Other Municipal Debt - 0.5%
|
|
Principal Amount (000s)
|
|
Value (000s)
|
New Hampshire - 0.5%
|
New Hampshire Bus. Fin. Auth. Poll. Cont. Rev. Bonds (New England Pwr. Co. Proj.) Series 1990 A2,
0.45% tender 8/9/13, CP mode (d)
(Cost $14,100)
|
$ 14,100
|
|
$ 14,100
|
Government Agency Repurchase Agreement - 4.4%
|
|
Maturity Amount (000s)
|
|
|
In a joint trading account at 0.09% dated 7/31/13 due 8/1/13 (Collateralized by U.S. Government
Obligations) #
|
$ 668
|
|
668
|
With:
|
|
|
|
ING Financial Markets LLC at 0.14%, dated:
|
|
|
|
6/3/13 due 8/2/13 (Collateralized by U.S. Government Obligations valued at $10,203,831, 3%,
3/1/43)
|
10,002
|
|
10,000
|
6/5/13 due 8/6/13 (Collateralized by U.S. Government Obligations valued at $2,040,766, 3%,
3/1/43)
|
2,000
|
|
2,000
|
Mitsubishi UFJ Securities (USA), Inc. at:
|
|
|
|
0.15%, dated 7/22/13 due 8/7/13 (Collateralized by U.S. Government Obligations valued at
$14,280,595, 2.1% - 3.5%, 11/1/27 - 7/1/43)
|
14,005
|
|
14,000
|
0.18%, dated:
|
|
|
|
6/13/13 due 8/7/13 (Collateralized by U.S. Government Obligations valued at $13,263,304,
2.1% - 3.5%, 10/1/25 - 2/1/43)
|
13,006
|
|
13,000
|
6/24/13 due 8/7/13 (Collateralized by U.S. Government Obligations valued at $31,626,009,
1.37% - 5.5%, 10/1/25 - 2/1/44)
|
31,014
|
|
31,000
|
0.19%, dated:
|
|
|
|
6/3/13 due 8/7/13 (Collateralized by U.S. Government Obligations valued at $9,182,859,
2.25% - 4.5%, 10/1/25 - 7/1/43)
|
9,004
|
|
9,000
|
6/5/13 due 8/7/13 (Collateralized by U.S. Government Obligations valued at $4,081,916,
2.1% - 4%, 2/1/27 - 2/1/43)
|
4,002
|
|
4,000
|
6/10/13 due 8/7/13 (Collateralized by U.S. Government Obligations valued at $9,182,534,
2.1% - 6%, 3/1/32 - 2/1/43)
|
9,004
|
|
9,000
|
0.2%, dated 5/6/13 due 8/5/13 (Collateralized by U.S. Government Obligations valued at
$15,307,468, 2.25% - 6%, 10/1/25 - 7/1/43)
|
15,008
|
|
15,000
|
Government Agency Repurchase Agreement - continued
|
|
Maturity Amount (000s)
|
|
Value (000s)
|
With: - continued
|
|
|
|
Mizuho Securities USA, Inc. at 0.21%, dated 4/12/13 due 8/7/13 (Collateralized by U.S.
Government Obligations valued at $18,476,556, 0% - 6.5%, 11/15/24 - 12/16/43)
|
$ 18,012
|
|
$ 18,000
|
TOTAL GOVERNMENT AGENCY REPURCHASE AGREEMENT
(Cost $125,668)
|
125,668
|
Other Repurchase Agreement - 10.0%
|
|
|
|
|
Other Repurchase Agreement - 10.0%
|
With:
|
|
|
|
BNP Paribas Securities Corp. at:
|
|
|
|
0.27%, dated 7/10/13 due 8/7/13 (Collateralized by Corporate Obligations valued at
$3,152,253, 3.25% - 9.88%, 5/1/18 - 2/9/40)
|
3,001
|
|
3,000
|
0.47%, dated 7/2/13 due 8/1/13 (Collateralized by Corporate Obligations valued at
$1,080,257, 4.75% - 11.25%, 8/1/15 - 7/15/22)
|
1,000
|
|
1,000
|
Citigroup Global Markets, Inc. at:
|
|
|
|
0.85%, dated:
|
|
|
|
6/21/13 due 8/20/13 (Collateralized by Equity Securities valued at $4,324,526)
|
4,006
|
|
4,000
|
7/29/13 due 9/27/13 (Collateralized by Corporate Obligations valued at $1,080,302, 1.13% -
3%, 1/15/20 - 2/1/33)
|
1,001
|
|
1,000
|
1.01%, dated 7/26/13 due 11/4/13 (Collateralized by Corporate Obligations valued at
$4,320,742, 0.65% - 6.43%, 8/5/36 - 1/25/37)
|
4,020
|
|
4,000
|
Credit Suisse Securities (USA) LLC at:
|
|
|
|
0.2%, dated 7/31/13 due 8/7/13 (Collateralized by U.S. Government Obligations valued at
$4,121,423, 4%, 6/25/26 - 8/25/43)
|
4,000
|
|
4,000
|
0.66%, dated 7/22/13 due 10/22/13 (Collateralized by Mortgage Loan Obligations valued at
$1,080,507, 0.33% - 0.74%, 3/15/19 - 11/3/51)
|
1,002
|
|
1,000
|
0.67%, dated:
|
|
|
|
7/2/13 due 10/1/13 (Collateralized by Mortgage Loan Obligations valued at $3,242,080,
0.3% - 6.04%, 10/25/29 - 9/25/37)
|
3,005
|
|
3,000
|
7/9/13 due 10/7/13 (Collateralized by Mortgage Loan Obligations valued at $5,402,970,
0.11% - 5.45%, 3/15/19 - 11/3/51)
|
5,008
|
|
5,000
|
Other Repurchase Agreement - continued
|
|
Maturity Amount (000s)
|
|
Value (000s)
|
Other Repurchase Agreement - continued
|
With: - continued
|
|
|
|
Credit Suisse Securities (USA) LLC at:
|
|
|
|
0.67%, dated:
|
|
|
|
7/15/13 due 10/15/13 (Collateralized by Mortgage Loan Obligations valued at $5,401,647,
0.11% - 5.45%, 3/15/19 - 11/3/51)
|
$ 5,009
|
|
$ 5,000
|
7/18/13 due 10/17/13 (Collateralized by Corporate Obligations valued at $5,401,538, 0.36%
- 6.01%, 10/25/29 - 9/25/46)
|
5,008
|
|
5,000
|
0.72%, dated 5/2/13 due 11/4/13 (Collateralized by Mortgage Loan Obligations valued at
$4,328,819, 0.33% - 5.77%, 6/15/20 - 11/3/51)
|
4,015
|
|
4,000
|
0.75%, dated 7/25/13 due 1/21/14 (Collateralized by Mortgage Loan Obligations valued at
$1,082,698, 0.46%, 4/15/22)
|
1,004
|
|
1,000
|
0.77%, dated 5/16/13 due 11/12/13 (Collateralized by Mortgage Loan Obligations valued at
$9,737,547, 0.3% - 5.71%, 6/11/17 - 7/25/46)
|
9,035
|
|
9,000
|
Deutsche Bank Securities, Inc. at 0.24%, dated 7/26/13 due 8/7/13 (Collateralized by Equity
Securities valued at $6,480,286)
|
6,001
|
|
6,000
|
ING Financial Markets LLC at:
|
|
|
|
0.22%, dated 7/31/13 due 8/1/13 (Collateralized by Corporate Obligations valued at
$19,951,439, 1.25% - 8.18%, 1/15/15 - 5/15/58)
|
19,000
|
|
19,000
|
0.32%, dated 7/31/13 due 8/1/13 (Collateralized by Corporate Obligations valued at
$47,521,790, 4.63% - 14.75%, 5/15/15 - 6/15/58)
|
44,000
|
|
44,000
|
0.44%, dated 7/31/13 due 8/7/13 (Collateralized by Corporate Obligations valued at
$3,150,816, 0.75% - 2.13%, 5/16/16 - 7/27/18)
|
3,001
|
|
3,000
|
0.5%, dated:
|
|
|
|
7/2/13 due 8/7/13 (Collateralized by Corporate Obligations valued at $1,053,743, 2.9%,
11/17/14)
|
1,001
|
|
1,000
|
7/15/13 due 8/7/13 (Collateralized by Corporate Obligations valued at $1,054,321, 0.9%,
10/1/15)
|
1,001
|
|
1,000
|
J.P. Morgan Clearing Corp. at:
|
|
|
|
0.6%, dated 4/17/13 due 11/1/13 (Collateralized by Equity Securities valued at $5,444,386)
|
5,017
|
|
5,000
|
0.62%, dated 4/11/13 due 8/9/13 (Collateralized by Corporate Obligations valued at
$5,446,986, 2.5%, 4/15/15)
|
5,010
|
|
5,000
|
0.64%, dated 6/19/13 due 10/17/13 (Collateralized by Corporate Obligations valued at
$6,527,598, 1.25%, 3/15/15)
|
6,013
|
|
6,000
|
Other Repurchase Agreement - continued
|
|
Maturity Amount (000s)
|
|
Value (000s)
|
Other Repurchase Agreement - continued
|
With: - continued
|
|
|
|
J.P. Morgan Clearing Corp. at:
|
|
|
|
0.65%, dated 5/10/13 due 10/29/13 (Collateralized by Corporate Obligations valued at
$3,268,141, 1.25%, 3/15/15)
|
$ 3,013
|
|
$ 3,000
|
0.67%, dated 3/21/13 due 8/19/13 (Collateralized by Corporate Obligations valued at
$15,255,080, 1.25%, 3/15/15)
|
14,039
|
|
14,000
|
J.P. Morgan Securities, Inc. at:
|
|
|
|
0.21%, dated 7/31/13 due 8/7/13 (Collateralized by U.S. Government Obligations valued at
$15,451,728, 0.87% - 2.09%, 3/16/48 - 2/16/53)
|
15,001
|
|
15,000
|
0.61%, dated 7/16/13 due 11/13/13 (Collateralized by Mortgage Loan Obligations valued at
$5,401,781, 5.39% - 6%, 11/25/36 - 11/12/41)
|
5,010
|
|
5,000
|
0.65%, dated 7/19/13 due 10/29/13 (Collateralized by Mortgage Loan Obligations valued at
$12,964,972, 6.14% - 6.15%, 4/15/41 - 12/12/49)
|
12,058
|
|
12,000
|
Merrill Lynch, Pierce, Fenner & Smith at:
|
|
|
|
0.24%, dated 7/31/13 due 8/7/13 (Collateralized by U.S. Government Obligations valued at
$11,330,076, 3%, 8/25/33)
|
11,001
|
|
11,000
|
0.59%, dated 7/30/13 due 8/6/13 (Collateralized by Mortgage Loan Obligations valued at
$5,422,192, 0.52%, 11/20/35) (c)(e)
|
5,001
|
|
5,000
|
0.73%, dated 7/17/13 due 9/16/13 (Collateralized by Equity Securities valued at $12,964,082)
|
12,015
|
|
12,000
|
0.74%, dated 7/8/13 due 9/6/13 (Collateralized by Equity Securities valued at $4,343,251)
|
4,002
|
|
4,000
|
0.85%, dated 7/10/13 due 9/10/13 (Collateralized by Mortgage Loan Obligations valued at
$3,244,605, 0.67% - 2.63%, 6/15/20 - 9/25/34)
|
3,004
|
|
3,000
|
Mitsubishi UFJ Securities (USA), Inc. at:
|
|
|
|
0.27%, dated 7/17/13 due 8/7/13 (Collateralized by Corporate Obligations valued at
$2,100,378, 1.8% - 7.15%, 6/24/14 - 5/16/46)
|
2,000
|
|
2,000
|
0.31%, dated:
|
|
|
|
7/8/13 due 8/5/13 (Collateralized by Equity Securities valued at $2,160,487)
|
2,000
|
|
2,000
|
7/9/13 due 8/7/13 (Collateralized by Equity Securities valued at $2,160,479)
|
2,000
|
|
2,000
|
Other Repurchase Agreement - continued
|
|
Maturity Amount (000s)
|
|
Value (000s)
|
Other Repurchase Agreement - continued
|
With: - continued
|
|
|
|
Mizuho Securities USA, Inc. at:
|
|
|
|
0.31%, dated:
|
|
|
|
7/17/13 due 8/2/13 (Collateralized by Equity Securities valued at $2,184,565)
|
$ 2,000
|
|
$ 2,000
|
7/25/13 due 8/7/13 (Collateralized by Equity Securities valued at $2,160,140)
|
2,000
|
|
2,000
|
7/30/13 due 8/7/13 (Collateralized by Equity Securities valued at $2,160,139)
|
2,000
|
|
2,000
|
7/31/13 due 8/7/13 (Collateralized by Equity Securities valued at $2,160,140)
|
2,000
|
|
2,000
|
0.52%, dated 7/29/13 due 8/7/13 (Collateralized by U.S. Government Obligations valued at
$2,059,522, 2.31% - 6.33%, 6/20/37 - 1/1/43)
|
2,001
|
|
2,000
|
0.92%, dated 7/22/13 due 10/23/13 (Collateralized by U.S. Treasury Obligations valued at
$2,055,891, 1.5% - 6.88%, 12/31/13 - 6/1/41)
|
2,005
|
|
2,000
|
0.95%, dated:
|
|
|
|
5/3/13 due 8/1/13 (Collateralized by Corporate Obligations valued at $3,370,607, 1.69%,
10/1/37)
|
3,007
|
|
3,000
|
5/13/13 due 8/12/13 (Collateralized by Corporate Obligations valued at $2,773,627, 1.69%,
10/1/37)
|
2,005
|
|
2,000
|
6/4/13 due 9/4/13 (Collateralized by U.S. Government Obligations valued at $4,204,763,
2.5% - 6.56%, 1/25/37 - 1/1/43)
|
4,010
|
|
4,000
|
1.1%, dated 5/8/13 due 9/9/13 (Collateralized by U.S. Treasury Obligations valued at
$2,147,132, 0.41% - 7.5%, 12/31/13 - 7/16/45)
|
2,008
|
|
2,000
|
1.4%, dated 5/3/13 due 10/30/13 (Collateralized by U.S. Government Obligations valued at
$2,083,108, 0.81% - 6.25%, 12/25/34 - 5/25/43)
|
2,014
|
|
2,000
|
RBC Capital Markets Co. at 0.21%, dated 7/30/13 due 8/6/13 (Collateralized by U.S. Government
Obligations valued at $3,097,980, 5.96%, 4/15/39)
|
3,000
|
|
3,000
|
RBS Securities, Inc. at:
|
|
|
|
1%, dated 7/2/13 due 8/1/13 (Collateralized by U.S. Government Obligations valued at
$5,108,407, 3.46%, 7/1/43)
|
5,004
|
|
5,000
|
1.1%, dated 7/15/13 due 8/19/13 (Collateralized by U.S. Government Obligations valued at
$13,271,186, 2.76%, 7/1/43)
|
13,014
|
|
13,000
|
Royal Bank of Scotland PLC at 1%, dated 7/9/13 due 8/8/13 (Collateralized by Mortgage Loan
Obligations valued at $4,206,984, 0%, 10/25/33 - 6/20/44)
|
4,003
|
|
4,000
|
Other Repurchase Agreement - continued
|
|
Maturity Amount (000s)
|
|
Value (000s)
|
Other Repurchase Agreement - continued
|
With: - continued
|
|
|
|
UBS Securities LLC at 0.47%, dated:
|
|
|
|
7/10/13 due 8/7/13 (Collateralized by Corporate Obligations valued at $3,342,959, 6%,
6/15/17)
|
$ 3,004
|
|
$ 3,000
|
7/15/13 due 8/7/13 (Collateralized by Corporate Obligations valued at $2,195,595, 1.5% -
3.25%, 5/15/16 - 6/1/18)
|
2,002
|
|
2,000
|
TOTAL OTHER REPURCHASE AGREEMENT
(Cost $285,000)
|
285,000
|
TOTAL INVESTMENT PORTFOLIO - 100.0%
(Cost $2,849,971)
|
|
2,849,971
|
NET OTHER ASSETS (LIABILITIES) - 0.0%
|
|
1,164
|
NET ASSETS - 100%
|
$ 2,851,135
|