or yield):
Bank of Nova Scotia (The) 0.119998%
Item 28. The CUSIP. 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:
649108847791632ba
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001041839
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?
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
|
TREASURY BILL
|
2013-09-12
|
0.00
|
Treasury Debt
|
$290,000.00
|
$289,988.00
|
TREASURY BILL
|
2013-10-31
|
0.00
|
Treasury Debt
|
$1,000,000.00
|
$999,900.00
|
TREASURY BILL
|
2013-11-29
|
0.00
|
Treasury Debt
|
$9,857,100.00
|
$9,855,819.00
|
TREASURY BILL
|
2014-05-29
|
0.00
|
Treasury Debt
|
$5,309,000.00
|
$5,305,443.00
|
TSY INFL IX N/B
|
2014-01-15
|
2.000000
|
Treasury Debt
|
$14,060,900.00
|
$17,980,951.00
|
TSY INFL IX N/B
|
2015-01-15
|
1.625000
|
Treasury Debt
|
$904,000.00
|
$1,148,810.00
|
TSY INFL IX N/B
|
2015-07-15
|
1.875000
|
Treasury Debt
|
$2,988,000.00
|
$3,812,936.00
|
TSY INFL IX N/B
|
2017-04-15
|
0.125000
|
Treasury Debt
|
$2,213,200.00
|
$2,342,055.00
|
TSY INFL IX N/B
|
2018-01-15
|
1.625000
|
Treasury Debt
|
$290,000.00
|
$354,791.00
|
TSY INFL IX N/B
|
2018-07-15
|
1.375000
|
Treasury Debt
|
$71,000.00
|
$84,236.00
|
TSY INFL IX N/B
|
2019-01-15
|
2.125000
|
Treasury Debt
|
$248,000.00
|
$305,531.00
|
TSY INFL IX N/B
|
2019-07-15
|
1.875000
|
Treasury Debt
|
$621,000.00
|
$767,312.00
|
TSY INFL IX N/B
|
2020-01-15
|
1.375000
|
Treasury Debt
|
$8,300.00
|
$9,789.00
|
TSY INFL IX N/B
|
2021-01-15
|
1.125000
|
Treasury Debt
|
$12,686,000.00
|
$14,518,776.00
|
TSY INFL IX N/B
|
2022-07-15
|
0.125000
|
Treasury Debt
|
$734,000.00
|
$729,881.00
|
TSY INFL IX N/B
|
2025-01-15
|
2.375000
|
Treasury Debt
|
$6,712,900.00
|
$9,888,517.00
|
TSY INFL IX N/B
|
2028-04-15
|
3.625000
|
Treasury Debt
|
$126,100.00
|
$252,240.00
|
TSY INFL IX N/B
|
2029-01-15
|
2.500000
|
Treasury Debt
|
$1,517,000.00
|
$2,013,697.00
|
TSY INFL IX N/B
|
2029-04-15
|
3.875000
|
Treasury Debt
|
$8,549,300.00
|
$17,432,295.00
|
TSY INFL IX N/B
|
2032-04-15
|
3.375000
|
Treasury Debt
|
$61,000.00
|
$112,228.00
|
TSY INFL IX N/B
|
2043-02-15
|
0.625000
|
Treasury Debt
|
$4,115,000.00
|
$3,420,327.00
|
US TREASURY N/B
|
2013-11-15
|
0.500000
|
Treasury Debt
|
$973,500.00
|
$975,735.00
|
US TREASURY N/B
|
2013-11-30
|
0.250000
|
Treasury Debt
|
$410,000.00
|
$410,427.00
|
US TREASURY N/B
|
2013-12-31
|
0.125000
|
Treasury Debt
|
$500,000.00
|
$500,131.00
|
US TREASURY N/B
|
2014-01-31
|
0.250000
|
Treasury Debt
|
$1,000,000.00
|
$1,000,781.00
|
US TREASURY N/B
|
2014-01-31
|
1.750000
|
Treasury Debt
|
$17,105,700.00
|
$17,247,352.00
|
US TREASURY N/B
|
2014-02-28
|
0.250000
|
Treasury Debt
|
$8,600,000.00
|
$8,615,655.00
|
US TREASURY N/B
|
2014-03-15
|
1.250000
|
Treasury Debt
|
$268,500.00
|
$271,646.00
|
US TREASURY N/B
|
2014-04-30
|
0.250000
|
Treasury Debt
|
$6,700,000.00
|
$6,710,465.00
|
US TREASURY N/B
|
2014-05-31
|
0.250000
|
Treasury Debt
|
$5,000,000.00
|
$5,006,768.00
|
US TREASURY N/B
|
2014-07-15
|
0.625000
|
Treasury Debt
|
$150,000.00
|
$150,720.00
|
US TREASURY N/B
|
2014-07-31
|
2.625000
|
Treasury Debt
|
$987,000.00
|
$1,011,212.00
|
US TREASURY N/B
|
2014-08-31
|
0.250000
|
Treasury Debt
|
$611,000.00
|
$612,208.00
|
US TREASURY N/B
|
2014-09-15
|
0.250000
|
Treasury Debt
|
$1,000,000.00
|
$1,001,875.00
|
US TREASURY N/B
|
2014-12-31
|
0.125000
|
Treasury Debt
|
$2,592,000.00
|
$2,589,437.00
|
US TREASURY N/B
|
2015-01-31
|
0.250000
|
Treasury Debt
|
$772,100.00
|
$772,341.00
|
US TREASURY N/B
|
2015-04-15
|
0.375000
|
Treasury Debt
|
$4,193,000.00
|
$4,204,146.00
|
US TREASURY N/B
|
2015-04-30
|
0.125000
|
Treasury Debt
|
$7,295,700.00
|
$7,277,457.00
|
US TREASURY N/B
|
2015-04-30
|
2.500000
|
Treasury Debt
|
$1,000,000.00
|
$1,044,687.00
|
US TREASURY N/B
|
2015-06-30
|
1.875000
|
Treasury Debt
|
$6,700.00
|
$6,909.00
|
US TREASURY N/B
|
2015-11-15
|
0.375000
|
Treasury Debt
|
$6,652,900.00
|
$6,649,804.00
|
US TREASURY N/B
|
2015-11-30
|
1.375000
|
Treasury Debt
|
$3,446,200.00
|
$3,528,942.00
|
US TREASURY N/B
|
2016-06-30
|
3.250000
|
Treasury Debt
|
$800,000.00
|
$862,940.00
|
US TREASURY N/B
|
2016-07-31
|
1.500000
|
Treasury Debt
|
$4,104,800.00
|
$4,206,776.00
|
US TREASURY N/B
|
2016-11-15
|
7.500000
|
Treasury Debt
|
$111,000.00
|
$137,006.00
|
US TREASURY N/B
|
2017-05-31
|
0.625000
|
Treasury Debt
|
$2,433,200.00
|
$2,399,996.00
|
US TREASURY N/B
|
2017-06-30
|
0.750000
|
Treasury Debt
|
$11,399,000.00
|
$11,274,395.00
|
US TREASURY N/B
|
2017-09-30
|
0.625000
|
Treasury Debt
|
$11,036,000.00
|
$10,814,125.00
|
US TREASURY N/B
|
2017-11-15
|
4.250000
|
Treasury Debt
|
$3,337,000.00
|
$3,795,269.00
|
US TREASURY N/B
|
2017-11-30
|
0.625000
|
Treasury Debt
|
$12,404,600.00
|
$12,103,524.00
|
US TREASURY N/B
|
2017-11-30
|
2.250000
|
Treasury Debt
|
$8,000,000.00
|
$8,376,248.00
|
US TREASURY N/B
|
2018-09-30
|
1.375000
|
Treasury Debt
|
$804,000.00
|
$802,534.00
|
US TREASURY N/B
|
2019-03-31
|
1.500000
|
Treasury Debt
|
$777,800.00
|
$774,640.00
|
US TREASURY N/B
|
2019-07-31
|
0.875000
|
Treasury Debt
|
$9,217,700.00
|
$8,740,970.00
|
US TREASURY N/B
|
2023-08-15
|
6.250000
|
Treasury Debt
|
$868,000.00
|
$1,172,265.00
|
US TREASURY N/B
|
2024-11-15
|
7.500000
|
Treasury Debt
|
$6,000,000.00
|
$8,846,658.00
|
US TREASURY N/B
|
2027-08-15
|
6.375000
|
Treasury Debt
|
$5,293,700.00
|
$7,413,739.00
|
US TREASURY N/B
|
2037-05-15
|
5.000000
|
Treasury Debt
|
$198,000.00
|
$247,189.00
|
US TREASURY N/B
|
2038-05-15
|
4.500000
|
Treasury Debt
|
$24,000.00
|
$27,961.00
|
US TREASURY N/B
|
2039-05-15
|
4.250000
|
Treasury Debt
|
$406,000.00
|
$455,285.00
|
US TREASURY N/B
|
2039-08-15
|
4.500000
|
Treasury Debt
|
$1,020,000.00
|
$1,200,582.00
|
US TREASURY N/B
|
2040-05-15
|
4.375000
|
Treasury Debt
|
$2,259,000.00
|
$2,582,173.00
|
US TREASURY N/B
|
2040-11-15
|
4.250000
|
Treasury Debt
|
$1,568,000.00
|
$1,756,138.00
|
US TREASURY N/B
|
2041-02-15
|
4.750000
|
Treasury Debt
|
$3,000.00
|
$3,670.00
|
US TREASURY N/B
|
2041-08-15
|
3.750000
|
Treasury Debt
|
$2,397,000.00
|
$2,484,661.00
|
US TREASURY N/B
|
2041-11-15
|
3.125000
|
Treasury Debt
|
$30,000.00
|
$27,327.00
|
US TREASURY N/B
|
2042-11-15
|
2.750000
|
Treasury Debt
|
$4,004,700.00
|
$3,346,944.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Bank of Nova Scotia (The)
|
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:
$250,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.91%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$250,000,000.00
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:
$250,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of Nova Scotia (The)
Item 27. The title of the issue (including coupon or yield):
Joint Account I 0.070000%
Item 28. The CUSIP. 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:
66599331779163BAN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001041839
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?
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
|
TSY INFL IX N/B
|
2028-04-15
|
3.625000
|
Treasury Debt
|
$9,372,354.53
|
$18,747,718.56
|
US TREASURY N/B
|
2014-09-30
|
0.250000
|
Treasury Debt
|
$42,607,295.54
|
$42,682,724.98
|
US TREASURY N/B
|
2015-09-15
|
0.250000
|
Treasury Debt
|
$17,257,329.60
|
$17,227,655.30
|
US TREASURY N/B
|
2015-11-30
|
1.375000
|
Treasury Debt
|
$50,346,952.97
|
$51,555,766.83
|
US TREASURY N/B
|
2016-08-31
|
3.000000
|
Treasury Debt
|
$8,428,242.27
|
$9,125,973.26
|
US TREASURY N/B
|
2017-01-31
|
0.875000
|
Treasury Debt
|
$305,927.12
|
$305,975.07
|
US TREASURY N/B
|
2019-08-31
|
1.000000
|
Treasury Debt
|
$37,363,373.60
|
$35,773,136.22
|
US TREASURY N/B
|
2021-11-15
|
2.000000
|
Treasury Debt
|
$33,044,200.29
|
$32,242,771.69
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$203,589,473.68
Item 41. The total current amortized cost, to the nearest cent:
$203,589,473.68
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.55%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$203,589,473.68
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$203,589,473.68
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. 0.070000%
Item 28. The CUSIP. 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:
66599200779163Bar
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001484219
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?
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
|
US TREASURY N/B
|
2015-07-31
|
0.250000
|
Treasury Debt
|
$40,851,100.00
|
$40,800,036.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$40,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$40,000,000.00
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:
$40,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Barclays Capital, Inc.
Item 27. The title of the issue (including coupon or yield):
Barclays Capital, Inc. 0.050000%
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:
665993967791631Ba
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001484219
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?
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
|
6 1/2 TPRN 26
|
2026-11-15
|
0.00
|
Treasury Debt
|
$127,248,100.00
|
$82,496,216.00
|
STRIPS
|
2033-08-15
|
0.00
|
Treasury Debt
|
$43,271,552.00
|
$20,534,515.00
|
US TREASURY N/B
|
2014-05-31
|
0.250000
|
Treasury Debt
|
$13,018,800.00
|
$13,036,436.00
|
US TREASURY N/B
|
2016-06-30
|
1.500000
|
Treasury Debt
|
$3,210,300.00
|
$3,297,888.00
|
US TREASURY N/B
|
2016-08-31
|
3.000000
|
Treasury Debt
|
$56,075,400.00
|
$60,774,677.00
|
US TREASURY N/B
|
2018-05-31
|
2.375000
|
Treasury Debt
|
$71,101,600.00
|
$74,860,339.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-30
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$250,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.91%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Biddable Repurchase Agreement
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$250,000,000.00
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:
$250,000,000.00
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. 0.079999%
Item 28. The CUSIP. 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:
601689767791631BN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001197610
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
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?
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
|
TSY INFL IX N/B
|
2014-07-15
|
2.000000
|
Treasury Debt
|
$215,493,800.00
|
$275,037,469.00
|
TSY INFL IX N/B
|
2020-01-15
|
1.375000
|
Treasury Debt
|
$135,831,000.00
|
$160,323,523.00
|
TSY INFL IX N/B
|
2023-07-15
|
0.375000
|
Treasury Debt
|
$280,567,600.00
|
$278,639,090.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-01
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
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:
$700,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$700,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
5.34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$700,000,000.00
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:
$700,000,000.00
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. 0.140000%
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:
[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:
631778527791632bn
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001197610
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
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?
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
|
TSY INFL IX N/B
|
2014-07-15
|
2.000000
|
Treasury Debt
|
$30,353,300.00
|
$38,740,302.00
|
TSY INFL IX N/B
|
2015-01-15
|
1.625000
|
Treasury Debt
|
$276,080,000.00
|
$350,580,954.00
|
TSY INFL IX N/B
|
2016-04-15
|
0.125000
|
Treasury Debt
|
$323,897,200.00
|
$351,921,940.00
|
TSY INFL IX N/B
|
2023-01-15
|
0.125000
|
Treasury Debt
|
$24,262,100.00
|
$23,756,848.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
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:
$750,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$750,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
5.72%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$750,000,000.00
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:
$750,000,000.00
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. 0.039999%
Item 28. The CUSIP. 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:
665292607791633bn
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001197610
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
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?
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
|
STRIP PRINC
|
2029-02-15
|
0.00
|
Treasury Debt
|
$66,874,000.00
|
$38,972,830.00
|
STRIPS
|
2019-08-15
|
0.00
|
Treasury Debt
|
$20,722,691.00
|
$18,603,381.00
|
STRIPS
|
2019-11-15
|
0.00
|
Treasury Debt
|
$788,317.00
|
$700,861.00
|
STRIPS
|
2028-02-15
|
0.00
|
Treasury Debt
|
$67,287,799.00
|
$40,717,866.00
|
TINT 05/15/21
|
2021-05-15
|
0.00
|
Treasury Debt
|
$45,017,641.00
|
$37,605,937.00
|
TINT 05/15/24
|
2024-05-15
|
0.00
|
Treasury Debt
|
$54,224,691.00
|
$39,432,195.00
|
TINT 11/15/17
|
2017-11-15
|
0.00
|
Treasury Debt
|
$40,979,238.00
|
$38,949,536.00
|
TSY INFL IX N/B
|
2017-04-15
|
0.125000
|
Treasury Debt
|
$37,815,800.00
|
$40,017,394.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
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:
$250,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.91%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$250,000,000.00
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:
$250,000,000.00
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. 0.060000%
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:
665993087791634bn
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001197610
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
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?
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
|
US TREASURY N/B
|
2020-05-31
|
1.375000
|
Treasury Debt
|
$193,802,900.00
|
$186,767,403.00
|
US TREASURY N/B
|
2021-08-15
|
2.125000
|
Treasury Debt
|
$120,118,500.00
|
$120,050,330.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$300,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.29%
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:
$300,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$300,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNYMellon Investments
Item 27. The title of the issue (including coupon or yield):
BNYMellon Investments 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:
[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:
66599214779163bny
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001497973
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?
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
|
US TREASURY N/B
|
2041-08-15
|
3.750000
|
Treasury Debt
|
$250,200,000.00
|
$259,350,097.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$250,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.91%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$250,000,000.00
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:
$250,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Credit Agricole Corporate and Investment Bank
Item 27. The title of the issue (including coupon or yield):
Joint Account I 0.070000%
Item 28. The CUSIP. 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:
66599331779163CRE
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001330437
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?
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
|
TREASURY BILL
|
2013-09-19
|
0.00
|
Treasury Debt
|
$90,484,210.53
|
$90,480,410.19
|
US TREASURY N/B
|
2014-03-31
|
1.750000
|
Treasury Debt
|
$104,736,559.49
|
$106,489,150.88
|
US TREASURY N/B
|
2014-10-31
|
0.250000
|
Treasury Debt
|
$34,598,266.61
|
$34,651,028.86
|
US TREASURY N/B
|
2015-01-31
|
0.250000
|
Treasury Debt
|
$58,164,607.79
|
$58,196,598.48
|
US TREASURY N/B
|
2016-05-31
|
1.750000
|
Treasury Debt
|
$119,909,494.82
|
$124,249,818.81
|
US TREASURY N/B
|
2016-06-30
|
1.500000
|
Treasury Debt
|
$126,456,298.91
|
$129,906,479.95
|
US TREASURY N/B
|
2020-08-15
|
2.625000
|
Treasury Debt
|
$117,177,052.63
|
$123,476,056.66
|
US TREASURY N/B
|
2021-02-15
|
3.625000
|
Treasury Debt
|
$98,140,712.97
|
$110,191,698.72
|
US TREASURY N/B
|
2039-08-15
|
4.500000
|
Treasury Debt
|
$105,350,766.32
|
$124,644,216.86
|
US TREASURY N/B
|
2043-05-15
|
2.875000
|
Treasury Debt
|
$132,333,157.89
|
$114,106,333.41
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$995,326,315.79
Item 41. The total current amortized cost, to the nearest cent:
$995,326,315.79
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
7.59%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$995,326,315.79
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$995,326,315.79
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):
Joint Account I 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:
66599331779163DEU
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Treasury Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
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
|
US TREASURY N/B
|
2020-07-31
|
2.000000
|
Treasury Debt
|
$277,228,238.74
|
$276,881,703.21
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$271,452,631.58
Item 41. The total current amortized cost, to the nearest cent:
$271,452,631.58
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$271,452,631.58
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$271,452,631.58
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Merrill Lynch Government Securities, Inc.
Item 27. The title of the issue (including coupon or yield):
Merrill Lynch Government Securities, Inc. 0.069998%
Item 28. The CUSIP. 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:
66284451779163MER
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000728612
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
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?
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
|
TSY INFL IX N/B
|
2022-07-15
|
0.125000
|
Treasury Debt
|
$17,170,900.00
|
$17,088,139.00
|
US TREASURY N/B
|
2014-05-31
|
0.250000
|
Treasury Debt
|
$44,349,700.00
|
$44,409,779.00
|
US TREASURY N/B
|
2018-03-31
|
2.875000
|
Treasury Debt
|
$112,084,400.00
|
$121,319,407.00
|
US TREASURY N/B
|
2018-09-30
|
1.375000
|
Treasury Debt
|
$123,080,200.00
|
$123,182,767.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
MERRILL LYNCH, PIERCE, FENNER &
|
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:
$300,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.29%
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:
$299,997,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$299,997,840.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
RBS Securities, Inc.
Item 27. The title of the issue (including coupon or yield):
RBS Securities, Inc. 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:
[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:
649406957791631RB
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000808379
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?
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
|
US TREASURY N/B
|
2020-02-29
|
1.250000
|
Treasury Debt
|
$105,680,000.00
|
$102,002,015.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
RBS 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:
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$100,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$100,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
RBS Securities, Inc.
Item 27. The title of the issue (including coupon or yield):
RBS Securities, Inc. 0.069998%
Item 28. The CUSIP. 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:
661349257791632RB
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000808379
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?
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
|
US TREASURY N/B
|
2015-06-30
|
0.375000
|
Treasury Debt
|
$235,149,000.00
|
$235,533,654.00
|
US TREASURY N/B
|
2016-12-31
|
0.875000
|
Treasury Debt
|
$19,400,000.00
|
$19,467,261.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
RBS 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:
$250,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.91%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$250,000,000.00
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:
$250,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
RBS Securities, Inc.
Item 27. The title of the issue (including coupon or yield):
RBS Securities, Inc. 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:
665991987791633RB
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000808379
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?
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
|
STRIP PRINC
|
2013-08-15
|
0.00
|
Treasury Debt
|
$3,154,000.00
|
$3,153,905.00
|
STRIP PRINC
|
2013-11-15
|
0.00
|
Treasury Debt
|
$471,000.00
|
$470,906.00
|
STRIP PRINC
|
2014-05-15
|
0.00
|
Treasury Debt
|
$395,000.00
|
$394,554.00
|
STRIP PRINC
|
2014-08-15
|
0.00
|
Treasury Debt
|
$87,000.00
|
$86,848.00
|
STRIP PRINC
|
2015-02-15
|
0.00
|
Treasury Debt
|
$838,000.00
|
$834,832.00
|
STRIP PRINC
|
2015-11-15
|
0.00
|
Treasury Debt
|
$204,000.00
|
$202,025.00
|
STRIP PRINC
|
2016-02-15
|
0.00
|
Treasury Debt
|
$1,355,000.00
|
$1,338,063.00
|
STRIP PRINC
|
2016-11-15
|
0.00
|
Treasury Debt
|
$1,369,000.00
|
$1,335,021.00
|
STRIP PRINC
|
2017-11-15
|
0.00
|
Treasury Debt
|
$80,000.00
|
$76,126.00
|
STRIP PRINC
|
2018-05-15
|
0.00
|
Treasury Debt
|
$453,000.00
|
$424,574.00
|
STRIP PRINC
|
2018-11-15
|
0.00
|
Treasury Debt
|
$33,000.00
|
$30,473.00
|
STRIP PRINC
|
2020-02-15
|
0.00
|
Treasury Debt
|
$259,000.00
|
$228,568.00
|
STRIP PRINC
|
2021-08-15
|
0.00
|
Treasury Debt
|
$2,336,000.00
|
$1,936,030.00
|
STRIP PRINC
|
2021-11-15
|
0.00
|
Treasury Debt
|
$86,000.00
|
$70,478.00
|
STRIP PRINC
|
2025-02-15
|
0.00
|
Treasury Debt
|
$23,000.00
|
$16,273.00
|
STRIP PRINC
|
2027-08-15
|
0.00
|
Treasury Debt
|
$15,807,000.00
|
$9,901,031.00
|
STRIP PRINC
|
2027-11-15
|
0.00
|
Treasury Debt
|
$74,000.00
|
$45,793.00
|
STRIP PRINC
|
2028-11-15
|
0.00
|
Treasury Debt
|
$8,532,000.00
|
$5,046,337.00
|
STRIP PRINC
|
2029-02-15
|
0.00
|
Treasury Debt
|
$7,250,000.00
|
$4,236,827.00
|
STRIP PRINC
|
2029-08-15
|
0.00
|
Treasury Debt
|
$3,502,000.00
|
$2,005,771.00
|
STRIP PRINC
|
2030-05-15
|
0.00
|
Treasury Debt
|
$291,000.00
|
$161,327.00
|
STRIP PRINC
|
2031-02-15
|
0.00
|
Treasury Debt
|
$42,000.00
|
$22,533.00
|
STRIP PRINC
|
2036-02-15
|
0.00
|
Treasury Debt
|
$18,000.00
|
$7,827.00
|
STRIP PRINC
|
2037-02-15
|
0.00
|
Treasury Debt
|
$448,000.00
|
$186,220.00
|
STRIP PRINC
|
2037-05-15
|
0.00
|
Treasury Debt
|
$774,000.00
|
$318,300.00
|
STRIP PRINC
|
2038-02-15
|
0.00
|
Treasury Debt
|
$99,000.00
|
$39,411.00
|
STRIP PRINC
|
2038-05-15
|
0.00
|
Treasury Debt
|
$29,637,000.00
|
$11,668,383.00
|
STRIP PRINC
|
2039-02-15
|
0.00
|
Treasury Debt
|
$180,000.00
|
$68,560.00
|
STRIP PRINC
|
2039-05-15
|
0.00
|
Treasury Debt
|
$400,000.00
|
$150,980.00
|
STRIP PRINC
|
2039-08-15
|
0.00
|
Treasury Debt
|
$534,000.00
|
$200,127.00
|
STRIP PRINC
|
2039-11-15
|
0.00
|
Treasury Debt
|
$16,556,000.00
|
$6,117,277.00
|
STRIP PRINC
|
2040-02-15
|
0.00
|
Treasury Debt
|
$1,734,000.00
|
$634,315.00
|
STRIP PRINC
|
2040-08-15
|
0.00
|
Treasury Debt
|
$836,000.00
|
$298,494.00
|
STRIP PRINC
|
2040-11-15
|
0.00
|
Treasury Debt
|
$9,597,000.00
|
$3,390,524.00
|
STRIP PRINC
|
2041-02-15
|
0.00
|
Treasury Debt
|
$6,189,000.00
|
$2,166,893.00
|
STRIP PRINC
|
2041-05-15
|
0.00
|
Treasury Debt
|
$79,000.00
|
$27,308.00
|
STRIP PRINC
|
2041-08-15
|
0.00
|
Treasury Debt
|
$24,491,000.00
|
$8,358,779.00
|
STRIP PRINC
|
2041-11-15
|
0.00
|
Treasury Debt
|
$15,482,000.00
|
$5,218,363.00
|
STRIP PRINC
|
2042-02-15
|
0.00
|
Treasury Debt
|
$817,000.00
|
$272,249.00
|
STRIP PRINC
|
2042-05-15
|
0.00
|
Treasury Debt
|
$13,151,000.00
|
$4,331,808.00
|
STRIP PRINC
|
2042-08-15
|
0.00
|
Treasury Debt
|
$424,473,000.00
|
$138,238,124.00
|
STRIP PRINC
|
2042-11-15
|
0.00
|
Treasury Debt
|
$7,746,000.00
|
$2,499,092.00
|
STRIP PRINC
|
2043-02-15
|
0.00
|
Treasury Debt
|
$4,000,000.00
|
$1,277,040.00
|
STRIPS
|
2013-11-15
|
0.00
|
Treasury Debt
|
$1,834,009.00
|
$1,833,588.00
|
STRIPS
|
2014-02-15
|
0.00
|
Treasury Debt
|
$635,811.00
|
$635,416.00
|
STRIPS
|
2014-05-15
|
0.00
|
Treasury Debt
|
$38,009.00
|
$37,981.00
|
STRIPS
|
2015-08-15
|
0.00
|
Treasury Debt
|
$666,167.00
|
$661,444.00
|
STRIPS
|
2016-02-15
|
0.00
|
Treasury Debt
|
$47,989.00
|
$47,383.00
|
STRIPS
|
2017-02-15
|
0.00
|
Treasury Debt
|
$27,755,668.00
|
$26,909,118.00
|
STRIPS
|
2018-05-15
|
0.00
|
Treasury Debt
|
$27,480,824.00
|
$25,731,945.00
|
STRIPS
|
2018-11-15
|
0.00
|
Treasury Debt
|
$23,405,296.00
|
$21,604,727.00
|
STRIPS
|
2019-02-15
|
0.00
|
Treasury Debt
|
$844,328.00
|
$772,619.00
|
STRIPS
|
2019-05-15
|
0.00
|
Treasury Debt
|
$32,508,176.00
|
$29,470,612.00
|
STRIPS
|
2019-08-15
|
0.00
|
Treasury Debt
|
$2,528,350.00
|
$2,271,571.00
|
STRIPS
|
2019-11-15
|
0.00
|
Treasury Debt
|
$5,593,176.00
|
$4,977,703.00
|
STRIPS
|
2028-02-15
|
0.00
|
Treasury Debt
|
$10,578,101.00
|
$6,418,368.00
|
STRIPS
|
2028-05-15
|
0.00
|
Treasury Debt
|
$15,855,511.00
|
$9,508,392.00
|
STRIPS
|
2028-08-15
|
0.00
|
Treasury Debt
|
$16,101.00
|
$9,549.00
|
STRIPS
|
2028-11-15
|
0.00
|
Treasury Debt
|
$6,523,511.00
|
$3,822,843.00
|
STRIPS
|
2029-02-15
|
0.00
|
Treasury Debt
|
$1,679,226.00
|
$973,179.00
|
STRIPS
|
2029-05-15
|
0.00
|
Treasury Debt
|
$14,750.00
|
$8,455.00
|
STRIPS
|
2029-08-15
|
0.00
|
Treasury Debt
|
$61,761,456.00
|
$35,002,071.00
|
STRIPS
|
2029-11-15
|
0.00
|
Treasury Debt
|
$20,400,750.00
|
$11,431,560.00
|
STRIPS
|
2030-02-15
|
0.00
|
Treasury Debt
|
$27,144,125.00
|
$15,040,017.00
|
STRIPS
|
2030-05-15
|
0.00
|
Treasury Debt
|
$38,020,750.00
|
$20,829,668.00
|
STRIPS
|
2030-08-15
|
0.00
|
Treasury Debt
|
$15,254,125.00
|
$8,265,753.00
|
STRIPS
|
2030-11-15
|
0.00
|
Treasury Debt
|
$9,237,000.00
|
$4,949,092.00
|
STRIPS
|
2031-02-15
|
0.00
|
Treasury Debt
|
$5,949,125.00
|
$3,150,954.00
|
STRIPS
|
2031-05-15
|
0.00
|
Treasury Debt
|
$18,890,000.00
|
$9,895,904.00
|
STRIPS
|
2031-08-15
|
0.00
|
Treasury Debt
|
$19,917,000.00
|
$10,323,180.00
|
STRIPS
|
2031-11-15
|
0.00
|
Treasury Debt
|
$10,715,000.00
|
$5,494,438.00
|
STRIPS
|
2032-02-15
|
0.00
|
Treasury Debt
|
$24,601,000.00
|
$12,479,841.00
|
STRIPS
|
2032-05-15
|
0.00
|
Treasury Debt
|
$11,013,000.00
|
$5,529,187.00
|
STRIPS
|
2032-08-15
|
0.00
|
Treasury Debt
|
$9,123,000.00
|
$4,535,134.00
|
STRIPS
|
2032-11-15
|
0.00
|
Treasury Debt
|
$13,914,000.00
|
$6,838,035.00
|
STRIPS
|
2033-02-15
|
0.00
|
Treasury Debt
|
$38,877,000.00
|
$18,898,499.00
|
STRIPS
|
2033-05-15
|
0.00
|
Treasury Debt
|
$15,000.00
|
$7,218.00
|
STRIPS
|
2033-08-15
|
0.00
|
Treasury Debt
|
$3,317,000.00
|
$1,578,892.00
|
STRIPS
|
2033-11-15
|
0.00
|
Treasury Debt
|
$12,750,000.00
|
$6,001,680.00
|
STRIPS
|
2034-02-15
|
0.00
|
Treasury Debt
|
$914,000.00
|
$425,833.00
|
STRIPS
|
2034-05-15
|
0.00
|
Treasury Debt
|
$792,000.00
|
$365,730.00
|
STRIPS
|
2034-08-15
|
0.00
|
Treasury Debt
|
$684,000.00
|
$312,191.00
|
STRIPS
|
2034-11-15
|
0.00
|
Treasury Debt
|
$1,780,000.00
|
$803,973.00
|
STRIPS
|
2035-02-15
|
0.00
|
Treasury Debt
|
$9,577,000.00
|
$4,280,057.00
|
STRIPS
|
2035-05-15
|
0.00
|
Treasury Debt
|
$739,000.00
|
$326,838.00
|
STRIPS
|
2035-08-15
|
0.00
|
Treasury Debt
|
$16,412,000.00
|
$7,182,384.00
|
STRIPS
|
2035-11-15
|
0.00
|
Treasury Debt
|
$6,933,000.00
|
$3,003,168.00
|
STRIPS
|
2036-02-15
|
0.00
|
Treasury Debt
|
$688,000.00
|
$294,946.00
|
STRIPS
|
2036-05-15
|
0.00
|
Treasury Debt
|
$6,568,000.00
|
$2,787,197.00
|
STRIPS
|
2036-08-15
|
0.00
|
Treasury Debt
|
$5,388,000.00
|
$2,261,721.00
|
STRIPS
|
2036-11-15
|
0.00
|
Treasury Debt
|
$130,000.00
|
$53,997.00
|
STRIPS
|
2037-02-15
|
0.00
|
Treasury Debt
|
$2,937,000.00
|
$1,208,047.00
|
STRIPS
|
2037-05-15
|
0.00
|
Treasury Debt
|
$3,190,000.00
|
$1,298,872.00
|
STRIPS
|
2037-08-15
|
0.00
|
Treasury Debt
|
$5,225,000.00
|
$2,105,466.00
|
STRIPS
|
2037-11-15
|
0.00
|
Treasury Debt
|
$18,075,000.00
|
$7,211,563.00
|
STRIPS
|
2038-02-15
|
0.00
|
Treasury Debt
|
$2,864,000.00
|
$1,130,306.00
|
STRIPS
|
2038-05-15
|
0.00
|
Treasury Debt
|
$4,336,000.00
|
$1,692,644.00
|
STRIPS
|
2038-08-15
|
0.00
|
Treasury Debt
|
$11,135,000.00
|
$4,298,333.00
|
STRIPS
|
2038-11-15
|
0.00
|
Treasury Debt
|
$1,859,000.00
|
$710,212.00
|
STRIPS
|
2039-02-15
|
0.00
|
Treasury Debt
|
$11,646,000.00
|
$4,403,702.00
|
STRIPS
|
2039-05-15
|
0.00
|
Treasury Debt
|
$12,027,000.00
|
$4,502,428.00
|
STRIPS
|
2039-08-15
|
0.00
|
Treasury Debt
|
$12,390,000.00
|
$4,590,867.00
|
STRIPS
|
2039-11-15
|
0.00
|
Treasury Debt
|
$6,402,000.00
|
$2,346,589.00
|
STRIPS
|
2040-02-15
|
0.00
|
Treasury Debt
|
$4,278,000.00
|
$1,550,732.00
|
STRIPS
|
2040-05-15
|
0.00
|
Treasury Debt
|
$4,066,000.00
|
$1,457,783.00
|
STRIPS
|
2040-08-15
|
0.00
|
Treasury Debt
|
$3,820,000.00
|
$1,355,794.00
|
STRIPS
|
2040-11-15
|
0.00
|
Treasury Debt
|
$8,269,000.00
|
$2,900,269.00
|
STRIPS
|
2041-02-15
|
0.00
|
Treasury Debt
|
$16,646,000.00
|
$5,780,323.00
|
STRIPS
|
2041-05-15
|
0.00
|
Treasury Debt
|
$15,847,000.00
|
$5,442,177.00
|
STRIPS
|
2041-08-15
|
0.00
|
Treasury Debt
|
$11,657,000.00
|
$3,958,951.00
|
STRIPS
|
2041-11-15
|
0.00
|
Treasury Debt
|
$5,683,000.00
|
$1,909,431.00
|
STRIPS
|
2042-02-15
|
0.00
|
Treasury Debt
|
$7,630,000.00
|
$2,533,694.00
|
STRIPS
|
2042-05-15
|
0.00
|
Treasury Debt
|
$1,922,000.00
|
$631,300.00
|
STRIPS
|
2042-08-15
|
0.00
|
Treasury Debt
|
$2,655,000.00
|
$862,450.00
|
STRIPS
|
2042-11-15
|
0.00
|
Treasury Debt
|
$30,000.00
|
$9,629.00
|
STRIPS
|
2043-02-15
|
0.00
|
Treasury Debt
|
$1,290,000.00
|
$410,001.00
|
TINT 02/15/15
|
2015-02-15
|
0.00
|
Treasury Debt
|
$5,397,811.00
|
$5,376,759.00
|
TINT 02/15/18
|
2018-02-15
|
0.00
|
Treasury Debt
|
$747,328.00
|
$705,224.00
|
TINT 02/15/20
|
2020-02-15
|
0.00
|
Treasury Debt
|
$801,044.00
|
$705,840.00
|
TINT 02/15/21
|
2021-02-15
|
0.00
|
Treasury Debt
|
$29,025,031.00
|
$24,526,441.00
|
TINT 02/15/22
|
2022-02-15
|
0.00
|
Treasury Debt
|
$13,422,669.00
|
$10,858,805.00
|
TINT 02/15/23
|
2023-02-15
|
0.00
|
Treasury Debt
|
$19,674,009.00
|
$15,205,451.00
|
TINT 02/15/24
|
2024-02-15
|
0.00
|
Treasury Debt
|
$871,224.00
|
$642,257.00
|
TINT 02/15/25
|
2025-02-15
|
0.00
|
Treasury Debt
|
$1,604,224.00
|
$1,126,005.00
|
TINT 02/15/26
|
2026-02-15
|
0.00
|
Treasury Debt
|
$5,216.00
|
$3,489.00
|
TINT 02/15/27
|
2027-02-15
|
0.00
|
Treasury Debt
|
$22,101,758.00
|
$14,077,273.00
|
TINT 05/15/15
|
2015-05-15
|
0.00
|
Treasury Debt
|
$16,806,565.00
|
$16,718,163.00
|
TINT 05/15/16
|
2016-05-15
|
0.00
|
Treasury Debt
|
$796,268.00
|
$783,966.00
|
TINT 05/15/17
|
2017-05-15
|
0.00
|
Treasury Debt
|
$97,493.00
|
$93,901.00
|
TINT 05/15/20
|
2020-05-15
|
0.00
|
Treasury Debt
|
$89,759.00
|
$78,290.00
|
TINT 05/15/21
|
2021-05-15
|
0.00
|
Treasury Debt
|
$24,496,582.00
|
$20,485,021.00
|
TINT 05/15/22
|
2022-05-15
|
0.00
|
Treasury Debt
|
$18,377,218.00
|
$14,707,288.00
|
TINT 05/15/23
|
2023-05-15
|
0.00
|
Treasury Debt
|
$4,473.00
|
$3,417.00
|
TINT 05/15/24
|
2024-05-15
|
0.00
|
Treasury Debt
|
$3,333,473.00
|
$2,428,668.00
|
TINT 05/15/25
|
2025-05-15
|
0.00
|
Treasury Debt
|
$1,107,335.00
|
$768,258.00
|
TINT 05/15/26
|
2026-05-15
|
0.00
|
Treasury Debt
|
$28,335.00
|
$18,729.00
|
TINT 05/15/27
|
2027-05-15
|
0.00
|
Treasury Debt
|
$57,809,118.00
|
$36,361,935.00
|
TINT 08/15/13
|
2013-08-15
|
0.00
|
Treasury Debt
|
$26,905,311.00
|
$26,904,773.00
|
TINT 08/15/14
|
2014-08-15
|
0.00
|
Treasury Debt
|
$3,668,311.00
|
$3,663,615.00
|
TINT 08/15/16
|
2016-08-15
|
0.00
|
Treasury Debt
|
$8,307,668.00
|
$8,142,927.00
|
TINT 08/15/17
|
2017-08-15
|
0.00
|
Treasury Debt
|
$5,933,668.00
|
$5,680,893.00
|
TINT 08/15/18
|
2018-08-15
|
0.00
|
Treasury Debt
|
$6,336,328.00
|
$5,889,744.00
|
TINT 08/15/20
|
2020-08-15
|
0.00
|
Treasury Debt
|
$45,367,644.00
|
$39,171,331.00
|
TINT 08/15/21
|
2021-08-15
|
0.00
|
Treasury Debt
|
$14,256.00
|
$11,785.00
|
TINT 08/15/22
|
2022-08-15
|
0.00
|
Treasury Debt
|
$55,545,669.00
|
$43,973,841.00
|
TINT 08/15/23
|
2023-08-15
|
0.00
|
Treasury Debt
|
$12,576,224.00
|
$9,494,042.00
|
TINT 08/15/24
|
2024-08-15
|
0.00
|
Treasury Debt
|
$677,224.00
|
$487,330.00
|
TINT 08/15/25
|
2025-08-15
|
0.00
|
Treasury Debt
|
$11,497,191.00
|
$7,882,359.00
|
TINT 08/15/26
|
2026-08-15
|
0.00
|
Treasury Debt
|
$9,595,766.00
|
$6,264,980.00
|
TINT 08/15/27
|
2027-08-15
|
0.00
|
Treasury Debt
|
$699,245.00
|
$434,434.00
|
TINT 11/15/14
|
2014-11-15
|
0.00
|
Treasury Debt
|
$13,178,009.00
|
$13,144,801.00
|
TINT 11/15/15
|
2015-11-15
|
0.00
|
Treasury Debt
|
$11,416,009.00
|
$11,306,416.00
|
TINT 11/15/16
|
2016-11-15
|
0.00
|
Treasury Debt
|
$921,618.00
|
$898,541.00
|
TINT 11/15/17
|
2017-11-15
|
0.00
|
Treasury Debt
|
$5,499,824.00
|
$5,229,013.00
|
TINT 11/15/20
|
2020-11-15
|
0.00
|
Treasury Debt
|
$7,028,582.00
|
$6,007,680.00
|
TINT 11/15/21
|
2021-11-15
|
0.00
|
Treasury Debt
|
$15,250,538.00
|
$12,467,315.00
|
TINT 11/15/22
|
2022-11-15
|
0.00
|
Treasury Debt
|
$17,218.00
|
$13,477.00
|
TINT 11/15/23
|
2023-11-15
|
0.00
|
Treasury Debt
|
$10,406,473.00
|
$7,762,916.00
|
TINT 11/15/24
|
2024-11-15
|
0.00
|
Treasury Debt
|
$22,560,473.00
|
$16,028,991.00
|
TINT 11/15/25
|
2025-11-15
|
0.00
|
Treasury Debt
|
$37,335.00
|
$25,280.00
|
TINT 11/15/26
|
2026-11-15
|
0.00
|
Treasury Debt
|
$45,711,335.00
|
$29,471,925.00
|
TINT 11/15/27
|
2027-11-15
|
0.00
|
Treasury Debt
|
$5,292,118.00
|
$3,249,466.00
|
TPRX 02/15/19 8.8750
|
2019-02-15
|
9.000000
|
Treasury Debt
|
$3,087,000.00
|
$2,828,310.00
|
TPRX 02/15/21 7.8750
|
2021-02-15
|
8.000000
|
Treasury Debt
|
$4,075,000.00
|
$3,451,403.00
|
TPRX 02/15/23 7.1250
|
2023-02-15
|
7.000000
|
Treasury Debt
|
$272,000.00
|
$211,341.00
|
TPRX 02/15/26 6.0000
|
2026-02-15
|
6.000000
|
Treasury Debt
|
$142,000.00
|
$95,691.00
|
TPRX 02/15/27 6.6250
|
2027-02-15
|
7.000000
|
Treasury Debt
|
$10,568,000.00
|
$6,786,029.00
|
TPRX 05/15/16 7.2500
|
2016-05-15
|
7.000000
|
Treasury Debt
|
$18,259,000.00
|
$17,977,629.00
|
TPRX 05/15/17 8.7500
|
2017-05-15
|
9.000000
|
Treasury Debt
|
$27,187,000.00
|
$26,210,170.00
|
TPRX 05/15/20 8.7500
|
2020-05-15
|
9.000000
|
Treasury Debt
|
$54,185,000.00
|
$47,342,518.00
|
TPRX 05/15/21 8.1250
|
2021-05-15
|
8.000000
|
Treasury Debt
|
$11,698,000.00
|
$9,805,731.00
|
TPRX 08/15/15 10.625
|
2015-08-15
|
11.000000
|
Treasury Debt
|
$26,514,000.00
|
$26,323,365.00
|
TPRX 08/15/17 8.8750
|
2017-08-15
|
9.000000
|
Treasury Debt
|
$610,000.00
|
$584,508.00
|
TPRX 08/15/19 8.1250
|
2019-08-15
|
8.000000
|
Treasury Debt
|
$42,375,000.00
|
$38,125,211.00
|
TPRX 08/15/20 8.7500
|
2020-08-15
|
9.000000
|
Treasury Debt
|
$62,600.00
|
$54,121.00
|
TPRX 08/15/22 7.2500
|
2022-08-15
|
7.000000
|
Treasury Debt
|
$722,000.00
|
$574,474.00
|
TPRX 08/15/23 6.2500
|
2023-08-15
|
6.000000
|
Treasury Debt
|
$3,911,000.00
|
$2,969,036.00
|
TPRX 08/15/25 6.8750
|
2025-08-15
|
7.000000
|
Treasury Debt
|
$65,000.00
|
$44,897.00
|
TPRX 08/15/26 6.7500
|
2026-08-15
|
7.000000
|
Treasury Debt
|
$4,981,000.00
|
$3,277,149.00
|
TPRX 08/15/28 5.5000
|
2028-08-15
|
6.000000
|
Treasury Debt
|
$2,304,000.00
|
$1,378,322.00
|
TPRX 11/15/18 9.0000
|
2018-11-15
|
9.000000
|
Treasury Debt
|
$267,000.00
|
$246,550.00
|
TPRX 11/15/22 7.6250
|
2022-11-15
|
8.000000
|
Treasury Debt
|
$514,000.00
|
$404,667.00
|
TPRX 11/15/24 7.5000
|
2024-11-15
|
8.000000
|
Treasury Debt
|
$43,000.00
|
$30,768.00
|
TPRX 11/15/26 6.5000
|
2026-11-15
|
7.000000
|
Treasury Debt
|
$23,463,000.00
|
$15,247,666.00
|
US TREASURY N/B
|
2016-01-31
|
2.000000
|
Treasury Debt
|
$463,045,000.00
|
$480,913,885.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$1,700,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,700,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
12.97%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$1,700,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$1,700,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 4.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828BH2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2013-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$675,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$676,091,690.10
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
5.16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$676,054,350.00
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:
$676,054,350.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 4.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828BR0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2013-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-11-15
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:
$420,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$425,071,628.95
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$425,069,400.00
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:
$425,069,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 4.000000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828CA6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2014-02-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-15
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:
$43,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$43,889,557.08
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.33%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$43,900,334.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$43,900,334.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 4.750000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828CJ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2014-05-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-05-15
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:
$75,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$77,703,522.54
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.59%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$77,721,675.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$77,721,675.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 3.125000%
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:
912828JM3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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:
$158,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$158,776,884.27
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$158,796,320.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$158,796,320.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 2.750000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828JQ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2013-10-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-31
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$50,321,554.95
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:
$50,330,000.00
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:
$50,330,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 2.000000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828JT8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2013-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-11-30
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$421,800,000.00
Item 41. The total current amortized cost, to the nearest cent:
$424,336,707.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$424,502,050.80
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$424,502,050.80
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 1.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828JW1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2013-12-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-12-31
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$231,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$232,324,910.52
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.77%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$232,353,429.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$232,353,429.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 1.750000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828JZ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2014-01-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-01-31
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$220,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$221,745,073.32
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.69%
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:
$221,812,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$221,812,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 1.875000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828KF6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2014-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-28
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:
$82,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$82,798,811.36
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$82,842,386.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$82,842,386.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 1.875000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828KN9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2014-04-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-04-30
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:
$75,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$75,960,475.23
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.58%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$75,981,450.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$75,981,450.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 2.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828KV1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2014-05-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-05-31
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$86,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$87,496,588.37
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.67%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$87,505,000.00
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:
$87,505,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 2.625000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828KY5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2014-06-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-06-30
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:
$9,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$9,200,285.15
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$9,203,580.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$9,203,580.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 0.750000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828NY2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2013-09-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-15
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:
$280,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$280,237,202.38
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$280,229,600.00
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:
$280,229,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828PB0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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:
$205,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$205,663,271.76
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$205,684,539.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$205,684,539.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 0.750000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828PL8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2013-12-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-12-15
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:
$102,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$102,226,547.45
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$102,251,022.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$102,251,022.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 1.000000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828PQ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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:
$189,750,000.00
Item 41. The total current amortized cost, to the nearest cent:
$190,477,469.71
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.45%
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:
$190,535,754.75
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$190,535,754.75
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828PU8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2013-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-11-15
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:
$440,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$440,558,482.28
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.36%
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:
$440,550,000.00
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:
$440,550,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 1.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828PZ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2014-03-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-15
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:
$12,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$12,083,674.17
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$12,085,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$12,085,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 1.000000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828QM5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2014-05-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-05-15
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:
$188,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$189,261,185.14
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.44%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$189,292,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$189,292,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 0.750000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828QS2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2014-06-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-06-15
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:
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$10,051,124.30
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$10,053,120.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$10,053,120.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 0.625000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828QU7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2014-07-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-07-15
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:
$189,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$189,758,394.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.45%
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:
$189,863,730.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$189,863,730.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 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:
912828RD4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2013-08-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-31
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$90,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$90,003,739.33
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:
$90,003,510.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$90,003,510.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 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:
912828RK8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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:
$270,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$270,467,539.12
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$270,532,460.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$270,532,460.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828RN2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2013-10-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-31
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$370,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$370,070,849.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.82%
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:
$370,173,530.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$370,173,530.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828RS1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 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):
2013-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-11-30
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$329,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$329,115,314.23
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$329,205,625.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$329,205,625.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
UBS Securities LLC
Item 27. The title of the issue (including coupon or yield):
UBS Securities LLC 0.050000%
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:
66603699779163UBS
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000230611
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?
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
|
US TREASURY N/B
|
2022-05-15
|
1.750000
|
Treasury Debt
|
$47,807,000.00
|
$45,390,006.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$44,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$44,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$44,500,000.00
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:
$44,500,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Wells Fargo Securities, LLC
Item 27. The title of the issue (including coupon or yield):
Joint Account I 0.070000%
Item 28. The CUSIP. 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:
66599331779163WEL
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000740906
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?
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
|
US TREASURY N/B
|
2014-01-31
|
1.750000
|
Treasury Debt
|
$10,483,862.57
|
$10,570,668.60
|
US TREASURY N/B
|
2014-04-30
|
1.875000
|
Treasury Debt
|
$67,322,062.32
|
$68,518,880.68
|
US TREASURY N/B
|
2015-02-28
|
2.375000
|
Treasury Debt
|
$58,393,080.42
|
$60,940,438.97
|
US TREASURY N/B
|
2015-08-15
|
4.250000
|
Treasury Debt
|
$72,002,810.53
|
$79,121,653.07
|
US TREASURY N/B
|
2016-04-30
|
2.625000
|
Treasury Debt
|
$10,900,813.81
|
$11,592,333.96
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$226,210,526.32
Item 41. The total current amortized cost, to the nearest cent:
$226,210,526.32
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.73%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$226,210,526.32
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$226,210,526.32