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UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM N-MFP MONTHLY SCHEDULE OF PORTFOLIO HOLDINGS OF MONEY MARKET FUNDS |
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1. Identity Information
Is this an electronic copy of an official filing submitted in paper format? No
Report date: June 30, 2012
CIK Number of Registrant: 0000857156
EDGAR Series Identifier: S000004504
Total number of share classes in the series: 1
Do you anticipate this will be the fund's final filing on Form N-MFP? No
If this is not a final filing, has the fund acquired or merged with another fund since the last filing? No
Part 1: Information about the Fund
A. Series-Level Information
Item 1. Securities Act File Number: 033-31894
Item 2. Investment Adviser
|
Adviser |
SEC file number |
|---|---|
|
Charles Schwab Investment Management, Inc. |
801-35905 |
Item 3. Sub-Adviser. If a fund has one or more sub-advisers, disclose the name of each sub-adviser
Item 4. Independent Public Accountant
|
Name |
City |
State |
|---|---|---|
|
PricewaterhouseCoopers LLP |
San Francisco |
CA |
Item 5. Administrator. If a fund has one or more administrators, disclose the name of each administrator
|
Administrator |
|---|
| Charles Schwab Investment Management, Inc. |
Item 6. Transfer Agent
|
Name |
CIK number |
SEC file number |
|---|---|---|
|
Boston Financial Data Services, Inc. |
0000275143 |
84-00896 |
Item 7. Master-Feeder Funds. Is this a feeder fund? No
a. Identify the master fund by CIK
b. Securities Act file number of the master fund
c. EDGAR series identifier of the master fund
Item 8. Master-Feeder Funds. Is this a master fund? No
a. If this is a master fund, identify all feeder funds by CIK or, if the fund does not have a CIK, by name
b. Securities Act file number of each feeder fund
c. EDGAR series identifier of each feeder fund
Item 9. Is this series primarily used to fund insurance company separate accounts? No
Item 10. Category. Indicate the category that most closely identifies the money market fund: Prime
Item 11. Dollar weighted average portfolio maturity: 44 days
Item 12. Dollar weighted average life maturity. Calculate the dollar weighted average portfolio maturity without reference to the exceptions in rule 2a-7(d) regarding interest rate readjustments: 56 days
Item 13. Total value of portfolio securities at amortized cost, to the nearest cent: $33,608,705,684.05
Item 14. Total value of other assets, to the nearest cent: $8,890,854.31
Item 15. Total value of liabilities, to the nearest cent: $7,137,283.74
Item 16. Net assets of the series, to the nearest cent: $33,610,459,254.62
Item 17. 7-day gross yield: 0.3%
Item 18. Shadow Price of the Series
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 18a was calculated.
2012-06-30
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 18c was calculated.
2012-06-30
B. Class-Level Information. For each Class of the Series, disclose the following:
Item 19. EDGAR Class Identifier: C000012378
Item 20. Minimum Initial Investment: $1.00
Item 21. Net assets of the Class, to the nearest cent: $33,610,459,254.62
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $131,139,202.98
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$5,854,782,123.95
b. Gross redemptions for the month ended, to the nearest cent
$5,723,642,920.97
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.07%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-06-30
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-06-30
Part II - Schedule of Portfolio Securities
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Alpine Securitization Corp
Item 27. The title of the issue (including coupon or yield): Alpine Securitization Corp 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 02086LH66
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Credit Suisse AG |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $35,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $34,989,791.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $34,991,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $34,991,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Alpine Securitization Corp
Item 27. The title of the issue (including coupon or yield): Alpine Securitization Corp 0.340000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 02086LJK3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Credit Suisse AG |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $12,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $11,991,046.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $11,991,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $11,991,480.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Alpine Securitization Corp
Item 27. The title of the issue (including coupon or yield): Alpine Securitization Corp 0.340000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 02086LJL1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Credit Suisse AG |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,996,977.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,997,120.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,997,120.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Atlantis One Funding Corp
Item 27. The title of the issue (including coupon or yield): Atlantis One Funding Corp 0.320000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 04915TG22
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Cash |
Rabobank Nederland |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $276,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $276,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $275,997,240.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $275,997,240.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Atlantis One Funding Corp
Item 27. The title of the issue (including coupon or yield): Atlantis One Funding Corp 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 04915TK43
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Cash |
Rabobank Nederland |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $71,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $70,944,383.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $70,937,520.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $70,937,520.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Atlantis One Funding Corp
Item 27. The title of the issue (including coupon or yield): Atlantis One Funding Corp 0.530000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 04915TM66
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Cash |
Rabobank Nederland |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $6,983,820.27
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $6,985,510.00
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: $6,985,510.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Australia & New Zealand Banking Group Ltd
Item 27. The title of the issue (including coupon or yield): Australia & New Zealand Banking Group Ltd 0.170000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 05253AGR5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $29,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $28,996,850.28
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: $28,997,390.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $28,997,390.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Australia & New Zealand Banking Group Ltd
Item 27. The title of the issue (including coupon or yield): Australia & New Zealand Banking Group Ltd 0.295300%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 05253MBA1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $126,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $126,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $126,000,000.00
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: $126,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Australia & New Zealand Banking Group Ltd
Item 27. The title of the issue (including coupon or yield): Australia & New Zealand Banking Group Ltd 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 052992005
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000859994
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Security is a time deposit.
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: 1.49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: Security is a time deposit.
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $500,005,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,005,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Australia & New Zealand Banking Group Ltd
Item 27. The title of the issue (including coupon or yield): Australia & New Zealand Banking Group Ltd 0.330000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [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: 972DEJ000
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000859994
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $99,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $99,041,580.00
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: $99,041,580.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Australia & New Zealand Banking Group Ltd
Item 27. The title of the issue (including coupon or yield): Australia & New Zealand Banking Group Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 972NJB000
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000859994
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $56,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $56,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $56,028,000.00
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: $56,028,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Australia & New Zealand Banking Group Ltd
Item 27. The title of the issue (including coupon or yield): Australia & New Zealand Banking Group Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 972NKF009
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000859994
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $53,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $53,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $53,027,030.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $53,027,030.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of America, NA
Item 27. The title of the issue (including coupon or yield): Bank of America, NA 0.815700%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 0605A06S8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $174,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $174,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .52%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $173,993,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $173,993,040.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366VMQ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,000,080.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,000,080.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366VNY8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $228,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $228,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $228,011,400.00
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: $228,011,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366VPJ9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $46,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $46,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $46,002,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $46,002,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366VPQ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $149,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $149,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $149,008,940.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $149,008,940.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366VPR1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $97,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $97,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $97,004,850.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $97,004,850.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Montreal
Item 27. The title of the issue (including coupon or yield): Bank of Montreal 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366VQN9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,000,120.00
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: $2,000,120.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Nova Scotia
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417E2V4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $6,999,720.12
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $6,999,860.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $6,999,860.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Nova Scotia
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia 0.320000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417EM91
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $31,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $31,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $31,004,030.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $31,004,030.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Nova Scotia
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia 0.330000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417EP64
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $112,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $112,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $112,020,160.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $112,020,160.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Nova Scotia
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia 0.170000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417ES79
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,000,000.00
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: $7,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Nova Scotia
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia 0.280000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417EV83
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $190,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $190,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $190,000,000.00
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: $190,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Nova Scotia
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia 0.325300%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417EXR9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $323,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $323,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .96%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $323,009,690.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $323,009,690.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of the West
Item 27. The title of the issue (including coupon or yield): Bank of the West 0.440000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 0642G0XQ9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,020,000.00
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: $100,020,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538EA64
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $66,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $66,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $65,998,680.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $65,998,680.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538EC96
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $243,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $243,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .72%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $242,961,120.00
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: $242,961,120.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo Mitsubishi UFJ, Ltd 0.560000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538ED46
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $92,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $92,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $91,985,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $91,985,280.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538EUV7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $78,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $78,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $78,008,580.00
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: $78,008,580.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538EYW1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $169,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $169,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $168,996,620.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $168,996,620.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538EZB6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,999,960.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,999,960.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538EZK6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,999,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,999,920.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538EZN0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $69,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $69,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $68,998,620.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $68,998,620.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538EZU4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $67,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $67,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $66,998,660.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $66,998,660.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo Mitsubishi UFJ, Ltd
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo Mitsubishi UFJ, Ltd 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538EZZ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $45,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $45,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $44,999,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $44,999,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays Bank Plc
Item 27. The title of the issue (including coupon or yield): Barclays Bank Plc 0.660000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06741XBJ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $63,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $63,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $63,056,070.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $63,056,070.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays Bank Plc
Item 27. The title of the issue (including coupon or yield): Barclays Bank Plc 0.660000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06741XBT4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $32,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $32,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $32,013,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $32,013,760.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays Bank Plc
Item 27. The title of the issue (including coupon or yield): Barclays Bank Plc 0.700000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06741XBV9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $333,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $333,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $333,206,460.00
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: $333,206,460.00
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 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 00799J004_0.2000_M120702_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000851376
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2035-07-01 |
2.481000 |
Government Agency Debt |
$43,783,271.00 |
$11,012,866.31 |
|
Fannie Mae |
2037-02-01 |
2.974000 |
Government Agency Debt |
$60,033,581.00 |
$11,299,865.37 |
|
Fannie Mae |
2037-11-01 |
5.672000 |
Government Agency Debt |
$24,726,065.00 |
$5,851,884.81 |
|
Fannie Mae |
2038-07-01 |
2.593000 |
Government Agency Debt |
$19,484,809.00 |
$8,565,757.60 |
|
Fannie Mae |
2041-01-01 |
3.448000 |
Government Agency Debt |
$12,093,000.00 |
$11,212,954.27 |
|
Fannie Mae |
2041-07-01 |
3.542000 |
Government Agency Debt |
$13,794,685.00 |
$11,500,344.66 |
|
Fannie Mae |
2042-02-01 |
2.533000 |
Government Agency Debt |
$10,808,307.00 |
$11,099,659.12 |
|
Fannie Mae |
2042-03-01 |
2.460000 |
Government Agency Debt |
$11,137,784.00 |
$11,253,969.82 |
|
Fannie Mae |
2042-03-01 |
2.606000 |
Government Agency Debt |
$10,926,708.00 |
$11,094,797.28 |
|
Fannie Mae |
2042-06-01 |
2.282000 |
Government Agency Debt |
$10,703,781.00 |
$11,107,901.06 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $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: Barclays Capital, Inc
Item 27. The title of the issue (including coupon or yield): Barclays Capital, Inc 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 07699U005_0.2100_M120706_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000851376
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2020-01-01 |
4.505000 |
Government Agency Debt |
$71,586.00 |
$78,897.04 |
|
Fannie Mae |
2020-01-01 |
4.505000 |
Government Agency Debt |
$40,911.00 |
$45,089.22 |
|
Fannie Mae |
2023-01-01 |
4.238000 |
Government Agency Debt |
$98,457,299.00 |
$33,985,652.93 |
|
Fannie Mae |
2035-04-01 |
2.279000 |
Government Agency Debt |
$90,137,786.00 |
$31,121,750.37 |
|
Fannie Mae |
2035-05-01 |
3.279000 |
Government Agency Debt |
$41,527,602.00 |
$12,055,247.25 |
|
Fannie Mae |
2035-12-01 |
4.500000 |
Government Agency Debt |
$37,714.00 |
$16,340.06 |
|
Fannie Mae |
2036-03-01 |
2.795000 |
Government Agency Debt |
$5,095,509.00 |
$4,964,080.99 |
|
Fannie Mae |
2036-07-01 |
2.534000 |
Government Agency Debt |
$278,726.00 |
$70,465.85 |
|
Fannie Mae |
2036-11-01 |
5.853000 |
Government Agency Debt |
$32,894,766.00 |
$7,076,729.65 |
|
Fannie Mae |
2037-02-01 |
2.798000 |
Government Agency Debt |
$36,390,968.00 |
$8,100,916.86 |
|
Fannie Mae |
2037-04-01 |
2.828000 |
Government Agency Debt |
$1,000.00 |
$241.40 |
|
Fannie Mae |
2037-11-01 |
5.871000 |
Government Agency Debt |
$42,417,933.00 |
$7,557,133.45 |
|
Fannie Mae |
2038-04-01 |
4.400000 |
Government Agency Debt |
$26,163,480.00 |
$10,255,983.86 |
|
Fannie Mae |
2038-09-01 |
2.279000 |
Government Agency Debt |
$16,011,178.00 |
$9,014,923.77 |
|
Fannie Mae |
2039-12-01 |
4.836000 |
Government Agency Debt |
$64,597,964.00 |
$65,455,600.96 |
|
Fannie Mae |
2040-03-01 |
3.633000 |
Government Agency Debt |
$39,536,736.00 |
$28,829,142.47 |
|
Fannie Mae |
2040-07-01 |
3.820000 |
Government Agency Debt |
$58,569,642.00 |
$38,921,469.47 |
|
Fannie Mae |
2040-12-01 |
3.665000 |
Government Agency Debt |
$12,946,858.00 |
$10,478,353.65 |
|
Fannie Mae |
2041-01-01 |
2.829000 |
Government Agency Debt |
$52,787,367.00 |
$36,434,007.88 |
|
Fannie Mae |
2041-01-01 |
2.829000 |
Government Agency Debt |
$3,137,913.00 |
$2,165,797.49 |
|
Fannie Mae |
2041-01-01 |
2.970000 |
Government Agency Debt |
$5,591,829.00 |
$3,475,780.48 |
|
Fannie Mae |
2041-06-01 |
3.622000 |
Government Agency Debt |
$7,945,340.00 |
$8,264,120.81 |
|
Fannie Mae |
2041-09-01 |
3.392000 |
Government Agency Debt |
$648,723.00 |
$630,010.78 |
|
Fannie Mae |
2041-10-01 |
3.240000 |
Government Agency Debt |
$18,644,507.00 |
$16,480,884.59 |
|
Fannie Mae |
2041-10-01 |
3.299000 |
Government Agency Debt |
$3,186,395.00 |
$2,995,617.23 |
|
Fannie Mae |
2041-10-01 |
4.000000 |
Government Agency Debt |
$719,380.00 |
$747,633.72 |
|
Fannie Mae |
2041-10-01 |
4.000000 |
Government Agency Debt |
$431,742.00 |
$448,698.71 |
|
Fannie Mae |
2041-11-01 |
3.169000 |
Government Agency Debt |
$33,836,893.00 |
$32,395,793.65 |
|
Fannie Mae |
2041-12-01 |
3.321000 |
Government Agency Debt |
$10,076,519.00 |
$10,512,423.96 |
|
Fannie Mae |
2042-02-01 |
2.529000 |
Government Agency Debt |
$58,325,063.00 |
$56,901,668.47 |
|
Fannie Mae |
2042-02-01 |
2.985000 |
Government Agency Debt |
$10,003,686.00 |
$10,281,489.54 |
|
Fannie Mae |
2042-04-01 |
2.712000 |
Government Agency Debt |
$44,033,065.00 |
$45,560,870.61 |
|
Fannie Mae |
2042-04-01 |
2.800000 |
Government Agency Debt |
$12,441,000.00 |
$12,779,971.08 |
|
Fannie Mae |
2042-04-01 |
3.500000 |
Government Agency Debt |
$40,525.00 |
$42,704.81 |
|
Fannie Mae |
2042-04-01 |
3.500000 |
Government Agency Debt |
$15,621.00 |
$16,461.24 |
|
Fannie Mae |
2042-06-01 |
2.594000 |
Government Agency Debt |
$2,259,673.00 |
$2,350,926.63 |
|
Fannie Mae |
2042-06-01 |
2.594000 |
Government Agency Debt |
$79,860.00 |
$83,085.03 |
|
Fannie Mae |
2042-06-01 |
3.249000 |
Government Agency Debt |
$7,943,489.00 |
$8,361,949.00 |
|
Freddie Mac |
2042-04-01 |
3.500000 |
Government Agency Debt |
$1,000.00 |
$1,042.76 |
|
Freddie Mac |
2042-04-01 |
3.500000 |
Government Agency Debt |
$1,000.00 |
$1,042.76 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
BARCLAYS CAPITAL INC |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $499,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $499,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $498,995,010.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $498,995,010.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays Capital, Inc
Item 27. The title of the issue (including coupon or yield): Barclays Capital, Inc 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 07699U005_0.2200_M120706_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000851376
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2017-12-01 |
6.000000 |
Government Agency Debt |
$1,948,836.00 |
$591,751.24 |
|
Fannie Mae |
2019-06-01 |
5.500000 |
Government Agency Debt |
$27,900,000.00 |
$4,402,945.07 |
|
Fannie Mae |
2019-07-01 |
4.000000 |
Government Agency Debt |
$1,290,123.00 |
$590,033.63 |
|
Fannie Mae |
2019-10-01 |
5.000000 |
Government Agency Debt |
$2,500,000.00 |
$606,252.09 |
|
Fannie Mae |
2020-01-01 |
4.505000 |
Government Agency Debt |
$1,079,932.00 |
$1,190,224.95 |
|
Fannie Mae |
2020-03-01 |
5.000000 |
Government Agency Debt |
$1,928,101.00 |
$589,690.40 |
|
Fannie Mae |
2021-01-01 |
5.000000 |
Government Agency Debt |
$3,799,001.00 |
$592,063.06 |
|
Fannie Mae |
2021-05-01 |
5.000000 |
Government Agency Debt |
$2,305,000.00 |
$613,776.12 |
|
Fannie Mae |
2023-02-01 |
5.185000 |
Government Agency Debt |
$3,546,732.00 |
$2,194,880.36 |
|
Fannie Mae |
2025-04-01 |
4.000000 |
Government Agency Debt |
$806,711.00 |
$483,525.50 |
|
Fannie Mae |
2025-05-01 |
4.000000 |
Government Agency Debt |
$1,000,000.00 |
$591,021.30 |
|
Fannie Mae |
2025-11-01 |
3.000000 |
Government Agency Debt |
$750,000.00 |
$600,575.20 |
|
Fannie Mae |
2025-12-01 |
3.500000 |
Government Agency Debt |
$5,177,692.00 |
$5,020,065.49 |
|
Fannie Mae |
2025-12-01 |
4.500000 |
Government Agency Debt |
$4,950,186.00 |
$4,916,773.62 |
|
Fannie Mae |
2026-01-01 |
3.000000 |
Government Agency Debt |
$5,200,000.00 |
$4,963,808.06 |
|
Fannie Mae |
2026-12-01 |
3.000000 |
Government Agency Debt |
$5,000,000.00 |
$5,002,477.23 |
|
Fannie Mae |
2026-12-01 |
3.000000 |
Government Agency Debt |
$5,000,000.00 |
$4,956,821.35 |
|
Fannie Mae |
2027-01-01 |
3.500000 |
Government Agency Debt |
$607,470.00 |
$615,911.07 |
|
Fannie Mae |
2027-02-01 |
3.500000 |
Government Agency Debt |
$5,322,682.00 |
$3,976,571.86 |
|
Fannie Mae |
2027-03-01 |
3.500000 |
Government Agency Debt |
$4,597,198.00 |
$4,862,123.25 |
|
Fannie Mae |
2027-04-01 |
5.500000 |
Government Agency Debt |
$2,520,000.00 |
$602,366.15 |
|
Fannie Mae |
2027-06-01 |
3.000000 |
Government Agency Debt |
$165,584.00 |
$174,297.58 |
|
Fannie Mae |
2029-09-01 |
8.500000 |
Government Agency Debt |
$1,079,535.00 |
$605,789.19 |
|
Fannie Mae |
2032-03-01 |
7.000000 |
Government Agency Debt |
$13,304,115.00 |
$618,876.87 |
|
Fannie Mae |
2032-05-01 |
3.500000 |
Government Agency Debt |
$4,410,706.00 |
$4,661,483.28 |
|
Fannie Mae |
2032-05-01 |
6.500000 |
Government Agency Debt |
$7,242,934.00 |
$584,638.10 |
|
Fannie Mae |
2033-02-01 |
5.500000 |
Government Agency Debt |
$4,423,097.00 |
$576,807.52 |
|
Fannie Mae |
2033-03-01 |
5.500000 |
Government Agency Debt |
$38,480,000.00 |
$4,656,268.08 |
|
Fannie Mae |
2033-11-01 |
5.500000 |
Government Agency Debt |
$3,850,000.00 |
$588,999.49 |
|
Fannie Mae |
2034-12-01 |
5.000000 |
Government Agency Debt |
$12,717,564.00 |
$4,476,044.72 |
|
Fannie Mae |
2035-03-01 |
5.500000 |
Government Agency Debt |
$2,173,182.00 |
$581,909.57 |
|
Fannie Mae |
2035-04-01 |
2.234000 |
Government Agency Debt |
$13,754,534.00 |
$4,736,160.03 |
|
Fannie Mae |
2035-07-01 |
3.239000 |
Government Agency Debt |
$1,657,827.00 |
$1,676,460.89 |
|
Fannie Mae |
2036-06-01 |
6.500000 |
Government Agency Debt |
$4,275,580.00 |
$4,560,461.39 |
|
Fannie Mae |
2036-07-01 |
6.137000 |
Government Agency Debt |
$7,907,112.00 |
$1,934,183.36 |
|
Fannie Mae |
2037-03-01 |
5.500000 |
Government Agency Debt |
$974,225.00 |
$602,245.10 |
|
Fannie Mae |
2037-12-01 |
5.500000 |
Government Agency Debt |
$3,730,243.00 |
$609,592.63 |
|
Fannie Mae |
2038-05-01 |
5.500000 |
Government Agency Debt |
$1,867,730.00 |
$602,673.44 |
|
Fannie Mae |
2038-05-01 |
6.500000 |
Government Agency Debt |
$2,056,888.00 |
$611,819.68 |
|
Fannie Mae |
2038-07-01 |
5.500000 |
Government Agency Debt |
$1,947,916.00 |
$604,991.11 |
|
Fannie Mae |
2038-09-01 |
6.000000 |
Government Agency Debt |
$2,221,017.00 |
$580,532.24 |
|
Fannie Mae |
2038-10-01 |
2.113000 |
Government Agency Debt |
$12,638,491.00 |
$4,745,432.15 |
|
Fannie Mae |
2038-10-01 |
6.500000 |
Government Agency Debt |
$4,452,556.00 |
$4,626,771.53 |
|
Fannie Mae |
2039-01-01 |
6.500000 |
Government Agency Debt |
$13,223,166.00 |
$4,723,535.84 |
|
Fannie Mae |
2039-02-01 |
5.000000 |
Government Agency Debt |
$1,070,299.00 |
$593,160.58 |
|
Fannie Mae |
2039-03-01 |
5.000000 |
Government Agency Debt |
$1,646,840.00 |
$603,370.48 |
|
Fannie Mae |
2039-03-01 |
5.000000 |
Government Agency Debt |
$6,520,890.00 |
$590,116.91 |
|
Fannie Mae |
2039-04-01 |
4.500000 |
Government Agency Debt |
$7,652,441.00 |
$4,774,767.17 |
|
Fannie Mae |
2039-05-01 |
4.000000 |
Government Agency Debt |
$1,033,331.00 |
$612,292.79 |
|
Fannie Mae |
2039-08-01 |
4.000000 |
Government Agency Debt |
$1,018,034.00 |
$606,475.29 |
|
Fannie Mae |
2039-10-01 |
4.000000 |
Government Agency Debt |
$797,786.00 |
$602,991.81 |
|
Fannie Mae |
2040-01-01 |
4.000000 |
Government Agency Debt |
$681,997.00 |
$600,232.86 |
|
Fannie Mae |
2040-04-01 |
4.769000 |
Government Agency Debt |
$23,234,129.00 |
$23,305,419.02 |
|
Fannie Mae |
2040-06-01 |
6.500000 |
Government Agency Debt |
$23,450.00 |
$24,569.94 |
|
Fannie Mae |
2040-07-01 |
4.500000 |
Government Agency Debt |
$859,641.00 |
$592,378.18 |
|
Fannie Mae |
2040-08-01 |
4.000000 |
Government Agency Debt |
$705,611.00 |
$602,114.96 |
|
Fannie Mae |
2040-08-01 |
4.500000 |
Government Agency Debt |
$851,650.00 |
$577,568.03 |
|
Fannie Mae |
2040-09-01 |
4.000000 |
Government Agency Debt |
$817,581.00 |
$595,063.82 |
|
Fannie Mae |
2040-09-01 |
4.000000 |
Government Agency Debt |
$750,000.00 |
$584,045.61 |
|
Fannie Mae |
2040-09-01 |
4.000000 |
Government Agency Debt |
$690,335.00 |
$583,794.27 |
|
Fannie Mae |
2040-10-01 |
3.032000 |
Government Agency Debt |
$1,166,362.00 |
$846,728.93 |
|
Fannie Mae |
2040-11-01 |
4.000000 |
Government Agency Debt |
$663,477.00 |
$608,390.96 |
|
Fannie Mae |
2040-11-01 |
4.500000 |
Government Agency Debt |
$432,059.00 |
$319,269.01 |
|
Fannie Mae |
2040-12-01 |
4.000000 |
Government Agency Debt |
$639,290.00 |
$590,271.47 |
|
Fannie Mae |
2040-12-01 |
4.000000 |
Government Agency Debt |
$594,326.00 |
$585,237.29 |
|
Fannie Mae |
2040-12-01 |
4.000000 |
Government Agency Debt |
$600,000.00 |
$584,273.72 |
|
Fannie Mae |
2040-12-01 |
5.000000 |
Government Agency Debt |
$4,573,009.00 |
$4,597,185.47 |
|
Fannie Mae |
2041-01-01 |
4.000000 |
Government Agency Debt |
$654,120.00 |
$615,395.27 |
|
Fannie Mae |
2041-01-01 |
4.000000 |
Government Agency Debt |
$588,660.00 |
$613,854.52 |
|
Fannie Mae |
2041-01-01 |
4.000000 |
Government Agency Debt |
$808,208.00 |
$579,808.64 |
|
Fannie Mae |
2041-01-01 |
4.500000 |
Government Agency Debt |
$4,697,818.00 |
$4,843,325.84 |
|
Fannie Mae |
2041-02-01 |
4.000000 |
Government Agency Debt |
$565,256.00 |
$586,826.95 |
|
Fannie Mae |
2041-03-01 |
4.500000 |
Government Agency Debt |
$1,000.00 |
$960.75 |
|
Fannie Mae |
2041-03-01 |
5.000000 |
Government Agency Debt |
$760,218.00 |
$598,257.56 |
|
Fannie Mae |
2041-04-01 |
3.500000 |
Government Agency Debt |
$608,228.00 |
$610,725.75 |
|
Fannie Mae |
2041-04-01 |
3.500000 |
Government Agency Debt |
$590,828.00 |
$592,180.42 |
|
Fannie Mae |
2041-05-01 |
4.000000 |
Government Agency Debt |
$595,432.00 |
$581,420.64 |
|
Fannie Mae |
2041-06-01 |
3.539000 |
Government Agency Debt |
$20,226,009.00 |
$17,397,418.27 |
|
Fannie Mae |
2041-07-01 |
4.000000 |
Government Agency Debt |
$620,000.00 |
$600,511.47 |
|
Fannie Mae |
2041-07-01 |
4.000000 |
Government Agency Debt |
$615,416.00 |
$580,371.51 |
|
Fannie Mae |
2041-07-01 |
4.500000 |
Government Agency Debt |
$539,329.00 |
$587,527.72 |
|
Fannie Mae |
2041-09-01 |
4.500000 |
Government Agency Debt |
$587,998.00 |
$598,022.63 |
|
Fannie Mae |
2041-10-01 |
3.500000 |
Government Agency Debt |
$4,966,799.00 |
$5,041,977.59 |
|
Fannie Mae |
2041-11-01 |
4.000000 |
Government Agency Debt |
$4,361,125.00 |
$4,613,197.13 |
|
Fannie Mae |
2041-11-01 |
4.500000 |
Government Agency Debt |
$552,726.00 |
$607,342.08 |
|
Fannie Mae |
2041-12-01 |
2.526000 |
Government Agency Debt |
$3,440,026.00 |
$3,406,860.79 |
|
Fannie Mae |
2042-01-01 |
4.500000 |
Government Agency Debt |
$4,252,059.00 |
$4,554,862.74 |
|
Fannie Mae |
2042-01-01 |
5.000000 |
Government Agency Debt |
$4,275,567.00 |
$4,767,540.93 |
|
Fannie Mae |
2042-02-01 |
4.000000 |
Government Agency Debt |
$579,367.00 |
$609,032.76 |
|
Fannie Mae |
2042-03-01 |
3.500000 |
Government Agency Debt |
$4,269,456.00 |
$4,511,928.08 |
|
Fannie Mae |
2042-04-01 |
4.500000 |
Government Agency Debt |
$220,073.00 |
$238,897.60 |
|
Fannie Mae |
2042-05-01 |
3.500000 |
Government Agency Debt |
$4,596,511.00 |
$4,879,399.42 |
|
Fannie Mae |
2042-05-01 |
4.000000 |
Government Agency Debt |
$4,680,702.00 |
$5,005,248.02 |
|
Fannie Mae |
2042-06-01 |
2.594000 |
Government Agency Debt |
$1,000.00 |
$1,040.38 |
|
Fannie Mae |
2042-06-01 |
4.000000 |
Government Agency Debt |
$550,271.00 |
$592,028.38 |
|
Fannie Mae |
2042-07-01 |
2.379000 |
Government Agency Debt |
$14,520,953.00 |
$15,071,737.59 |
|
Freddie Mac |
2019-02-01 |
6.500000 |
Government Agency Debt |
$28,810,000.00 |
$612,714.46 |
|
Freddie Mac |
2019-03-01 |
4.500000 |
Government Agency Debt |
$2,736,110.00 |
$593,157.19 |
|
Freddie Mac |
2021-12-01 |
5.500000 |
Government Agency Debt |
$3,658,149.00 |
$589,550.22 |
|
Freddie Mac |
2024-08-01 |
4.500000 |
Government Agency Debt |
$1,400,000.00 |
$592,600.05 |
|
Freddie Mac |
2031-10-01 |
7.000000 |
Government Agency Debt |
$40,000,000.00 |
$612,554.84 |
|
Freddie Mac |
2033-10-01 |
6.500000 |
Government Agency Debt |
$4,453,409.00 |
$608,718.96 |
|
Freddie Mac |
2036-09-01 |
6.000000 |
Government Agency Debt |
$1,910,755.00 |
$581,372.67 |
|
Freddie Mac |
2037-02-01 |
6.000000 |
Government Agency Debt |
$2,445,070.00 |
$590,754.41 |
|
Freddie Mac |
2037-02-01 |
7.000000 |
Government Agency Debt |
$5,868,181.00 |
$4,700,418.11 |
|
Freddie Mac |
2037-05-01 |
7.000000 |
Government Agency Debt |
$2,691,744.00 |
$598,853.72 |
|
Freddie Mac |
2037-10-01 |
6.000000 |
Government Agency Debt |
$1,320,000.00 |
$618,721.69 |
|
Freddie Mac |
2039-08-01 |
5.000000 |
Government Agency Debt |
$5,657,520.00 |
$4,565,750.43 |
|
Freddie Mac |
2040-05-01 |
5.500000 |
Government Agency Debt |
$472,538.00 |
$477,370.95 |
|
Freddie Mac |
2041-02-01 |
4.500000 |
Government Agency Debt |
$4,856,215.00 |
$4,916,812.88 |
|
Freddie Mac |
2041-02-01 |
4.500000 |
Government Agency Debt |
$6,228,173.00 |
$4,554,237.71 |
|
Freddie Mac |
2041-05-01 |
4.500000 |
Government Agency Debt |
$4,278,261.00 |
$4,525,308.52 |
|
Freddie Mac |
2041-10-01 |
4.000000 |
Government Agency Debt |
$5,000,000.00 |
$4,621,830.40 |
|
Freddie Mac |
2042-03-01 |
3.500000 |
Government Agency Debt |
$2,498,609.00 |
$2,623,833.72 |
|
Freddie Mac |
2042-04-01 |
3.500000 |
Government Agency Debt |
$4,737,404.00 |
$4,935,602.46 |
|
Freddie Mac |
2042-05-01 |
3.500000 |
Government Agency Debt |
$4,498,053.00 |
$4,738,646.79 |
|
Freddie Mac |
2042-05-01 |
3.500000 |
Government Agency Debt |
$4,472,023.00 |
$4,711,209.77 |
|
GNMA |
2042-05-20 |
3.500000 |
Government Agency Debt |
$8,605,797.00 |
$9,268,238.26 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
BARCLAYS CAPITAL INC |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $273,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $273,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .81%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $273,000,000.00
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: $273,000,000.00
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 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 07699U005_0.2400_M120706_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000851376
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2017-10-01 |
6.134000 |
Government Agency Debt |
$1,247,000.00 |
$1,220,501.79 |
|
Fannie Mae |
2018-09-01 |
2.550000 |
Government Agency Debt |
$42,926,086.00 |
$2,194,148.51 |
|
Fannie Mae |
2020-01-01 |
3.360000 |
Government Agency Debt |
$1,990,874.00 |
$1,214,467.94 |
|
Fannie Mae |
2020-01-01 |
3.365000 |
Government Agency Debt |
$3,250,000.00 |
$2,350,405.74 |
|
Fannie Mae |
2020-01-01 |
4.505000 |
Government Agency Debt |
$43,088.00 |
$47,488.56 |
|
Fannie Mae |
2020-05-01 |
4.660000 |
Government Agency Debt |
$700,000.00 |
$783,758.33 |
|
Fannie Mae |
2020-06-01 |
1.754000 |
Government Agency Debt |
$155,993,285.00 |
$1,591,587.42 |
|
Fannie Mae |
2020-12-01 |
3.647000 |
Government Agency Debt |
$2,000,000.00 |
$2,180,071.11 |
|
Fannie Mae |
2021-01-01 |
2.286000 |
Government Agency Debt |
$43,250,332.00 |
$3,811,661.28 |
|
Fannie Mae |
2023-02-01 |
5.185000 |
Government Agency Debt |
$2,693,783.00 |
$1,667,036.42 |
|
Fannie Mae |
2023-02-01 |
5.185000 |
Government Agency Debt |
$1,000.00 |
$618.85 |
|
Fannie Mae |
2024-11-01 |
5.135000 |
Government Agency Debt |
$2,000,000.00 |
$2,250,221.16 |
|
Fannie Mae |
2026-06-01 |
4.000000 |
Government Agency Debt |
$419,691.00 |
$413,072.71 |
|
Fannie Mae |
2029-11-01 |
2.612000 |
Government Agency Debt |
$5,681,329.00 |
$1,899,226.09 |
|
Fannie Mae |
2030-08-01 |
2.212000 |
Government Agency Debt |
$13,725,812.00 |
$550,564.61 |
|
Fannie Mae |
2031-01-01 |
2.386000 |
Government Agency Debt |
$41,697,593.00 |
$693,730.82 |
|
Fannie Mae |
2032-05-01 |
2.250000 |
Government Agency Debt |
$375,000.00 |
$3,874.02 |
|
Fannie Mae |
2032-05-01 |
2.375000 |
Government Agency Debt |
$12,445,674.00 |
$572,403.83 |
|
Fannie Mae |
2032-06-01 |
2.143000 |
Government Agency Debt |
$43,000,000.00 |
$378,886.18 |
|
Fannie Mae |
2032-06-01 |
2.400000 |
Government Agency Debt |
$15,138,608.00 |
$297,979.89 |
|
Fannie Mae |
2032-08-15 |
7.285000 |
Government Agency Debt |
$2,258,101.00 |
$729,994.53 |
|
Fannie Mae |
2032-09-01 |
2.340000 |
Government Agency Debt |
$300,000.00 |
$4,237.59 |
|
Fannie Mae |
2032-11-01 |
1.528000 |
Government Agency Debt |
$31,281,385.00 |
$2,407,309.58 |
|
Fannie Mae |
2032-11-01 |
2.161000 |
Government Agency Debt |
$290,000.00 |
$3,483.34 |
|
Fannie Mae |
2032-12-01 |
2.125000 |
Government Agency Debt |
$300,000.00 |
$2,835.45 |
|
Fannie Mae |
2033-01-01 |
2.127000 |
Government Agency Debt |
$1,000,000.00 |
$21,526.08 |
|
Fannie Mae |
2033-02-01 |
2.268000 |
Government Agency Debt |
$15,000,000.00 |
$940,996.60 |
|
Fannie Mae |
2033-03-01 |
2.225000 |
Government Agency Debt |
$8,000,000.00 |
$971,414.79 |
|
Fannie Mae |
2033-04-01 |
2.260000 |
Government Agency Debt |
$8,000,000.00 |
$1,146,745.00 |
|
Fannie Mae |
2033-04-01 |
2.277000 |
Government Agency Debt |
$28,760,869.00 |
$1,987,919.51 |
|
Fannie Mae |
2033-04-01 |
2.294000 |
Government Agency Debt |
$11,666,615.00 |
$1,197,961.44 |
|
Fannie Mae |
2033-04-01 |
2.340000 |
Government Agency Debt |
$12,000,000.00 |
$730,575.39 |
|
Fannie Mae |
2033-04-01 |
2.415000 |
Government Agency Debt |
$1,100,000.00 |
$34,335.29 |
|
Fannie Mae |
2033-05-01 |
2.335000 |
Government Agency Debt |
$425,000.00 |
$5,950.37 |
|
Fannie Mae |
2033-05-01 |
2.340000 |
Government Agency Debt |
$35,400,000.00 |
$833,113.67 |
|
Fannie Mae |
2033-05-01 |
2.473000 |
Government Agency Debt |
$11,000,000.00 |
$976,556.13 |
|
Fannie Mae |
2033-06-01 |
2.837000 |
Government Agency Debt |
$11,083,978.00 |
$793,262.09 |
|
Fannie Mae |
2033-07-01 |
2.333000 |
Government Agency Debt |
$19,100,859.00 |
$2,525,232.08 |
|
Fannie Mae |
2033-07-01 |
2.403000 |
Government Agency Debt |
$17,847,230.00 |
$716,863.76 |
|
Fannie Mae |
2033-08-01 |
2.285000 |
Government Agency Debt |
$525,000.00 |
$23,313.08 |
|
Fannie Mae |
2033-08-01 |
2.355000 |
Government Agency Debt |
$14,543,162.00 |
$1,653,707.38 |
|
Fannie Mae |
2033-08-01 |
2.366000 |
Government Agency Debt |
$40,000,562.00 |
$3,281,168.56 |
|
Fannie Mae |
2033-08-01 |
2.500000 |
Government Agency Debt |
$1,529,761.00 |
$138,837.85 |
|
Fannie Mae |
2033-08-01 |
2.560000 |
Government Agency Debt |
$25,000,000.00 |
$3,843,909.05 |
|
Fannie Mae |
2033-08-01 |
3.000000 |
Government Agency Debt |
$5,400,000.00 |
$443,580.39 |
|
Fannie Mae |
2033-09-01 |
2.343000 |
Government Agency Debt |
$22,000,000.00 |
$3,214,619.83 |
|
Fannie Mae |
2033-09-01 |
2.384000 |
Government Agency Debt |
$14,043,483.00 |
$1,453,287.26 |
|
Fannie Mae |
2033-09-01 |
2.403000 |
Government Agency Debt |
$20,030,252.00 |
$3,169,613.02 |
|
Fannie Mae |
2033-09-01 |
2.750000 |
Government Agency Debt |
$3,910,807.00 |
$568,368.84 |
|
Fannie Mae |
2033-09-15 |
7.855000 |
Government Agency Debt |
$2,524,572.00 |
$615,399.20 |
|
Fannie Mae |
2033-10-01 |
2.063000 |
Government Agency Debt |
$5,003,667.00 |
$604,897.95 |
|
Fannie Mae |
2033-10-01 |
2.250000 |
Government Agency Debt |
$7,000,000.00 |
$859,645.93 |
|
Fannie Mae |
2033-10-01 |
2.367000 |
Government Agency Debt |
$10,000,000.00 |
$494,433.86 |
|
Fannie Mae |
2033-10-01 |
2.405000 |
Government Agency Debt |
$3,800,000.00 |
$479,153.41 |
|
Fannie Mae |
2033-10-01 |
2.520000 |
Government Agency Debt |
$3,884,261.00 |
$332,391.41 |
|
Fannie Mae |
2033-10-01 |
4.592000 |
Government Agency Debt |
$3,000,000.00 |
$375,042.27 |
|
Fannie Mae |
2033-11-01 |
2.030000 |
Government Agency Debt |
$2,940,112.00 |
$342,396.13 |
|
Fannie Mae |
2033-11-01 |
2.340000 |
Government Agency Debt |
$10,311,848.00 |
$1,683,021.22 |
|
Fannie Mae |
2033-12-01 |
2.514000 |
Government Agency Debt |
$5,948,416.00 |
$311,137.02 |
|
Fannie Mae |
2034-01-01 |
2.252000 |
Government Agency Debt |
$18,811,650.00 |
$2,718,626.45 |
|
Fannie Mae |
2034-01-01 |
2.415000 |
Government Agency Debt |
$50,000,000.00 |
$3,779,624.87 |
|
Fannie Mae |
2034-03-01 |
2.179000 |
Government Agency Debt |
$5,000,000.00 |
$1,120,691.98 |
|
Fannie Mae |
2034-03-01 |
2.270000 |
Government Agency Debt |
$20,000,411.00 |
$1,332,365.04 |
|
Fannie Mae |
2034-03-01 |
2.355000 |
Government Agency Debt |
$33,830,314.00 |
$3,582,947.19 |
|
Fannie Mae |
2034-03-01 |
2.711000 |
Government Agency Debt |
$30,008,668.00 |
$3,389,259.77 |
|
Fannie Mae |
2034-03-01 |
2.875000 |
Government Agency Debt |
$11,700,000.00 |
$2,009,340.11 |
|
Fannie Mae |
2034-04-01 |
2.680000 |
Government Agency Debt |
$15,689,417.00 |
$3,417,286.95 |
|
Fannie Mae |
2034-04-01 |
2.681000 |
Government Agency Debt |
$5,231,239.00 |
$1,300,748.91 |
|
Fannie Mae |
2034-04-01 |
2.727000 |
Government Agency Debt |
$4,429,949.00 |
$1,084,162.94 |
|
Fannie Mae |
2034-05-01 |
2.282000 |
Government Agency Debt |
$7,000,000.00 |
$1,096,392.69 |
|
Fannie Mae |
2034-05-01 |
2.342000 |
Government Agency Debt |
$4,906,367.00 |
$1,126,353.66 |
|
Fannie Mae |
2034-05-01 |
2.596000 |
Government Agency Debt |
$5,400,000.00 |
$697,114.90 |
|
Fannie Mae |
2034-05-01 |
2.802000 |
Government Agency Debt |
$3,020,370.00 |
$476,872.44 |
|
Fannie Mae |
2034-06-01 |
2.221000 |
Government Agency Debt |
$3,140,000.00 |
$976,223.91 |
|
Fannie Mae |
2034-06-01 |
2.335000 |
Government Agency Debt |
$2,000,000.00 |
$305,298.89 |
|
Fannie Mae |
2034-06-01 |
2.386000 |
Government Agency Debt |
$8,754,308.00 |
$1,515,038.63 |
|
Fannie Mae |
2034-07-01 |
2.087000 |
Government Agency Debt |
$1,950,000.00 |
$427,388.90 |
|
Fannie Mae |
2034-07-01 |
2.190000 |
Government Agency Debt |
$45,787,072.00 |
$3,235,167.73 |
|
Fannie Mae |
2034-07-01 |
2.194000 |
Government Agency Debt |
$3,675,502.00 |
$478,321.22 |
|
Fannie Mae |
2034-07-01 |
2.257000 |
Government Agency Debt |
$810,000.00 |
$91,117.45 |
|
Fannie Mae |
2034-07-01 |
2.482000 |
Government Agency Debt |
$18,094,942.00 |
$3,748,120.05 |
|
Fannie Mae |
2034-07-01 |
2.725000 |
Government Agency Debt |
$6,542,048.00 |
$489,421.35 |
|
Fannie Mae |
2034-08-01 |
2.364000 |
Government Agency Debt |
$1,750,947.00 |
$742,623.75 |
|
Fannie Mae |
2034-08-01 |
2.418000 |
Government Agency Debt |
$19,387,053.00 |
$1,275,308.40 |
|
Fannie Mae |
2034-08-01 |
2.478000 |
Government Agency Debt |
$17,903,127.00 |
$1,492,026.91 |
|
Fannie Mae |
2034-08-01 |
2.499000 |
Government Agency Debt |
$20,000,000.00 |
$2,792,750.15 |
|
Fannie Mae |
2034-08-01 |
2.775000 |
Government Agency Debt |
$11,455,904.00 |
$2,056,504.89 |
|
Fannie Mae |
2034-09-01 |
2.423000 |
Government Agency Debt |
$6,200,000.00 |
$333,902.16 |
|
Fannie Mae |
2034-09-01 |
2.516000 |
Government Agency Debt |
$2,235,159.00 |
$500,282.00 |
|
Fannie Mae |
2034-10-01 |
2.310000 |
Government Agency Debt |
$12,461,929.00 |
$1,501,897.54 |
|
Fannie Mae |
2034-10-01 |
5.096000 |
Government Agency Debt |
$2,544,000.00 |
$305,785.36 |
|
Fannie Mae |
2034-11-01 |
2.134000 |
Government Agency Debt |
$22,933,345.00 |
$2,993,601.69 |
|
Fannie Mae |
2034-11-01 |
2.339000 |
Government Agency Debt |
$2,299,313.00 |
$343,146.69 |
|
Fannie Mae |
2034-11-01 |
2.688000 |
Government Agency Debt |
$2,800,000.00 |
$690,947.71 |
|
Fannie Mae |
2034-11-01 |
2.708000 |
Government Agency Debt |
$7,413,541.00 |
$760,763.29 |
|
Fannie Mae |
2034-12-01 |
2.307000 |
Government Agency Debt |
$27,490,937.00 |
$3,297,663.93 |
|
Fannie Mae |
2035-01-01 |
2.120000 |
Government Agency Debt |
$19,757,200.00 |
$2,682,151.84 |
|
Fannie Mae |
2035-01-01 |
2.409000 |
Government Agency Debt |
$23,834,582.00 |
$3,527,143.63 |
|
Fannie Mae |
2035-01-01 |
2.506000 |
Government Agency Debt |
$32,195,000.00 |
$3,094,754.25 |
|
Fannie Mae |
2035-01-01 |
2.550000 |
Government Agency Debt |
$5,549,000.00 |
$956,039.05 |
|
Fannie Mae |
2035-01-01 |
2.703000 |
Government Agency Debt |
$10,004,898.00 |
$1,154,068.23 |
|
Fannie Mae |
2035-02-01 |
2.480000 |
Government Agency Debt |
$33,985,000.00 |
$1,285,612.58 |
|
Fannie Mae |
2035-02-01 |
3.384000 |
Government Agency Debt |
$13,066,344.00 |
$3,186,113.18 |
|
Fannie Mae |
2035-02-01 |
4.732000 |
Government Agency Debt |
$20,155,248.00 |
$3,312,345.87 |
|
Fannie Mae |
2035-03-01 |
2.608000 |
Government Agency Debt |
$9,000,000.00 |
$1,715,975.36 |
|
Fannie Mae |
2035-03-01 |
2.796000 |
Government Agency Debt |
$21,493,663.00 |
$3,523,051.58 |
|
Fannie Mae |
2035-04-01 |
2.234000 |
Government Agency Debt |
$57,309,521.00 |
$19,733,642.93 |
|
Fannie Mae |
2035-04-01 |
2.234000 |
Government Agency Debt |
$47,486,681.00 |
$16,351,300.63 |
|
Fannie Mae |
2035-05-01 |
2.195000 |
Government Agency Debt |
$20,019,329.00 |
$2,459,609.19 |
|
Fannie Mae |
2035-05-01 |
2.405000 |
Government Agency Debt |
$5,150,000.00 |
$1,183,409.38 |
|
Fannie Mae |
2035-05-01 |
2.504000 |
Government Agency Debt |
$3,750,000.00 |
$830,760.18 |
|
Fannie Mae |
2035-05-01 |
5.150000 |
Government Agency Debt |
$5,673,000.00 |
$1,067,853.69 |
|
Fannie Mae |
2035-06-01 |
2.375000 |
Government Agency Debt |
$4,200,000.00 |
$1,188,724.33 |
|
Fannie Mae |
2035-06-01 |
2.567000 |
Government Agency Debt |
$1,000.00 |
$654.44 |
|
Fannie Mae |
2035-06-01 |
2.603000 |
Government Agency Debt |
$5,000,000.00 |
$1,023,843.09 |
|
Fannie Mae |
2035-06-01 |
2.825000 |
Government Agency Debt |
$3,000,000.00 |
$2,714,419.22 |
|
Fannie Mae |
2035-07-01 |
2.312000 |
Government Agency Debt |
$965,070.00 |
$308,202.73 |
|
Fannie Mae |
2035-07-01 |
2.436000 |
Government Agency Debt |
$1,695,000.00 |
$351,519.85 |
|
Fannie Mae |
2035-07-01 |
2.442000 |
Government Agency Debt |
$770,000.00 |
$181,012.19 |
|
Fannie Mae |
2035-08-01 |
2.455000 |
Government Agency Debt |
$1,655,000.00 |
$451,042.41 |
|
Fannie Mae |
2035-09-01 |
2.137000 |
Government Agency Debt |
$4,604,880.00 |
$948,058.42 |
|
Fannie Mae |
2035-09-01 |
2.318000 |
Government Agency Debt |
$4,170,000.00 |
$1,036,060.81 |
|
Fannie Mae |
2035-09-01 |
5.237000 |
Government Agency Debt |
$5,100,000.00 |
$825,544.59 |
|
Fannie Mae |
2035-10-01 |
1.929000 |
Government Agency Debt |
$50,000,000.00 |
$7,679,780.42 |
|
Fannie Mae |
2035-11-01 |
2.266000 |
Government Agency Debt |
$4,200,000.00 |
$1,386,648.36 |
|
Fannie Mae |
2035-12-01 |
2.397000 |
Government Agency Debt |
$4,000,000.00 |
$1,021,538.00 |
|
Fannie Mae |
2035-12-01 |
2.478000 |
Government Agency Debt |
$11,727,000.00 |
$2,842,457.33 |
|
Fannie Mae |
2035-12-01 |
2.632000 |
Government Agency Debt |
$4,756,496.00 |
$1,424,299.94 |
|
Fannie Mae |
2035-12-01 |
5.040000 |
Government Agency Debt |
$6,446,718.00 |
$1,234,431.96 |
|
Fannie Mae |
2036-01-01 |
2.331000 |
Government Agency Debt |
$9,187,809.00 |
$1,816,638.07 |
|
Fannie Mae |
2036-01-01 |
2.373000 |
Government Agency Debt |
$2,500,000.00 |
$589,628.69 |
|
Fannie Mae |
2036-01-01 |
2.825000 |
Government Agency Debt |
$4,000,000.00 |
$749,458.16 |
|
Fannie Mae |
2036-02-01 |
2.122000 |
Government Agency Debt |
$8,448,791.00 |
$1,715,213.90 |
|
Fannie Mae |
2036-02-01 |
2.849000 |
Government Agency Debt |
$14,001,361.00 |
$3,208,128.44 |
|
Fannie Mae |
2036-03-01 |
2.537000 |
Government Agency Debt |
$4,245,836.00 |
$970,579.86 |
|
Fannie Mae |
2036-03-01 |
2.795000 |
Government Agency Debt |
$3,218,088.00 |
$3,135,084.14 |
|
Fannie Mae |
2036-03-01 |
5.460000 |
Government Agency Debt |
$3,219,339.00 |
$871,727.61 |
|
Fannie Mae |
2036-03-01 |
5.645000 |
Government Agency Debt |
$10,200,000.00 |
$2,528,762.00 |
|
Fannie Mae |
2036-04-01 |
2.438000 |
Government Agency Debt |
$56,849,085.00 |
$3,642,699.09 |
|
Fannie Mae |
2036-04-01 |
2.536000 |
Government Agency Debt |
$16,381,183.00 |
$2,941,273.32 |
|
Fannie Mae |
2036-04-01 |
2.598000 |
Government Agency Debt |
$3,000,000.00 |
$573,659.61 |
|
Fannie Mae |
2036-04-01 |
2.636000 |
Government Agency Debt |
$7,041,848.00 |
$1,663,980.60 |
|
Fannie Mae |
2036-04-01 |
5.439000 |
Government Agency Debt |
$10,835,099.00 |
$1,340,259.03 |
|
Fannie Mae |
2036-04-01 |
5.496000 |
Government Agency Debt |
$2,000,000.00 |
$290,535.95 |
|
Fannie Mae |
2036-05-01 |
5.841000 |
Government Agency Debt |
$882,303.00 |
$331,970.23 |
|
Fannie Mae |
2036-06-01 |
2.779000 |
Government Agency Debt |
$600,000.00 |
$155,341.32 |
|
Fannie Mae |
2036-07-01 |
2.534000 |
Government Agency Debt |
$31,778,680.00 |
$8,034,096.48 |
|
Fannie Mae |
2036-07-01 |
2.856000 |
Government Agency Debt |
$8,450,000.00 |
$2,518,427.08 |
|
Fannie Mae |
2036-07-01 |
2.895000 |
Government Agency Debt |
$15,688,521.00 |
$2,653,457.30 |
|
Fannie Mae |
2036-07-01 |
6.049000 |
Government Agency Debt |
$4,244,815.00 |
$887,841.22 |
|
Fannie Mae |
2036-07-01 |
6.137000 |
Government Agency Debt |
$32,828,884.00 |
$8,030,375.85 |
|
Fannie Mae |
2036-08-01 |
2.470000 |
Government Agency Debt |
$10,735,472.00 |
$3,733,368.58 |
|
Fannie Mae |
2036-08-01 |
2.528000 |
Government Agency Debt |
$5,629,000.00 |
$1,417,575.43 |
|
Fannie Mae |
2036-08-01 |
2.598000 |
Government Agency Debt |
$4,610,000.00 |
$1,277,458.37 |
|
Fannie Mae |
2036-08-01 |
3.644000 |
Government Agency Debt |
$5,600,000.00 |
$1,072,615.39 |
|
Fannie Mae |
2036-08-01 |
4.208000 |
Government Agency Debt |
$10,646,900.00 |
$2,408,674.92 |
|
Fannie Mae |
2036-08-01 |
6.204000 |
Government Agency Debt |
$2,001,281.00 |
$517,027.53 |
|
Fannie Mae |
2036-09-01 |
2.512000 |
Government Agency Debt |
$11,350,000.00 |
$1,920,180.58 |
|
Fannie Mae |
2036-09-01 |
2.602000 |
Government Agency Debt |
$26,500,296.00 |
$2,906,948.98 |
|
Fannie Mae |
2036-09-01 |
2.667000 |
Government Agency Debt |
$3,076,000.00 |
$940,380.34 |
|
Fannie Mae |
2036-10-01 |
6.133000 |
Government Agency Debt |
$15,098,384.00 |
$3,202,102.79 |
|
Fannie Mae |
2036-11-01 |
2.649000 |
Government Agency Debt |
$20,005,364.00 |
$3,232,563.28 |
|
Fannie Mae |
2036-11-01 |
2.797000 |
Government Agency Debt |
$12,501,108.00 |
$3,170,739.00 |
|
Fannie Mae |
2036-11-01 |
2.825000 |
Government Agency Debt |
$3,000,000.00 |
$685,485.28 |
|
Fannie Mae |
2036-11-01 |
4.088000 |
Government Agency Debt |
$10,884,651.00 |
$2,120,406.02 |
|
Fannie Mae |
2036-11-01 |
6.017000 |
Government Agency Debt |
$12,581,000.00 |
$1,855,045.31 |
|
Fannie Mae |
2036-12-01 |
5.421000 |
Government Agency Debt |
$2,000,000.00 |
$636,871.17 |
|
Fannie Mae |
2036-12-01 |
5.830000 |
Government Agency Debt |
$2,139,329.00 |
$655,882.63 |
|
Fannie Mae |
2036-12-01 |
5.850000 |
Government Agency Debt |
$8,403,000.00 |
$1,466,597.03 |
|
Fannie Mae |
2037-01-01 |
2.787000 |
Government Agency Debt |
$2,283,127.00 |
$311,178.86 |
|
Fannie Mae |
2037-01-01 |
5.936000 |
Government Agency Debt |
$9,260,000.00 |
$1,868,810.76 |
|
Fannie Mae |
2037-02-01 |
2.302000 |
Government Agency Debt |
$1,388,931.00 |
$1,421,200.09 |
|
Fannie Mae |
2037-03-01 |
6.029000 |
Government Agency Debt |
$20,019,507.00 |
$6,553,868.20 |
|
Fannie Mae |
2037-04-01 |
1.758000 |
Government Agency Debt |
$16,950,000.00 |
$2,987,910.80 |
|
Fannie Mae |
2037-04-01 |
2.821000 |
Government Agency Debt |
$11,978,000.00 |
$2,174,000.29 |
|
Fannie Mae |
2037-04-01 |
2.828000 |
Government Agency Debt |
$716,891.00 |
$173,059.00 |
|
Fannie Mae |
2037-05-01 |
4.960000 |
Government Agency Debt |
$5,954,209.00 |
$1,182,289.28 |
|
Fannie Mae |
2037-05-01 |
5.657000 |
Government Agency Debt |
$2,000,000.00 |
$460,119.80 |
|
Fannie Mae |
2037-05-01 |
5.863000 |
Government Agency Debt |
$18,457,479.00 |
$3,212,943.33 |
|
Fannie Mae |
2037-07-01 |
4.579000 |
Government Agency Debt |
$2,347,324.00 |
$2,035,368.84 |
|
Fannie Mae |
2037-07-01 |
5.604000 |
Government Agency Debt |
$13,518,584.00 |
$3,790,954.00 |
|
Fannie Mae |
2037-07-01 |
6.682000 |
Government Agency Debt |
$7,902,944.00 |
$1,191,715.87 |
|
Fannie Mae |
2037-08-01 |
5.426000 |
Government Agency Debt |
$6,600,000.00 |
$1,759,632.57 |
|
Fannie Mae |
2037-08-01 |
5.646000 |
Government Agency Debt |
$12,000,000.00 |
$2,021,403.44 |
|
Fannie Mae |
2037-08-01 |
5.687000 |
Government Agency Debt |
$15,200,000.00 |
$2,252,996.78 |
|
Fannie Mae |
2037-08-01 |
5.698000 |
Government Agency Debt |
$12,589,000.00 |
$3,689,501.76 |
|
Fannie Mae |
2037-08-01 |
5.719000 |
Government Agency Debt |
$6,250,000.00 |
$1,407,718.07 |
|
Fannie Mae |
2037-08-01 |
6.135000 |
Government Agency Debt |
$15,271,324.00 |
$3,912,562.27 |
|
Fannie Mae |
2037-08-01 |
6.159000 |
Government Agency Debt |
$5,000,000.00 |
$1,255,786.82 |
|
Fannie Mae |
2037-09-01 |
4.934000 |
Government Agency Debt |
$11,000,299.00 |
$8,155,012.35 |
|
Fannie Mae |
2037-09-01 |
5.055000 |
Government Agency Debt |
$3,083,081.00 |
$2,106,044.42 |
|
Fannie Mae |
2037-09-01 |
5.963000 |
Government Agency Debt |
$12,494,779.00 |
$1,926,093.55 |
|
Fannie Mae |
2037-10-01 |
5.640000 |
Government Agency Debt |
$32,509,188.00 |
$3,607,117.46 |
|
Fannie Mae |
2037-10-01 |
5.752000 |
Government Agency Debt |
$1,940,000.00 |
$533,423.53 |
|
Fannie Mae |
2037-10-01 |
5.946000 |
Government Agency Debt |
$2,000,000.00 |
$542,391.70 |
|
Fannie Mae |
2037-11-01 |
5.832000 |
Government Agency Debt |
$11,066,035.00 |
$1,659,821.74 |
|
Fannie Mae |
2037-11-01 |
5.846000 |
Government Agency Debt |
$17,179,506.00 |
$3,107,088.61 |
|
Fannie Mae |
2037-11-01 |
5.907000 |
Government Agency Debt |
$2,980,000.00 |
$1,485,376.28 |
|
Fannie Mae |
2037-11-01 |
6.106000 |
Government Agency Debt |
$3,418,200.00 |
$1,070,646.44 |
|
Fannie Mae |
2037-11-01 |
6.138000 |
Government Agency Debt |
$16,276,233.00 |
$2,396,459.40 |
|
Fannie Mae |
2037-12-01 |
5.380000 |
Government Agency Debt |
$1,849,500.00 |
$559,620.11 |
|
Fannie Mae |
2037-12-01 |
5.791000 |
Government Agency Debt |
$10,070,181.00 |
$2,870,252.14 |
|
Fannie Mae |
2037-12-01 |
6.149000 |
Government Agency Debt |
$5,000,000.00 |
$832,408.96 |
|
Fannie Mae |
2038-01-01 |
2.545000 |
Government Agency Debt |
$4,673,774.00 |
$1,643,327.77 |
|
Fannie Mae |
2038-01-01 |
5.686000 |
Government Agency Debt |
$20,041,172.00 |
$3,501,148.48 |
|
Fannie Mae |
2038-01-01 |
5.700000 |
Government Agency Debt |
$1,505,823.00 |
$224,491.21 |
|
Fannie Mae |
2038-02-01 |
5.857000 |
Government Agency Debt |
$9,842,484.00 |
$8,399,933.10 |
|
Fannie Mae |
2038-03-01 |
2.330000 |
Government Agency Debt |
$500,000.00 |
$123,285.00 |
|
Fannie Mae |
2038-03-01 |
2.335000 |
Government Agency Debt |
$900,000.00 |
$225,283.00 |
|
Fannie Mae |
2038-03-01 |
2.356000 |
Government Agency Debt |
$730,000.00 |
$318,190.88 |
|
Fannie Mae |
2038-03-01 |
4.536000 |
Government Agency Debt |
$3,496,555.00 |
$1,593,644.25 |
|
Fannie Mae |
2038-03-01 |
4.615000 |
Government Agency Debt |
$3,850,000.00 |
$2,152,175.84 |
|
Fannie Mae |
2038-03-01 |
5.082000 |
Government Agency Debt |
$2,000,000.00 |
$556,868.93 |
|
Fannie Mae |
2038-04-01 |
4.505000 |
Government Agency Debt |
$4,100,000.00 |
$1,577,706.44 |
|
Fannie Mae |
2038-04-01 |
4.873000 |
Government Agency Debt |
$2,000,000.00 |
$1,073,068.92 |
|
Fannie Mae |
2038-04-01 |
5.149000 |
Government Agency Debt |
$4,100,000.00 |
$542,373.31 |
|
Fannie Mae |
2038-04-01 |
5.163000 |
Government Agency Debt |
$23,929,817.00 |
$7,777,077.41 |
|
Fannie Mae |
2038-05-01 |
2.340000 |
Government Agency Debt |
$810,000.00 |
$407,692.26 |
|
Fannie Mae |
2038-05-01 |
4.677000 |
Government Agency Debt |
$10,500,000.00 |
$1,719,715.10 |
|
Fannie Mae |
2038-05-01 |
4.800000 |
Government Agency Debt |
$3,500,000.00 |
$1,004,599.06 |
|
Fannie Mae |
2038-05-01 |
4.854000 |
Government Agency Debt |
$8,300,000.00 |
$2,517,056.39 |
|
Fannie Mae |
2038-05-01 |
4.925000 |
Government Agency Debt |
$4,000,000.00 |
$1,156,147.20 |
|
Fannie Mae |
2038-07-01 |
3.666000 |
Government Agency Debt |
$3,616,248.00 |
$3,190,973.11 |
|
Fannie Mae |
2038-07-01 |
4.723000 |
Government Agency Debt |
$4,269,763.00 |
$857,270.92 |
|
Fannie Mae |
2038-07-01 |
4.933000 |
Government Agency Debt |
$4,526,167.00 |
$681,493.29 |
|
Fannie Mae |
2038-08-01 |
5.745000 |
Government Agency Debt |
$10,006,464.00 |
$2,846,006.15 |
|
Fannie Mae |
2038-09-01 |
4.584000 |
Government Agency Debt |
$2,406,213.00 |
$2,235,781.02 |
|
Fannie Mae |
2038-09-01 |
5.611000 |
Government Agency Debt |
$1,514,900.00 |
$581,733.20 |
|
Fannie Mae |
2038-10-01 |
2.113000 |
Government Agency Debt |
$9,213,285.00 |
$3,459,354.36 |
|
Fannie Mae |
2039-03-01 |
3.836000 |
Government Agency Debt |
$4,398,915.00 |
$2,037,755.01 |
|
Fannie Mae |
2039-03-01 |
4.387000 |
Government Agency Debt |
$1,400,000.00 |
$448,283.39 |
|
Fannie Mae |
2039-03-01 |
5.245000 |
Government Agency Debt |
$3,532,000.00 |
$1,333,652.48 |
|
Fannie Mae |
2039-07-01 |
4.833000 |
Government Agency Debt |
$16,000,000.00 |
$8,451,596.87 |
|
Fannie Mae |
2039-07-01 |
5.006000 |
Government Agency Debt |
$31,015,209.00 |
$14,690,108.82 |
|
Fannie Mae |
2039-09-01 |
4.306000 |
Government Agency Debt |
$5,000,000.00 |
$2,764,260.68 |
|
Fannie Mae |
2039-10-01 |
3.708000 |
Government Agency Debt |
$5,100,000.00 |
$2,050,516.91 |
|
Fannie Mae |
2039-12-01 |
4.836000 |
Government Agency Debt |
$1,710,145.00 |
$1,732,849.80 |
|
Fannie Mae |
2040-01-01 |
2.889000 |
Government Agency Debt |
$3,200,000.00 |
$1,897,722.78 |
|
Fannie Mae |
2040-01-01 |
3.670000 |
Government Agency Debt |
$3,923,063.00 |
$2,541,076.65 |
|
Fannie Mae |
2040-01-01 |
3.713000 |
Government Agency Debt |
$5,200,000.00 |
$1,979,540.52 |
|
Fannie Mae |
2040-01-01 |
4.076000 |
Government Agency Debt |
$609,000.00 |
$418,076.07 |
|
Fannie Mae |
2040-03-01 |
3.633000 |
Government Agency Debt |
$468,366.00 |
$341,520.10 |
|
Fannie Mae |
2040-03-01 |
4.395000 |
Government Agency Debt |
$4,602,559.00 |
$2,468,977.63 |
|
Fannie Mae |
2040-04-01 |
3.719000 |
Government Agency Debt |
$4,013,000.00 |
$2,397,162.77 |
|
Fannie Mae |
2040-04-01 |
3.784000 |
Government Agency Debt |
$3,174,471.00 |
$1,505,141.65 |
|
Fannie Mae |
2040-04-01 |
3.980000 |
Government Agency Debt |
$1,822,000.00 |
$1,456,989.81 |
|
Fannie Mae |
2040-05-01 |
4.183000 |
Government Agency Debt |
$9,065,000.00 |
$2,789,479.73 |
|
Fannie Mae |
2040-06-01 |
3.596000 |
Government Agency Debt |
$2,900,000.00 |
$1,724,125.35 |
|
Fannie Mae |
2040-06-01 |
3.672000 |
Government Agency Debt |
$1,733,100.00 |
$638,355.79 |
|
Fannie Mae |
2040-07-01 |
3.463000 |
Government Agency Debt |
$1,432,000.00 |
$937,692.43 |
|
Fannie Mae |
2040-07-01 |
3.510000 |
Government Agency Debt |
$9,753,354.00 |
$5,946,472.21 |
|
Fannie Mae |
2040-07-01 |
3.574000 |
Government Agency Debt |
$1,800,000.00 |
$1,215,862.66 |
|
Fannie Mae |
2040-07-01 |
3.820000 |
Government Agency Debt |
$1,663,372.00 |
$1,105,365.86 |
|
Fannie Mae |
2040-07-01 |
4.902000 |
Government Agency Debt |
$46,156,577.00 |
$47,874,037.00 |
|
Fannie Mae |
2040-09-01 |
2.854000 |
Government Agency Debt |
$1,163,488.00 |
$528,204.72 |
|
Fannie Mae |
2040-09-01 |
3.809000 |
Government Agency Debt |
$2,680,000.00 |
$1,423,643.26 |
|
Fannie Mae |
2040-09-01 |
4.755000 |
Government Agency Debt |
$7,244,438.00 |
$7,580,856.68 |
|
Fannie Mae |
2040-10-01 |
1.403000 |
Government Agency Debt |
$4,849,067.00 |
$307,770.34 |
|
Fannie Mae |
2040-10-01 |
3.650000 |
Government Agency Debt |
$1,183,078.00 |
$890,126.76 |
|
Fannie Mae |
2040-12-01 |
2.323000 |
Government Agency Debt |
$605,000.00 |
$414,760.25 |
|
Fannie Mae |
2040-12-01 |
3.006000 |
Government Agency Debt |
$1,300,000.00 |
$618,933.42 |
|
Fannie Mae |
2041-01-01 |
2.523000 |
Government Agency Debt |
$18,263,873.00 |
$10,008,210.93 |
|
Fannie Mae |
2041-01-01 |
2.850000 |
Government Agency Debt |
$2,000,000.00 |
$1,774,711.01 |
|
Fannie Mae |
2041-01-01 |
4.500000 |
Government Agency Debt |
$2,083,723.00 |
$2,054,236.53 |
|
Fannie Mae |
2041-02-01 |
3.036000 |
Government Agency Debt |
$1,000,000.00 |
$445,222.10 |
|
Fannie Mae |
2041-02-01 |
3.474000 |
Government Agency Debt |
$2,000,000.00 |
$1,709,875.07 |
|
Fannie Mae |
2041-03-01 |
2.989000 |
Government Agency Debt |
$1,500,000.00 |
$1,266,379.39 |
|
Fannie Mae |
2041-03-01 |
4.500000 |
Government Agency Debt |
$2,612,665.00 |
$2,510,113.88 |
|
Fannie Mae |
2041-04-01 |
3.158000 |
Government Agency Debt |
$760,531.00 |
$716,524.97 |
|
Fannie Mae |
2041-04-01 |
3.418000 |
Government Agency Debt |
$1,270,000.00 |
$811,406.24 |
|
Fannie Mae |
2041-05-01 |
4.000000 |
Government Agency Debt |
$808,662.00 |
$782,443.33 |
|
Fannie Mae |
2041-06-01 |
2.764000 |
Government Agency Debt |
$2,000,000.00 |
$1,616,555.11 |
|
Fannie Mae |
2041-06-01 |
3.217000 |
Government Agency Debt |
$1,700,000.00 |
$1,370,933.02 |
|
Fannie Mae |
2041-06-01 |
3.539000 |
Government Agency Debt |
$695,292.00 |
$598,055.99 |
|
Fannie Mae |
2041-06-01 |
4.108000 |
Government Agency Debt |
$3,624,374.00 |
$2,815,207.04 |
|
Fannie Mae |
2041-07-01 |
3.295000 |
Government Agency Debt |
$2,002,335.00 |
$1,604,879.26 |
|
Fannie Mae |
2041-07-01 |
3.460000 |
Government Agency Debt |
$1,984,528.00 |
$1,746,405.02 |
|
Fannie Mae |
2041-07-01 |
3.542000 |
Government Agency Debt |
$205,315.00 |
$171,166.89 |
|
Fannie Mae |
2041-08-01 |
3.085000 |
Government Agency Debt |
$2,042,000.00 |
$1,843,666.79 |
|
Fannie Mae |
2041-08-01 |
3.760000 |
Government Agency Debt |
$3,130,000.00 |
$2,761,264.38 |
|
Fannie Mae |
2041-08-01 |
3.793000 |
Government Agency Debt |
$1,046,152.00 |
$895,896.09 |
|
Fannie Mae |
2041-09-01 |
1.353000 |
Government Agency Debt |
$12,005,617.00 |
$300,340.07 |
|
Fannie Mae |
2041-09-01 |
2.421000 |
Government Agency Debt |
$2,000,000.00 |
$1,854,063.48 |
|
Fannie Mae |
2041-09-01 |
2.693000 |
Government Agency Debt |
$2,000,000.00 |
$1,932,227.79 |
|
Fannie Mae |
2041-09-01 |
3.392000 |
Government Agency Debt |
$6,293,148.00 |
$6,111,624.02 |
|
Fannie Mae |
2041-09-01 |
3.486000 |
Government Agency Debt |
$4,222,399.00 |
$3,826,543.27 |
|
Fannie Mae |
2041-10-01 |
2.780000 |
Government Agency Debt |
$1,783,153.00 |
$1,816,002.30 |
|
Fannie Mae |
2041-10-01 |
3.240000 |
Government Agency Debt |
$1,310,160.00 |
$1,158,121.04 |
|
Fannie Mae |
2041-10-01 |
3.299000 |
Government Agency Debt |
$3,488,060.00 |
$3,279,220.76 |
|
Fannie Mae |
2041-11-01 |
3.169000 |
Government Agency Debt |
$2,479,630.00 |
$2,374,023.58 |
|
Fannie Mae |
2042-03-01 |
3.098000 |
Government Agency Debt |
$47,598,102.00 |
$48,659,339.29 |
|
Fannie Mae |
2042-03-01 |
3.098000 |
Government Agency Debt |
$3,163,967.00 |
$3,234,510.14 |
|
Fannie Mae |
2042-04-01 |
2.499000 |
Government Agency Debt |
$1,009,258.00 |
$1,038,266.36 |
|
Fannie Mae |
2042-04-01 |
2.543000 |
Government Agency Debt |
$3,998,975.00 |
$3,891,122.39 |
|
Fannie Mae |
2042-05-01 |
2.323000 |
Government Agency Debt |
$1,206,730.00 |
$1,251,200.48 |
|
Fannie Mae |
2042-05-01 |
2.385000 |
Government Agency Debt |
$3,384,126.00 |
$3,506,237.07 |
|
Fannie Mae |
2042-06-01 |
2.253900 |
Government Agency Debt |
$2,980,850.00 |
$3,096,071.88 |
|
Fannie Mae |
2042-06-01 |
2.767000 |
Government Agency Debt |
$1,765,000.00 |
$1,850,733.31 |
|
Fannie Mae |
2042-07-01 |
1.353000 |
Government Agency Debt |
$64,390,317.00 |
$2,386,316.60 |
|
Fannie Mae |
2044-03-01 |
1.353000 |
Government Agency Debt |
$4,105,675.00 |
$302,794.44 |
|
Fannie Mae |
2048-09-01 |
5.225000 |
Government Agency Debt |
$2,670,000.00 |
$932,888.22 |
|
Freddie Mac |
2027-05-01 |
3.000000 |
Government Agency Debt |
$2,072,784.00 |
$2,173,028.45 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
BARCLAYS CAPITAL INC |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $648,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $648,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.93%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $648,000,000.00
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: $648,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BHP Billiton Finance (USA) Ltd
Item 27. The title of the issue (including coupon or yield): BHP Billiton Finance (USA) Ltd 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 0554M2GH4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
BHP Billiton Ltd |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $34,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $33,997,025.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $33,996,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $33,996,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP Paribas Securities Corp
Item 27. The title of the issue (including coupon or yield): BNP Paribas Securities Corp 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 987WVU007_0.1900_M120702_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001197610
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2025-12-01 |
4.000000 |
Government Agency Debt |
$3,822,955.00 |
$2,959,318.63 |
|
Fannie Mae |
2032-05-01 |
3.500000 |
Government Agency Debt |
$150,000,000.00 |
$158,913,134.83 |
|
Fannie Mae |
2042-03-01 |
4.000000 |
Government Agency Debt |
$11,169,094.00 |
$12,016,661.94 |
|
Fannie Mae |
2042-07-01 |
3.500000 |
Government Agency Debt |
$151,271,976.00 |
$160,256,354.81 |
|
Fannie Mae |
2042-07-01 |
3.500000 |
Government Agency Debt |
$151,233,678.00 |
$160,215,782.21 |
|
Freddie Mac |
2042-01-01 |
4.000000 |
Government Agency Debt |
$149,427,383.00 |
$159,712,366.79 |
|
GNMA |
2027-04-20 |
3.000000 |
Government Agency Debt |
$150,923,918.00 |
$158,596,381.81 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $789,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $789,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $789,000,000.00
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: $789,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNZ International Funding Ltd
Item 27. The title of the issue (including coupon or yield): BNZ International Funding Ltd 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 0556X0GD0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Bank of New Zealand |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $44,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $43,996,907.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $43,996,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $43,996,920.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNZ International Funding Ltd
Item 27. The title of the issue (including coupon or yield): BNZ International Funding Ltd 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 0556X0GD0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Bank of New Zealand |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,999,731.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,999,720.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,999,720.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNZ International Funding Ltd
Item 27. The title of the issue (including coupon or yield): BNZ International Funding Ltd 0.235000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 0556X0GT5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Bank of New Zealand |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $34,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $33,994,451.39
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $33,994,560.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $33,994,560.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Branch Banking & Trust Co
Item 27. The title of the issue (including coupon or yield): Branch Banking & Trust Co 0.280000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 10513DJT8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $12,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $12,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $12,001,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $12,001,440.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Branch Banking & Trust Co
Item 27. The title of the issue (including coupon or yield): Branch Banking & Trust Co 0.280000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 10513DJV3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $75,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $75,009,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $75,009,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CAFCO, LLC
Item 27. The title of the issue (including coupon or yield): CAFCO, LLC 0.430000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12476EG37
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,999,964.17
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,999,940.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,999,940.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CAFCO, LLC
Item 27. The title of the issue (including coupon or yield): CAFCO, LLC 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12476EGA1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,994,444.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,997,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,997,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CAFCO, LLC
Item 27. The title of the issue (including coupon or yield): CAFCO, LLC 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12476EGC7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $26,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $25,997,111.11
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: $25,998,180.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,998,180.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CAFCO, LLC
Item 27. The title of the issue (including coupon or yield): CAFCO, LLC 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12476EGJ2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $33,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $32,992,520.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $32,996,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $32,996,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CAFCO, LLC
Item 27. The title of the issue (including coupon or yield): CAFCO, LLC 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12476EGP8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $85,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $84,974,712.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $84,989,800.00
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: $84,989,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CAFCO, LLC
Item 27. The title of the issue (including coupon or yield): CAFCO, LLC 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12476EH77
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $13,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $12,993,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $12,997,140.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $12,997,140.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Canadian Imperial Bank of Commerce
Item 27. The title of the issue (including coupon or yield): Canadian Imperial Bank of Commerce 0.333800%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 13606X4R6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $126,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $126,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $126,000,000.00
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: $126,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Canadian Imperial Bank of Commerce
Item 27. The title of the issue (including coupon or yield): Canadian Imperial Bank of Commerce 0.680000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 13606YAV8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $258,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $258,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .77%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $258,314,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $258,314,760.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Canadian Imperial Bank of Commerce
Item 27. The title of the issue (including coupon or yield): Canadian Imperial Bank of Commerce 0.170000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 13606YFK7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $98,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $98,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $98,000,980.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $98,000,980.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Canadian Imperial Bank of Commerce
Item 27. The title of the issue (including coupon or yield): Canadian Imperial Bank of Commerce 0.170000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 13606YGQ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $21,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $21,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $20,999,790.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $20,999,790.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Cancara Asset Securitisation, LLC
Item 27. The title of the issue (including coupon or yield): Cancara Asset Securitisation, LLC 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 13738JJQ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Lloyds TSB Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $60,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $59,937,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $59,950,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $59,950,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding, LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding, LLC 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963TJ42
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $68,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $67,974,613.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $67,983,000.00
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: $67,983,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding, LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding, LLC 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963TJ59
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $43,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $42,983,695.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $42,988,820.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $42,988,820.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding, LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding, LLC 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 15963TJM2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $44,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $43,979,210.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $43,981,960.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $43,981,960.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chase Bank USA, NA
Item 27. The title of the issue (including coupon or yield): Chase Bank USA, NA 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 16144RRH8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $59,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $59,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $59,002,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $59,002,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chase Bank USA, NA
Item 27. The title of the issue (including coupon or yield): Chase Bank USA, NA 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 16144RRM7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $20,001,000.00
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: $20,001,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chase Bank USA, NA
Item 27. The title of the issue (including coupon or yield): Chase Bank USA, NA 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 16144RRP0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $108,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $108,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .32%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $108,008,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $108,008,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chase Bank USA, NA
Item 27. The title of the issue (including coupon or yield): Chase Bank USA, NA 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 16144RRQ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $60,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $60,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $60,004,800.00
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: $60,004,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Ciesco, LLC
Item 27. The title of the issue (including coupon or yield): Ciesco, LLC 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 17178BGA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,997,733.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,999,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,999,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Ciesco, LLC
Item 27. The title of the issue (including coupon or yield): Ciesco, LLC 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 17178BGQ2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $12,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $11,996,260.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $11,998,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $11,998,440.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Ciesco, LLC
Item 27. The title of the issue (including coupon or yield): Ciesco, LLC 0.500000%
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: 17178BGR0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $264,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $263,915,666.62
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $263,965,680.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $263,965,680.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Ciesco, LLC
Item 27. The title of the issue (including coupon or yield): Ciesco, LLC 0.470000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 17178BGS8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $85,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $84,973,366.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $84,988,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $84,988,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Ciesco, LLC
Item 27. The title of the issue (including coupon or yield): Ciesco, LLC 0.500000%
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: 17178BH16
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $27,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $26,988,750.00
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: $26,995,410.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $26,995,410.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Citibank, NA
Item 27. The title of the issue (including coupon or yield): Citibank, NA 0.370000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 1730D23A8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $77,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $77,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $77,001,540.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $77,001,540.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Citibank, NA
Item 27. The title of the issue (including coupon or yield): Citibank, NA 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 1730D23B6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,999,025.30
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,008,000.00
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: $100,008,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Citibank, NA
Item 27. The title of the issue (including coupon or yield): Citibank, NA 0.380000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 1730D23F7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .89%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $300,015,000.00
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: $300,015,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Citibank, NA
Item 27. The title of the issue (including coupon or yield): Citibank, NA 0.390000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 1730D23J9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $213,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $213,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $213,014,910.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $213,014,910.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Citibank, NA
Item 27. The title of the issue (including coupon or yield): Citibank, NA 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 1730D23U4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,001,610.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,001,610.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Citibank, NA
Item 27. The title of the issue (including coupon or yield): Citibank, NA 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 17299S003
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000036684
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Security is a time deposit.
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $31,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $31,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: Security is a time deposit.
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $31,000,000.00
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: $31,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield): Commonwealth Bank of Australia 0.170000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272DG53
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $12,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $11,999,830.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $11,999,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $11,999,880.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield): Commonwealth Bank of Australia 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272DG61
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $199,996,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .6%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $199,996,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $199,996,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield): Commonwealth Bank of Australia 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272DG95
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $55,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $54,998,075.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $54,998,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $54,998,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield): Commonwealth Bank of Australia 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272DGB0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $94,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $93,995,770.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $93,997,180.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $93,997,180.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield): Commonwealth Bank of Australia 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272DGK0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,997,450.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $29,998,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,998,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield): Commonwealth Bank of Australia 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272DHM5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,998,833.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,999,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,999,040.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield): Commonwealth Bank of Australia 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272DHQ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $52,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $51,983,923.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $51,987,000.00
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: $51,987,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield): Commonwealth Bank of Australia 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272DM56
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $57,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $56,911,080.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $56,917,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $56,917,920.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Commonwealth Bank of Australia
Item 27. The title of the issue (including coupon or yield): Commonwealth Bank of Australia 0.320000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [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: 972DRY003
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000008565
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $150,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $150,006,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $150,006,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CRC Funding, LLC
Item 27. The title of the issue (including coupon or yield): CRC Funding, LLC 0.500000%
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: 12622UG34
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,999,305.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,999,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,999,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CRC Funding, LLC
Item 27. The title of the issue (including coupon or yield): CRC Funding, LLC 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12622UG34
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,999,722.22
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: $24,999,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,999,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CRC Funding, LLC
Item 27. The title of the issue (including coupon or yield): CRC Funding, LLC 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12622UG59
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,999,812.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,999,850.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,999,850.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CRC Funding, LLC
Item 27. The title of the issue (including coupon or yield): CRC Funding, LLC 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12622UG67
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $76,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $75,996,622.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $75,997,720.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $75,997,720.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CRC Funding, LLC
Item 27. The title of the issue (including coupon or yield): CRC Funding, LLC 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12622UGG5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $70,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $69,986,116.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $69,993,000.00
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: $69,993,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CRC Funding, LLC
Item 27. The title of the issue (including coupon or yield): CRC Funding, LLC 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12622UGH3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,997,875.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $9,999,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $9,999,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CRC Funding, LLC
Item 27. The title of the issue (including coupon or yield): CRC Funding, LLC 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12622UH17
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $54,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $53,977,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $53,987,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $53,987,040.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse AG
Item 27. The title of the issue (including coupon or yield): Credit Suisse AG 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 22550DPT0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $367,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $367,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.09%
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: $367,014,680.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $367,014,680.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse AG
Item 27. The title of the issue (including coupon or yield): Credit Suisse AG 0.330000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 22550DTB5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $206,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $206,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .61%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $205,987,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $205,987,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse AG
Item 27. The title of the issue (including coupon or yield): Credit Suisse AG 0.340000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 22550DTG4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,200,000.00
Item 41. The total current amortized cost, to the nearest cent: $50,200,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $50,197,992.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $50,197,992.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse Securities (USA), LLC
Item 27. The title of the issue (including coupon or yield): Credit Suisse Securities (USA), LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 22799D001_0.1800_M120702_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001230485
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Freddie Mac |
2019-12-15 |
4.500000 |
Government Agency Debt |
$50,000,000.00 |
$11,533,614.99 |
|
Freddie Mac |
2025-04-15 |
4.000000 |
Government Agency Debt |
$50,000,000.00 |
$39,290,130.14 |
|
Freddie Mac |
2025-05-15 |
4.000000 |
Government Agency Debt |
$19,455,000.00 |
$15,341,201.20 |
|
Freddie Mac |
2037-09-15 |
6.000000 |
Government Agency Debt |
$50,000,000.00 |
$14,235,267.04 |
|
Freddie Mac |
2037-10-15 |
6.000000 |
Government Agency Debt |
$50,000,000.00 |
$12,050,951.27 |
|
Freddie Mac |
2038-04-15 |
5.500000 |
Government Agency Debt |
$50,000,000.00 |
$17,155,723.27 |
|
Freddie Mac |
2039-01-15 |
5.500000 |
Government Agency Debt |
$50,000,000.00 |
$17,727,021.87 |
|
Freddie Mac |
2039-02-15 |
4.500000 |
Government Agency Debt |
$50,000,000.00 |
$36,069,205.40 |
|
Freddie Mac |
2039-07-20 |
5.000000 |
Government Agency Debt |
$50,000,000.00 |
$16,572,286.19 |
|
Freddie Mac |
2040-08-20 |
4.500000 |
Government Agency Debt |
$50,000,000.00 |
$45,309,215.78 |
|
Freddie Mac |
2041-06-20 |
4.500000 |
Government Agency Debt |
$50,000,000.00 |
$46,397,250.89 |
|
Freddie Mac |
2042-05-20 |
4.000000 |
Government Agency Debt |
$45,824,483.00 |
$50,509,440.03 |
|
GNMA |
2041-11-20 |
4.000000 |
Government Agency Debt |
$50,000,000.00 |
$52,392,619.85 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $367,236,183.00
Item 41. The total current amortized cost, to the nearest cent: $367,236,183.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.09%
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: $367,236,183.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $367,236,183.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse Securities (USA), LLC
Item 27. The title of the issue (including coupon or yield): Credit Suisse Securities (USA), LLC 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 22799E009_0.2700_M120913_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001230485
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2034-11-01 |
5.500000 |
Government Agency Debt |
$131,815,000.00 |
$27,540,989.96 |
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): 2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $27,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $27,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $26,998,380.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $26,998,380.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse Securities (USA), LLC
Item 27. The title of the issue (including coupon or yield): Credit Suisse Securities (USA), LLC 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 22799E009_0.2700_M120914_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001230485
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Freddie Mac |
2039-01-01 |
5.500000 |
Government Agency Debt |
$186,186,963.00 |
$101,253,186.29 |
|
Freddie Mac |
2042-06-01 |
3.500000 |
Government Agency Debt |
$178,830,000.00 |
$189,450,192.92 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $285,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $285,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .85%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $284,982,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $284,982,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse Securities (USA), LLC
Item 27. The title of the issue (including coupon or yield): Credit Suisse Securities (USA), LLC 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 22799E009_0.2900_M120921_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001230485
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Freddie Mac |
2038-11-01 |
5.000000 |
Government Agency Debt |
$247,166,661.00 |
$45,644,238.14 |
|
Freddie Mac |
2039-01-01 |
5.500000 |
Government Agency Debt |
$70,590,000.00 |
$38,388,629.93 |
|
Freddie Mac |
2042-06-01 |
3.500000 |
Government Agency Debt |
$210,395,361.00 |
$221,969,653.09 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .89%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $300,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $300,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Crown Point Capital Company, LLC
Item 27. The title of the issue (including coupon or yield): Crown Point Capital Company, LLC 0.600000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 2284K0HA6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Barclays Bank Plc |
N/A |
N/A |
|
Credit / Liquidity |
FEDERAL HOME LOAN BANK |
N/A |
N/A |
|
Credit / Liquidity |
JPMorgan Chase Bank NA |
N/A |
N/A |
|
Credit / Liquidity |
BANK OF MONTREAL |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $99,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $98,935,650.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $98,972,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $98,972,280.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Crown Point Capital Company, LLC
Item 27. The title of the issue (including coupon or yield): Crown Point Capital Company, LLC 0.600000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 2284K0J48
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
BANK OF MONTREAL |
N/A |
N/A |
|
Credit / Liquidity |
Barclays Bank Plc |
N/A |
N/A |
|
Credit / Liquidity |
FEDERAL HOME LOAN BANK |
N/A |
N/A |
|
Credit / Liquidity |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $164,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $163,825,066.64
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $163,909,800.00
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: $163,909,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Crown Point Capital Company, LLC
Item 27. The title of the issue (including coupon or yield): Crown Point Capital Company, LLC 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 2284K0JB2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
BANK OF MONTREAL |
N/A |
N/A |
|
Credit / Liquidity |
Barclays Bank Plc |
N/A |
N/A |
|
Credit / Liquidity |
FEDERAL HOME LOAN BANK |
N/A |
N/A |
|
Credit / Liquidity |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $67,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $66,940,537.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $66,957,120.00
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: $66,957,120.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Crown Point Capital Company, LLC
Item 27. The title of the issue (including coupon or yield): Crown Point Capital Company, LLC 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 2284K0JC0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
BANK OF MONTREAL |
N/A |
N/A |
|
Credit / Liquidity |
Barclays Bank Plc |
N/A |
N/A |
|
Credit / Liquidity |
FEDERAL HOME LOAN BANK |
N/A |
N/A |
|
Credit / Liquidity |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,995,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,996,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,996,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG 0.430000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25154UB60
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-30
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: $417,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $417,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.24%
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: $417,070,890.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $417,070,890.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG 0.430000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25154UC93
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,000,320.00
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: $2,000,320.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG 0.470000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25154UM43
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $167,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $167,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $167,011,690.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $167,011,690.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25154UM50
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $55,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $55,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $55,000,000.00
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: $55,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25154UQ98
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $367,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $367,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.09%
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: $367,000,000.00
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: $367,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25154UR63
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 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: 21599B009_0.1400_M120702_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
United States Treasury Department |
2015-11-30 |
1.375000 |
Treasury Debt |
$74,193,400.00 |
$76,500,034.29 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $75,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $75,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $75,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 21599B009_0.2000_M120702_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
GNMA |
2034-12-20 |
3.000000 |
Government Agency Debt |
$50,790,478.00 |
$52,096,646.59 |
|
GNMA |
2038-08-20 |
7.000000 |
Government Agency Debt |
$25,692,880.00 |
$29,212,328.71 |
|
GNMA |
2042-03-20 |
2.500000 |
Government Agency Debt |
$71,761,808.00 |
$68,313,254.45 |
|
GNMA |
2042-06-20 |
6.500000 |
Government Agency Debt |
$61,125,000.00 |
$58,377,770.83 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .6%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $200,000,000.00
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: $200,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 991JCA005_0.1900_M120702_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2021-04-25 |
4.500000 |
Government Agency Debt |
$8,000,664.00 |
$6,605,122.10 |
|
Fannie Mae |
2024-09-25 |
4.000000 |
Government Agency Debt |
$4,330,592.00 |
$4,461,548.83 |
|
Fannie Mae |
2025-03-25 |
3.000000 |
Government Agency Debt |
$426,150.00 |
$446,691.85 |
|
Fannie Mae |
2026-03-25 |
4.000000 |
Government Agency Debt |
$615,517.00 |
$691,465.71 |
|
Fannie Mae |
2026-08-25 |
2.750000 |
Government Agency Debt |
$1,200,000.00 |
$1,114,203.65 |
|
Fannie Mae |
2027-04-25 |
4.500000 |
Government Agency Debt |
$7,150,000.00 |
$3,281,687.02 |
|
Fannie Mae |
2029-09-25 |
4.500000 |
Government Agency Debt |
$1,000.00 |
$971.85 |
|
Fannie Mae |
2030-05-25 |
3.500000 |
Government Agency Debt |
$7,027,994.00 |
$4,761,763.22 |
|
Fannie Mae |
2030-10-25 |
3.500000 |
Government Agency Debt |
$1,599,957.00 |
$1,702,036.21 |
|
Fannie Mae |
2030-10-25 |
5.000000 |
Government Agency Debt |
$1,017,000.00 |
$1,230,474.29 |
|
Fannie Mae |
2031-01-25 |
3.500000 |
Government Agency Debt |
$5,868,000.00 |
$6,253,094.67 |
|
Fannie Mae |
2031-01-25 |
3.500000 |
Government Agency Debt |
$4,478,000.00 |
$4,738,101.15 |
|
Fannie Mae |
2032-03-25 |
3.500000 |
Government Agency Debt |
$2,012,000.00 |
$2,125,187.52 |
|
Fannie Mae |
2032-03-25 |
3.500000 |
Government Agency Debt |
$658,333.00 |
$693,465.75 |
|
Fannie Mae |
2032-04-25 |
6.000000 |
Government Agency Debt |
$34,406,000.00 |
$487,382.24 |
|
Fannie Mae |
2032-06-25 |
6.000000 |
Government Agency Debt |
$4,000,000.00 |
$212,875.42 |
|
Fannie Mae |
2032-08-25 |
6.000000 |
Government Agency Debt |
$20,000,000.00 |
$8,953,449.79 |
|
Fannie Mae |
2033-05-25 |
4.000000 |
Government Agency Debt |
$1,250,000.00 |
$79,890.81 |
|
Fannie Mae |
2033-06-25 |
5.500000 |
Government Agency Debt |
$100,000.00 |
$116,458.98 |
|
Fannie Mae |
2033-11-25 |
6.000000 |
Government Agency Debt |
$22,500,000.00 |
$4,039,185.58 |
|
Fannie Mae |
2035-02-25 |
5.500000 |
Government Agency Debt |
$8,776,370.00 |
$2,526,000.19 |
|
Fannie Mae |
2036-03-25 |
5.500000 |
Government Agency Debt |
$3,717,000.00 |
$4,398,351.29 |
|
Fannie Mae |
2036-08-25 |
5.750000 |
Government Agency Debt |
$21,507,000.00 |
$2,092,259.99 |
|
Fannie Mae |
2037-02-25 |
5.000000 |
Government Agency Debt |
$11,900,000.00 |
$3,709,959.96 |
|
Fannie Mae |
2037-02-25 |
5.500000 |
Government Agency Debt |
$2,836,000.00 |
$3,312,271.54 |
|
Fannie Mae |
2037-02-25 |
6.000000 |
Government Agency Debt |
$18,838,000.00 |
$1,231,058.60 |
|
Fannie Mae |
2037-03-25 |
5.750000 |
Government Agency Debt |
$5,000,000.00 |
$985,324.96 |
|
Fannie Mae |
2037-08-25 |
6.000000 |
Government Agency Debt |
$5,651,000.00 |
$6,734,097.03 |
|
Fannie Mae |
2037-09-25 |
6.000000 |
Government Agency Debt |
$2,500,000.00 |
$2,796,304.17 |
|
Fannie Mae |
2038-04-25 |
4.500000 |
Government Agency Debt |
$4,299,524.00 |
$4,574,951.51 |
|
Fannie Mae |
2039-09-20 |
4.000000 |
Government Agency Debt |
$2,962,000.00 |
$3,292,743.17 |
|
Fannie Mae |
2039-11-25 |
7.000000 |
Government Agency Debt |
$66,000.00 |
$85,130.79 |
|
Fannie Mae |
2039-12-25 |
5.000000 |
Government Agency Debt |
$1,405,898.00 |
$1,608,567.88 |
|
Fannie Mae |
2039-12-25 |
5.000000 |
Government Agency Debt |
$770,652.00 |
$875,970.76 |
|
Fannie Mae |
2040-02-25 |
4.500000 |
Government Agency Debt |
$137,000.00 |
$159,499.10 |
|
Fannie Mae |
2040-06-25 |
4.500000 |
Government Agency Debt |
$2,500,000.00 |
$2,719,417.50 |
|
Fannie Mae |
2040-07-25 |
4.500000 |
Government Agency Debt |
$2,209,126.00 |
$2,110,708.16 |
|
Fannie Mae |
2040-07-25 |
4.500000 |
Government Agency Debt |
$70,000.00 |
$75,993.19 |
|
Fannie Mae |
2040-08-25 |
4.500000 |
Government Agency Debt |
$189,000.00 |
$206,713.08 |
|
Fannie Mae |
2040-11-25 |
4.500000 |
Government Agency Debt |
$398,000.00 |
$436,059.15 |
|
Fannie Mae |
2040-12-25 |
4.000000 |
Government Agency Debt |
$10,347,048.00 |
$11,164,455.59 |
|
Fannie Mae |
2040-12-25 |
4.000000 |
Government Agency Debt |
$2,821,000.00 |
$3,126,906.73 |
|
Fannie Mae |
2040-12-25 |
7.000000 |
Government Agency Debt |
$3,333,333.00 |
$3,767,078.42 |
|
Fannie Mae |
2041-01-25 |
4.000000 |
Government Agency Debt |
$825,833.00 |
$899,019.24 |
|
Fannie Mae |
2041-01-25 |
4.500000 |
Government Agency Debt |
$1,854,000.00 |
$2,169,799.24 |
|
Fannie Mae |
2041-03-25 |
4.000000 |
Government Agency Debt |
$2,715,000.00 |
$2,975,178.75 |
|
Fannie Mae |
2041-03-25 |
4.000000 |
Government Agency Debt |
$410,000.00 |
$438,625.02 |
|
Fannie Mae |
2041-03-25 |
4.000000 |
Government Agency Debt |
$407,000.00 |
$429,477.03 |
|
Fannie Mae |
2041-03-25 |
4.500000 |
Government Agency Debt |
$595,000.00 |
$662,079.70 |
|
Fannie Mae |
2041-04-25 |
4.500000 |
Government Agency Debt |
$2,112,283.00 |
$2,398,353.71 |
|
Fannie Mae |
2041-05-25 |
4.500000 |
Government Agency Debt |
$5,229,000.00 |
$6,026,642.12 |
|
Fannie Mae |
2041-07-25 |
4.000000 |
Government Agency Debt |
$9,300,000.00 |
$10,182,459.43 |
|
Fannie Mae |
2041-09-25 |
4.000000 |
Government Agency Debt |
$1,325,000.00 |
$1,474,462.80 |
|
Fannie Mae |
2041-10-25 |
4.000000 |
Government Agency Debt |
$1,032,915.00 |
$1,126,761.64 |
|
Fannie Mae |
2041-12-25 |
3.500000 |
Government Agency Debt |
$991,090.00 |
$1,003,228.10 |
|
Fannie Mae |
2041-12-25 |
3.500000 |
Government Agency Debt |
$837,603.00 |
$865,551.49 |
|
Fannie Mae |
2041-12-25 |
4.000000 |
Government Agency Debt |
$10,000,000.00 |
$10,805,991.11 |
|
Fannie Mae |
2041-12-25 |
4.000000 |
Government Agency Debt |
$4,866,000.00 |
$5,341,228.70 |
|
Fannie Mae |
2042-02-25 |
4.000000 |
Government Agency Debt |
$5,339,000.00 |
$5,709,826.18 |
|
Fannie Mae |
2042-04-25 |
3.000000 |
Government Agency Debt |
$4,865,000.00 |
$4,844,597.81 |
|
Fannie Mae |
2042-04-25 |
4.000000 |
Government Agency Debt |
$82,000.00 |
$89,161.56 |
|
Fannie Mae |
2042-05-25 |
3.500000 |
Government Agency Debt |
$4,377,866.00 |
$4,536,139.96 |
|
Fannie Mae |
2042-06-25 |
3.500000 |
Government Agency Debt |
$134,000.00 |
$137,832.56 |
|
Fannie Mae |
2042-06-25 |
3.500000 |
Government Agency Debt |
$106,000.00 |
$109,033.74 |
|
Fannie Mae |
2042-07-25 |
6.500000 |
Government Agency Debt |
$21,376,865.00 |
$21,735,089.00 |
|
Fannie Mae |
2047-06-25 |
6.000000 |
Government Agency Debt |
$3,878,000.00 |
$4,539,054.22 |
|
GNMA |
2032-05-20 |
6.000000 |
Government Agency Debt |
$10,709,000.00 |
$5,708,119.89 |
|
GNMA |
2033-02-20 |
4.500000 |
Government Agency Debt |
$1,861.00 |
$1,473.68 |
|
GNMA |
2033-03-20 |
4.000000 |
Government Agency Debt |
$2,000,000.00 |
$224,280.85 |
|
GNMA |
2033-07-16 |
5.000000 |
Government Agency Debt |
$5,000,000.00 |
$5,980,799.44 |
|
GNMA |
2033-12-20 |
5.000000 |
Government Agency Debt |
$1,400,000.00 |
$1,189,515.93 |
|
GNMA |
2034-12-20 |
3.000000 |
Government Agency Debt |
$2,786,754.00 |
$2,858,420.40 |
|
GNMA |
2036-06-20 |
6.000000 |
Government Agency Debt |
$4,000,000.00 |
$4,778,806.67 |
|
GNMA |
2036-07-20 |
6.000000 |
Government Agency Debt |
$5,000,000.00 |
$5,988,888.33 |
|
GNMA |
2036-09-20 |
4.500000 |
Government Agency Debt |
$5,354,908.00 |
$3,638,480.30 |
|
GNMA |
2036-11-16 |
5.237000 |
Government Agency Debt |
$2,700,000.00 |
$2,513,040.44 |
|
GNMA |
2038-09-20 |
1.043700 |
Government Agency Debt |
$29,806,023.00 |
$6,762,983.09 |
|
GNMA |
2038-12-16 |
3.000000 |
Government Agency Debt |
$2,000,000.00 |
$1,056,791.51 |
|
GNMA |
2038-12-20 |
4.000000 |
Government Agency Debt |
$400,000.00 |
$283,790.07 |
|
GNMA |
2038-12-20 |
4.500000 |
Government Agency Debt |
$180,000.00 |
$129,925.76 |
|
GNMA |
2039-02-20 |
4.000000 |
Government Agency Debt |
$1,000,000.00 |
$872,151.63 |
|
GNMA |
2039-08-20 |
5.000000 |
Government Agency Debt |
$25,498,000.00 |
$433,754.30 |
|
GNMA |
2039-10-16 |
4.000000 |
Government Agency Debt |
$200,000.00 |
$192,310.08 |
|
GNMA |
2039-11-20 |
4.500000 |
Government Agency Debt |
$517,143.00 |
$575,588.43 |
|
GNMA |
2040-01-20 |
4.000000 |
Government Agency Debt |
$1,399,318.00 |
$1,571,914.24 |
|
GNMA |
2040-05-20 |
3.250000 |
Government Agency Debt |
$3,458,221.00 |
$3,631,276.53 |
|
GNMA |
2040-05-20 |
5.000000 |
Government Agency Debt |
$3,000,000.00 |
$2,358,957.35 |
|
GNMA |
2040-05-20 |
7.000000 |
Government Agency Debt |
$3,200,000.00 |
$3,819,730.35 |
|
GNMA |
2040-06-20 |
4.500000 |
Government Agency Debt |
$1,801.00 |
$1,778.92 |
|
GNMA |
2040-07-20 |
4.500000 |
Government Agency Debt |
$4,717,140.00 |
$3,675,741.83 |
|
GNMA |
2040-07-20 |
4.500000 |
Government Agency Debt |
$327,020.00 |
$365,674.09 |
|
GNMA |
2040-10-20 |
0.543700 |
Government Agency Debt |
$2,303,235.00 |
$2,269,773.16 |
|
GNMA |
2040-12-20 |
4.000000 |
Government Agency Debt |
$6,937,000.00 |
$7,900,237.91 |
|
GNMA |
2041-01-20 |
3.250000 |
Government Agency Debt |
$3,893,472.00 |
$4,056,922.98 |
|
GNMA |
2041-01-20 |
7.000000 |
Government Agency Debt |
$3,666,666.00 |
$4,416,218.64 |
|
GNMA |
2041-02-16 |
0.689000 |
Government Agency Debt |
$1,769,500.00 |
$1,764,868.87 |
|
GNMA |
2041-02-16 |
4.000000 |
Government Agency Debt |
$714,000.00 |
$818,104.14 |
|
GNMA |
2041-02-20 |
4.000000 |
Government Agency Debt |
$100,000.00 |
$115,155.51 |
|
GNMA |
2041-03-20 |
5.000000 |
Government Agency Debt |
$239,265.00 |
$297,020.91 |
|
GNMA |
2041-03-20 |
7.000000 |
Government Agency Debt |
$428,571.00 |
$500,625.16 |
|
GNMA |
2041-04-16 |
4.000000 |
Government Agency Debt |
$1,166,666.00 |
$1,181,079.79 |
|
GNMA |
2041-06-20 |
4.000000 |
Government Agency Debt |
$917,749.00 |
$939,194.42 |
|
GNMA |
2041-07-20 |
3.000000 |
Government Agency Debt |
$2,000,000.00 |
$2,087,347.13 |
|
GNMA |
2041-07-20 |
7.000000 |
Government Agency Debt |
$1,875,000.00 |
$2,194,383.45 |
|
GNMA |
2041-10-20 |
4.000000 |
Government Agency Debt |
$5,667,000.00 |
$6,352,639.63 |
|
GNMA |
2042-05-20 |
3.500000 |
Government Agency Debt |
$3,302,000.00 |
$3,527,761.78 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $288,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $288,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .86%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $288,000,000.00
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: $288,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 991JCA005_0.3000_M120702_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
ALPHA NATURAL RESOURCES INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,996.24 |
|
APOLLO RESIDENTIAL MTG INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,966,390.80 |
|
BASIC ENERGY SVCS INC NEW COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,991.37 |
|
BAXTER INTL INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,962.92 |
|
CENTERPOINT ENERGY INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,975.04 |
|
COEUR D ALENE MINES CORP IDACOM NEW |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,991.69 |
|
COOPER INDUSTRIES PLC SHS |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,968.00 |
|
CUMMINS INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,920.02 |
|
DOLLAR THRIFTY AUTOMOTIVE GPCOM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,927.08 |
|
ENTRAVISION COMMUNICATIONS CCL A |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$119,924.78 |
|
FIVE STAR QUALITY CARE INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$3.17 |
|
HERSHEY CO COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,957.05 |
|
HONEYWELL INTL INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,952.64 |
|
KEYCORP NEW COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,992.54 |
|
MCDERMOTT INTL INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,989.87 |
|
MOSAIC CO NEW COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,958.10 |
|
PIONEER DRILLING CO COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$959,030.80 |
|
PNC FINL SVCS GROUP INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,952.57 |
|
PPG INDS INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$624,519.00 |
|
PRAXAIR INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,985.24 |
|
QUIKSILVER INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$330,646.35 |
|
SPECTRA ENERGY CORP COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,996.32 |
|
STONE ENERGY CORP COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,980.41 |
|
VALERO ENERGY CORP NEW COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,997.61 |
|
VENOCO INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,999,991.30 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: Repurchase agreement collateralized by common stock and ETFs.
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $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: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 99ETSZ007_0.1900_M120702_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2040-07-25 |
4.500000 |
Government Agency Debt |
$34,340,212.00 |
$32,810,335.67 |
|
Fannie Mae |
2041-07-25 |
4.000000 |
Government Agency Debt |
$190,016.00 |
$165,509.73 |
|
Fannie Mae |
2041-10-01 |
5.000000 |
Government Agency Debt |
$99,905.00 |
$100,156.51 |
|
Fannie Mae |
2042-05-25 |
7.000000 |
Government Agency Debt |
$119,664.00 |
$140,508.33 |
|
GNMA |
2033-11-16 |
5.500000 |
Government Agency Debt |
$50,639.00 |
$60,209.76 |
|
GNMA |
2034-12-20 |
3.000000 |
Government Agency Debt |
$3,198.00 |
$3,280.24 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $32,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $32,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $32,000,000.00
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: $32,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 99ETSZ007_0.1900_M120712_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2041-07-25 |
4.000000 |
Government Agency Debt |
$6,176,152.00 |
$5,379,616.76 |
|
Fannie Mae |
2041-10-01 |
4.000000 |
Government Agency Debt |
$942,164.00 |
$995,307.14 |
|
Fannie Mae |
2041-10-01 |
5.000000 |
Government Agency Debt |
$1,121,398.00 |
$1,124,221.16 |
|
GNMA |
2037-10-16 |
2.250000 |
Government Agency Debt |
$92,000,000.00 |
$82,414,762.73 |
|
GNMA |
2037-11-16 |
2.750000 |
Government Agency Debt |
$39,993,166.00 |
$36,166,793.37 |
|
GNMA |
2040-07-20 |
4.500000 |
Government Agency Debt |
$102,166,894.00 |
$79,611,613.33 |
|
GNMA |
2041-10-20 |
3.500000 |
Government Agency Debt |
$158,691,729.00 |
$171,359,337.13 |
|
GNMA |
2042-01-20 |
4.000000 |
Government Agency Debt |
$134,077,796.00 |
$140,224,565.40 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $495,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $495,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.47%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $495,000,000.00
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: $495,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 99ETSZ007_0.1900_M120718_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2031-10-25 |
4.000000 |
Government Agency Debt |
$54,760,484.00 |
$59,499,188.57 |
|
Fannie Mae |
2038-08-01 |
6.500000 |
Government Agency Debt |
$91,237.00 |
$29,144.89 |
|
GNMA |
2037-11-16 |
2.750000 |
Government Agency Debt |
$49,599,086.00 |
$44,853,660.62 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $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: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 99ETSZ007_0.2400_M120920_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2037-11-25 |
4.500000 |
Government Agency Debt |
$6,865,550.00 |
$5,797,248.92 |
|
Fannie Mae |
2042-06-25 |
7.000000 |
Government Agency Debt |
$60,843,268.00 |
$70,176,348.13 |
|
GNMA |
2026-10-16 |
3.000000 |
Government Agency Debt |
$21,802,623.00 |
$22,173,636.04 |
|
GNMA |
2037-11-16 |
2.750000 |
Government Agency Debt |
$379,216.00 |
$342,934.26 |
|
GNMA |
2042-05-20 |
3.500000 |
Government Agency Debt |
$120,956,852.00 |
$127,258,126.08 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $216,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $216,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .64%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $216,000,000.00
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: $216,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank Securities, Inc
Item 27. The title of the issue (including coupon or yield): Deutsche Bank Securities, Inc 0.280000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 99ETSZ007_0.2800_M120924_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2030-03-25 |
4.500000 |
Government Agency Debt |
$12,532,000.00 |
$14,061,956.69 |
|
Fannie Mae |
2030-05-25 |
4.500000 |
Government Agency Debt |
$13,427,000.00 |
$14,757,736.54 |
|
Fannie Mae |
2030-09-25 |
4.000000 |
Government Agency Debt |
$12,623,000.00 |
$13,808,187.50 |
|
Fannie Mae |
2030-10-25 |
4.000000 |
Government Agency Debt |
$12,576,000.00 |
$13,625,518.90 |
|
Fannie Mae |
2032-12-25 |
3.500000 |
Government Agency Debt |
$5,991,097.00 |
$6,375,409.23 |
|
Fannie Mae |
2032-12-25 |
4.500000 |
Government Agency Debt |
$12,792,600.00 |
$13,603,881.11 |
|
Fannie Mae |
2033-01-25 |
6.000000 |
Government Agency Debt |
$77,800,065.00 |
$13,668,000.90 |
|
Fannie Mae |
2034-08-25 |
6.000000 |
Government Agency Debt |
$54,930,000.00 |
$12,218,729.84 |
|
Fannie Mae |
2041-10-25 |
4.000000 |
Government Agency Debt |
$1,799,411.00 |
$1,980,010.88 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $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: DNB Bank ASA
Item 27. The title of the issue (including coupon or yield): DNB Bank ASA 0.260000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 23330LCH7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $137,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $137,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .41%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $137,001,370.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $137,001,370.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DNB Bank ASA
Item 27. The title of the issue (including coupon or yield): DNB Bank ASA 0.260000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 23330LCL8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,000,010.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,000,010.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DNB Bank ASA
Item 27. The title of the issue (including coupon or yield): DNB Bank ASA 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 23330LDV5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $149,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $149,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $149,019,370.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $149,019,370.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DNB Bank ASA
Item 27. The title of the issue (including coupon or yield): DNB Bank ASA 0.250000%
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: 23330LED4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $115,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $115,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $115,013,800.00
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: $115,013,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Fairway Finance Co, LLC
Item 27. The title of the issue (including coupon or yield): Fairway Finance Co, LLC 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 30601VG96
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
BANK OF MONTREAL |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $40,025,000.00
Item 41. The total current amortized cost, to the nearest cent: $40,023,443.47
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $40,022,598.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $40,022,598.50
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Fairway Finance Co, LLC
Item 27. The title of the issue (including coupon or yield): Fairway Finance Co, LLC 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 30601VH87
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
BANK OF MONTREAL |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $40,041,000.00
Item 41. The total current amortized cost, to the nearest cent: $40,031,123.18
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $40,031,390.16
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $40,031,390.16
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Fannie Mae
Item 27. The title of the issue (including coupon or yield): Fannie Mae 0.090000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313588ZD0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $95,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $94,998,337.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $94,999,620.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $94,999,620.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Fannie Mae
Item 27. The title of the issue (including coupon or yield): Fannie Mae 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: 313588ZL2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,999,906.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,999,976.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,999,976.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Fannie Mae
Item 27. The title of the issue (including coupon or yield): Fannie Mae 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: 313588ZV0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,161,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,160,861.94
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,160,971.91
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,160,971.91
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Fannie Mae
Item 27. The title of the issue (including coupon or yield): Fannie Mae 1.750000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 31398AYM8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $8,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,013,559.13
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,013,712.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,013,712.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Farm Credit System
Item 27. The title of the issue (including coupon or yield): Farm Credit System 0.105000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313312B41
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,998,891.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $9,999,580.00
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: $9,999,580.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Farm Credit System
Item 27. The title of the issue (including coupon or yield): Farm Credit System 0.080000%
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: 313312ZW3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,997,333.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,999,350.00
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: $49,999,350.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.080000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384A41
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $112,300,000.00
Item 41. The total current amortized cost, to the nearest cent: $112,292,513.34
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: $112,296,294.10
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $112,296,294.10
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.100000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384A41
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,004,000.00
Item 41. The total current amortized cost, to the nearest cent: $5,003,583.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $5,003,834.87
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $5,003,834.87
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.080000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384A66
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $95,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $94,993,244.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $94,996,580.00
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: $94,996,580.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.100000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384B57
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,448,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,447,193.13
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,447,679.74
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,447,679.74
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.090000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384B57
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,600,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,599,844.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,599,931.20
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,599,931.20
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.120000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384C49
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $90,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $89,986,200.01
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $89,995,410.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $89,995,410.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.100000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384E21
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $172,650,000.00
Item 41. The total current amortized cost, to the nearest cent: $172,621,225.01
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $172,638,432.45
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $172,638,432.45
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.075000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384YZ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $308,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $307,998,075.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $307,999,384.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $307,999,384.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.110000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384YZ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $42,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $41,999,615.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $41,999,916.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $41,999,916.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.080000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384YZ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $14,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $13,999,906.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $13,999,972.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $13,999,972.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.075000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384ZA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $353,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $352,997,058.31
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $352,999,294.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $352,999,294.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.070000%
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: 313384ZA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $14,125,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,124,890.14
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,124,971.75
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: $14,124,971.75
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.115000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384ZF9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $143,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $143,495,874.37
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $143,499,282.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $143,499,282.50
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.084000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384ZF9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $115,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $114,997,585.00
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: $114,999,425.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $114,999,425.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.120000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384ZF9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $65,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $64,998,050.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $64,999,675.00
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: $64,999,675.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.090000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384ZH5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $159,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $158,995,627.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .47%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $158,999,046.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $158,999,046.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.095000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384ZH5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $120,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $119,996,516.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $119,999,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $119,999,280.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.120000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384ZH5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $115,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $114,995,783.34
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: $114,999,310.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $114,999,310.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.097000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384ZH5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $40,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $39,998,814.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $39,999,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $39,999,760.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.115000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384ZH5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,999,472.92
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,999,910.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $14,999,910.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.110000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384ZH5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,999,865.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,999,976.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,999,976.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.120000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384ZN2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,997,333.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,999,550.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,999,550.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.110000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384ZN2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $22,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $21,998,924.44
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: $21,999,802.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $21,999,802.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.100000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384ZV4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $47,046,000.00
Item 41. The total current amortized cost, to the nearest cent: $47,042,994.28
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $47,045,388.40
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $47,045,388.40
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.090000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384ZV4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $44,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $43,997,470.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $43,999,428.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $43,999,428.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 0.095000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313384ZX0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,993,402.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,998,600.00
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: $99,998,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank 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: 313384ZX0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $57,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $56,996,041.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $56,999,202.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $56,999,202.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Freddie Mac
Item 27. The title of the issue (including coupon or yield): Freddie Mac 0.085000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313396B28
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $155,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $154,986,825.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $154,993,800.00
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: $154,993,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Freddie Mac
Item 27. The title of the issue (including coupon or yield): Freddie Mac 0.095000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313396YW7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Freddie Mac
Item 27. The title of the issue (including coupon or yield): Freddie Mac 0.110000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313396ZL0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $46,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $45,998,032.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $45,999,632.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $45,999,632.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Freddie Mac
Item 27. The title of the issue (including coupon or yield): Freddie Mac 0.115000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313396ZL0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $40,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $39,998,211.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $39,999,680.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $39,999,680.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Freddie Mac
Item 27. The title of the issue (including coupon or yield): Freddie Mac 0.080000%
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: 313396ZV8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $54,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $53,997,240.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $53,999,298.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $53,999,298.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Freddie Mac
Item 27. The title of the issue (including coupon or yield): Freddie Mac 0.369200%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3133F3AA1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $220,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $220,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .65%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $220,297,220.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $220,297,220.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Freddie Mac
Item 27. The title of the issue (including coupon or yield): Freddie Mac 5.125000%
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: 3134A4QD9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-15
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: $58,025,000.00
Item 41. The total current amortized cost, to the nearest cent: $58,127,774.59
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $58,131,824.03
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $58,131,824.03
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HHA8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $18,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $17,994,150.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $17,997,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $17,997,480.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HJ57
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $178,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $177,906,797.21
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .53%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $177,953,720.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $177,953,720.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.340000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HKH9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $9,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,990,905.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,993,340.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,993,340.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.330000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HKP1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $93,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $92,903,667.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $92,922,810.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $92,922,810.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.330000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HKQ9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? 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: $89,905,950.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $89,923,500.00
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: $89,923,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.320000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HL62
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $174,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $173,803,573.31
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .52%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $173,819,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $173,819,040.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.320000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HL70
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $25,470,986.66
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: $25,473,225.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,473,225.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HMB0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,842,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,853,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,853,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.370000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HMH7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $6,987,913.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $6,989,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $6,989,360.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp 0.370000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HMK0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $147,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $146,743,158.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .44%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $146,773,620.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $146,773,620.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: GFRE Holdings LLC
Item 27. The title of the issue (including coupon or yield): GFRE Holdings LLC 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36169XAA6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Federal Home Loan Bank |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Federal Home Loan Bank |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,835,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,835,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,835,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,835,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Goldman Sachs & Co
Item 27. The title of the issue (including coupon or yield): Goldman Sachs & Co 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 38399H002_0.1800_M120702_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2038-04-01 |
5.000000 |
Government Agency Debt |
$99,257,392.00 |
$35,646,141.26 |
|
Fannie Mae |
2040-09-01 |
3.384000 |
Government Agency Debt |
$86,930,965.00 |
$60,831,702.13 |
|
Freddie Mac |
2042-06-01 |
4.000000 |
Government Agency Debt |
$816,095.00 |
$873,240.46 |
|
Freddie Mac |
2042-07-01 |
3.500000 |
Government Agency Debt |
$57,012,585.00 |
$60,148,916.98 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $150,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $150,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $150,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Goldman Sachs & Co
Item 27. The title of the issue (including coupon or yield): Goldman Sachs & Co 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 992JYE002_0.1900_M120703_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2032-05-01 |
3.000000 |
Government Agency Debt |
$12,145,098.00 |
$12,600,000.52 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $12,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $12,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $12,000,000.00
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: $12,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Goldman Sachs & Co
Item 27. The title of the issue (including coupon or yield): Goldman Sachs & Co 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 992JYE002_0.2200_M120702_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2042-04-01 |
2.439000 |
Government Agency Debt |
$38,091,085.00 |
$39,527,270.73 |
|
Fannie Mae |
2042-07-01 |
4.000000 |
Government Agency Debt |
$34,504,362.00 |
$37,122,729.34 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $73,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $73,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $73,000,000.00
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: $73,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Goldman Sachs & Co
Item 27. The title of the issue (including coupon or yield): Goldman Sachs & Co 0.570000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 992JYE002_0.5700_M120913_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
AGILENT TECHNOLOGIES INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,974.72 |
|
AMERICAN CAMPUS CMNTYS INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,971.80 |
|
APARTMENT INVT & MGMT CO CL A |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,994.96 |
|
AUTOZONE INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,823.74 |
|
C&J ENERGY SVCS INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,989.84 |
|
CHICAGO BRIDGE & IRON CO N VN Y REGI |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,983.34 |
|
CIGNA CORP COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,991.10 |
|
DENBURY RES INC COM NEW |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,990.00 |
|
DOUGLAS EMMETT INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,987.25 |
|
GAMESTOP CORP NEW CL A |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,995.82 |
|
LABORATORY CORP AMER HLDGS COM NEW |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,933.16 |
|
NEWMONT MINING CORP COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$753.92 |
|
NYSE EURONEXT COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,988.03 |
|
OCWEN FINL CORP COM NEW |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,999.18 |
|
PERKINELMER INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,993.81 |
|
PROASSURANCE CORP COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,917.92 |
|
SPECTRUM BRANDS HLDGS INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,987.60 |
|
STARWOOD HOTELS&RESORTS WRLDCOM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,994.60 |
|
TEXTRON INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,994.54 |
|
UNIVERSAL HLTH SVCS INC CL B |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,994.60 |
|
WASHINGTON POST CO CL B |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,760.90 |
|
WEYERHAEUSER CO COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$149,995.50 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: Repurchase agreement collateralized by common stock and ETFs.
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,001,650.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,001,650.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Goldman Sachs & Co
Item 27. The title of the issue (including coupon or yield): Goldman Sachs & Co 0.620000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 992JYE002_0.6200_M120801_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
AMERICAN DG ENERGY INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$28,285.00 |
|
AMERICAN GREETINGS CORP CL A |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,029,544.78 |
|
BRANDYWINE RLTY TR SH BEN I |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$769,447.92 |
|
BUCKLE INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$805,669.74 |
|
CAMDEN PPTY TR SH BEN I |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$768,565.71 |
|
DEAN FOODS CO NEW COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$940,624.56 |
|
DICKS SPORTING GOODS INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,021,702.96 |
|
DIGITALGLOBE INC COM NEW |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$831,739.10 |
|
EQUITY RESIDENTIAL SH BEN I |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$824,115.95 |
|
EXELIS INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$804,805.04 |
|
FXCM INC COM CL A |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$829,000.80 |
|
GENERAL GROWTH PPTYS INC NEWCOM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$983,143.92 |
|
GENERAL MLS INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$900,055.80 |
|
HECKMANN CORP COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$986,812.47 |
|
HOST HOTELS & RESORTS INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$813,387.24 |
|
JOHNSON CTLS INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,099,521.24 |
|
KRONOS WORLDWIDE INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$853,358.71 |
|
L-3 COMMUNICATIONS HLDGS INCCOM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,005,230.05 |
|
LEXINGTON REALTY TRUST COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$999,163.62 |
|
LINCOLN NATL CORP IND COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,035,888.49 |
|
LSI CORPORATION COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$274,147.20 |
|
MCGRAW HILL COS INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$776,860.98 |
|
NACCO INDS INC CL A |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$910,410.84 |
|
NOBLE CORPORATION BAAR NAMEN -A |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,102,588.99 |
|
PARK NATL CORP COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,081,307.50 |
|
PIEDMONT OFFICE REALTY TR INCOM CL A |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$965,803.53 |
|
PROGRESSIVE CORP OHIO COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$982,893.54 |
|
PROVIDENT FINL SVCS INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$783,679.50 |
|
RADIAN GROUP INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$770,490.69 |
|
RADIOSHACK CORP |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,006,178.25 |
|
ROPER INDS INC NEW COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$961,621.16 |
|
SMITH A O COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$1,080,311.38 |
|
TERADYNE INC COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$939,442.56 |
|
TITANIUM METALS CORP COM NEW |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$888,300.35 |
|
UNDER ARMOUR INC CL A |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$860,478.57 |
|
WASTE MGMT INC DEL COM |
2012-06-29 |
N/A |
Other Instrument - common stock or ETF |
$.00 |
$785,431.50 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: Repurchase agreement collateralized by common stock and ETFs.
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $30,008,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $30,008,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Govco, LLC
Item 27. The title of the issue (including coupon or yield): Govco, LLC 0.390000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 38362VG56
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $143,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $142,995,352.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $142,994,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $142,994,280.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Govco, LLC
Item 27. The title of the issue (including coupon or yield): Govco, LLC 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 38362VGC1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Citibank NA |
N/A |
N/A |
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: $101,988,666.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $101,991,840.00
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: $101,991,840.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Govco, LLC
Item 27. The title of the issue (including coupon or yield): Govco, LLC 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 38362VGG2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Citibank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $291,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $290,943,416.68
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .87%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $290,970,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $290,970,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Houston Combined Utility System
Item 27. The title of the issue (including coupon or yield): First Lien Refunding RB Series 2008D1 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 442435SG9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $44,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $44,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $44,000,000.00
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: $44,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING Bank NV
Item 27. The title of the issue (including coupon or yield): ING Bank NV 0.460000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 972ERF002
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000319432
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $335,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $335,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $335,040,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $335,040,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JP Morgan Chase & Co
Item 27. The title of the issue (including coupon or yield): JP Morgan Chase & Co 0.205000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4662J0HM7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $106,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $105,969,819.45
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .32%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $105,972,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $105,972,440.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JP Morgan Chase & Co
Item 27. The title of the issue (including coupon or yield): JP Morgan Chase & Co 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4662J0J78
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $98,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $97,956,226.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $97,963,740.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $97,963,740.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JP Morgan Chase & Co
Item 27. The title of the issue (including coupon or yield): JP Morgan Chase & Co 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4662J0JM5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $32,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $31,984,160.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $31,984,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $31,984,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JP Morgan Chase & Co
Item 27. The title of the issue (including coupon or yield): JP Morgan Chase & Co 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4662J0K27
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $9,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,993,790.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,994,870.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,994,870.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JP Morgan Securities, LLC
Item 27. The title of the issue (including coupon or yield): JP Morgan Securities, LLC 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 46899T004_0.2100_M120702_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001168163
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2039-09-25 |
5.000000 |
Government Agency Debt |
$52,250,734.00 |
$24,616,592.84 |
|
Fannie Mae |
2040-02-25 |
1.029000 |
Government Agency Debt |
$200,000,000.00 |
$75,992,215.25 |
|
Fannie Mae |
2042-04-01 |
3.500000 |
Government Agency Debt |
$16,949,557.00 |
$17,840,936.22 |
|
Freddie Mac |
2026-05-01 |
4.000000 |
Government Agency Debt |
$125,000,000.00 |
$108,658,756.78 |
|
Freddie Mac |
2038-11-15 |
2.000000 |
Government Agency Debt |
$149,921,477.00 |
$93,689,510.47 |
|
GNMA |
2038-04-20 |
2.750000 |
Government Agency Debt |
$100,000,000.00 |
$91,201,989.19 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $400,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $400,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $400,000,000.00
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: $400,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JP Morgan Securities, LLC
Item 27. The title of the issue (including coupon or yield): JP Morgan Securities, LLC 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 992JYG007_0.3000_M120724_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001168163
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2042-04-01 |
3.500000 |
Government Agency Debt |
$66,211.00 |
$69,693.04 |
|
Freddie Mac |
2038-11-15 |
2.000000 |
Government Agency Debt |
$46,850.00 |
$29,277.68 |
|
Freddie Mac |
2039-12-15 |
2.000000 |
Government Agency Debt |
$84,652,211.00 |
$73,119,914.13 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $71,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $71,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $71,001,420.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $71,001,420.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JPMorgan Chase Bank, NA
Item 27. The title of the issue (including coupon or yield): JPMorgan Chase Bank, NA 0.363800%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48125LAA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .74%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $250,184,000.00
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: $250,184,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JPMorgan Chase Bank, NA
Item 27. The title of the issue (including coupon or yield): JPMorgan Chase Bank, NA 0.535700%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48125LEB4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $110,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $110,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $110,200,420.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $110,200,420.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Corp
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Corp 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P2G33
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $9,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,999,950.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,999,820.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,999,820.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Corp
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Corp 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P2G58
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $47,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $46,999,216.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $46,998,120.00
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: $46,998,120.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Corp
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Corp 0.210000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4820P2J48
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
JPMorgan Chase Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $24,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $23,991,040.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $23,986,800.00
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: $23,986,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Lloyds TSB Bank Plc
Item 27. The title of the issue (including coupon or yield): Lloyds TSB Bank Plc 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 53944LEW7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,999,420.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,999,420.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Lloyds TSB Bank Plc
Item 27. The title of the issue (including coupon or yield): Lloyds TSB Bank Plc 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 53944LEZ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $5,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,998,450.00
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: $4,998,450.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Manhattan Asset Funding Capital Co, LLC
Item 27. The title of the issue (including coupon or yield): Manhattan Asset Funding Capital Co, LLC 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 56274LGB4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Sumitomo Mitsui Banking Corp |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,999,890.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,999,860.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,999,860.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Manhattan Asset Funding Capital Co, LLC
Item 27. The title of the issue (including coupon or yield): Manhattan Asset Funding Capital Co, LLC 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 56274LGC2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Sumitomo Mitsui Banking Corp |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $34,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $33,997,922.26
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $33,997,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $33,997,280.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Manhattan Asset Funding Capital Co, LLC
Item 27. The title of the issue (including coupon or yield): Manhattan Asset Funding Capital Co, LLC 0.250000%
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: 56274LGJ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Sumitomo Mitsui Banking Corp |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,997,777.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $19,997,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,997,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4G65
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,999,877.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,999,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,999,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4GT5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $53,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $52,991,534.72
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $52,992,580.00
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: $52,992,580.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4H72
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $6,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $5,998,620.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $5,998,680.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $5,998,680.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4HA5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $24,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $23,994,020.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $23,994,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $23,994,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4HD9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $35,030,000.00
Item 41. The total current amortized cost, to the nearest cent: $35,020,600.28
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $35,020,191.60
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $35,020,191.60
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4HE7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,992,833.33
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: $24,993,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,993,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4HF4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,998,826.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,998,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,998,840.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4HH0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,497,700.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,497,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $7,497,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4HL1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $9,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,997,182.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,997,120.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,997,120.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4HM9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $23,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $22,992,652.78
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: $22,992,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $22,992,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4HN7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,995,112.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,995,050.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $14,995,050.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4HT4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $21,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $20,992,486.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $20,992,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $20,992,440.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4JB1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,995,069.45
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $9,995,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $9,995,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4JE5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,989,722.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,990,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,990,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4JH8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $62,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $61,966,847.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $61,967,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $61,967,760.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Market Street Funding Corp
Item 27. The title of the issue (including coupon or yield): Market Street Funding Corp 0.260000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 5705X4JQ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
PNC Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $14,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $13,991,506.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $13,991,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $13,991,880.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Merrill Lynch, Pierce, Fenner & Smith, Inc
Item 27. The title of the issue (including coupon or yield): Merrill Lynch, Pierce, Fenner & Smith, Inc 0.170000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 06399U000_0.1700_M120702_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000728612
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2016-03-25 |
5.000000 |
Government Agency Debt |
$5,000,000.00 |
$1,801,245.95 |
|
Fannie Mae |
2017-02-25 |
4.000000 |
Government Agency Debt |
$200,000.00 |
$42,393.18 |
|
Fannie Mae |
2017-04-25 |
5.500000 |
Government Agency Debt |
$5,000,000.00 |
$2,259,820.12 |
|
Fannie Mae |
2017-04-25 |
6.000000 |
Government Agency Debt |
$12,500,000.00 |
$5,655,785.45 |
|
Fannie Mae |
2017-09-25 |
5.500000 |
Government Agency Debt |
$2,475,000.00 |
$630,451.41 |
|
Fannie Mae |
2017-12-25 |
4.000000 |
Government Agency Debt |
$13,000,000.00 |
$728,254.94 |
|
Fannie Mae |
2018-05-25 |
5.000000 |
Government Agency Debt |
$70,000.00 |
$2,038.16 |
|
Fannie Mae |
2018-11-25 |
4.500000 |
Government Agency Debt |
$40,000.00 |
$4,144.43 |
|
Fannie Mae |
2019-01-25 |
4.001000 |
Government Agency Debt |
$90,000.00 |
$100,212.74 |
|
Fannie Mae |
2019-02-25 |
5.000000 |
Government Agency Debt |
$270,000.00 |
$293,158.95 |
|
Fannie Mae |
2021-09-25 |
8.500000 |
Government Agency Debt |
$119,000.00 |
$1,398.18 |
|
Fannie Mae |
2021-10-25 |
6.000000 |
Government Agency Debt |
$3,500,000.00 |
$350,902.40 |
|
Fannie Mae |
2022-03-25 |
8.000000 |
Government Agency Debt |
$3,000.00 |
$5.77 |
|
Fannie Mae |
2022-07-25 |
5.000000 |
Government Agency Debt |
$25,000,000.00 |
$722,598.92 |
|
Fannie Mae |
2022-07-25 |
5.000000 |
Government Agency Debt |
$25,000,000.00 |
$684,858.26 |
|
Fannie Mae |
2022-09-25 |
4.250000 |
Government Agency Debt |
$4,550,000.00 |
$224,414.50 |
|
Fannie Mae |
2022-11-25 |
4.000000 |
Government Agency Debt |
$50,000,000.00 |
$3,000,185.17 |
|
Fannie Mae |
2022-11-25 |
4.000000 |
Government Agency Debt |
$1,225,000.00 |
$248,170.83 |
|
Fannie Mae |
2022-12-25 |
4.500000 |
Government Agency Debt |
$100,000,000.00 |
$4,740,586.61 |
|
Fannie Mae |
2023-04-25 |
4.350000 |
Government Agency Debt |
$12,000,000.00 |
$1,264,174.37 |
|
Fannie Mae |
2023-04-25 |
7.250000 |
Government Agency Debt |
$5,100,000.00 |
$721,786.60 |
|
Fannie Mae |
2023-05-25 |
1.350000 |
Government Agency Debt |
$10,315,000.00 |
$147,290.48 |
|
Fannie Mae |
2023-06-25 |
1.350000 |
Government Agency Debt |
$7,100,000.00 |
$368,945.56 |
|
Fannie Mae |
2023-07-25 |
6.500000 |
Government Agency Debt |
$102,000.00 |
$22,125.00 |
|
Fannie Mae |
2023-08-25 |
4.000000 |
Government Agency Debt |
$5,582,000.00 |
$6,125,817.37 |
|
Fannie Mae |
2023-08-25 |
4.000000 |
Government Agency Debt |
$4,085,000.00 |
$4,461,341.07 |
|
Fannie Mae |
2023-09-25 |
6.500000 |
Government Agency Debt |
$63,000.00 |
$13,612.97 |
|
Fannie Mae |
2023-10-25 |
1.090000 |
Government Agency Debt |
$6,000,000.00 |
$803,980.21 |
|
Fannie Mae |
2023-10-25 |
4.875000 |
Government Agency Debt |
$60,500,000.00 |
$3,726,445.42 |
|
Fannie Mae |
2023-11-25 |
4.500000 |
Government Agency Debt |
$25,000,000.00 |
$4,250,466.74 |
|
Fannie Mae |
2023-12-25 |
1.750000 |
Government Agency Debt |
$2,000,000.00 |
$272,024.44 |
|
Fannie Mae |
2023-12-25 |
4.500000 |
Government Agency Debt |
$2,330,000.00 |
$573,428.97 |
|
Fannie Mae |
2023-12-25 |
6.500000 |
Government Agency Debt |
$42,000.00 |
$13,635.08 |
|
Fannie Mae |
2024-02-25 |
6.500000 |
Government Agency Debt |
$25,000.00 |
$12,247.51 |
|
Fannie Mae |
2024-09-25 |
4.500000 |
Government Agency Debt |
$940,000.00 |
$237,169.10 |
|
Fannie Mae |
2024-12-25 |
4.500000 |
Government Agency Debt |
$2,000,000.00 |
$2,157,864.00 |
|
Fannie Mae |
2025-03-25 |
3.000000 |
Government Agency Debt |
$3,600,000.00 |
$3,180,731.92 |
|
Fannie Mae |
2025-09-25 |
1.500000 |
Government Agency Debt |
$8,000,000.00 |
$4,601,514.59 |
|
Fannie Mae |
2026-03-25 |
4.000000 |
Government Agency Debt |
$1,090,000.00 |
$676,872.46 |
|
Fannie Mae |
2026-07-25 |
3.000000 |
Government Agency Debt |
$4,898,000.00 |
$5,181,218.69 |
|
Fannie Mae |
2027-03-25 |
4.500000 |
Government Agency Debt |
$4,888,888.00 |
$2,209,243.58 |
|
Fannie Mae |
2027-03-25 |
4.500000 |
Government Agency Debt |
$1,920,000.00 |
$746,250.07 |
|
Fannie Mae |
2027-04-25 |
2.500000 |
Government Agency Debt |
$5,000,000.00 |
$5,043,801.23 |
|
Fannie Mae |
2027-09-25 |
4.500000 |
Government Agency Debt |
$1,330,000.00 |
$466,653.33 |
|
Fannie Mae |
2028-04-25 |
3.500000 |
Government Agency Debt |
$2,506,702.00 |
$1,394,442.33 |
|
Fannie Mae |
2028-12-25 |
3.500000 |
Government Agency Debt |
$3,050,000.00 |
$2,544,727.56 |
|
Fannie Mae |
2029-03-25 |
4.000000 |
Government Agency Debt |
$5,869,000.00 |
$5,815,082.15 |
|
Fannie Mae |
2029-05-25 |
6.000000 |
Government Agency Debt |
$480,000.00 |
$135,854.94 |
|
Fannie Mae |
2029-08-25 |
5.500000 |
Government Agency Debt |
$2,415,000.00 |
$1,706,272.99 |
|
Fannie Mae |
2030-03-25 |
4.000000 |
Government Agency Debt |
$5,000,000.00 |
$5,481,580.56 |
|
Fannie Mae |
2030-04-25 |
4.500000 |
Government Agency Debt |
$41,500,000.00 |
$377,996.79 |
|
Fannie Mae |
2030-04-25 |
5.000000 |
Government Agency Debt |
$25,000,000.00 |
$227,936.03 |
|
Fannie Mae |
2030-04-25 |
7.500000 |
Government Agency Debt |
$25,000.00 |
$1,921.38 |
|
Fannie Mae |
2030-05-25 |
4.000000 |
Government Agency Debt |
$4,606,989.00 |
$3,318,937.14 |
|
Fannie Mae |
2030-05-25 |
5.500000 |
Government Agency Debt |
$5,000,000.00 |
$72,116.24 |
|
Fannie Mae |
2031-03-25 |
5.000000 |
Government Agency Debt |
$1,450,000.00 |
$362,073.74 |
|
Fannie Mae |
2031-10-25 |
6.000000 |
Government Agency Debt |
$7,000.00 |
$1,122.95 |
|
Fannie Mae |
2032-01-25 |
5.690000 |
Government Agency Debt |
$16,603,367.00 |
$1,519,931.83 |
|
Fannie Mae |
2032-03-18 |
1.490000 |
Government Agency Debt |
$48,812,849.00 |
$842,008.70 |
|
Fannie Mae |
2032-04-25 |
1.239000 |
Government Agency Debt |
$100,000,000.00 |
$2,312,390.87 |
|
Fannie Mae |
2032-04-25 |
5.000000 |
Government Agency Debt |
$22,826,000.00 |
$5,424,158.06 |
|
Fannie Mae |
2032-05-25 |
5.000000 |
Government Agency Debt |
$31,000.00 |
$5,750.08 |
|
Fannie Mae |
2032-06-25 |
6.000000 |
Government Agency Debt |
$4,067,000.00 |
$216,441.08 |
|
Fannie Mae |
2032-08-25 |
5.500000 |
Government Agency Debt |
$3,000.00 |
$1,549.09 |
|
Fannie Mae |
2032-10-25 |
5.500000 |
Government Agency Debt |
$30,000.00 |
$14,390.10 |
|
Fannie Mae |
2032-12-25 |
5.500000 |
Government Agency Debt |
$5,000.00 |
$5,152.58 |
|
Fannie Mae |
2033-02-25 |
3.500000 |
Government Agency Debt |
$14,850,000.00 |
$2,273,766.67 |
|
Fannie Mae |
2033-02-25 |
4.500000 |
Government Agency Debt |
$20,000,000.00 |
$5,328,875.98 |
|
Fannie Mae |
2033-02-25 |
5.000000 |
Government Agency Debt |
$10,000,000.00 |
$2,575,621.59 |
|
Fannie Mae |
2033-02-25 |
5.500000 |
Government Agency Debt |
$3,000.00 |
$3,487.82 |
|
Fannie Mae |
2033-03-25 |
5.000000 |
Government Agency Debt |
$5,300,000.00 |
$630,737.54 |
|
Fannie Mae |
2033-03-25 |
5.500000 |
Government Agency Debt |
$19,850,000.00 |
$2,780,761.81 |
|
Fannie Mae |
2033-03-25 |
5.500000 |
Government Agency Debt |
$2,000.00 |
$2,239.81 |
|
Fannie Mae |
2033-04-25 |
3.500000 |
Government Agency Debt |
$82,000,000.00 |
$5,976,019.33 |
|
Fannie Mae |
2033-04-25 |
5.500000 |
Government Agency Debt |
$5,000.00 |
$5,794.50 |
|
Fannie Mae |
2033-05-25 |
4.000000 |
Government Agency Debt |
$50,000.00 |
$3,195.63 |
|
Fannie Mae |
2033-05-25 |
5.500000 |
Government Agency Debt |
$334,000.00 |
$343,646.89 |
|
Fannie Mae |
2033-06-25 |
5.000000 |
Government Agency Debt |
$25,000.00 |
$4,072.44 |
|
Fannie Mae |
2033-06-25 |
6.000000 |
Government Agency Debt |
$700,000.00 |
$717,340.17 |
|
Fannie Mae |
2033-07-25 |
5.500000 |
Government Agency Debt |
$7,050,000.00 |
$170,302.51 |
|
Fannie Mae |
2033-08-25 |
3.500000 |
Government Agency Debt |
$100,000,000.00 |
$3,790,880.03 |
|
Fannie Mae |
2033-08-25 |
3.500000 |
Government Agency Debt |
$9,000,000.00 |
$2,264,856.42 |
|
Fannie Mae |
2033-08-25 |
5.000000 |
Government Agency Debt |
$2,000.00 |
$2,119.66 |
|
Fannie Mae |
2033-11-25 |
5.500000 |
Government Agency Debt |
$2,000,000.00 |
$2,101,133.56 |
|
Fannie Mae |
2033-11-25 |
5.500000 |
Government Agency Debt |
$860,000.00 |
$148,685.02 |
|
Fannie Mae |
2033-12-25 |
6.000000 |
Government Agency Debt |
$4,059,632.00 |
$4,941,338.06 |
|
Fannie Mae |
2034-06-25 |
5.000000 |
Government Agency Debt |
$8,925,000.00 |
$3,192,607.24 |
|
Fannie Mae |
2034-07-25 |
0.688700 |
Government Agency Debt |
$50,000,000.00 |
$1,681,263.18 |
|
Fannie Mae |
2034-07-25 |
5.500000 |
Government Agency Debt |
$10,000,000.00 |
$3,687,181.86 |
|
Fannie Mae |
2034-07-25 |
6.500000 |
Government Agency Debt |
$520,000.00 |
$34,396.06 |
|
Fannie Mae |
2034-08-25 |
5.500000 |
Government Agency Debt |
$1,300,000.00 |
$1,385,797.11 |
|
Fannie Mae |
2034-08-25 |
6.000000 |
Government Agency Debt |
$7,140,000.00 |
$1,588,234.68 |
|
Fannie Mae |
2034-12-25 |
5.500000 |
Government Agency Debt |
$1,000,000.00 |
$1,078,322.78 |
|
Fannie Mae |
2035-01-25 |
5.000000 |
Government Agency Debt |
$59,000.00 |
$4,080.40 |
|
Fannie Mae |
2035-04-25 |
5.500000 |
Government Agency Debt |
$10,000.00 |
$2,163.91 |
|
Fannie Mae |
2035-05-25 |
5.500000 |
Government Agency Debt |
$1,390,000.00 |
$1,526,157.14 |
|
Fannie Mae |
2035-06-25 |
4.500000 |
Government Agency Debt |
$16,278,800.00 |
$2,474,257.67 |
|
Fannie Mae |
2035-08-25 |
4.500000 |
Government Agency Debt |
$45,500,000.00 |
$5,568,669.45 |
|
Fannie Mae |
2035-08-25 |
5.500000 |
Government Agency Debt |
$16,800,000.00 |
$1,075,106.92 |
|
Fannie Mae |
2035-09-25 |
5.500000 |
Government Agency Debt |
$14,620,000.00 |
$210,475.07 |
|
Fannie Mae |
2035-09-25 |
5.500000 |
Government Agency Debt |
$285,000.00 |
$115,514.21 |
|
Fannie Mae |
2035-10-25 |
0.538700 |
Government Agency Debt |
$4,200,000.00 |
$1,610,445.56 |
|
Fannie Mae |
2035-10-25 |
0.739000 |
Government Agency Debt |
$2,138,040.00 |
$585,303.38 |
|
Fannie Mae |
2035-12-25 |
5.500000 |
Government Agency Debt |
$200,000.00 |
$236,886.36 |
|
Fannie Mae |
2035-12-25 |
5.500000 |
Government Agency Debt |
$1,400,000.00 |
$108,369.90 |
|
Fannie Mae |
2035-12-25 |
5.500000 |
Government Agency Debt |
$5,000.00 |
$5,543.25 |
|
Fannie Mae |
2035-12-25 |
5.500000 |
Government Agency Debt |
$20,000.00 |
$1,999.69 |
|
Fannie Mae |
2036-01-25 |
5.500000 |
Government Agency Debt |
$3,092,000.00 |
$3,674,003.38 |
|
Fannie Mae |
2036-01-25 |
5.750000 |
Government Agency Debt |
$30,000,000.00 |
$3,386,646.89 |
|
Fannie Mae |
2036-01-25 |
6.000000 |
Government Agency Debt |
$6,410,000.00 |
$1,208,798.32 |
|
Fannie Mae |
2036-03-25 |
4.000000 |
Government Agency Debt |
$40,010,000.00 |
$4,152,862.61 |
|
Fannie Mae |
2036-05-25 |
4.500000 |
Government Agency Debt |
$15,000,000.00 |
$3,546,271.14 |
|
Fannie Mae |
2036-05-25 |
4.500000 |
Government Agency Debt |
$10,000,000.00 |
$2,126,288.45 |
|
Fannie Mae |
2036-07-25 |
5.000000 |
Government Agency Debt |
$20,000,000.00 |
$4,878,894.35 |
|
Fannie Mae |
2036-07-25 |
6.000000 |
Government Agency Debt |
$20,000.00 |
$6,389.45 |
|
Fannie Mae |
2036-08-25 |
5.750000 |
Government Agency Debt |
$50,000.00 |
$51,331.36 |
|
Fannie Mae |
2036-09-25 |
5.125000 |
Government Agency Debt |
$836,000.00 |
$337,448.15 |
|
Fannie Mae |
2036-10-25 |
4.500000 |
Government Agency Debt |
$7,000,000.00 |
$927,506.00 |
|
Fannie Mae |
2036-10-25 |
5.500000 |
Government Agency Debt |
$2,000,000.00 |
$1,059,243.31 |
|
Fannie Mae |
2036-10-25 |
5.750000 |
Government Agency Debt |
$12,680,000.00 |
$3,023,701.98 |
|
Fannie Mae |
2037-01-25 |
4.500000 |
Government Agency Debt |
$3,500,000.00 |
$1,607,880.87 |
|
Fannie Mae |
2037-01-25 |
5.600000 |
Government Agency Debt |
$9,700,000.00 |
$1,601,503.40 |
|
Fannie Mae |
2037-02-25 |
0.495200 |
Government Agency Debt |
$17,000,000.00 |
$2,785,540.81 |
|
Fannie Mae |
2037-02-25 |
0.569000 |
Government Agency Debt |
$6,200,000.00 |
$1,218,499.38 |
|
Fannie Mae |
2037-02-25 |
5.500000 |
Government Agency Debt |
$2,000,000.00 |
$2,335,875.56 |
|
Fannie Mae |
2037-02-25 |
5.500000 |
Government Agency Debt |
$4,000,000.00 |
$1,846,809.81 |
|
Fannie Mae |
2037-03-25 |
0.639000 |
Government Agency Debt |
$5,449,496.00 |
$1,562,520.47 |
|
Fannie Mae |
2037-03-25 |
4.500000 |
Government Agency Debt |
$5,572,000.00 |
$999,879.51 |
|
Fannie Mae |
2037-03-25 |
5.000000 |
Government Agency Debt |
$2,325,000.00 |
$2,489,095.92 |
|
Fannie Mae |
2037-03-25 |
5.500000 |
Government Agency Debt |
$7,440,000.00 |
$8,586.86 |
|
Fannie Mae |
2037-03-25 |
5.750000 |
Government Agency Debt |
$18,240,000.00 |
$3,594,465.44 |
|
Fannie Mae |
2037-03-25 |
6.000000 |
Government Agency Debt |
$2,588,000.00 |
$3,036,898.09 |
|
Fannie Mae |
2037-07-25 |
5.000000 |
Government Agency Debt |
$3,120,000.00 |
$1,136,889.06 |
|
Fannie Mae |
2037-08-25 |
6.000000 |
Government Agency Debt |
$5,000,000.00 |
$5,852,118.33 |
|
Fannie Mae |
2037-08-25 |
6.000000 |
Government Agency Debt |
$3,194,100.00 |
$3,733,793.24 |
|
Fannie Mae |
2037-08-25 |
7.004000 |
Government Agency Debt |
$10,000,000.00 |
$2,379,724.35 |
|
Fannie Mae |
2037-09-25 |
6.000000 |
Government Agency Debt |
$4,500,000.00 |
$5,033,347.50 |
|
Fannie Mae |
2037-10-25 |
5.933000 |
Government Agency Debt |
$10,250,000.00 |
$2,660,426.91 |
|
Fannie Mae |
2037-11-25 |
6.000000 |
Government Agency Debt |
$10,000,000.00 |
$1,054,321.22 |
|
Fannie Mae |
2038-01-25 |
4.000000 |
Government Agency Debt |
$8,000,000.00 |
$2,148,391.60 |
|
Fannie Mae |
2038-02-25 |
5.500000 |
Government Agency Debt |
$100,000.00 |
$104,564.68 |
|
Fannie Mae |
2038-02-25 |
5.500000 |
Government Agency Debt |
$100,000.00 |
$73,917.49 |
|
Fannie Mae |
2038-03-25 |
4.000000 |
Government Agency Debt |
$5,000,000.00 |
$3,929,031.39 |
|
Fannie Mae |
2038-05-25 |
4.500000 |
Government Agency Debt |
$300,000.00 |
$103,157.89 |
|
Fannie Mae |
2038-07-25 |
4.000000 |
Government Agency Debt |
$5,074,000.00 |
$5,159,691.18 |
|
Fannie Mae |
2039-02-25 |
3.500000 |
Government Agency Debt |
$5,000,000.00 |
$4,821,355.06 |
|
Fannie Mae |
2039-02-25 |
4.000000 |
Government Agency Debt |
$50,000,000.00 |
$5,371,281.19 |
|
Fannie Mae |
2039-05-25 |
4.000000 |
Government Agency Debt |
$6,500,000.00 |
$3,794,775.10 |
|
Fannie Mae |
2039-08-25 |
5.000000 |
Government Agency Debt |
$7,070,000.00 |
$3,336,696.12 |
|
Fannie Mae |
2039-10-25 |
4.500000 |
Government Agency Debt |
$4,735,000.00 |
$2,263,429.52 |
|
Fannie Mae |
2040-06-25 |
3.000000 |
Government Agency Debt |
$12,000,000.00 |
$6,654,289.62 |
|
Fannie Mae |
2040-06-25 |
4.500000 |
Government Agency Debt |
$1,200,000.00 |
$1,305,320.40 |
|
Fannie Mae |
2040-06-25 |
4.500000 |
Government Agency Debt |
$100,000.00 |
$111,789.40 |
|
Fannie Mae |
2040-11-25 |
4.000000 |
Government Agency Debt |
$5,750,000.00 |
$6,286,648.14 |
|
Fannie Mae |
2040-11-25 |
4.000000 |
Government Agency Debt |
$2,503,000.00 |
$2,719,226.94 |
|
Fannie Mae |
2041-03-25 |
2.000000 |
Government Agency Debt |
$87,667.00 |
$84,454.10 |
|
Fannie Mae |
2041-03-25 |
4.000000 |
Government Agency Debt |
$5,000,000.00 |
$5,479,150.56 |
|
Fannie Mae |
2041-03-25 |
4.000000 |
Government Agency Debt |
$4,863,333.00 |
$3,570,037.88 |
|
Fannie Mae |
2041-06-25 |
4.000000 |
Government Agency Debt |
$3,065,789.00 |
$3,345,481.27 |
|
Fannie Mae |
2041-07-25 |
4.000000 |
Government Agency Debt |
$1,000,000.00 |
$749,949.54 |
|
Fannie Mae |
2041-10-25 |
2.500000 |
Government Agency Debt |
$4,900,000.00 |
$4,913,713.95 |
|
Fannie Mae |
2041-10-25 |
3.000000 |
Government Agency Debt |
$1,200,000.00 |
$1,216,843.95 |
|
Fannie Mae |
2041-10-25 |
3.500000 |
Government Agency Debt |
$1,000,000.00 |
$1,016,621.22 |
|
Fannie Mae |
2041-12-25 |
3.500000 |
Government Agency Debt |
$230,000.00 |
$206,606.20 |
|
Fannie Mae |
2042-03-25 |
2.000000 |
Government Agency Debt |
$4,000,000.00 |
$4,000,820.53 |
|
Fannie Mae |
2042-03-25 |
2.500000 |
Government Agency Debt |
$6,000,000.00 |
$6,127,097.34 |
|
Fannie Mae |
2042-05-25 |
4.000000 |
Government Agency Debt |
$5,566,000.00 |
$6,141,324.64 |
|
Fannie Mae |
2045-09-25 |
5.500000 |
Government Agency Debt |
$28,000,000.00 |
$3,502,969.74 |
|
Fannie Mae |
2047-06-25 |
6.000000 |
Government Agency Debt |
$4,000,000.00 |
$4,681,850.67 |
|
Fannie Mae |
2049-03-25 |
4.500000 |
Government Agency Debt |
$15,000,000.00 |
$5,754,777.17 |
|
Freddie Mac |
2014-02-15 |
6.500000 |
Government Agency Debt |
$50,000.00 |
$1,387.29 |
|
Freddie Mac |
2015-01-15 |
5.500000 |
Government Agency Debt |
$385,250.00 |
$114,306.16 |
|
Freddie Mac |
2016-08-15 |
5.000000 |
Government Agency Debt |
$40,000.00 |
$18,752.81 |
|
Freddie Mac |
2016-12-15 |
6.000000 |
Government Agency Debt |
$100,000.00 |
$14,236.67 |
|
Freddie Mac |
2017-05-15 |
4.500000 |
Government Agency Debt |
$7,441,500.00 |
$1,769,030.22 |
|
Freddie Mac |
2017-11-15 |
5.000000 |
Government Agency Debt |
$4,000.00 |
$2,259.54 |
|
Freddie Mac |
2018-01-15 |
4.500000 |
Government Agency Debt |
$17,500,000.00 |
$1,586,476.35 |
|
Freddie Mac |
2018-01-15 |
4.500000 |
Government Agency Debt |
$4,000.00 |
$5.52 |
|
Freddie Mac |
2018-03-15 |
4.150000 |
Government Agency Debt |
$11,000,000.00 |
$246,862.65 |
|
Freddie Mac |
2018-04-15 |
5.000000 |
Government Agency Debt |
$10,000,000.00 |
$828,143.17 |
|
Freddie Mac |
2018-07-15 |
4.500000 |
Government Agency Debt |
$46,000.00 |
$10,269.48 |
|
Freddie Mac |
2018-07-15 |
4.500000 |
Government Agency Debt |
$27,000.00 |
$7,443.13 |
|
Freddie Mac |
2018-09-15 |
4.500000 |
Government Agency Debt |
$27,000.00 |
$6,060.10 |
|
Freddie Mac |
2018-10-15 |
4.000000 |
Government Agency Debt |
$4,200,000.00 |
$221,107.41 |
|
Freddie Mac |
2018-12-15 |
2.250000 |
Government Agency Debt |
$400,000.00 |
$186,546.04 |
|
Freddie Mac |
2018-12-15 |
5.750000 |
Government Agency Debt |
$1,521,376.00 |
$47,857.56 |
|
Freddie Mac |
2019-05-15 |
5.000000 |
Government Agency Debt |
$10,000.00 |
$491.63 |
|
Freddie Mac |
2020-11-15 |
2.000000 |
Government Agency Debt |
$6,550,000.00 |
$4,097,143.83 |
|
Freddie Mac |
2020-12-15 |
5.500000 |
Government Agency Debt |
$118,000.00 |
$8,629.92 |
|
Freddie Mac |
2020-12-15 |
7.000000 |
Government Agency Debt |
$83,000.00 |
$1,353.56 |
|
Freddie Mac |
2021-10-15 |
4.000000 |
Government Agency Debt |
$2,420,000.00 |
$1,399,128.99 |
|
Freddie Mac |
2021-10-15 |
6.500000 |
Government Agency Debt |
$50.00 |
$1.33 |
|
Freddie Mac |
2021-11-15 |
7.000000 |
Government Agency Debt |
$91,000.00 |
$2,986.73 |
|
Freddie Mac |
2022-02-15 |
1.160000 |
Government Agency Debt |
$10,000.00 |
$157.01 |
|
Freddie Mac |
2022-05-15 |
5.000000 |
Government Agency Debt |
$100,000,000.00 |
$1,235,166.73 |
|
Freddie Mac |
2022-06-15 |
5.500000 |
Government Agency Debt |
$7,000,000.00 |
$535,854.27 |
|
Freddie Mac |
2022-08-15 |
4.000000 |
Government Agency Debt |
$5,000,000.00 |
$2,235,968.42 |
|
Freddie Mac |
2022-08-15 |
4.000000 |
Government Agency Debt |
$4,000,000.00 |
$1,147,100.44 |
|
Freddie Mac |
2022-08-15 |
5.000000 |
Government Agency Debt |
$25,000,000.00 |
$826,280.18 |
|
Freddie Mac |
2022-09-15 |
6.500000 |
Government Agency Debt |
$30,000.00 |
$1,886.91 |
|
Freddie Mac |
2022-10-15 |
4.000000 |
Government Agency Debt |
$100,000,000.00 |
$5,372,068.06 |
|
Freddie Mac |
2022-10-15 |
4.000000 |
Government Agency Debt |
$25,000,000.00 |
$1,436,394.25 |
|
Freddie Mac |
2022-11-15 |
4.000000 |
Government Agency Debt |
$5,600,000.00 |
$2,244,348.73 |
|
Freddie Mac |
2022-12-15 |
5.000000 |
Government Agency Debt |
$195,000.00 |
$183,313.54 |
|
Freddie Mac |
2022-12-15 |
5.500000 |
Government Agency Debt |
$25,000,000.00 |
$1,965,259.10 |
|
Freddie Mac |
2023-04-15 |
4.500000 |
Government Agency Debt |
$16,794,000.00 |
$5,826,894.92 |
|
Freddie Mac |
2023-05-15 |
4.750000 |
Government Agency Debt |
$43,500,000.00 |
$1,236,323.22 |
|
Freddie Mac |
2023-06-15 |
5.000000 |
Government Agency Debt |
$4,000,000.00 |
$77,587.58 |
|
Freddie Mac |
2023-07-15 |
1.639000 |
Government Agency Debt |
$6,357,000.00 |
$1,955,945.39 |
|
Freddie Mac |
2023-07-15 |
4.000000 |
Government Agency Debt |
$10,000,000.00 |
$4,878,415.45 |
|
Freddie Mac |
2023-08-15 |
5.500000 |
Government Agency Debt |
$83,927,365.00 |
$4,141,962.42 |
|
Freddie Mac |
2023-09-15 |
6.000000 |
Government Agency Debt |
$6,000,000.00 |
$25,552.87 |
|
Freddie Mac |
2023-10-15 |
6.500000 |
Government Agency Debt |
$5,000.00 |
$1,156.04 |
|
Freddie Mac |
2023-11-15 |
6.400000 |
Government Agency Debt |
$234,000.00 |
$61,170.64 |
|
Freddie Mac |
2024-02-15 |
5.000000 |
Government Agency Debt |
$10,000.00 |
$2,287.89 |
|
Freddie Mac |
2024-02-15 |
8.150000 |
Government Agency Debt |
$40,000.00 |
$1,235.93 |
|
Freddie Mac |
2024-03-15 |
7.000000 |
Government Agency Debt |
$2,000.00 |
$1,764.32 |
|
Freddie Mac |
2024-05-15 |
4.000000 |
Government Agency Debt |
$9,000,000.00 |
$1,107,972.47 |
|
Freddie Mac |
2024-12-15 |
3.500000 |
Government Agency Debt |
$2,400,000.00 |
$1,740,742.64 |
|
Freddie Mac |
2025-02-15 |
3.000000 |
Government Agency Debt |
$2,400,000.00 |
$1,609,408.32 |
|
Freddie Mac |
2025-03-15 |
3.500000 |
Government Agency Debt |
$2,300,000.00 |
$1,985,648.54 |
|
Freddie Mac |
2025-05-15 |
4.500000 |
Government Agency Debt |
$2,000,000.00 |
$2,070,801.10 |
|
Freddie Mac |
2025-05-15 |
5.500000 |
Government Agency Debt |
$3,000,000.00 |
$3,299,234.33 |
|
Freddie Mac |
2025-06-15 |
5.000000 |
Government Agency Debt |
$345,000.00 |
$332,462.61 |
|
Freddie Mac |
2025-07-15 |
3.000000 |
Government Agency Debt |
$800,000.00 |
$531,401.37 |
|
Freddie Mac |
2025-08-15 |
4.000000 |
Government Agency Debt |
$3,530,000.00 |
$3,904,999.35 |
|
Freddie Mac |
2025-11-15 |
4.000000 |
Government Agency Debt |
$3,500,000.00 |
$1,979,476.18 |
|
Freddie Mac |
2026-04-15 |
3.000000 |
Government Agency Debt |
$800,000.00 |
$546,251.32 |
|
Freddie Mac |
2026-06-15 |
3.500000 |
Government Agency Debt |
$2,000,000.00 |
$2,182,388.44 |
|
Freddie Mac |
2026-10-15 |
7.000000 |
Government Agency Debt |
$49,000.00 |
$1,995.71 |
|
Freddie Mac |
2027-05-15 |
6.000000 |
Government Agency Debt |
$2,000,000.00 |
$2,256,117.33 |
|
Freddie Mac |
2027-08-15 |
4.000000 |
Government Agency Debt |
$10,000,000.00 |
$4,902,693.73 |
|
Freddie Mac |
2027-09-15 |
4.000000 |
Government Agency Debt |
$11,366,336.00 |
$6,044,048.86 |
|
Freddie Mac |
2027-10-15 |
5.000000 |
Government Agency Debt |
$8,000,000.00 |
$1,111,889.18 |
|
Freddie Mac |
2028-01-15 |
4.250000 |
Government Agency Debt |
$12,000,000.00 |
$430,585.55 |
|
Freddie Mac |
2028-03-15 |
6.950000 |
Government Agency Debt |
$25,000,000.00 |
$4,648,304.02 |
|
Freddie Mac |
2028-04-15 |
3.000000 |
Government Agency Debt |
$3,000,000.00 |
$1,712,491.11 |
|
Freddie Mac |
2028-06-15 |
3.500000 |
Government Agency Debt |
$6,772,443.00 |
$5,592,270.34 |
|
Freddie Mac |
2028-07-15 |
3.500000 |
Government Agency Debt |
$5,000,000.00 |
$3,089,784.11 |
|
Freddie Mac |
2028-08-15 |
3.500000 |
Government Agency Debt |
$810,000.00 |
$633,622.85 |
|
Freddie Mac |
2028-11-15 |
3.500000 |
Government Agency Debt |
$400,000.00 |
$334,675.67 |
|
Freddie Mac |
2028-11-15 |
4.000000 |
Government Agency Debt |
$1,695,000.00 |
$1,406,885.58 |
|
Freddie Mac |
2029-02-15 |
5.500000 |
Government Agency Debt |
$3,333,333.00 |
$2,923,973.58 |
|
Freddie Mac |
2029-03-15 |
6.000000 |
Government Agency Debt |
$430,000.00 |
$168,467.23 |
|
Freddie Mac |
2029-06-15 |
5.000000 |
Government Agency Debt |
$4,000,000.00 |
$114,358.07 |
|
Freddie Mac |
2029-06-15 |
5.500000 |
Government Agency Debt |
$245,000.00 |
$202,201.95 |
|
Freddie Mac |
2029-06-15 |
6.000000 |
Government Agency Debt |
$495,000.00 |
$164,722.50 |
|
Freddie Mac |
2030-10-15 |
4.250000 |
Government Agency Debt |
$63,000,000.00 |
$2,935,121.91 |
|
Freddie Mac |
2030-11-15 |
4.000000 |
Government Agency Debt |
$62,000,000.00 |
$2,337,679.86 |
|
Freddie Mac |
2031-04-15 |
4.500000 |
Government Agency Debt |
$275,000.00 |
$204,419.68 |
|
Freddie Mac |
2031-06-15 |
5.500000 |
Government Agency Debt |
$1,000,000.00 |
$839,635.72 |
|
Freddie Mac |
2031-10-15 |
6.500000 |
Government Agency Debt |
$10,000.00 |
$3,174.90 |
|
Freddie Mac |
2031-11-15 |
4.500000 |
Government Agency Debt |
$10,000,000.00 |
$801,043.76 |
|
Freddie Mac |
2032-03-15 |
5.000000 |
Government Agency Debt |
$10,200,000.00 |
$557,830.34 |
|
Freddie Mac |
2032-05-15 |
3.500000 |
Government Agency Debt |
$697,000.00 |
$752,934.40 |
|
Freddie Mac |
2032-06-15 |
3.750000 |
Government Agency Debt |
$19,300,000.00 |
$3,289,687.24 |
|
Freddie Mac |
2032-06-15 |
5.000000 |
Government Agency Debt |
$1,200,000.00 |
$1,074,425.90 |
|
Freddie Mac |
2032-06-15 |
6.500000 |
Government Agency Debt |
$50,000.00 |
$14,601.50 |
|
Freddie Mac |
2032-07-15 |
6.000000 |
Government Agency Debt |
$14,000,000.00 |
$6,150,413.91 |
|
Freddie Mac |
2032-07-15 |
6.000000 |
Government Agency Debt |
$11,372,932.00 |
$3,704,118.93 |
|
Freddie Mac |
2032-08-15 |
5.000000 |
Government Agency Debt |
$315,000.00 |
$289,529.20 |
|
Freddie Mac |
2032-08-15 |
6.000000 |
Government Agency Debt |
$17,187,548.00 |
$3,100,053.41 |
|
Freddie Mac |
2032-08-15 |
6.000000 |
Government Agency Debt |
$115,000.00 |
$39,143.00 |
|
Freddie Mac |
2032-08-15 |
6.000000 |
Government Agency Debt |
$2,000.00 |
$1,229.42 |
|
Freddie Mac |
2032-09-15 |
3.500000 |
Government Agency Debt |
$3,000,000.00 |
$511,260.98 |
|
Freddie Mac |
2032-09-15 |
5.500000 |
Government Agency Debt |
$20,000.00 |
$19,454.42 |
|
Freddie Mac |
2032-09-15 |
6.000000 |
Government Agency Debt |
$2,000,000.00 |
$1,530,151.76 |
|
Freddie Mac |
2032-10-15 |
5.000000 |
Government Agency Debt |
$1,625,000.00 |
$1,616,633.12 |
|
Freddie Mac |
2032-10-15 |
5.250000 |
Government Agency Debt |
$19,500,000.00 |
$5,721,347.59 |
|
Freddie Mac |
2032-10-15 |
5.500000 |
Government Agency Debt |
$5,780,000.00 |
$74,722.19 |
|
Freddie Mac |
2032-10-15 |
6.000000 |
Government Agency Debt |
$15,612,000.00 |
$601,145.00 |
|
Freddie Mac |
2032-11-15 |
5.500000 |
Government Agency Debt |
$2,100,000.00 |
$1,962,641.40 |
|
Freddie Mac |
2032-12-15 |
4.500000 |
Government Agency Debt |
$41,000,000.00 |
$2,923,927.22 |
|
Freddie Mac |
2032-12-15 |
5.500000 |
Government Agency Debt |
$12,460,000.00 |
$2,186,097.50 |
|
Freddie Mac |
2033-01-15 |
5.500000 |
Government Agency Debt |
$40,000.00 |
$46,367.43 |
|
Freddie Mac |
2033-02-15 |
4.500000 |
Government Agency Debt |
$10,000,000.00 |
$2,503,696.20 |
|
Freddie Mac |
2033-02-15 |
5.000000 |
Government Agency Debt |
$5,072,000.00 |
$5,317,037.90 |
|
Freddie Mac |
2033-02-15 |
5.000000 |
Government Agency Debt |
$50,000.00 |
$22,021.61 |
|
Freddie Mac |
2033-02-15 |
5.500000 |
Government Agency Debt |
$11,244,254.00 |
$5,216,687.53 |
|
Freddie Mac |
2033-02-15 |
6.000000 |
Government Agency Debt |
$20,000.00 |
$12,829.95 |
|
Freddie Mac |
2033-03-15 |
4.000000 |
Government Agency Debt |
$43,000,000.00 |
$3,580,902.14 |
|
Freddie Mac |
2033-03-15 |
5.000000 |
Government Agency Debt |
$385,000.00 |
$405,670.61 |
|
Freddie Mac |
2033-04-15 |
3.750000 |
Government Agency Debt |
$2,600,000.00 |
$106,737.50 |
|
Freddie Mac |
2033-04-15 |
5.000000 |
Government Agency Debt |
$1,025,000.00 |
$1,065,469.96 |
|
Freddie Mac |
2033-04-15 |
5.500000 |
Government Agency Debt |
$2,690,000.00 |
$2,746,664.25 |
|
Freddie Mac |
2033-04-15 |
5.500000 |
Government Agency Debt |
$20,000.00 |
$21,640.57 |
|
Freddie Mac |
2033-05-15 |
5.000000 |
Government Agency Debt |
$3,361,000.00 |
$3,489,947.75 |
|
Freddie Mac |
2033-05-15 |
5.000000 |
Government Agency Debt |
$1,590,000.00 |
$1,671,023.04 |
|
Freddie Mac |
2033-05-15 |
5.000000 |
Government Agency Debt |
$1,660,000.00 |
$1,568,564.44 |
|
Freddie Mac |
2033-05-15 |
5.000000 |
Government Agency Debt |
$1,400,000.00 |
$1,257,089.94 |
|
Freddie Mac |
2033-05-15 |
5.000000 |
Government Agency Debt |
$161,000.00 |
$168,282.82 |
|
Freddie Mac |
2033-05-15 |
5.500000 |
Government Agency Debt |
$1,000,000.00 |
$1,053,872.78 |
|
Freddie Mac |
2033-05-15 |
5.500000 |
Government Agency Debt |
$21,000.00 |
$24,459.09 |
|
Freddie Mac |
2033-06-15 |
5.000000 |
Government Agency Debt |
$3,000,000.00 |
$2,817,311.59 |
|
Freddie Mac |
2033-06-15 |
5.000000 |
Government Agency Debt |
$1,821,000.00 |
$1,896,378.27 |
|
Freddie Mac |
2033-06-15 |
6.000000 |
Government Agency Debt |
$375,000.00 |
$173,245.89 |
|
Freddie Mac |
2033-07-15 |
1.639000 |
Government Agency Debt |
$5,000,000.00 |
$5,067,958.89 |
|
Freddie Mac |
2033-07-15 |
5.000000 |
Government Agency Debt |
$2,000,000.00 |
$2,360,161.78 |
|
Freddie Mac |
2033-07-15 |
5.500000 |
Government Agency Debt |
$6,716,000.00 |
$3,675,262.40 |
|
Freddie Mac |
2033-08-15 |
5.000000 |
Government Agency Debt |
$5,310,000.00 |
$5,977,078.78 |
|
Freddie Mac |
2033-08-15 |
5.000000 |
Government Agency Debt |
$4,000,000.00 |
$3,171,298.47 |
|
Freddie Mac |
2033-08-15 |
5.500000 |
Government Agency Debt |
$9,000.00 |
$10,612.63 |
|
Freddie Mac |
2033-12-15 |
5.500000 |
Government Agency Debt |
$1,000,000.00 |
$1,077,032.78 |
|
Freddie Mac |
2034-01-15 |
5.000000 |
Government Agency Debt |
$5,900,000.00 |
$6,712,317.24 |
|
Freddie Mac |
2034-01-15 |
5.000000 |
Government Agency Debt |
$1,000.00 |
$1,134.53 |
|
Freddie Mac |
2034-02-15 |
5.500000 |
Government Agency Debt |
$52,050,000.00 |
$2,039,396.70 |
|
Freddie Mac |
2034-02-15 |
5.500000 |
Government Agency Debt |
$44,000.00 |
$50,506.84 |
|
Freddie Mac |
2034-02-15 |
5.500000 |
Government Agency Debt |
$33,000.00 |
$29,599.08 |
|
Freddie Mac |
2034-03-15 |
4.250000 |
Government Agency Debt |
$25,000,000.00 |
$1,896,977.13 |
|
Freddie Mac |
2034-04-15 |
5.000000 |
Government Agency Debt |
$3,890,000.00 |
$4,021,454.34 |
|
Freddie Mac |
2034-04-15 |
6.000000 |
Government Agency Debt |
$1,000,000.00 |
$1,100,745.67 |
|
Freddie Mac |
2034-05-15 |
5.500000 |
Government Agency Debt |
$163,000.00 |
$190,278.67 |
|
Freddie Mac |
2034-06-15 |
5.500000 |
Government Agency Debt |
$300,000.00 |
$344,384.33 |
|
Freddie Mac |
2034-07-15 |
6.000000 |
Government Agency Debt |
$4,000,000.00 |
$4,816,294.67 |
|
Freddie Mac |
2034-08-15 |
5.000000 |
Government Agency Debt |
$2,000,000.00 |
$2,110,121.78 |
|
Freddie Mac |
2034-08-15 |
5.500000 |
Government Agency Debt |
$1,737,000.00 |
$2,044,728.27 |
|
Freddie Mac |
2034-09-15 |
4.000000 |
Government Agency Debt |
$18,850,000.00 |
$6,245,694.03 |
|
Freddie Mac |
2034-09-15 |
5.000000 |
Government Agency Debt |
$2,475,000.00 |
$554,702.51 |
|
Freddie Mac |
2034-10-15 |
5.000000 |
Government Agency Debt |
$4,300,000.00 |
$4,561,465.32 |
|
Freddie Mac |
2034-10-15 |
6.000000 |
Government Agency Debt |
$1,000.00 |
$1,137.23 |
|
Freddie Mac |
2034-12-15 |
5.000000 |
Government Agency Debt |
$3,125,000.00 |
$3,309,521.53 |
|
Freddie Mac |
2035-02-15 |
4.500000 |
Government Agency Debt |
$12,000,000.00 |
$4,188,221.90 |
|
Freddie Mac |
2035-06-15 |
5.000000 |
Government Agency Debt |
$54,000.00 |
$60,243.64 |
|
Freddie Mac |
2035-08-15 |
6.000000 |
Government Agency Debt |
$5,500,000.00 |
$5,927,073.17 |
|
Freddie Mac |
2035-08-15 |
6.000000 |
Government Agency Debt |
$55,020,000.00 |
$4,644,027.64 |
|
Freddie Mac |
2035-08-15 |
6.000000 |
Government Agency Debt |
$200,000.00 |
$215,634.33 |
|
Freddie Mac |
2035-09-15 |
5.500000 |
Government Agency Debt |
$8,200,000.00 |
$615,720.41 |
|
Freddie Mac |
2035-09-15 |
5.500000 |
Government Agency Debt |
$32,000.00 |
$12,755.61 |
|
Freddie Mac |
2035-11-15 |
6.000000 |
Government Agency Debt |
$15,140,000.00 |
$1,704,407.95 |
|
Freddie Mac |
2035-11-15 |
6.000000 |
Government Agency Debt |
$14,410,000.00 |
$396,516.17 |
|
Freddie Mac |
2036-02-15 |
6.000000 |
Government Agency Debt |
$6,667,498.00 |
$1,394,467.83 |
|
Freddie Mac |
2036-03-15 |
0.609000 |
Government Agency Debt |
$4,000,000.00 |
$1,493,440.44 |
|
Freddie Mac |
2036-03-15 |
6.000000 |
Government Agency Debt |
$55,000,000.00 |
$4,874,520.05 |
|
Freddie Mac |
2036-04-15 |
0.589000 |
Government Agency Debt |
$3,000,000.00 |
$1,288,031.44 |
|
Freddie Mac |
2036-04-15 |
5.500000 |
Government Agency Debt |
$5,000,000.00 |
$5,876,993.89 |
|
Freddie Mac |
2036-07-15 |
6.000000 |
Government Agency Debt |
$2,100,000.00 |
$2,493,902.60 |
|
Freddie Mac |
2036-08-15 |
0.738700 |
Government Agency Debt |
$4,980,000.00 |
$414,680.66 |
|
Freddie Mac |
2036-08-15 |
4.000000 |
Government Agency Debt |
$20,500,000.00 |
$5,240,353.73 |
|
Freddie Mac |
2036-09-15 |
5.500000 |
Government Agency Debt |
$4,000,000.00 |
$4,657,247.11 |
|
Freddie Mac |
2036-09-15 |
6.000000 |
Government Agency Debt |
$5,099,000.00 |
$6,215,480.44 |
|
Freddie Mac |
2036-09-15 |
6.000000 |
Government Agency Debt |
$4,000,000.00 |
$4,636,938.67 |
|
Freddie Mac |
2036-10-15 |
5.000000 |
Government Agency Debt |
$1,160,000.00 |
$1,229,857.39 |
|
Freddie Mac |
2036-10-15 |
6.000000 |
Government Agency Debt |
$125,000.00 |
$65,711.61 |
|
Freddie Mac |
2036-11-15 |
5.500000 |
Government Agency Debt |
$10,000.00 |
$10,859.96 |
|
Freddie Mac |
2036-11-15 |
5.750000 |
Government Agency Debt |
$4,000,000.00 |
$4,735,728.89 |
|
Freddie Mac |
2036-12-15 |
5.000000 |
Government Agency Debt |
$10,000,000.00 |
$3,524,896.37 |
|
Freddie Mac |
2037-03-15 |
4.000000 |
Government Agency Debt |
$10,000,000.00 |
$3,977,979.98 |
|
Freddie Mac |
2037-04-15 |
5.500000 |
Government Agency Debt |
$4,000,000.00 |
$4,760,367.11 |
|
Freddie Mac |
2037-04-15 |
5.500000 |
Government Agency Debt |
$12,230,000.00 |
$1,606,166.37 |
|
Freddie Mac |
2037-06-15 |
0.688700 |
Government Agency Debt |
$2,770,000.00 |
$957,571.14 |
|
Freddie Mac |
2037-06-15 |
6.000000 |
Government Agency Debt |
$6,000,000.00 |
$6,059,037.94 |
|
Freddie Mac |
2037-07-15 |
6.000000 |
Government Agency Debt |
$1,000,000.00 |
$1,169,334.67 |
|
Freddie Mac |
2037-07-15 |
6.000000 |
Government Agency Debt |
$10,000.00 |
$11,452.68 |
|
Freddie Mac |
2037-07-15 |
6.000000 |
Government Agency Debt |
$798.00 |
$262.52 |
|
Freddie Mac |
2038-01-15 |
6.000000 |
Government Agency Debt |
$5,500,000.00 |
$6,191,276.67 |
|
Freddie Mac |
2038-03-15 |
4.500000 |
Government Agency Debt |
$15,000,000.00 |
$6,157,490.39 |
|
Freddie Mac |
2038-03-15 |
5.000000 |
Government Agency Debt |
$35,000.00 |
$38,946.21 |
|
Freddie Mac |
2038-06-15 |
5.000000 |
Government Agency Debt |
$2,400,000.00 |
$881,483.95 |
|
Freddie Mac |
2038-07-15 |
2.000000 |
Government Agency Debt |
$3,500,000.00 |
$3,531,401.28 |
|
Freddie Mac |
2038-07-15 |
5.000000 |
Government Agency Debt |
$2,000,000.00 |
$2,234,799.78 |
|
Freddie Mac |
2038-11-15 |
2.500000 |
Government Agency Debt |
$3,700,000.00 |
$2,923,424.64 |
|
Freddie Mac |
2039-04-15 |
5.000000 |
Government Agency Debt |
$920,000.00 |
$444,451.42 |
|
Freddie Mac |
2039-04-15 |
5.500000 |
Government Agency Debt |
$5,250,000.00 |
$4,330,831.83 |
|
Freddie Mac |
2039-05-15 |
4.500000 |
Government Agency Debt |
$14,000,000.00 |
$5,964,490.02 |
|
Freddie Mac |
2039-05-15 |
4.500000 |
Government Agency Debt |
$5,000,000.00 |
$4,289,624.73 |
|
Freddie Mac |
2039-10-15 |
2.250000 |
Government Agency Debt |
$5,650,000.00 |
$5,578,645.99 |
|
Freddie Mac |
2040-01-15 |
3.500000 |
Government Agency Debt |
$2,000,000.00 |
$2,000,527.70 |
|
Freddie Mac |
2040-02-15 |
2.000000 |
Government Agency Debt |
$6,945,000.00 |
$6,177,042.89 |
|
Freddie Mac |
2040-05-15 |
3.500000 |
Government Agency Debt |
$8,400,000.00 |
$5,824,298.33 |
|
Freddie Mac |
2040-07-15 |
4.500000 |
Government Agency Debt |
$5,000,000.00 |
$5,623,715.00 |
|
Freddie Mac |
2040-08-15 |
4.250000 |
Government Agency Debt |
$31,675,875.00 |
$882,028.52 |
|
Freddie Mac |
2040-10-15 |
3.500000 |
Government Agency Debt |
$2,000,000.00 |
$2,007,491.67 |
|
Freddie Mac |
2040-11-15 |
4.000000 |
Government Agency Debt |
$2,640,000.00 |
$2,178,515.52 |
|
Freddie Mac |
2041-02-15 |
3.500000 |
Government Agency Debt |
$1,328,000.00 |
$1,344,442.26 |
|
Freddie Mac |
2041-03-15 |
2.500000 |
Government Agency Debt |
$9,550,000.00 |
$4,980,484.12 |
|
Freddie Mac |
2041-04-15 |
4.000000 |
Government Agency Debt |
$350,000.00 |
$324,410.70 |
|
Freddie Mac |
2041-04-15 |
5.000000 |
Government Agency Debt |
$200,000.00 |
$239,276.38 |
|
Freddie Mac |
2041-04-15 |
5.000000 |
Government Agency Debt |
$100,000.00 |
$117,391.79 |
|
Freddie Mac |
2041-07-15 |
3.000000 |
Government Agency Debt |
$650,000.00 |
$588,645.56 |
|
Freddie Mac |
2042-04-15 |
3.500000 |
Government Agency Debt |
$3,685,000.00 |
$3,873,812.85 |
|
Freddie Mac |
2042-05-15 |
4.000000 |
Government Agency Debt |
$3,341,433.00 |
$3,684,184.20 |
|
Freddie Mac |
2042-06-15 |
3.500000 |
Government Agency Debt |
$3,941,000.00 |
$4,068,066.60 |
|
Freddie Mac |
2047-10-15 |
4.500000 |
Government Agency Debt |
$30,000,000.00 |
$3,780,857.20 |
|
GNMA |
2023-07-25 |
1.650000 |
Government Agency Debt |
$75,000,000.00 |
$815,657.23 |
|
GNMA |
2024-03-25 |
1.875000 |
Government Agency Debt |
$5,560,000.00 |
$389,342.25 |
|
GNMA |
2028-03-18 |
6.000000 |
Government Agency Debt |
$750,000.00 |
$159,152.56 |
|
GNMA |
2029-02-16 |
1.089000 |
Government Agency Debt |
$10,321,666.00 |
$839,047.65 |
|
GNMA |
2029-05-16 |
6.500000 |
Government Agency Debt |
$16,875,000.00 |
$5,924,619.51 |
|
GNMA |
2029-06-20 |
6.500000 |
Government Agency Debt |
$10,000,000.00 |
$1,922,411.70 |
|
GNMA |
2030-05-16 |
2.408000 |
Government Agency Debt |
$100,000.00 |
$88,811.86 |
|
GNMA |
2032-01-20 |
4.500000 |
Government Agency Debt |
$96,000,000.00 |
$4,547,801.26 |
|
GNMA |
2032-02-16 |
5.000000 |
Government Agency Debt |
$20,000,000.00 |
$4,287,157.71 |
|
GNMA |
2032-02-20 |
5.500000 |
Government Agency Debt |
$5,000,000.00 |
$681,980.19 |
|
GNMA |
2032-08-16 |
5.500000 |
Government Agency Debt |
$18,000.00 |
$7,161.65 |
|
GNMA |
2032-12-16 |
5.000000 |
Government Agency Debt |
$25,000.00 |
$23,801.84 |
|
GNMA |
2033-02-20 |
0.690000 |
Government Agency Debt |
$10,000,000.00 |
$732,671.46 |
|
GNMA |
2033-03-20 |
5.500000 |
Government Agency Debt |
$26,000.00 |
$30,498.51 |
|
GNMA |
2033-05-16 |
0.589000 |
Government Agency Debt |
$50,000,000.00 |
$2,586,171.47 |
|
GNMA |
2033-05-20 |
6.000000 |
Government Agency Debt |
$3,000.00 |
$3,608.39 |
|
GNMA |
2033-07-16 |
5.000000 |
Government Agency Debt |
$4,000,000.00 |
$1,155,817.87 |
|
GNMA |
2033-07-17 |
5.000000 |
Government Agency Debt |
$4,000.00 |
$1,767.39 |
|
GNMA |
2033-07-20 |
5.000000 |
Government Agency Debt |
$2,000.00 |
$2,276.84 |
|
GNMA |
2033-07-20 |
5.500000 |
Government Agency Debt |
$25,000.00 |
$20,494.99 |
|
GNMA |
2033-09-20 |
4.000000 |
Government Agency Debt |
$4,100,000.00 |
$3,439,347.51 |
|
GNMA |
2033-12-20 |
5.500000 |
Government Agency Debt |
$77,000.00 |
$85,861.22 |
|
GNMA |
2034-02-16 |
4.500000 |
Government Agency Debt |
$10,264,000.00 |
$6,663,189.81 |
|
GNMA |
2034-06-16 |
5.000000 |
Government Agency Debt |
$3,000,000.00 |
$1,004,934.70 |
|
GNMA |
2034-07-20 |
5.000000 |
Government Agency Debt |
$44,000.00 |
$48,978.33 |
|
GNMA |
2034-10-20 |
4.000000 |
Government Agency Debt |
$10,000,000.00 |
$660,964.77 |
|
GNMA |
2034-10-20 |
5.000000 |
Government Agency Debt |
$33,000.00 |
$38,181.13 |
|
GNMA |
2034-12-20 |
5.500000 |
Government Agency Debt |
$92,000.00 |
$102,813.29 |
|
GNMA |
2035-03-20 |
5.500000 |
Government Agency Debt |
$1,000,000.00 |
$406,611.15 |
|
GNMA |
2035-05-20 |
5.500000 |
Government Agency Debt |
$2,000,000.00 |
$361,063.67 |
|
GNMA |
2035-05-20 |
5.500000 |
Government Agency Debt |
$5,000,000.00 |
$43,270.99 |
|
GNMA |
2035-06-16 |
4.500000 |
Government Agency Debt |
$1,100,000.00 |
$891,037.27 |
|
GNMA |
2035-06-20 |
2.818700 |
Government Agency Debt |
$2,892,079.00 |
$807,307.31 |
|
GNMA |
2035-07-20 |
5.000000 |
Government Agency Debt |
$4,150,000.00 |
$4,506,102.74 |
|
GNMA |
2035-08-20 |
5.000000 |
Government Agency Debt |
$1,000.00 |
$1,148.51 |
|
GNMA |
2036-04-20 |
4.500000 |
Government Agency Debt |
$1,200,000.00 |
$899,362.72 |
|
GNMA |
2036-06-20 |
4.000000 |
Government Agency Debt |
$16,000,000.00 |
$5,829,629.73 |
|
GNMA |
2036-07-16 |
5.000000 |
Government Agency Debt |
$52,000.00 |
$57,856.29 |
|
GNMA |
2036-07-20 |
5.250000 |
Government Agency Debt |
$20,000.00 |
$19,877.87 |
|
GNMA |
2036-07-20 |
6.000000 |
Government Agency Debt |
$2,548,225.00 |
$3,052,206.99 |
|
GNMA |
2036-08-20 |
4.000000 |
Government Agency Debt |
$50,000.00 |
$43,078.88 |
|
GNMA |
2036-09-20 |
4.500000 |
Government Agency Debt |
$500,000.00 |
$339,733.22 |
|
GNMA |
2036-11-20 |
5.500000 |
Government Agency Debt |
$1,000.00 |
$1,091.90 |
|
GNMA |
2037-01-20 |
4.250000 |
Government Agency Debt |
$1,969,674.00 |
$725,587.16 |
|
GNMA |
2037-04-20 |
0.493700 |
Government Agency Debt |
$2,400,000.00 |
$552,405.71 |
|
GNMA |
2037-04-20 |
4.500000 |
Government Agency Debt |
$2,000,000.00 |
$1,585,782.76 |
|
GNMA |
2037-05-20 |
3.500000 |
Government Agency Debt |
$900,000.00 |
$305,838.17 |
|
GNMA |
2037-07-16 |
0.569000 |
Government Agency Debt |
$2,470,000.00 |
$918,525.02 |
|
GNMA |
2037-12-20 |
5.000000 |
Government Agency Debt |
$2,500,000.00 |
$857,581.36 |
|
GNMA |
2038-02-20 |
4.500000 |
Government Agency Debt |
$18,000.00 |
$10,158.82 |
|
GNMA |
2038-02-20 |
5.000000 |
Government Agency Debt |
$15,000.00 |
$8,148.79 |
|
GNMA |
2038-03-20 |
5.250000 |
Government Agency Debt |
$241,000.00 |
$283,115.79 |
|
GNMA |
2038-04-20 |
3.500000 |
Government Agency Debt |
$2,500,000.00 |
$2,262,041.72 |
|
GNMA |
2038-04-20 |
4.500000 |
Government Agency Debt |
$145,000.00 |
$123,107.44 |
|
GNMA |
2038-06-20 |
1.043700 |
Government Agency Debt |
$1,400,000.00 |
$355,962.79 |
|
GNMA |
2038-06-20 |
5.500000 |
Government Agency Debt |
$185,000.00 |
$218,056.87 |
|
GNMA |
2038-07-20 |
5.750000 |
Government Agency Debt |
$16,000.00 |
$17,736.95 |
|
GNMA |
2038-08-20 |
5.500000 |
Government Agency Debt |
$10,000.00 |
$11,773.77 |
|
GNMA |
2038-11-20 |
5.000000 |
Government Agency Debt |
$27,000.00 |
$30,407.42 |
|
GNMA |
2039-02-20 |
4.000000 |
Government Agency Debt |
$5,000,000.00 |
$5,368,230.56 |
|
GNMA |
2039-04-16 |
4.000000 |
Government Agency Debt |
$100,000.00 |
$77,078.47 |
|
GNMA |
2039-04-16 |
5.000000 |
Government Agency Debt |
$2,000,000.00 |
$1,086,891.99 |
|
GNMA |
2039-05-16 |
4.000000 |
Government Agency Debt |
$12,000,000.00 |
$5,197,172.87 |
|
GNMA |
2039-05-16 |
4.000000 |
Government Agency Debt |
$8,110,000.00 |
$3,330,473.22 |
|
GNMA |
2039-06-20 |
3.500000 |
Government Agency Debt |
$2,500,000.00 |
$2,285,758.31 |
|
GNMA |
2039-06-20 |
4.000000 |
Government Agency Debt |
$2,500,000.00 |
$1,361,529.91 |
|
GNMA |
2039-06-20 |
5.000000 |
Government Agency Debt |
$2,000.00 |
$2,340.52 |
|
GNMA |
2039-08-20 |
2.500000 |
Government Agency Debt |
$6,275,000.00 |
$5,675,596.29 |
|
GNMA |
2039-10-16 |
4.500000 |
Government Agency Debt |
$5,000,000.00 |
$5,743,105.00 |
|
GNMA |
2039-10-20 |
3.500000 |
Government Agency Debt |
$8,436,138.00 |
$5,462,999.95 |
|
GNMA |
2039-12-16 |
5.000000 |
Government Agency Debt |
$3,500,000.00 |
$1,893,615.48 |
|
GNMA |
2039-12-20 |
2.000000 |
Government Agency Debt |
$6,000,000.00 |
$6,019,081.47 |
|
GNMA |
2040-03-20 |
5.000000 |
Government Agency Debt |
$9,281,842.00 |
$1,644,658.84 |
|
GNMA |
2040-05-20 |
4.500000 |
Government Agency Debt |
$41,319,000.00 |
$6,549,893.73 |
|
GNMA |
2040-05-20 |
4.500000 |
Government Agency Debt |
$25,000.00 |
$26,224.25 |
|
GNMA |
2040-08-20 |
4.000000 |
Government Agency Debt |
$50,000.00 |
$52,201.41 |
|
GNMA |
2040-12-20 |
4.500000 |
Government Agency Debt |
$25,000.00 |
$29,099.05 |
|
GNMA |
2041-05-20 |
3.000000 |
Government Agency Debt |
$571,119.00 |
$573,635.18 |
|
GNMA |
2041-05-20 |
4.000000 |
Government Agency Debt |
$1,632,000.00 |
$1,472,819.91 |
|
GNMA |
2041-06-20 |
3.500000 |
Government Agency Debt |
$4,000,000.00 |
$4,114,126.08 |
|
GNMA |
2041-06-20 |
4.000000 |
Government Agency Debt |
$2,000,000.00 |
$2,243,850.22 |
|
GNMA |
2041-09-16 |
5.000000 |
Government Agency Debt |
$600,000.00 |
$540,304.56 |
|
GNMA |
2042-07-16 |
5.400000 |
Government Agency Debt |
$665,000.00 |
$740,216.82 |
|
GNMA |
2044-07-16 |
4.635000 |
Government Agency Debt |
$500,000.00 |
$589,268.50 |
|
GNMA |
2044-10-16 |
4.000000 |
Government Agency Debt |
$700,000.00 |
$781,802.78 |
|
GNMA |
2045-12-16 |
3.960000 |
Government Agency Debt |
$250,000.00 |
$271,728.75 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $850,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $850,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.53%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $850,000,000.00
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: $850,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Trust & Banking Corp 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60681P5H3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $122,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $122,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $122,018,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $122,018,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Trust & Banking Corp 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60681P6B5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $189,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $189,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .56%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $189,000,000.00
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: $189,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Trust & Banking Corp 0.380000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60681P6D1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $16,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $16,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $16,000,000.00
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: $16,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Trust & Banking Corp 0.370000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60681P6E9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $165,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $165,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $164,996,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $164,996,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mitsubishi UFJ Trust & Banking Corp
Item 27. The title of the issue (including coupon or yield): Mitsubishi UFJ Trust & Banking Corp 0.380000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60681P6J8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $14,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $13,998,600.00
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: $13,998,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mizuho Corporate Bank Ltd
Item 27. The title of the issue (including coupon or yield): Mizuho Corporate Bank Ltd 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60687GB23
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $167,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $167,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $166,996,660.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $166,996,660.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mizuho Corporate Bank Ltd
Item 27. The title of the issue (including coupon or yield): Mizuho Corporate Bank Ltd 0.380000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60687GG36
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $168,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $168,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $168,000,000.00
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: $168,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Morgan Stanley & Co. LLC
Item 27. The title of the issue (including coupon or yield): Morgan Stanley & Co. LLC 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: [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: 55799C003_0.2500_M120702_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000068136
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Freddie Mac |
2027-06-01 |
2.500000 |
Government Agency Debt |
$22,571,370.00 |
$23,318,785.81 |
|
Freddie Mac |
2039-10-01 |
5.000000 |
Government Agency Debt |
$20,199,896.00 |
$21,806,068.29 |
|
Freddie Mac |
2041-06-01 |
5.000000 |
Government Agency Debt |
$20,152,265.00 |
$21,754,649.96 |
|
Freddie Mac |
2041-09-01 |
4.500000 |
Government Agency Debt |
$3,393,494.00 |
$3,011,129.33 |
|
Freddie Mac |
2042-06-01 |
3.500000 |
Government Agency Debt |
$20,690,737.00 |
$21,801,006.54 |
|
Freddie Mac |
2042-07-01 |
3.500000 |
Government Agency Debt |
$9,770,854.00 |
$10,308,360.62 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $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: National Australia Bank Ltd
Item 27. The title of the issue (including coupon or yield): National Australia Bank Ltd 0.390000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 970MPM003
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000833029
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $154,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $154,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $154,052,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $154,052,360.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: National Australia Bank Ltd
Item 27. The title of the issue (including coupon or yield): National Australia Bank Ltd 0.335000%
Item 28. The CUSIP. 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: 972CAZ000
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000833029
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,000,460.00
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: $2,000,460.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: National Australia Bank Ltd
Item 27. The title of the issue (including coupon or yield): National Australia Bank Ltd 0.340000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [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: 972DDH005
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000833029
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $180,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $180,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .54%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $180,045,000.00
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: $180,045,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: National Australia Bank Ltd
Item 27. The title of the issue (including coupon or yield): National Australia Bank Ltd 0.390000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 972QYG005
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000833029
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,999,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,999,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: National Australia Funding (Delaware) Inc
Item 27. The title of the issue (including coupon or yield): National Australia Funding (Delaware) Inc 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 63253JH78
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
National Australia Bank Ltd |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $181,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $180,963,800.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .54%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $180,981,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $180,981,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: National Australia Funding (Delaware) Inc
Item 27. The title of the issue (including coupon or yield): National Australia Funding (Delaware) Inc 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 63253JH86
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
National Australia Bank Ltd |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $70,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $69,985,611.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $69,993,000.00
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: $69,993,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Nationwide Building Society
Item 27. The title of the issue (including coupon or yield): Nationwide Building Society 0.580000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 6385E0HU0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $121,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $120,888,881.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $120,933,450.00
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: $120,933,450.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Nationwide Building Society
Item 27. The title of the issue (including coupon or yield): Nationwide Building Society 0.630000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 6385E0J46
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $45,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $44,949,600.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $44,969,850.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $44,969,850.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: New York State HFA
Item 27. The title of the issue (including coupon or yield): Housing Revenue Bonds (2180 Broadway) Series 2011B 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 64986UGU5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank NA |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank NA |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,450,000.00
Item 41. The total current amortized cost, to the nearest cent: $5,450,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $5,450,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $5,450,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Nieuw Amsterdam Receivables Corp
Item 27. The title of the issue (including coupon or yield): Nieuw Amsterdam Receivables Corp 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 65409RG20
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Rabobank Nederland |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $34,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $34,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $33,999,320.00
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: $33,999,320.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Nieuw Amsterdam Receivables Corp
Item 27. The title of the issue (including coupon or yield): Nieuw Amsterdam Receivables Corp 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 65409RGA2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Rabobank Nederland |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $14,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $13,999,222.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $13,999,160.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $13,999,160.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Nordea Bank Finland Plc
Item 27. The title of the issue (including coupon or yield): Nordea Bank Finland Plc 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 65557V6V8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $135,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $135,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .4%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $135,000,000.00
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: $135,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Nordea Bank Finland Plc
Item 27. The title of the issue (including coupon or yield): Nordea Bank Finland Plc 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 65557V6X4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $99,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $99,000,000.00
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: $99,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Nordea North America, Inc
Item 27. The title of the issue (including coupon or yield): Nordea North America, Inc 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 6555P0HP7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Nordea Bank AB |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $141,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $140,940,936.68
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .42%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $140,953,470.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $140,953,470.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Nordea North America, Inc
Item 27. The title of the issue (including coupon or yield): Nordea North America, Inc 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 6555P0HQ5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Nordea Bank AB |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $270,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $269,884,725.01
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .8%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $269,908,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $269,908,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NRW.BANK
Item 27. The title of the issue (including coupon or yield): NRW.BANK 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 62939LHT9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $195,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $194,912,033.33
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: $194,898,600.00
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: $194,898,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NRW.BANK
Item 27. The title of the issue (including coupon or yield): NRW.BANK 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 62939LHV4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $72,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $71,966,360.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $71,961,120.00
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: $71,961,120.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Old Line Funding, LLC
Item 27. The title of the issue (including coupon or yield): Old Line Funding, LLC 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 67983TGS9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $69,096,000.00
Item 41. The total current amortized cost, to the nearest cent: $69,084,944.64
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $69,091,163.28
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $69,091,163.28
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Old Line Funding, LLC
Item 27. The title of the issue (including coupon or yield): Old Line Funding, LLC 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 67983TH66
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,997,666.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $9,999,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $9,999,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Old Line Funding, LLC
Item 27. The title of the issue (including coupon or yield): Old Line Funding, LLC 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 67983THL3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,993,466.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,997,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,997,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Old Line Funding, LLC
Item 27. The title of the issue (including coupon or yield): Old Line Funding, LLC 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 67983TJJ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $40,612,000.00
Item 41. The total current amortized cost, to the nearest cent: $40,590,881.76
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $40,599,410.28
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $40,599,410.28
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Rabobank Nederland
Item 27. The title of the issue (including coupon or yield): Rabobank Nederland 0.330000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 74977JQW5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $8,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,000,160.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,000,160.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Rabobank Nederland
Item 27. The title of the issue (including coupon or yield): Rabobank Nederland 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 74977MZ73
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $328,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $328,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .98%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $328,114,800.00
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: $328,114,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Rabobank USA Financial Corp
Item 27. The title of the issue (including coupon or yield): Rabobank USA Financial Corp 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 74977KG29
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Rabobank Nederland |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $29,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $28,999,710.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $28,999,710.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield): Reckitt Benckiser Treasury Services PLC 0.600000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 7562E0G26
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Reckitt Benckiser Group Plc |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $26,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $26,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $25,999,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,999,480.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield): Reckitt Benckiser Treasury Services PLC 0.360000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 7562E0JL1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Reckitt Benckiser Group Plc |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,996,800.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,996,960.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,996,960.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield): Reckitt Benckiser Treasury Services PLC 0.490000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 7562E0LD6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Reckitt Benckiser Group Plc |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $23,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $22,958,050.55
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: $22,964,810.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $22,964,810.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield): Reckitt Benckiser Treasury Services PLC 0.480000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 7562E0MB9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Reckitt Benckiser Group Plc |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,995,680.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,996,160.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,996,160.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield): Reckitt Benckiser Treasury Services PLC 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 7562E0MC7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Reckitt Benckiser Group Plc |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $29,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $28,934,347.22
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: $28,943,740.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $28,943,740.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield): Reckitt Benckiser Treasury Services PLC 0.540000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 7562E0MD5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Reckitt Benckiser Group Plc |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $47,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $46,884,380.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $46,907,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $46,907,880.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield): Reckitt Benckiser Treasury Services PLC 0.640000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 7562E0Q74
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-03-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-03-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Reckitt Benckiser Group Plc |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $44,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $43,806,008.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $43,812,120.00
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: $43,812,120.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Reckitt Benckiser Treasury Services PLC
Item 27. The title of the issue (including coupon or yield): Reckitt Benckiser Treasury Services PLC 0.640000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 7562E0Q82
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-03-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-03-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Reckitt Benckiser Group Plc |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $74,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $73,672,426.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $73,681,060.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $73,681,060.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield): Sheffield Receivables Corp 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 82124LGR7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Barclays Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,999,258.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,999,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,999,440.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield): Sheffield Receivables Corp 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 82124LHF2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Barclays Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,982,277.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,984,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,984,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield): Sheffield Receivables Corp 0.290000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 82124LHG0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Barclays Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $45,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $44,983,687.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $44,986,050.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $44,986,050.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield): Sheffield Receivables Corp 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 82124LHG0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Barclays Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $6,250,000.00
Item 41. The total current amortized cost, to the nearest cent: $6,247,656.25
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $6,248,062.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $6,248,062.50
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield): Sheffield Receivables Corp 0.320000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 82124LJC7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Barclays Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $87,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $86,944,320.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $86,946,930.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $86,946,930.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield): Sheffield Receivables Corp 0.310000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 82124LJC7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Barclays Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $70,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $69,956,600.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $69,957,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $69,957,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sheffield Receivables Corp
Item 27. The title of the issue (including coupon or yield): Sheffield Receivables Corp 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 82124LKH4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Barclays Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,940,555.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,945,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,945,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Skandinaviska Enskilda Banken AB
Item 27. The title of the issue (including coupon or yield): Skandinaviska Enskilda Banken AB 0.500000%
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: 83050TG96
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,999,513.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,999,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,999,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Skandinaviska Enskilda Banken AB
Item 27. The title of the issue (including coupon or yield): Skandinaviska Enskilda Banken AB 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83051AT76
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $127,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $127,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $127,034,290.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $127,034,290.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Skandinaviska Enskilda Banken AB
Item 27. The title of the issue (including coupon or yield): Skandinaviska Enskilda Banken AB 0.480000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83051AZ53
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $135,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $135,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .4%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $135,021,600.00
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: $135,021,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Solitaire Funding, LLC
Item 27. The title of the issue (including coupon or yield): Solitaire Funding, LLC 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 8342E2GR3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
HSBC Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $124,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $123,976,233.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $123,982,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $123,982,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Solitaire Funding, LLC
Item 27. The title of the issue (including coupon or yield): Solitaire Funding, LLC 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 8342E2H68
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
HSBC Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $43,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $42,987,458.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $42,990,540.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $42,990,540.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Solitaire Funding, LLC
Item 27. The title of the issue (including coupon or yield): Solitaire Funding, LLC 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 8342E2HF8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
HSBC Bank Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $14,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $13,994,866.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $13,995,940.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $13,995,940.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: State Street Bank & Trust Company, NA
Item 27. The title of the issue (including coupon or yield): State Street Bank & Trust Company, NA 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 8574P05M6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $255,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $255,000,000.00
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: $255,002,550.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $255,002,550.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: State Street Bank & Trust Company, NA
Item 27. The title of the issue (including coupon or yield): State Street Bank & Trust Company, NA 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 8574P06L7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,000,390.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,000,390.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: State Street Corp
Item 27. The title of the issue (including coupon or yield): State Street Corp 0.220000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 85747JJB4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $92,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $91,960,082.23
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $91,965,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $91,965,040.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: State Street Corp
Item 27. The title of the issue (including coupon or yield): State Street Corp 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 85747JKF3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $71,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $70,944,087.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $70,952,430.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $70,952,430.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257EHV3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $39,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $39,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $38,999,610.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $38,999,610.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257EHX9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,999,300.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,999,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,999,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257EJJ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $77,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $76,994,225.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $76,995,380.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $76,995,380.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257FGQ2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,995,750.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,996,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,996,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257FGR0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $33,850,000.00
Item 41. The total current amortized cost, to the nearest cent: $33,846,953.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $33,847,630.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $33,847,630.50
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257FGZ2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,992,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,992,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,992,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257FHA6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $125,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $124,978,125.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $124,978,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $124,978,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257GY64
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $12,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $11,997,840.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $11,997,840.00
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: $11,997,840.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257JQ75
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $35,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $34,999,825.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $34,999,650.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $34,999,650.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257JS32
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $73,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $72,986,495.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $72,986,860.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $72,986,860.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257K4D3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,997,750.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,998,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,998,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257K5X8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $83,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $82,976,760.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $82,974,270.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $82,974,270.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257K6B5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,995,650.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,995,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $14,995,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257YDR2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,999,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,999,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,999,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Straight A Funding, LLC
Item 27. The title of the issue (including coupon or yield): Straight A Funding, LLC 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86257YFB5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Federal Financing Bank |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,996,175.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,995,800.00
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: $14,995,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp 0.250000%
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: 86562DCE8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Sumitomo Mitsui Banking Corp |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $116,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $116,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $116,026,680.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $116,026,680.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security\'s CUSIP pursuant to this Item and may skip Items 29 and 30: 86562DEH9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $117,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $117,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $117,010,530.00
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: $117,010,530.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562DHP8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $119,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $119,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $118,992,860.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $118,992,860.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562DHY9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $156,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $156,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $155,990,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $155,990,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562DJA9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $111,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $111,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $110,993,340.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $110,993,340.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Trust Bank Ltd
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Trust Bank Ltd 0.370000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562WA57
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $167,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $167,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $166,996,660.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $166,996,660.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Trust Bank Ltd
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Trust Bank Ltd 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562WB31
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $284,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $284,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $283,997,160.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $283,997,160.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Trust Bank Ltd
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Trust Bank Ltd 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562WB98
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $17,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $17,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $16,999,830.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $16,999,830.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Trust Bank Ltd
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Trust Bank Ltd 0.380000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562WC97
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-10-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-10-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $28,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $28,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $28,000,000.00
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: $28,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Svenska Handelsbanken AB
Item 27. The title of the issue (including coupon or yield): Svenska Handelsbanken AB 0.265000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86959B6P5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $143,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $143,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $143,005,720.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $143,005,720.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Svenska Handelsbanken AB
Item 27. The title of the issue (including coupon or yield): Svenska Handelsbanken AB 0.255000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86959B7G4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .74%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $250,012,500.00
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: $250,012,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Svenska Handelsbanken AB
Item 27. The title of the issue (including coupon or yield): Svenska Handelsbanken AB 0.250000%
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: 86959B7H2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-30
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: $73,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $73,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $73,003,650.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $73,003,650.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Swedbank AB
Item 27. The title of the issue (including coupon or yield): Swedbank AB 0.440000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 87019QKD9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $29,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $29,004,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,004,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Tenderfoot Seasonal Housing, LLC
Item 27. The title of the issue (including coupon or yield): Taxable Housing Facilities Revenue Notes Series 2000B 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 88033VAB3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Wells Fargo Bank NA |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Wells Fargo Bank NA |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Texas
Item 27. The title of the issue (including coupon or yield): Tax and Revenue Anticipation Note Series 2011A 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 46633V5R6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
JP Morgan Chase & Co |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $60,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $60,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $60,000,000.00
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: $60,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Texas
Item 27. The title of the issue (including coupon or yield): Tax and Revenue Anticipation Note Series 2011A 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 46633V5T2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
JP Morgan Chase & Co |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $116,815,000.00
Item 41. The total current amortized cost, to the nearest cent: $116,815,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $116,815,000.00
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: $116,815,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Texas
Item 27. The title of the issue (including coupon or yield): Tax and Revenue Anticipation Note Series 2011A 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 46633V6E4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
JP Morgan Chase & Co |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $82,355,000.00
Item 41. The total current amortized cost, to the nearest cent: $82,355,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $82,355,000.00
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: $82,355,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Texas
Item 27. The title of the issue (including coupon or yield): Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.280000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 8827162D4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Texas |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $32,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $32,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $32,000,000.00
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: $32,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Texas
Item 27. The title of the issue (including coupon or yield): Veterans Land Taxable Refunding Bonds Series 2006A 0.280000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 882721JT1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Texas |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $23,410,000.00
Item 41. The total current amortized cost, to the nearest cent: $23,410,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $23,410,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $23,410,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Thames Asset Global Securitization No. 1, Inc
Item 27. The title of the issue (including coupon or yield): Thames Asset Global Securitization No. 1, Inc 0.430000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 88324LG50
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Royal Bank of Scotland Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $27,792,000.00
Item 41. The total current amortized cost, to the nearest cent: $27,791,004.12
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: $27,790,888.32
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: $27,790,888.32
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Thames Asset Global Securitization No. 1, Inc
Item 27. The title of the issue (including coupon or yield): Thames Asset Global Securitization No. 1, Inc 0.430000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 88324LG68
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Royal Bank of Scotland Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $36,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $35,998,280.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $35,998,560.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $35,998,560.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Thames Asset Global Securitization No. 1, Inc
Item 27. The title of the issue (including coupon or yield): Thames Asset Global Securitization No. 1, Inc 0.440000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 88324LG68
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Royal Bank of Scotland Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,998,777.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $24,999,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,999,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Thames Asset Global Securitization No. 1, Inc
Item 27. The title of the issue (including coupon or yield): Thames Asset Global Securitization No. 1, Inc 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: 88324LGC5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Royal Bank of Scotland Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $12,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $11,998,333.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $11,999,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $11,999,040.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Thames Asset Global Securitization No. 1, Inc
Item 27. The title of the issue (including coupon or yield): Thames Asset Global Securitization No. 1, Inc 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 88324LGJ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Royal Bank of Scotland Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $84,955,000.00
Item 41. The total current amortized cost, to the nearest cent: $84,938,009.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $84,944,805.40
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $84,944,805.40
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Thames Asset Global Securitization No. 1, Inc
Item 27. The title of the issue (including coupon or yield): Thames Asset Global Securitization No. 1, Inc 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 88324LGL5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Royal Bank of Scotland Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,999,100.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,999,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,999,480.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Thunder Bay Funding, LLC
Item 27. The title of the issue (including coupon or yield): Thunder Bay Funding, LLC 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 88602TGG2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $16,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $15,998,817.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $15,998,240.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $15,998,240.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Thunder Bay Funding, LLC
Item 27. The title of the issue (including coupon or yield): Thunder Bay Funding, LLC 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 88602TGQ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,995,600.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $29,995,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,995,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Thunder Bay Funding, LLC
Item 27. The title of the issue (including coupon or yield): Thunder Bay Funding, LLC 0.240000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 88602TGR8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $74,988,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $74,988,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $74,988,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Thunder Bay Funding, LLC
Item 27. The title of the issue (including coupon or yield): Thunder Bay Funding, LLC 0.250000%
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: 88602TGR8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,992,013.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,992,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,992,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Thunder Bay Funding, LLC
Item 27. The title of the issue (including coupon or yield): Thunder Bay Funding, LLC 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 88602TH63
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $35,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $34,992,173.61
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $34,991,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $34,991,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Thunder Bay Funding, LLC
Item 27. The title of the issue (including coupon or yield): Thunder Bay Funding, LLC 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 88602THL0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Standby Purchase Agreement |
Royal Bank of Canada |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $17,074,000.00
Item 41. The total current amortized cost, to the nearest cent: $17,069,352.08
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $17,068,024.10
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $17,068,024.10
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield): Toronto-Dominion Bank 0.170000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112XSS5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $53,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $53,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $53,001,060.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $53,001,060.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield): Toronto-Dominion Bank 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112XXP5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $318,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $318,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .95%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $318,000,000.00
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: $318,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield): Toronto-Dominion Bank 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112XYA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $308,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $308,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $308,006,160.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $308,006,160.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield): Toronto-Dominion Bank 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112XYQ2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $334,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $334,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $333,986,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $333,986,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toyota Motor Credit Corp
Item 27. The title of the issue (including coupon or yield): Toyota Motor Credit Corp 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89233GJ56
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Support Agreement |
Toyota Motor Corp |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $199,837,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $199,940,000.00
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: $199,940,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toyota Motor Credit Corp
Item 27. The title of the issue (including coupon or yield): Toyota Motor Credit Corp 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89233GJ64
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Support Agreement |
Toyota Motor Corp |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $66,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $65,945,550.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $65,979,540.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $65,979,540.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toyota Motor Credit Corp
Item 27. The title of the issue (including coupon or yield): Toyota Motor Credit Corp 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89233GJD9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Support Agreement |
Toyota Motor Corp |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $101,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $100,952,894.73
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,962,630.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,962,630.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toyota Motor Credit Corp
Item 27. The title of the issue (including coupon or yield): Toyota Motor Credit Corp 0.440000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89233GLK0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Support Agreement |
Toyota Motor Corp |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,914,444.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,935,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,935,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: UBS AG
Item 27. The title of the issue (including coupon or yield): UBS AG 0.510000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 90267RJF7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: 1.49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $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: UBS Securities LLC
Item 27. The title of the issue (including coupon or yield): UBS Securities LLC 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 936991009_0.2000_M120706_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001070766
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2040-09-01 |
4.500000 |
Government Agency Debt |
$17,061,110.00 |
$13,757,896.50 |
|
Fannie Mae |
2041-06-01 |
4.500000 |
Government Agency Debt |
$73,444,965.00 |
$62,742,103.67 |
|
Fannie Mae |
2042-06-01 |
4.000000 |
Government Agency Debt |
$22,719,838.00 |
$24,411,641.81 |
|
Freddie Mac |
2026-07-01 |
4.000000 |
Government Agency Debt |
$15,606,986.00 |
$16,388,358.83 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-06
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
UBS Securities LLC |
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: $115,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $115,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $114,998,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $114,998,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: UBS Securities LLC
Item 27. The title of the issue (including coupon or yield): UBS Securities LLC 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 99EPPA003_0.1900_M120702_2M49
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001070766
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
Fannie Mae |
2026-04-01 |
4.000000 |
Government Agency Debt |
$47,328,512.00 |
$42,376,194.42 |
|
Fannie Mae |
2041-07-01 |
4.500000 |
Government Agency Debt |
$45,006,344.00 |
$45,095,648.09 |
|
Fannie Mae |
2041-07-01 |
4.500000 |
Government Agency Debt |
$67,509,408.00 |
$44,901,583.69 |
|
Fannie Mae |
2042-04-01 |
4.000000 |
Government Agency Debt |
$42,929,547.00 |
$46,342,578.81 |
|
Freddie Mac |
2041-11-01 |
4.000000 |
Government Agency Debt |
$44,216,184.00 |
$45,683,995.74 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $220,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $220,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .65%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $220,000,000.00
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: $220,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Union Bank, NA
Item 27. The title of the issue (including coupon or yield): Union Bank, NA 0.430000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 90527MD45
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $27,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $27,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $27,004,320.00
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: $27,004,320.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Union Bank, NA
Item 27. The title of the issue (including coupon or yield): Union Bank, NA 0.420000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 90527MD94
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $8,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,001,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,001,760.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Union Bank, NA
Item 27. The title of the issue (including coupon or yield): Union Bank, NA 0.450000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 90527MH58
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $69,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $69,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $69,011,730.00
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: $69,011,730.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Union Bank, NA
Item 27. The title of the issue (including coupon or yield): Union Bank, NA 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 90527MS23
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $29,984,400.00
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: $29,984,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Univ of California
Item 27. The title of the issue (including coupon or yield): CP Series B 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 91411SGJ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $45,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $44,996,400.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $44,995,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $44,995,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Univ of California
Item 27. The title of the issue (including coupon or yield): CP Series B 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 91411SGK0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $54,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $53,995,155.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $53,994,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $53,994,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Variable Funding Capital Corp
Item 27. The title of the issue (including coupon or yield): Variable Funding Capital Corp 0.190000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 92217LGG8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Wells Fargo Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $11,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $10,999,187.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $10,999,010.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $10,999,010.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Variable Funding Capital Corp
Item 27. The title of the issue (including coupon or yield): Variable Funding Capital Corp 0.200000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 92217LGR4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Credit / Liquidity |
Wells Fargo Bank NA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $77,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $76,990,161.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $76,989,220.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $76,989,220.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Wells Fargo Bank, NA
Item 27. The title of the issue (including coupon or yield): Wells Fargo Bank, NA 0.537600%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 94985HD27
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $275,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $275,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $275,000,000.00
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: $275,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.615900%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 91621CAT8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-30
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: $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: .3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,993,600.00
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: $99,993,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96121TMR6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,999,120.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,999,120.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.370000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96121TPC6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $18,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $18,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $17,995,860.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $17,995,860.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.540000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C0H10
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $155,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $154,930,250.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $154,975,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $154,975,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.440000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C0H36
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $33,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $32,987,093.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $32,994,390.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $32,994,390.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C0JE0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-09-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-09-14
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $79,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $78,959,402.79
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $78,955,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $78,955,760.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C0N21
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $53,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $52,891,644.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $52,874,390.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $52,874,390.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Banking Corp
Item 27. The title of the issue (including coupon or yield): Westpac Banking Corp 0.429800%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C4DN8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $152,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $152,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $152,000,000.00
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: $152,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Securities NZ Ltd
Item 27. The title of the issue (including coupon or yield): Westpac Securities NZ Ltd 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96122GGB5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Westpac New Zealand Ltd |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,998,850.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,999,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,999,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Westpac Securities NZ Ltd
Item 27. The title of the issue (including coupon or yield): Westpac Securities NZ Ltd 0.245000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96122GHA6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-08-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-08-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
|
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
|---|---|---|
|
Westpac New Zealand Ltd |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $62,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $61,983,544.17
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $61,985,740.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $61,985,740.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Whistlejacket Capital, LLC
Item 27. The title of the issue (including coupon or yield): Whistlejacket Capital, LLC 0.000000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96335WFW8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: No Longer an Eligible Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2015-04-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2015-04-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $196,804.51
Item 41. The total current amortized cost, to the nearest cent: $196,804.51
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $165,611.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $165,611.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Whistlejacket Capital, LLC
Item 27. The title of the issue (including coupon or yield): Whistlejacket Capital, LLC 0.000000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96335WGE7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: No Longer an Eligible Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2015-04-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2015-04-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $159,966.09
Item 41. The total current amortized cost, to the nearest cent: $159,966.09
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $134,611.46
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $134,611.46
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Whistlejacket Capital, LLC
Item 27. The title of the issue (including coupon or yield): Whistlejacket Capital, LLC 0.000000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96335WJU8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: No Longer an Eligible Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2015-04-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2015-04-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $614,919.62
Item 41. The total current amortized cost, to the nearest cent: $614,919.62
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $517,454.86
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $517,454.86
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Whistlejacket Capital, LLC
Item 27. The title of the issue (including coupon or yield): Whistlejacket Capital, LLC 0.000000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96335WJV6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: No Longer an Eligible Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2015-04-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2015-04-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,131,426.11
Item 41. The total current amortized cost, to the nearest cent: $1,131,426.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $952,095.07
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $952,095.07
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Whistlejacket Capital, LLC
Item 27. The title of the issue (including coupon or yield): Whistlejacket Capital, LLC 0.000000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96432XKB8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: No Longer an Eligible Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2015-04-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2015-04-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $172,216.17
Item 41. The total current amortized cost, to the nearest cent: $172,216.17
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $144,919.91
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $144,919.91
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Whistlejacket Capital, LLC
Item 27. The title of the issue (including coupon or yield): Whistlejacket Capital, LLC 0.000000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96432XKH5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: No Longer an Eligible Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2015-04-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2015-04-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $123,027.00
Item 41. The total current amortized cost, to the nearest cent: $123,027.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $103,527.22
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $103,527.22
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Whistlejacket Capital, LLC
Item 27. The title of the issue (including coupon or yield): Whistlejacket Capital, LLC 0.000000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 96432XKM4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: No Longer an Eligible Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2015-04-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2015-04-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $49,200.89
Item 41. The total current amortized cost, to the nearest cent: $49,200.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership.
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $41,402.55
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $41,402.55
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Windmill Funding Corp
Item 27. The title of the issue (including coupon or yield): Windmill Funding Corp 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 97342GGA9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Royal Bank of Scotland Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $9,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $8,999,200.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $8,999,550.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $8,999,550.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Windmill Funding Corp
Item 27. The title of the issue (including coupon or yield): Windmill Funding Corp 0.400000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 97342GGB7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Royal Bank of Scotland Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,999,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $9,999,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $9,999,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Windmill Funding Corp
Item 27. The title of the issue (including coupon or yield): Windmill Funding Corp 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 97342GGT8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-07-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-07-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
|
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
|---|---|---|---|
|
Letter of Credit |
Royal Bank of Scotland Plc |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $186,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $185,935,416.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $185,964,660.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $185,964,660.00