Part II - Schedule of Portfolio Securities
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
ABN Amro Funding USA LLC
Item 27. The title of the issue (including coupon or yield):
ABN Amro Securities 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:
ARP042EX8_0.2500_M121101_MGSG
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001245022
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Treasury Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
U.S. Treasury Note
|
2014-06-30
|
0.250000
|
Treasury Debt
|
$17,600,000.00
|
$17,614,740.20
|
U.S. Treasury Note
|
2014-09-15
|
0.250000
|
Treasury Debt
|
$13,000,000.00
|
$12,904,117.22
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity 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:
$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:
1.74%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$30,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$30,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
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:
[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:
04999J004_0.2100_M121107_MGSG
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001041839
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal Home Loan Mortgage Corp.
|
2026-07-01
|
4.000000
|
Government Agency Debt
|
$42,493.00
|
$30,072.21
|
Federal Home Loan Mortgage Corp.
|
2042-01-01
|
4.000000
|
Government Agency Debt
|
$501,450.00
|
$473,099.29
|
Federal National Mortgage Association
|
2026-06-01
|
4.000000
|
Government Agency Debt
|
$3,789,957.00
|
$1,967,954.97
|
Federal National Mortgage Association
|
2026-12-01
|
3.000000
|
Government Agency Debt
|
$1,460,587.00
|
$1,435,882.46
|
Federal National Mortgage Association
|
2026-12-01
|
3.000000
|
Government Agency Debt
|
$159,812.00
|
$159,123.96
|
Federal National Mortgage Association
|
2027-04-01
|
3.000000
|
Government Agency Debt
|
$15,900,000.00
|
$15,035,593.72
|
Federal National Mortgage Association
|
2035-06-01
|
5.000000
|
Government Agency Debt
|
$155,472.00
|
$39,157.27
|
Federal National Mortgage Association
|
2040-08-01
|
4.000000
|
Government Agency Debt
|
$1,229,764.00
|
$819,485.51
|
Federal National Mortgage Association
|
2040-11-01
|
4.000000
|
Government Agency Debt
|
$18,600,000.00
|
$10,533,277.31
|
Federal National Mortgage Association
|
2040-12-01
|
4.000000
|
Government Agency Debt
|
$76,848.00
|
$76,667.86
|
Federal National Mortgage Association
|
2040-12-01
|
4.500000
|
Government Agency Debt
|
$112,895.00
|
$97,829.83
|
Federal National Mortgage Association
|
2042-04-01
|
4.000000
|
Government Agency Debt
|
$2,578,677.00
|
$2,848,153.05
|
Federal National Mortgage Association
|
2042-04-01
|
4.000000
|
Government Agency Debt
|
$1,010,075.00
|
$1,082,359.40
|
Federal National Mortgage Association
|
2042-04-01
|
4.000000
|
Government Agency Debt
|
$162,049.00
|
$159,895.45
|
Federal National Mortgage Association
|
2042-04-01
|
4.000000
|
Government Agency Debt
|
$52,027.00
|
$56,763.48
|
Federal National Mortgage Association
|
2042-06-01
|
3.500000
|
Government Agency Debt
|
$20,600,000.00
|
$21,859,581.13
|
Federal National Mortgage Association
|
2042-06-01
|
3.500000
|
Government Agency Debt
|
$49,298.00
|
$51,613.39
|
Federal National Mortgage Association
|
2042-07-01
|
3.500000
|
Government Agency Debt
|
$125,691.00
|
$135,676.38
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
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:
$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:
3.2%
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:
$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:
Bank of Nova Scotia
Item 27. The title of the issue (including coupon or yield):
Bank of Nova Scotia 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:
ARP03LHX4_0.2400_M121107_MGSG
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001041839
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal Home Loan Mortgage Corp.
|
2025-10-01
|
4.000000
|
Government Agency Debt
|
$6,459.00
|
$4,857.99
|
Federal Home Loan Mortgage Corp.
|
2039-08-01
|
4.500000
|
Government Agency Debt
|
$28,100,000.00
|
$20,169,103.95
|
Federal National Mortgage Association
|
2026-06-01
|
4.000000
|
Government Agency Debt
|
$7,991,672.00
|
$4,444,465.33
|
Federal National Mortgage Association
|
2035-06-01
|
5.000000
|
Government Agency Debt
|
$35,661.00
|
$8,981.60
|
Federal National Mortgage Association
|
2040-08-01
|
4.000000
|
Government Agency Debt
|
$1,560,117.00
|
$1,039,624.91
|
Federal National Mortgage Association
|
2042-04-01
|
4.000000
|
Government Agency Debt
|
$46,862.00
|
$46,239.23
|
Federal National Mortgage Association
|
2042-04-01
|
4.000000
|
Government Agency Debt
|
$36,530.00
|
$39,144.21
|
Federal National Mortgage Association
|
2042-04-01
|
4.000000
|
Government Agency Debt
|
$1,000.00
|
$1,104.50
|
Federal National Mortgage Association
|
2042-06-01
|
3.500000
|
Government Agency Debt
|
$1,966.00
|
$2,058.34
|
Federal National Mortgage Association
|
2042-06-01
|
4.000000
|
Government Agency Debt
|
$1,544.00
|
$1,674.79
|
Federal National Mortgage Association
|
2042-07-01
|
3.500000
|
Government Agency Debt
|
$16,857.00
|
$18,196.19
|
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):
2012-11-07
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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
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:
[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:
ARP03TZJ8_0.2100_M121107_MGSG
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001041839
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal National Mortgage Association
|
2035-06-01
|
5.000000
|
Government Agency Debt
|
$116,213.00
|
$29,269.48
|
Federal National Mortgage Association
|
2040-08-01
|
4.000000
|
Government Agency Debt
|
$126,408.00
|
$84,235.29
|
Federal National Mortgage Association
|
2041-01-01
|
4.500000
|
Government Agency Debt
|
$172,786.00
|
$104,505.14
|
Federal National Mortgage Association
|
2042-04-01
|
4.000000
|
Government Agency Debt
|
$46,391.00
|
$51,238.94
|
Federal National Mortgage Association
|
2042-06-01
|
3.500000
|
Government Agency Debt
|
$45,184.00
|
$47,306.17
|
Federal National Mortgage Association
|
2042-07-01
|
3.500000
|
Government Agency Debt
|
$116,288.00
|
$125,526.37
|
Federal National Mortgage Association
|
2042-08-01
|
3.500000
|
Government Agency Debt
|
$38,700,000.00
|
$40,911,611.93
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity 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:
$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:
2.32%
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:
$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:
Bank of Nova Scotia
Item 27. The title of the issue (including coupon or yield):
Bank of Nova Scotia 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:
ARP042F41_0.3000_M121101_MGSG
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001041839
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal Home Loan Mortgage Corp.
|
2026-08-01
|
4.000000
|
Government Agency Debt
|
$59,000,000.00
|
$50,355,011.63
|
Federal National Mortgage Association
|
2025-12-01
|
3.500000
|
Government Agency Debt
|
$23,400,000.00
|
$16,545,241.84
|
Federal National Mortgage Association
|
2026-05-01
|
4.000000
|
Government Agency Debt
|
$58,700,000.00
|
$51,660,535.91
|
Federal National Mortgage Association
|
2042-11-01
|
3.500000
|
Government Agency Debt
|
$33,500,000.00
|
$35,997,608.17
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity 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:
$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:
8.72%
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:
$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:
Bank of Nova Scotia
Item 27. The title of the issue (including coupon or yield):
Bank of Nova Scotia 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:
ARP042F82_0.2500_M121101_MGSG
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001041839
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Treasury Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
U.S. Treasury Note
|
2014-05-15
|
1.000000
|
Treasury Debt
|
$24,000,000.00
|
$24,410,238.52
|
U.S. Treasury Note
|
2015-06-30
|
1.875000
|
Treasury Debt
|
$54,700,000.00
|
$57,242,762.65
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
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:
$80,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$80,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
4.65%
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:
$80,000,000.00
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:
$80,000,000.00
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. 0.250000%
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:
ARP041SM9_0.2500_M121105_MGSG
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001484219
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal Home Loan Mortgage Corp.
|
2041-12-01
|
4.000000
|
Government Agency Debt
|
$3,333,547.00
|
$3,408,874.76
|
Federal Home Loan Mortgage Corp.
|
2042-01-01
|
4.500000
|
Government Agency Debt
|
$3,393,538.00
|
$3,411,188.18
|
Federal Home Loan Mortgage Corp.
|
2042-08-01
|
4.000000
|
Government Agency Debt
|
$3,162,255.00
|
$3,420,942.66
|
Federal Home Loan Mortgage Corp.
|
2042-09-01
|
3.000000
|
Government Agency Debt
|
$3,344,756.00
|
$3,508,214.23
|
Federal Home Loan Mortgage Corp.
|
2042-09-01
|
3.000000
|
Government Agency Debt
|
$3,313,950.00
|
$3,471,010.50
|
Federal National Mortgage Association
|
2026-01-01
|
3.500000
|
Government Agency Debt
|
$4,040,726.00
|
$3,403,497.79
|
Federal National Mortgage Association
|
2026-06-01
|
4.500000
|
Government Agency Debt
|
$3,509,405.00
|
$3,509,847.90
|
Federal National Mortgage Association
|
2031-01-01
|
4.000000
|
Government Agency Debt
|
$4,000,000.00
|
$3,491,178.16
|
Federal National Mortgage Association
|
2038-09-01
|
6.000000
|
Government Agency Debt
|
$5,010,799.00
|
$3,393,238.03
|
Federal National Mortgage Association
|
2042-01-01
|
4.000000
|
Government Agency Debt
|
$3,201,000.00
|
$3,419,719.39
|
Federal National Mortgage Association
|
2042-03-01
|
4.500000
|
Government Agency Debt
|
$3,161,564.00
|
$3,507,710.28
|
Federal National Mortgage Association
|
2042-04-01
|
4.000000
|
Government Agency Debt
|
$3,460,273.00
|
$3,425,016.83
|
Federal National Mortgage Association
|
2042-06-01
|
4.500000
|
Government Agency Debt
|
$3,085,633.00
|
$3,404,201.67
|
Federal National Mortgage Association
|
2042-09-01
|
4.000000
|
Government Agency Debt
|
$2,962,429.00
|
$3,300,599.64
|
Federal National Mortgage Association
|
2047-10-01
|
6.500000
|
Government Agency Debt
|
$14,500,000.00
|
$3,424,761.27
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.91%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$50,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$50,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Barclays Capital, Inc.
Item 27. The title of the issue (including coupon or yield):
Barclays Capital, Inc. 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
ARP041TM8_0.1800_M121105_MGSG
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001484219
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Treasury Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
U.S. Treasury Note
|
2018-07-31
|
2.250000
|
Treasury Debt
|
$70,800,000.00
|
$76,498,148.19
|
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):
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$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:
4.36%
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:
$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:
BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield):
BNP Paribas Securities 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:
[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:
ARP03W5W5_0.2200_M121101_MGSG
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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal Home Loan Mortgage Corp.
|
2017-05-01
|
5.500000
|
Government Agency Debt
|
$1,454,817.00
|
$170,140.07
|
Federal Home Loan Mortgage Corp.
|
2017-10-01
|
5.000000
|
Government Agency Debt
|
$3,000,000.00
|
$172,361.24
|
Federal Home Loan Mortgage Corp.
|
2017-12-01
|
5.500000
|
Government Agency Debt
|
$3,505,997.00
|
$169,025.35
|
Federal Home Loan Mortgage Corp.
|
2018-10-01
|
4.000000
|
Government Agency Debt
|
$1,000,000.00
|
$171,310.52
|
Federal Home Loan Mortgage Corp.
|
2020-03-01
|
4.000000
|
Government Agency Debt
|
$467,993.00
|
$169,069.12
|
Federal Home Loan Mortgage Corp.
|
2021-05-01
|
4.500000
|
Government Agency Debt
|
$994,275.00
|
$176,639.68
|
Federal Home Loan Mortgage Corp.
|
2022-10-01
|
6.000000
|
Government Agency Debt
|
$1,038,501.00
|
$174,725.98
|
Federal Home Loan Mortgage Corp.
|
2023-02-01
|
4.500000
|
Government Agency Debt
|
$700,000.00
|
$169,319.91
|
Federal Home Loan Mortgage Corp.
|
2023-04-01
|
5.000000
|
Government Agency Debt
|
$1,500,000.00
|
$170,144.34
|
Federal Home Loan Mortgage Corp.
|
2024-06-01
|
5.000000
|
Government Agency Debt
|
$504,564.00
|
$175,637.91
|
Federal Home Loan Mortgage Corp.
|
2024-08-01
|
5.500000
|
Government Agency Debt
|
$516,344.00
|
$171,363.82
|
Federal Home Loan Mortgage Corp.
|
2026-02-01
|
5.000000
|
Government Agency Debt
|
$825,000.00
|
$176,841.05
|
Federal Home Loan Mortgage Corp.
|
2032-03-01
|
5.500000
|
Government Agency Debt
|
$3,480,000.00
|
$178,427.50
|
Federal Home Loan Mortgage Corp.
|
2033-07-01
|
5.500000
|
Government Agency Debt
|
$1,694,000.00
|
$173,862.57
|
Federal Home Loan Mortgage Corp.
|
2033-08-01
|
5.000000
|
Government Agency Debt
|
$230,046.00
|
$48,328.89
|
Federal Home Loan Mortgage Corp.
|
2035-01-01
|
6.000000
|
Government Agency Debt
|
$821,029.00
|
$174,548.43
|
Federal Home Loan Mortgage Corp.
|
2036-12-01
|
5.500000
|
Government Agency Debt
|
$717,737.00
|
$178,265.35
|
Federal Home Loan Mortgage Corp.
|
2037-08-01
|
5.500000
|
Government Agency Debt
|
$425,000.00
|
$169,625.36
|
Federal Home Loan Mortgage Corp.
|
2038-03-01
|
5.000000
|
Government Agency Debt
|
$1,262,655.00
|
$178,422.94
|
Federal Home Loan Mortgage Corp.
|
2038-12-01
|
6.500000
|
Government Agency Debt
|
$676,893.00
|
$171,581.29
|
Federal Home Loan Mortgage Corp.
|
2039-10-01
|
4.500000
|
Government Agency Debt
|
$201,008.00
|
$168,574.20
|
Federal Home Loan Mortgage Corp.
|
2041-04-01
|
5.000000
|
Government Agency Debt
|
$211,570.00
|
$176,704.67
|
Federal National Mortgage Association
|
2017-11-01
|
6.000000
|
Government Agency Debt
|
$7,410,000.00
|
$172,327.04
|
Federal National Mortgage Association
|
2018-02-01
|
5.000000
|
Government Agency Debt
|
$2,009,382.00
|
$173,369.65
|
Federal National Mortgage Association
|
2018-04-01
|
4.000000
|
Government Agency Debt
|
$1,000,000.00
|
$175,888.79
|
Federal National Mortgage Association
|
2018-08-01
|
4.500000
|
Government Agency Debt
|
$1,400,000.00
|
$174,529.25
|
Federal National Mortgage Association
|
2020-08-01
|
5.500000
|
Government Agency Debt
|
$720,000.00
|
$169,646.89
|
Federal National Mortgage Association
|
2020-12-01
|
4.500000
|
Government Agency Debt
|
$976,993.00
|
$170,444.94
|
Federal National Mortgage Association
|
2021-05-01
|
6.000000
|
Government Agency Debt
|
$816,670.00
|
$178,065.19
|
Federal National Mortgage Association
|
2021-10-01
|
5.500000
|
Government Agency Debt
|
$454,204.00
|
$175,359.01
|
Federal National Mortgage Association
|
2021-10-01
|
5.500000
|
Government Agency Debt
|
$867,744.00
|
$170,178.73
|
Federal National Mortgage Association
|
2021-12-01
|
4.500000
|
Government Agency Debt
|
$107,053.00
|
$22,245.40
|
Federal National Mortgage Association
|
2022-03-01
|
5.500000
|
Government Agency Debt
|
$1,811,089.00
|
$169,531.41
|
Federal National Mortgage Association
|
2022-11-01
|
5.000000
|
Government Agency Debt
|
$957,431.00
|
$176,413.30
|
Federal National Mortgage Association
|
2023-10-01
|
5.000000
|
Government Agency Debt
|
$1,000,000.00
|
$174,354.76
|
Federal National Mortgage Association
|
2025-01-01
|
4.500000
|
Government Agency Debt
|
$345,000.00
|
$169,354.21
|
Federal National Mortgage Association
|
2026-04-01
|
3.500000
|
Government Agency Debt
|
$219,570.00
|
$169,214.27
|
Federal National Mortgage Association
|
2026-05-01
|
3.500000
|
Government Agency Debt
|
$238,780.00
|
$175,969.47
|
Federal National Mortgage Association
|
2026-06-01
|
4.500000
|
Government Agency Debt
|
$249,072.00
|
$177,396.81
|
Federal National Mortgage Association
|
2027-05-01
|
6.500000
|
Government Agency Debt
|
$4,400,000.00
|
$171,253.59
|
Federal National Mortgage Association
|
2028-04-01
|
5.000000
|
Government Agency Debt
|
$804,254.00
|
$170,841.45
|
Federal National Mortgage Association
|
2028-06-01
|
6.000000
|
Government Agency Debt
|
$11,100,000.00
|
$178,506.53
|
Federal National Mortgage Association
|
2032-09-01
|
6.000000
|
Government Agency Debt
|
$3,000,000.00
|
$177,904.70
|
Federal National Mortgage Association
|
2037-02-01
|
5.000000
|
Government Agency Debt
|
$2,601,126.00
|
$175,235.70
|
Federal National Mortgage Association
|
2037-02-01
|
6.476000
|
Government Agency Debt
|
$2,870,000.00
|
$172,523.67
|
Federal National Mortgage Association
|
2037-04-01
|
6.000000
|
Government Agency Debt
|
$808,678.00
|
$169,072.46
|
Federal National Mortgage Association
|
2037-05-01
|
2.218999
|
Government Agency Debt
|
$700,000.00
|
$171,827.82
|
Federal National Mortgage Association
|
2037-08-01
|
5.500000
|
Government Agency Debt
|
$425,000.00
|
$171,477.70
|
Federal National Mortgage Association
|
2037-10-01
|
6.500000
|
Government Agency Debt
|
$1,001,150.00
|
$176,284.89
|
Federal National Mortgage Association
|
2038-04-01
|
7.000000
|
Government Agency Debt
|
$744,812.00
|
$174,849.65
|
Federal National Mortgage Association
|
2039-02-01
|
4.500000
|
Government Agency Debt
|
$884,737.00
|
$178,115.76
|
Federal National Mortgage Association
|
2039-02-01
|
4.500000
|
Government Agency Debt
|
$1,329,358.00
|
$177,093.63
|
Federal National Mortgage Association
|
2039-02-01
|
4.500000
|
Government Agency Debt
|
$371,375.00
|
$171,390.79
|
Federal National Mortgage Association
|
2039-03-01
|
4.500000
|
Government Agency Debt
|
$501,293.00
|
$169,758.20
|
Federal National Mortgage Association
|
2039-10-01
|
4.500000
|
Government Agency Debt
|
$200,000.00
|
$176,036.43
|
Federal National Mortgage Association
|
2040-05-01
|
5.000000
|
Government Agency Debt
|
$200,000.00
|
$169,579.72
|
Federal National Mortgage Association
|
2040-09-01
|
4.500000
|
Government Agency Debt
|
$278,228.00
|
$176,640.45
|
Federal National Mortgage Association
|
2040-10-01
|
4.500000
|
Government Agency Debt
|
$233,000.00
|
$171,247.72
|
Federal National Mortgage Association
|
2040-12-01
|
4.000000
|
Government Agency Debt
|
$267,484.00
|
$173,682.69
|
Federal National Mortgage Association
|
2042-03-01
|
4.000000
|
Government Agency Debt
|
$160,000.00
|
$170,030.77
|
Government National Mortgage Association
|
2035-07-20
|
1.625000
|
Government Agency Debt
|
$575,000.00
|
$177,436.57
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity 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:
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$10,000,000.00
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:
$10,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield):
BNP Paribas Securities Corp. 0.230000%
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:
[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:
ARP03YDN2_0.2300_M121113_MGSG
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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal Home Loan Mortgage Corp.
|
2018-05-01
|
5.000000
|
Government Agency Debt
|
$10,700,000.00
|
$844,754.36
|
Federal Home Loan Mortgage Corp.
|
2025-04-01
|
4.500000
|
Government Agency Debt
|
$1,571,667.00
|
$836,698.14
|
Federal Home Loan Mortgage Corp.
|
2025-12-01
|
4.000000
|
Government Agency Debt
|
$950,000.00
|
$847,206.13
|
Federal Home Loan Mortgage Corp.
|
2027-04-01
|
5.000000
|
Government Agency Debt
|
$5,000,000.00
|
$860,969.96
|
Federal Home Loan Mortgage Corp.
|
2027-05-01
|
5.000000
|
Government Agency Debt
|
$4,743,213.00
|
$840,712.59
|
Federal Home Loan Mortgage Corp.
|
2033-07-01
|
3.210999
|
Government Agency Debt
|
$4,053,075.00
|
$717,275.73
|
Federal Home Loan Mortgage Corp.
|
2033-11-01
|
5.000000
|
Government Agency Debt
|
$3,100,000.00
|
$842,440.38
|
Federal Home Loan Mortgage Corp.
|
2035-01-01
|
5.500000
|
Government Agency Debt
|
$3,361,000.00
|
$851,717.16
|
Federal Home Loan Mortgage Corp.
|
2035-08-01
|
5.500000
|
Government Agency Debt
|
$2,005,637.00
|
$840,288.67
|
Federal Home Loan Mortgage Corp.
|
2035-12-01
|
4.017999
|
Government Agency Debt
|
$3,449,180.00
|
$778,325.35
|
Federal Home Loan Mortgage Corp.
|
2036-04-01
|
2.599000
|
Government Agency Debt
|
$6,135,799.00
|
$776,261.71
|
Federal Home Loan Mortgage Corp.
|
2036-04-01
|
5.500000
|
Government Agency Debt
|
$3,038,674.00
|
$840,837.19
|
Federal Home Loan Mortgage Corp.
|
2036-12-01
|
3.060000
|
Government Agency Debt
|
$4,930,000.00
|
$790,519.45
|
Federal Home Loan Mortgage Corp.
|
2037-07-01
|
3.664000
|
Government Agency Debt
|
$3,097,244.00
|
$735,506.74
|
Federal Home Loan Mortgage Corp.
|
2037-11-01
|
5.849000
|
Government Agency Debt
|
$414,599.00
|
$51,403.43
|
Federal Home Loan Mortgage Corp.
|
2039-10-01
|
5.000000
|
Government Agency Debt
|
$1,045,000.00
|
$867,006.93
|
Federal Home Loan Mortgage Corp.
|
2039-11-01
|
4.500000
|
Government Agency Debt
|
$1,618,000.00
|
$858,662.22
|
Federal Home Loan Mortgage Corp.
|
2041-02-01
|
4.500000
|
Government Agency Debt
|
$1,165,197.00
|
$838,897.38
|
Federal Home Loan Mortgage Corp.
|
2041-10-01
|
4.500000
|
Government Agency Debt
|
$817,000.00
|
$854,054.61
|
Federal National Mortgage Association
|
2016-04-01
|
5.500000
|
Government Agency Debt
|
$5,974,421.00
|
$840,325.02
|
Federal National Mortgage Association
|
2018-02-01
|
5.000000
|
Government Agency Debt
|
$12,700,000.00
|
$845,979.79
|
Federal National Mortgage Association
|
2018-07-01
|
4.000000
|
Government Agency Debt
|
$6,327,797.00
|
$843,825.10
|
Federal National Mortgage Association
|
2018-08-01
|
4.500000
|
Government Agency Debt
|
$5,940,000.00
|
$862,802.25
|
Federal National Mortgage Association
|
2018-11-01
|
5.500000
|
Government Agency Debt
|
$8,754,122.00
|
$866,135.26
|
Federal National Mortgage Association
|
2025-08-01
|
4.500000
|
Government Agency Debt
|
$1,025,000.00
|
$845,216.84
|
Federal National Mortgage Association
|
2025-11-01
|
3.500000
|
Government Agency Debt
|
$1,070,000.00
|
$851,436.62
|
Federal National Mortgage Association
|
2027-08-01
|
3.500000
|
Government Agency Debt
|
$823,524.00
|
$869,306.62
|
Federal National Mortgage Association
|
2030-11-01
|
3.500000
|
Government Agency Debt
|
$1,157,362.00
|
$860,543.26
|
Federal National Mortgage Association
|
2032-04-01
|
3.500000
|
Government Agency Debt
|
$822,888.00
|
$862,547.23
|
Federal National Mortgage Association
|
2032-05-01
|
2.248000
|
Government Agency Debt
|
$9,949,037.00
|
$740,526.86
|
Federal National Mortgage Association
|
2033-04-01
|
5.500000
|
Government Agency Debt
|
$4,588,700.00
|
$857,459.21
|
Federal National Mortgage Association
|
2033-10-01
|
2.930000
|
Government Agency Debt
|
$4,855,000.00
|
$745,605.70
|
Federal National Mortgage Association
|
2034-12-01
|
2.221000
|
Government Agency Debt
|
$5,706,174.00
|
$717,185.74
|
Federal National Mortgage Association
|
2035-06-01
|
2.319999
|
Government Agency Debt
|
$2,200,000.00
|
$758,197.53
|
Federal National Mortgage Association
|
2036-06-01
|
2.859000
|
Government Agency Debt
|
$9,332,155.00
|
$735,584.04
|
Federal National Mortgage Association
|
2037-07-01
|
6.000000
|
Government Agency Debt
|
$2,870,662.00
|
$860,235.86
|
Federal National Mortgage Association
|
2039-12-01
|
5.500000
|
Government Agency Debt
|
$1,300,873.00
|
$862,095.82
|
Federal National Mortgage Association
|
2040-04-01
|
4.500000
|
Government Agency Debt
|
$1,648,783.00
|
$840,346.90
|
Federal National Mortgage Association
|
2040-08-01
|
5.000000
|
Government Agency Debt
|
$1,245,773.00
|
$855,396.96
|
Federal National Mortgage Association
|
2041-04-01
|
3.309000
|
Government Agency Debt
|
$1,059,019.00
|
$733,169.66
|
Federal National Mortgage Association
|
2041-07-01
|
5.500000
|
Government Agency Debt
|
$1,479,614.00
|
$858,382.44
|
Federal National Mortgage Association
|
2041-08-01
|
4.500000
|
Government Agency Debt
|
$1,063,235.00
|
$860,642.38
|
Federal National Mortgage Association
|
2041-12-01
|
4.000000
|
Government Agency Debt
|
$327,445.00
|
$341,460.98
|
Federal National Mortgage Association
|
2042-07-01
|
3.500000
|
Government Agency Debt
|
$800,000.00
|
$857,013.71
|
Federal National Mortgage Association
|
2042-08-01
|
3.500000
|
Government Agency Debt
|
$136,202.00
|
$145,260.98
|
Government National Mortgage Association
|
2035-01-20
|
1.625000
|
Government Agency Debt
|
$9,848,322.00
|
$859,779.78
|
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):
2012-11-13
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?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$35,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.03%
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?
Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$35,000,000.00
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:
$35,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield):
BNP Paribas Securities Corp. 0.205000%
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:
[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:
ARP040RL4_0.2050_M121107_MGSG
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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal Home Loan Mortgage Corp.
|
2018-12-01
|
5.000000
|
Government Agency Debt
|
$1,880,000.00
|
$658,950.39
|
Federal Home Loan Mortgage Corp.
|
2025-06-01
|
4.000000
|
Government Agency Debt
|
$1,246,166.00
|
$657,867.85
|
Federal Home Loan Mortgage Corp.
|
2026-05-01
|
4.000000
|
Government Agency Debt
|
$983,769.00
|
$671,104.42
|
Federal Home Loan Mortgage Corp.
|
2031-09-01
|
4.500000
|
Government Agency Debt
|
$653,517.00
|
$642,370.87
|
Federal Home Loan Mortgage Corp.
|
2033-02-01
|
6.000000
|
Government Agency Debt
|
$16,000,000.00
|
$667,368.10
|
Federal Home Loan Mortgage Corp.
|
2033-09-01
|
4.500000
|
Government Agency Debt
|
$2,008,728.00
|
$634,683.87
|
Federal Home Loan Mortgage Corp.
|
2034-01-01
|
6.000000
|
Government Agency Debt
|
$5,000,000.00
|
$647,388.73
|
Federal Home Loan Mortgage Corp.
|
2034-02-01
|
4.500000
|
Government Agency Debt
|
$1,107,816.00
|
$670,125.90
|
Federal Home Loan Mortgage Corp.
|
2034-06-01
|
2.357000
|
Government Agency Debt
|
$2,400,000.00
|
$654,481.41
|
Federal Home Loan Mortgage Corp.
|
2035-06-01
|
6.000000
|
Government Agency Debt
|
$3,484,805.00
|
$649,229.14
|
Federal Home Loan Mortgage Corp.
|
2036-09-01
|
6.000000
|
Government Agency Debt
|
$1,009,564.00
|
$640,954.51
|
Federal Home Loan Mortgage Corp.
|
2038-03-01
|
4.610000
|
Government Agency Debt
|
$1,200,000.00
|
$640,970.67
|
Federal Home Loan Mortgage Corp.
|
2040-04-01
|
5.000000
|
Government Agency Debt
|
$898,931.00
|
$585,013.08
|
Federal Home Loan Mortgage Corp.
|
2040-04-01
|
5.500000
|
Government Agency Debt
|
$850,000.00
|
$651,705.36
|
Federal National Mortgage Association
|
2016-09-01
|
5.000000
|
Government Agency Debt
|
$4,909,368.00
|
$671,906.10
|
Federal National Mortgage Association
|
2017-12-01
|
5.500000
|
Government Agency Debt
|
$12,500,000.00
|
$639,811.64
|
Federal National Mortgage Association
|
2018-05-01
|
4.000000
|
Government Agency Debt
|
$4,775,000.00
|
$634,691.37
|
Federal National Mortgage Association
|
2018-05-01
|
4.500000
|
Government Agency Debt
|
$5,375,000.00
|
$642,365.36
|
Federal National Mortgage Association
|
2018-07-01
|
5.000000
|
Government Agency Debt
|
$4,000,000.00
|
$655,867.55
|
Federal National Mortgage Association
|
2018-07-01
|
5.000000
|
Government Agency Debt
|
$5,050,000.00
|
$638,178.80
|
Federal National Mortgage Association
|
2020-11-01
|
4.500000
|
Government Agency Debt
|
$3,077,444.00
|
$650,184.80
|
Federal National Mortgage Association
|
2020-12-01
|
4.000000
|
Government Agency Debt
|
$2,000,000.00
|
$635,552.16
|
Federal National Mortgage Association
|
2021-04-01
|
3.500000
|
Government Agency Debt
|
$1,108,860.00
|
$638,804.86
|
Federal National Mortgage Association
|
2024-11-01
|
4.500000
|
Government Agency Debt
|
$847,948.00
|
$640,229.79
|
Federal National Mortgage Association
|
2025-07-01
|
4.500000
|
Government Agency Debt
|
$887,322.00
|
$668,483.93
|
Federal National Mortgage Association
|
2026-04-01
|
3.500000
|
Government Agency Debt
|
$943,987.00
|
$653,095.88
|
Federal National Mortgage Association
|
2026-10-01
|
6.500000
|
Government Agency Debt
|
$2,600,000.00
|
$636,924.30
|
Federal National Mortgage Association
|
2027-03-01
|
3.000000
|
Government Agency Debt
|
$639,500.00
|
$654,824.65
|
Federal National Mortgage Association
|
2028-11-01
|
6.500000
|
Government Agency Debt
|
$1,941,198.00
|
$634,917.22
|
Federal National Mortgage Association
|
2032-07-01
|
6.500000
|
Government Agency Debt
|
$18,200,000.00
|
$648,888.81
|
Federal National Mortgage Association
|
2033-09-01
|
4.500000
|
Government Agency Debt
|
$3,247,810.00
|
$639,152.11
|
Federal National Mortgage Association
|
2034-03-01
|
5.000000
|
Government Agency Debt
|
$3,149,750.00
|
$650,042.97
|
Federal National Mortgage Association
|
2034-07-01
|
2.689999
|
Government Agency Debt
|
$5,000,000.00
|
$666,987.22
|
Federal National Mortgage Association
|
2035-03-01
|
2.431999
|
Government Agency Debt
|
$5,000,000.00
|
$662,032.81
|
Federal National Mortgage Association
|
2038-03-01
|
4.500000
|
Government Agency Debt
|
$362,719.00
|
$70,308.82
|
Federal National Mortgage Association
|
2039-05-01
|
6.000000
|
Government Agency Debt
|
$620,073.00
|
$655,056.12
|
Federal National Mortgage Association
|
2040-04-01
|
4.500000
|
Government Agency Debt
|
$970,000.00
|
$635,330.79
|
Federal National Mortgage Association
|
2040-05-01
|
4.500000
|
Government Agency Debt
|
$700,000.00
|
$638,678.20
|
Federal National Mortgage Association
|
2040-07-01
|
5.500000
|
Government Agency Debt
|
$820,000.00
|
$645,673.91
|
Federal National Mortgage Association
|
2040-10-01
|
4.000000
|
Government Agency Debt
|
$898,520.00
|
$646,366.73
|
Federal National Mortgage Association
|
2040-11-01
|
4.000000
|
Government Agency Debt
|
$641,787.00
|
$643,177.99
|
Federal National Mortgage Association
|
2041-04-01
|
4.500000
|
Government Agency Debt
|
$823,498.00
|
$659,510.12
|
Federal National Mortgage Association
|
2041-05-01
|
3.120000
|
Government Agency Debt
|
$1,000,000.00
|
$668,097.64
|
Federal National Mortgage Association
|
2041-05-01
|
5.000000
|
Government Agency Debt
|
$911,264.00
|
$649,079.93
|
Federal National Mortgage Association
|
2042-01-01
|
4.000000
|
Government Agency Debt
|
$610,000.00
|
$635,093.50
|
Federal National Mortgage Association
|
2042-09-01
|
3.500000
|
Government Agency Debt
|
$600,000.00
|
$645,508.12
|
Government National Mortgage Association
|
2040-05-20
|
3.500000
|
Government Agency Debt
|
$1,000,000.00
|
$642,961.66
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity 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:
$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:
1.68%
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:
$29,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$29,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield):
BNP Paribas Securities 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:
[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:
ARP041R65_0.2200_M121105_MGSG
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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal Home Loan Mortgage Corp.
|
2015-07-01
|
5.000000
|
Government Agency Debt
|
$5,725,000.00
|
$544,201.85
|
Federal Home Loan Mortgage Corp.
|
2020-05-01
|
5.500000
|
Government Agency Debt
|
$2,000,000.00
|
$566,248.58
|
Federal Home Loan Mortgage Corp.
|
2034-01-01
|
6.000000
|
Government Agency Debt
|
$2,069,949.00
|
$545,702.60
|
Federal Home Loan Mortgage Corp.
|
2034-12-01
|
5.500000
|
Government Agency Debt
|
$2,030,000.00
|
$552,317.33
|
Federal Home Loan Mortgage Corp.
|
2035-06-01
|
5.000000
|
Government Agency Debt
|
$2,220,000.00
|
$568,168.20
|
Federal Home Loan Mortgage Corp.
|
2035-06-01
|
5.000000
|
Government Agency Debt
|
$2,000,000.00
|
$543,886.66
|
Federal Home Loan Mortgage Corp.
|
2036-03-01
|
5.500000
|
Government Agency Debt
|
$1,769,588.00
|
$551,959.73
|
Federal Home Loan Mortgage Corp.
|
2037-06-01
|
2.238999
|
Government Agency Debt
|
$4,290,000.00
|
$546,051.39
|
Federal Home Loan Mortgage Corp.
|
2038-10-01
|
6.000000
|
Government Agency Debt
|
$1,372,464.00
|
$547,196.69
|
Federal Home Loan Mortgage Corp.
|
2042-02-01
|
4.000000
|
Government Agency Debt
|
$525,000.00
|
$555,957.59
|
Federal National Mortgage Association
|
2018-01-01
|
5.500000
|
Government Agency Debt
|
$1,579,050.00
|
$551,224.04
|
Federal National Mortgage Association
|
2018-05-01
|
5.000000
|
Government Agency Debt
|
$3,689,558.00
|
$567,038.70
|
Federal National Mortgage Association
|
2018-06-01
|
5.000000
|
Government Agency Debt
|
$3,044,000.00
|
$557,142.48
|
Federal National Mortgage Association
|
2019-07-01
|
5.000000
|
Government Agency Debt
|
$2,631,430.00
|
$548,946.64
|
Federal National Mortgage Association
|
2021-03-01
|
5.000000
|
Government Agency Debt
|
$2,000,000.00
|
$572,220.02
|
Federal National Mortgage Association
|
2021-04-01
|
5.500000
|
Government Agency Debt
|
$2,349,463.00
|
$562,333.19
|
Federal National Mortgage Association
|
2021-07-01
|
5.500000
|
Government Agency Debt
|
$758,007.00
|
$572,938.40
|
Federal National Mortgage Association
|
2023-10-01
|
4.500000
|
Government Agency Debt
|
$2,825,000.00
|
$559,249.42
|
Federal National Mortgage Association
|
2025-05-01
|
4.500000
|
Government Agency Debt
|
$3,419,613.00
|
$561,680.25
|
Federal National Mortgage Association
|
2025-07-01
|
4.500000
|
Government Agency Debt
|
$1,000,523.00
|
$552,902.67
|
Federal National Mortgage Association
|
2033-03-01
|
2.678999
|
Government Agency Debt
|
$11,800,000.00
|
$560,156.90
|
Federal National Mortgage Association
|
2033-04-01
|
5.500000
|
Government Agency Debt
|
$3,352,002.00
|
$572,524.86
|
Federal National Mortgage Association
|
2033-11-01
|
6.000000
|
Government Agency Debt
|
$4,000,000.00
|
$565,710.87
|
Federal National Mortgage Association
|
2034-01-01
|
5.500000
|
Government Agency Debt
|
$3,805,000.00
|
$558,797.67
|
Federal National Mortgage Association
|
2034-03-01
|
5.500000
|
Government Agency Debt
|
$1,149,767.00
|
$178,094.67
|
Federal National Mortgage Association
|
2034-05-01
|
4.500000
|
Government Agency Debt
|
$1,959,500.00
|
$543,804.65
|
Federal National Mortgage Association
|
2035-06-01
|
5.500000
|
Government Agency Debt
|
$1,548,921.00
|
$544,449.56
|
Federal National Mortgage Association
|
2035-08-01
|
5.500000
|
Government Agency Debt
|
$2,381,344.00
|
$546,664.71
|
Federal National Mortgage Association
|
2036-01-01
|
4.500000
|
Government Agency Debt
|
$1,645,446.00
|
$545,610.45
|
Federal National Mortgage Association
|
2036-02-01
|
6.500000
|
Government Agency Debt
|
$2,650,000.00
|
$565,131.97
|
Federal National Mortgage Association
|
2036-05-01
|
6.000000
|
Government Agency Debt
|
$2,349,753.00
|
$546,446.14
|
Federal National Mortgage Association
|
2036-10-01
|
6.000000
|
Government Agency Debt
|
$2,000,000.00
|
$555,851.19
|
Federal National Mortgage Association
|
2036-12-01
|
5.910999
|
Government Agency Debt
|
$9,244,349.00
|
$571,831.41
|
Federal National Mortgage Association
|
2037-01-01
|
6.000000
|
Government Agency Debt
|
$2,120,000.00
|
$553,728.85
|
Federal National Mortgage Association
|
2037-04-01
|
5.500000
|
Government Agency Debt
|
$1,050,000.00
|
$556,105.32
|
Federal National Mortgage Association
|
2039-03-01
|
4.500000
|
Government Agency Debt
|
$1,411,056.00
|
$568,161.53
|
Federal National Mortgage Association
|
2039-05-01
|
4.500000
|
Government Agency Debt
|
$1,127,760.00
|
$554,374.76
|
Federal National Mortgage Association
|
2039-09-01
|
5.000000
|
Government Agency Debt
|
$745,000.00
|
$560,119.21
|
Federal National Mortgage Association
|
2039-10-01
|
5.000000
|
Government Agency Debt
|
$829,265.00
|
$571,053.30
|
Federal National Mortgage Association
|
2040-04-01
|
5.500000
|
Government Agency Debt
|
$625,075.00
|
$549,034.91
|
Federal National Mortgage Association
|
2040-06-01
|
4.500000
|
Government Agency Debt
|
$620,000.00
|
$557,614.93
|
Federal National Mortgage Association
|
2040-06-01
|
5.000000
|
Government Agency Debt
|
$633,916.00
|
$546,957.21
|
Federal National Mortgage Association
|
2040-08-01
|
4.500000
|
Government Agency Debt
|
$761,540.00
|
$568,866.39
|
Federal National Mortgage Association
|
2041-06-01
|
5.000000
|
Government Agency Debt
|
$600,000.00
|
$543,932.74
|
Federal National Mortgage Association
|
2041-07-01
|
4.500000
|
Government Agency Debt
|
$533,224.00
|
$534,868.84
|
Federal National Mortgage Association
|
2042-09-01
|
3.500000
|
Government Agency Debt
|
$513,146.00
|
$554,787.40
|
Government National Mortgage Association
|
2040-02-20
|
3.500000
|
Government Agency Debt
|
$750,000.00
|
$547,953.17
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield):
BNP Paribas Securities 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:
[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:
ARP041T55_0.2200_M121105_MGSG
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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal Home Loan Mortgage Corp.
|
2013-12-01
|
6.000000
|
Government Agency Debt
|
$23,100,000.00
|
$96,222.02
|
Federal Home Loan Mortgage Corp.
|
2018-10-01
|
5.000000
|
Government Agency Debt
|
$274,670.00
|
$96,706.53
|
Federal Home Loan Mortgage Corp.
|
2018-12-01
|
4.500000
|
Government Agency Debt
|
$550,000.00
|
$96,089.65
|
Federal Home Loan Mortgage Corp.
|
2020-06-01
|
5.500000
|
Government Agency Debt
|
$506,430.00
|
$97,088.46
|
Federal Home Loan Mortgage Corp.
|
2021-04-01
|
5.000000
|
Government Agency Debt
|
$491,185.00
|
$96,781.10
|
Federal Home Loan Mortgage Corp.
|
2021-12-01
|
5.500000
|
Government Agency Debt
|
$704,239.00
|
$99,242.01
|
Federal Home Loan Mortgage Corp.
|
2024-07-01
|
5.500000
|
Government Agency Debt
|
$331,945.00
|
$95,431.93
|
Federal Home Loan Mortgage Corp.
|
2024-09-01
|
4.500000
|
Government Agency Debt
|
$252,000.00
|
$95,849.40
|
Federal Home Loan Mortgage Corp.
|
2024-09-01
|
4.500000
|
Government Agency Debt
|
$250,000.00
|
$95,115.10
|
Federal Home Loan Mortgage Corp.
|
2026-03-01
|
3.500000
|
Government Agency Debt
|
$113,451.00
|
$98,565.97
|
Federal Home Loan Mortgage Corp.
|
2032-01-01
|
6.000000
|
Government Agency Debt
|
$2,204,902.00
|
$94,886.43
|
Federal Home Loan Mortgage Corp.
|
2032-12-01
|
6.000000
|
Government Agency Debt
|
$684,786.00
|
$97,772.06
|
Federal Home Loan Mortgage Corp.
|
2034-01-01
|
5.000000
|
Government Agency Debt
|
$375,000.00
|
$95,626.51
|
Federal Home Loan Mortgage Corp.
|
2034-01-01
|
6.500000
|
Government Agency Debt
|
$1,825,000.00
|
$96,944.82
|
Federal Home Loan Mortgage Corp.
|
2036-06-01
|
6.000000
|
Government Agency Debt
|
$345,000.00
|
$99,322.37
|
Federal Home Loan Mortgage Corp.
|
2036-11-01
|
5.500000
|
Government Agency Debt
|
$425,000.00
|
$98,652.46
|
Federal Home Loan Mortgage Corp.
|
2037-04-01
|
5.105000
|
Government Agency Debt
|
$1,000,000.00
|
$97,553.13
|
Federal Home Loan Mortgage Corp.
|
2037-07-01
|
6.000000
|
Government Agency Debt
|
$419,246.00
|
$95,959.60
|
Federal Home Loan Mortgage Corp.
|
2038-03-01
|
6.000000
|
Government Agency Debt
|
$522,692.00
|
$97,997.75
|
Federal Home Loan Mortgage Corp.
|
2038-08-01
|
6.000000
|
Government Agency Debt
|
$466,228.00
|
$97,668.89
|
Federal Home Loan Mortgage Corp.
|
2038-12-01
|
6.000000
|
Government Agency Debt
|
$250,000.00
|
$98,870.58
|
Federal Home Loan Mortgage Corp.
|
2039-01-01
|
6.500000
|
Government Agency Debt
|
$166,011.00
|
$82,059.40
|
Federal Home Loan Mortgage Corp.
|
2041-02-01
|
4.500000
|
Government Agency Debt
|
$31,579.00
|
$21,694.72
|
Federal Home Loan Mortgage Corp.
|
2041-03-01
|
4.500000
|
Government Agency Debt
|
$95,219.00
|
$96,689.40
|
Federal National Mortgage Association
|
2014-10-01
|
5.000000
|
Government Agency Debt
|
$1,500,000.00
|
$97,331.01
|
Federal National Mortgage Association
|
2017-03-01
|
5.500000
|
Government Agency Debt
|
$623,521.00
|
$97,997.11
|
Federal National Mortgage Association
|
2017-03-01
|
6.500000
|
Government Agency Debt
|
$960,284.00
|
$98,033.47
|
Federal National Mortgage Association
|
2017-04-01
|
5.500000
|
Government Agency Debt
|
$4,292,718.00
|
$95,281.04
|
Federal National Mortgage Association
|
2018-01-01
|
5.500000
|
Government Agency Debt
|
$1,128,270.00
|
$97,051.01
|
Federal National Mortgage Association
|
2018-03-01
|
6.000000
|
Government Agency Debt
|
$3,081,374.00
|
$95,505.56
|
Federal National Mortgage Association
|
2018-06-01
|
4.500000
|
Government Agency Debt
|
$1,000,000.00
|
$95,646.18
|
Federal National Mortgage Association
|
2019-03-01
|
5.000000
|
Government Agency Debt
|
$257,136.00
|
$97,214.40
|
Federal National Mortgage Association
|
2019-04-01
|
6.500000
|
Government Agency Debt
|
$5,000,000.00
|
$98,598.89
|
Federal National Mortgage Association
|
2021-06-01
|
5.500000
|
Government Agency Debt
|
$523,911.00
|
$94,875.39
|
Federal National Mortgage Association
|
2023-05-01
|
5.000000
|
Government Agency Debt
|
$320,000.00
|
$95,541.91
|
Federal National Mortgage Association
|
2025-04-01
|
5.000000
|
Government Agency Debt
|
$121,219.00
|
$98,122.24
|
Federal National Mortgage Association
|
2026-05-01
|
3.500000
|
Government Agency Debt
|
$120,507.00
|
$95,307.14
|
Federal National Mortgage Association
|
2029-10-01
|
6.500000
|
Government Agency Debt
|
$935,000.00
|
$98,950.35
|
Federal National Mortgage Association
|
2032-11-01
|
6.000000
|
Government Agency Debt
|
$1,938,590.00
|
$98,259.49
|
Federal National Mortgage Association
|
2033-09-01
|
5.000000
|
Government Agency Debt
|
$450,000.00
|
$96,030.06
|
Federal National Mortgage Association
|
2033-11-01
|
5.500000
|
Government Agency Debt
|
$521,309.00
|
$98,930.81
|
Federal National Mortgage Association
|
2034-09-01
|
5.500000
|
Government Agency Debt
|
$500,000.00
|
$98,577.12
|
Federal National Mortgage Association
|
2034-09-01
|
6.000000
|
Government Agency Debt
|
$450,000.00
|
$95,333.61
|
Federal National Mortgage Association
|
2035-01-01
|
6.500000
|
Government Agency Debt
|
$554,321.00
|
$95,574.03
|
Federal National Mortgage Association
|
2035-07-01
|
5.500000
|
Government Agency Debt
|
$378,693.00
|
$99,507.85
|
Federal National Mortgage Association
|
2036-11-01
|
6.000000
|
Government Agency Debt
|
$370,233.00
|
$95,666.69
|
Federal National Mortgage Association
|
2037-09-01
|
6.000000
|
Government Agency Debt
|
$451,642.00
|
$95,186.83
|
Federal National Mortgage Association
|
2038-11-01
|
6.000000
|
Government Agency Debt
|
$295,622.00
|
$97,912.04
|
Federal National Mortgage Association
|
2039-08-01
|
4.500000
|
Government Agency Debt
|
$113,145.00
|
$97,661.03
|
Federal National Mortgage Association
|
2040-02-01
|
4.500000
|
Government Agency Debt
|
$164,370.00
|
$95,952.89
|
Federal National Mortgage Association
|
2040-03-01
|
4.500000
|
Government Agency Debt
|
$170,043.00
|
$98,886.70
|
Federal National Mortgage Association
|
2041-05-01
|
4.500000
|
Government Agency Debt
|
$121,293.00
|
$98,517.67
|
Federal National Mortgage Association
|
2041-09-01
|
4.500000
|
Government Agency Debt
|
$113,469.00
|
$97,624.80
|
Federal National Mortgage Association
|
2041-09-01
|
4.500000
|
Government Agency Debt
|
$168,058.00
|
$96,132.86
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$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:
.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:
$5,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$5,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield):
BNP Paribas Securities 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:
[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:
ARP042EY6_0.3000_M121101_MGSG
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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Government National Mortgage Association
|
2041-10-20
|
4.000000
|
Government Agency Debt
|
$24,400,000.00
|
$23,170,625.39
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity 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:
$22,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$22,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$22,500,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$22,500,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Credit Agricole CIB
Item 27. The title of the issue (including coupon or yield):
Credit Agricole CIB 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:
ARP042FE9_0.2500_M121101_MGSG
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001191672
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Treasury Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
U.S. Treasury Bond
|
2041-08-15
|
3.750000
|
Treasury Debt
|
$55,600,000.00
|
$66,336,517.81
|
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):
2012-11-01
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:
$65,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$65,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$65,000,000.00
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:
$65,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Credit Agricole CIB
Item 27. The title of the issue (including coupon or yield):
Credit Agricole CIB 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:
ARP042FF6_0.3000_M121101_MGSG
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001191672
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal Home Loan Mortgage Corp.
|
2027-11-01
|
6.500000
|
Government Agency Debt
|
$20,600,000.00
|
$4,531,417.37
|
Federal National Mortgage Association
|
2018-05-01
|
4.500000
|
Government Agency Debt
|
$50,000,000.00
|
$6,909,298.87
|
Federal National Mortgage Association
|
2025-01-01
|
4.000000
|
Government Agency Debt
|
$10,000,000.00
|
$6,937,423.70
|
Federal National Mortgage Association
|
2026-01-01
|
3.500000
|
Government Agency Debt
|
$7,200,000.00
|
$6,921,230.60
|
Federal National Mortgage Association
|
2027-07-01
|
2.500000
|
Government Agency Debt
|
$6,722,935.00
|
$6,930,261.01
|
Federal National Mortgage Association
|
2027-07-01
|
3.000000
|
Government Agency Debt
|
$6,626,185.00
|
$6,917,293.26
|
Federal National Mortgage Association
|
2027-08-01
|
2.500000
|
Government Agency Debt
|
$6,707,889.00
|
$6,935,411.10
|
Federal National Mortgage Association
|
2032-10-01
|
3.500000
|
Government Agency Debt
|
$6,391,202.00
|
$6,918,702.74
|
Federal National Mortgage Association
|
2035-04-01
|
5.000000
|
Government Agency Debt
|
$25,700,000.00
|
$6,674,009.79
|
Federal National Mortgage Association
|
2036-09-01
|
6.000000
|
Government Agency Debt
|
$44,000,000.00
|
$6,931,761.15
|
Federal National Mortgage Association
|
2037-03-01
|
6.500000
|
Government Agency Debt
|
$32,100,000.00
|
$6,919,223.30
|
Federal National Mortgage Association
|
2039-07-01
|
5.500000
|
Government Agency Debt
|
$13,700,000.00
|
$6,912,199.66
|
Federal National Mortgage Association
|
2041-07-01
|
4.500000
|
Government Agency Debt
|
$7,500,000.00
|
$6,937,038.35
|
Federal National Mortgage Association
|
2041-11-01
|
3.500000
|
Government Agency Debt
|
$7,223,471.00
|
$6,916,469.52
|
Federal National Mortgage Association
|
2042-11-01
|
3.000000
|
Government Agency Debt
|
$6,590,328.00
|
$6,927,851.65
|
Federal National Mortgage Association
|
2042-11-01
|
3.500000
|
Government Agency Debt
|
$6,367,299.00
|
$6,930,408.07
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
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:
$105,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$105,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
6.1%
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:
$105,000,000.00
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:
$105,000,000.00
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. 0.220000%
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:
ARP03PWV2_0.2200_M121128_MGSG
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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal National Mortgage Association
|
2027-05-01
|
2.500000
|
Government Agency Debt
|
$25,600,000.00
|
$25,751,241.40
|
Federal National Mortgage Association
|
2027-10-01
|
2.500000
|
Government Agency Debt
|
$39,947.00
|
$41,874.18
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-28
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
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:
$25,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Deutsche Bank Securities Inc.
Item 27. The title of the issue (including coupon or yield):
Deutsche Bank Securities Inc. 0.220000%
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:
ARP0416E1_0.2200_M121101_MGSG
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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal Home Loan Mortgage Corp.
|
2037-01-01
|
5.855000
|
Government Agency Debt
|
$23,700,000.00
|
$3,269,123.47
|
Federal Home Loan Mortgage Corp.
|
2037-11-01
|
5.694000
|
Government Agency Debt
|
$20,600,000.00
|
$6,358,489.21
|
Federal Home Loan Mortgage Corp.
|
2042-03-01
|
3.500000
|
Government Agency Debt
|
$398,779.00
|
$389,284.21
|
Federal National Mortgage Association
|
2034-04-01
|
5.000000
|
Government Agency Debt
|
$9,831,948.00
|
$1,799,409.21
|
Federal National Mortgage Association
|
2038-07-01
|
5.062999
|
Government Agency Debt
|
$18,900,000.00
|
$6,021,619.69
|
Federal National Mortgage Association
|
2039-09-01
|
4.089999
|
Government Agency Debt
|
$1,926,649.00
|
$471,200.70
|
Federal National Mortgage Association
|
2040-05-01
|
3.710000
|
Government Agency Debt
|
$34,913.00
|
$18,469.29
|
Federal National Mortgage Association
|
2040-11-01
|
4.500000
|
Government Agency Debt
|
$70,746.00
|
$63,913.12
|
Federal National Mortgage Association
|
2040-12-01
|
2.970000
|
Government Agency Debt
|
$10,400,000.00
|
$4,377,258.29
|
Federal National Mortgage Association
|
2042-01-01
|
4.000000
|
Government Agency Debt
|
$10,877.00
|
$11,230.11
|
Federal National Mortgage Association
|
2042-04-01
|
4.500000
|
Government Agency Debt
|
$23,036.00
|
$23,013.56
|
Government National Mortgage Association
|
2040-08-20
|
4.000000
|
Government Agency Debt
|
$2,500,000.00
|
$1,726,437.23
|
Government National Mortgage Association
|
2041-10-20
|
4.000000
|
Government Agency Debt
|
$733,472.00
|
$586,418.04
|
Government National Mortgage Association
|
2058-09-20
|
0.875000
|
Government Agency Debt
|
$1,100,692.00
|
$677,557.49
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity 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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Deutsche Bank Securities Inc.
Item 27. The title of the issue (including coupon or yield):
Deutsche Bank Securities Inc. 0.250000%
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:
ARP041SG2_0.2500_M121105_MGSG
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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal National Mortgage Association
|
2032-07-01
|
3.000000
|
Government Agency Debt
|
$14,600,000.00
|
$14,935,471.86
|
Federal National Mortgage Association
|
2040-05-01
|
5.500000
|
Government Agency Debt
|
$58,300,000.00
|
$36,552,090.51
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.91%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$50,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$50,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Farm Credit Bank
Item 27. The title of the issue (including coupon or yield):
Federal Farm Credit Bank 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:
31331JBV4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-02-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-02-21
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:
$4,045,000.00
Item 41. The total current amortized cost, to the nearest cent:
$4,064,523.09
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$4,063,388.57
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$4,063,388.57
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Farm Credit Bank
Item 27. The title of the issue (including coupon or yield):
Federal Farm Credit Bank 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:
3133EABG2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-01-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-01-28
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$7,400,000.00
Item 41. The total current amortized cost, to the nearest cent:
$7,399,780.65
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:
$7,399,644.80
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$7,399,644.80
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 0.180000%
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:
313376BC8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
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:
$6,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$5,999,943.88
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:
$6,000,042.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$6,000,042.00
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 0.180000%
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:
313376MB8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-12-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-12-27
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:
$5,250,000.00
Item 41. The total current amortized cost, to the nearest cent:
$5,250,134.54
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$5,250,162.75
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:
$5,250,162.75
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 0.190000%
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:
313378AZ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-02-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-02-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$5,600,000.00
Item 41. The total current amortized cost, to the nearest cent:
$5,600,597.84
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:
$5,600,481.60
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:
$5,600,481.60
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 0.250000%
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:
313379LP2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$8,800,000.00
Item 41. The total current amortized cost, to the nearest cent:
$8,796,582.77
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:
$8,801,531.20
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:
$8,801,531.20
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 0.220000%
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:
313380NN3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
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:
$9,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$9,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$9,000,189.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$9,000,189.00
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 0.150000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313380QT7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-03-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-03-14
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:
$14,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$13,991,215.74
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:
$13,999,482.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$13,999,482.00
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 0.150000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313380R33
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-03-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-03-14
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,999,391.14
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:
$14,999,445.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$14,999,445.00
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 0.150000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313380VL8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-04-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-04-05
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:
$11,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$10,999,212.23
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.64%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$10,999,406.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$10,999,406.00
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 0.135000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313384N88
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
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:
$12,170,000.00
Item 41. The total current amortized cost, to the nearest cent:
$12,169,634.90
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.71%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$12,169,780.94
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$12,169,780.94
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 0.123000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313384Q44
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-21
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:
$23,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$22,998,428.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.34%
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:
$22,998,988.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$22,998,988.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank 0.130000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313384R35
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-28
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:
$22,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$21,997,855.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.28%
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:
$21,998,680.00
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:
$21,998,680.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank 0.127500%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313384R50
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-30
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$19,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$18,998,048.54
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$18,998,784.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$18,998,784.00
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 0.127000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313384R50
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
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:
$14,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$13,998,567.72
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:
$13,999,104.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$13,999,104.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank 0.130000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313384R50
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
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:
$9,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$8,999,057.50
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:
$8,999,424.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$8,999,424.00
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 0.142100%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313385BA3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-01-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-01-25
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$9,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$8,996,982.50
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:
$8,997,453.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$8,997,453.00
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 0.160100%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313385ED4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-04-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-04-10
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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$24,982,222.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.45%
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:
$24,985,575.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$24,985,575.00
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 0.165100%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313385EL6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-04-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-04-17
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:
$13,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$12,990,049.58
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.75%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$12,992,161.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$12,992,161.00
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 0.172100%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313385EN2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-04-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-04-19
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$9,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$8,992,733.00
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:
$8,994,510.00
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:
$8,994,510.00
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 0.167600%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313385EV4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-04-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-04-26
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:
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$9,991,811.11
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:
$9,993,650.00
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:
$9,993,650.00
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 1.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133XW7L7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-01-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-01-16
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:
$8,375,000.00
Item 41. The total current amortized cost, to the nearest cent:
$8,398,375.89
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:
$8,398,357.88
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$8,398,357.88
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 1.625000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133XX7F8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-03-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-03-20
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:
$6,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$6,033,696.44
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:
$6,033,912.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$6,033,912.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Mortgage Corp.
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Mortgage Corp. 4.500000%
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:
3134A4SA3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-01-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-01-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$4,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$4,035,552.68
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:
$4,035,656.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$4,035,656.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Mortgage Corp.
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Mortgage Corp. 0.154300%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3134G16A7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
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:
$7,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$7,000,007.10
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:
$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:
Federal Home Loan Mortgage Corp.
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Mortgage Corp. 0.910000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3134G1NV2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-12-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-12-26
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:
$50,057,721.94
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.91%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$50,057,250.00
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:
$50,057,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Mortgage Corp.
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Mortgage Corp. 0.515000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3134G1WT7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
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:
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$10,002,563.10
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:
$10,002,460.00
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:
$10,002,460.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Mortgage Corp.
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Mortgage Corp. 0.154000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3134G2K92
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
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?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$24,995,865.80
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$24,993,800.00
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:
$24,993,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Mortgage Corp.
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Mortgage Corp. 1.375000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3137EACG2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-01-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-01-09
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:
$5,575,000.00
Item 41. The total current amortized cost, to the nearest cent:
$5,587,850.51
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:
$5,587,783.48
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$5,587,783.48
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Mortgage Corp.
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Mortgage Corp. 1.625000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3137EACJ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-04-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-04-15
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:
$13,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$13,085,906.72
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:
$13,085,605.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$13,085,605.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Assoc. 0.172100%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313589EL3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-04-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-04-17
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:
$8,992,819.00
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:
$8,994,573.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$8,994,573.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Assoc. 0.750000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3135G0AK9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-02-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-02-26
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:
$9,250,000.00
Item 41. The total current amortized cost, to the nearest cent:
$9,267,362.97
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:
$9,267,417.75
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:
$9,267,417.75
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Assoc. 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:
31398AE24
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-02-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-02-22
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:
$14,799,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,871,473.72
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:
$14,871,485.50
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:
$14,871,485.50
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Assoc. 4.750000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
31398AHZ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
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?
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:
$30,067,556.25
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.75%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$30,068,790.00
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:
$30,068,790.00
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:
ARP041650_0.2200_M121101_MGSG
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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal Home Loan Mortgage Corp.
|
2040-04-01
|
5.500000
|
Government Agency Debt
|
$16,900,000.00
|
$14,761,174.21
|
Federal National Mortgage Association
|
2041-01-01
|
4.000000
|
Government Agency Debt
|
$21,000,000.00
|
$21,263,322.03
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity 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:
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$35,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.03%
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:
$35,000,000.00
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:
$35,000,000.00
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. 0.210000%
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:
ARP041GC4_0.2100_M121102_MGSG
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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal Home Loan Mortgage Corp.
|
2042-03-01
|
2.279999
|
Government Agency Debt
|
$24,100,000.00
|
$23,843,342.16
|
Federal National Mortgage Association
|
2042-06-01
|
2.391000
|
Government Agency Debt
|
$1,888,359.00
|
$1,870,363.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-02
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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Goldman Sachs & Co.
Item 27. The title of the issue (including coupon or yield):
Goldman Sachs & Co. 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[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:
ARP041T30_0.2500_M121105_MGSG
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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal Home Loan Mortgage Corp.
|
2042-03-01
|
2.279999
|
Government Agency Debt
|
$26,000,000.00
|
$25,746,736.92
|
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):
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Goldman Sachs & Co.
Item 27. The title of the issue (including coupon or yield):
Goldman Sachs & Co. 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[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:
ARP042DE1_0.2500_M121107_MGSG
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
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal National Mortgage Association
|
2022-09-01
|
3.000000
|
Government Agency Debt
|
$19,600,000.00
|
$20,648,606.96
|
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):
2012-11-07
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:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.16%
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:
$20,000,000.00
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:
$20,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
ING Financial Markets LLC
Item 27. The title of the issue (including coupon or yield):
ING Financial Markets 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:
ARP041GJ9_0.2100_M121102_MGSG
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000877559
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal National Mortgage Association
|
2040-05-01
|
4.341999
|
Government Agency Debt
|
$3,737,151.00
|
$1,728,403.18
|
Federal National Mortgage Association
|
2040-06-01
|
3.484000
|
Government Agency Debt
|
$4,412,073.00
|
$2,577,467.35
|
Federal National Mortgage Association
|
2040-07-01
|
3.512999
|
Government Agency Debt
|
$28,505,370.00
|
$12,369,216.47
|
Federal National Mortgage Association
|
2040-07-01
|
3.641999
|
Government Agency Debt
|
$33,233,600.00
|
$19,477,304.12
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-02
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:
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$35,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.03%
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:
$35,000,000.00
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:
$35,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Merrill Lynch Pierce Fenner & Smith Inc.
Item 27. The title of the issue (including coupon or yield):
Merrill Lynch Pierce Fenner & Smith Inc. 0.220000%
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:
ARP041TC0_0.2200_M121105_MGSG
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000065100
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal National Mortgage Association
|
2042-10-01
|
3.500000
|
Government Agency Debt
|
$19,400,000.00
|
$20,556,226.55
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.16%
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:
$20,000,000.00
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:
$20,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Mizuho Securities USA, Inc.
Item 27. The title of the issue (including coupon or yield):
Mizuho Securities USA, Inc. 0.350000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
ARP042GU2_0.3500_M121101_MGSG
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000812291
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
Federal Home Loan Mortgage Corp.
|
2032-11-01
|
3.000000
|
Government Agency Debt
|
$11,700,000.00
|
$12,329,362.55
|
Federal Home Loan Mortgage Corp.
|
2042-03-01
|
3.500000
|
Government Agency Debt
|
$6,149,674.00
|
$6,493,185.06
|
Federal Home Loan Mortgage Corp.
|
2042-05-01
|
3.218000
|
Government Agency Debt
|
$7,334,250.00
|
$7,756,372.39
|
Federal Home Loan Mortgage Corp.
|
2042-07-01
|
4.000000
|
Government Agency Debt
|
$2,249,417.00
|
$2,369,633.37
|
Federal National Mortgage Association
|
2027-08-01
|
3.000000
|
Government Agency Debt
|
$6,490,358.00
|
$6,841,617.26
|
Federal National Mortgage Association
|
2027-09-01
|
3.000000
|
Government Agency Debt
|
$84,300,000.00
|
$88,809,723.58
|
Federal National Mortgage Association
|
2027-09-01
|
3.000000
|
Government Agency Debt
|
$11,000,000.00
|
$11,527,291.41
|
Federal National Mortgage Association
|
2027-10-01
|
2.500000
|
Government Agency Debt
|
$1,172,495.00
|
$1,237,368.37
|
Federal National Mortgage Association
|
2032-05-01
|
3.500000
|
Government Agency Debt
|
$15,000,000.00
|
$15,843,187.92
|
Federal National Mortgage Association
|
2032-05-01
|
3.500000
|
Government Agency Debt
|
$367,807.00
|
$387,537.12
|
Federal National Mortgage Association
|
2041-06-01
|
4.500000
|
Government Agency Debt
|
$498,848.00
|
$525,905.14
|
Federal National Mortgage Association
|
2042-03-01
|
4.000000
|
Government Agency Debt
|
$5,786,587.00
|
$6,102,706.25
|
Federal National Mortgage Association
|
2042-04-01
|
4.500000
|
Government Agency Debt
|
$550,530.00
|
$582,592.87
|
Federal National Mortgage Association
|
2042-07-01
|
3.500000
|
Government Agency Debt
|
$3,610,000.00
|
$3,802,734.21
|
Federal National Mortgage Association
|
2042-08-01
|
3.500000
|
Government Agency Debt
|
$44,000,000.00
|
$46,426,797.63
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity 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:
$205,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$205,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
11.91%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$205,000,000.00
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:
$205,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 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:
912828MX5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Treasury Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-04-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-04-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$10,071,502.69
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:
$10,071,880.00
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:
$10,071,880.00