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:
FEDERAL FARM CREDIT BANK
Item 27. The title of the issue (including coupon or yield):
FFCB FLOATING NOTE 0.299999%
Item 28. The CUSIP. 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:
31331KTW0
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
Moody
|
AAA
|
Item 35. The maturity 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?
Yes
|
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
|
FEDERAL FARM CREDIT BANK
|
N/A
|
NR
|
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, 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:
$50,016,951.93
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
8.26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$50,017,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$50,017,750.00
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):
FFCB FLOATING NOTE 03/13 0.277%
Item 28. The CUSIP. 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:
31331KXP0
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
Moody
|
AAA
|
Item 35. The maturity 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?
Yes
|
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
|
FEDERAL FARM CREDIT BANK
|
N/A
|
NR
|
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, 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:
$20,002,054.96
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$20,006,520.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$20,006,520.00
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 0.169998%
Item 28. The CUSIP. 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:
3133807G6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
Moody
|
AAA
|
Item 35. The maturity 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?
Yes
|
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
|
FEDERAL HOME LOAN BANK
|
N/A
|
NR
|
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$19,995,431.75
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$19,997,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$19,997,040.00
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 QD 0.23%
Item 28. The CUSIP. 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:
313380A56
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
Moody
|
AAA
|
Item 35. The maturity 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?
Yes
|
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
|
FEDERAL HOME LOAN BANK
|
N/A
|
NR
|
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, 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:
4.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$25,002,075.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,002,075.00
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 0.210001%
Item 28. The CUSIP. 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:
313380NQ6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
Moody
|
AAA
|
Item 35. The maturity 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?
Yes
|
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
|
FEDERAL HOME LOAN BANK
|
N/A
|
NR
|
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$15,002,570.57
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$15,000,270.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$15,000,270.00
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):
FHLMC DISC NOTE (0.00%) 0.12%
Item 28. The CUSIP. 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:
313397BU4
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
Moody
|
AAA
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-02-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-02-12
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$70,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$69,975,966.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
11.55%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$69,976,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$69,976,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
FEDERAL NATIONAL MORTGAGE ASSOCIATION
Item 27. The title of the issue (including coupon or yield):
FNMA FLOATING NOTE 0.286999%
Item 28. The CUSIP. 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:
3135G0BE2
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
Moody
|
AAA
|
Item 35. The maturity 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?
Yes
|
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
|
FANNIE MAE COLLATERAL
|
N/A
|
NR
|
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$15,001,620.30
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$15,005,715.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$15,005,715.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. TREASURY BILL/NOTE/BOND
Item 27. The title of the issue (including coupon or yield):
U.S. TREASURY BILL 0.11%
Item 28. The CUSIP. 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:
9127955L1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
Moody
|
AAA
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
Yes
|
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
|
US TREASURIES
|
N/A
|
NR
|
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$99,995,236.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
16.51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$99,997,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$99,997,700.00
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 REPO 0.32%
Item 28. The CUSIP. 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:
HBTSTD949
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
|
0.65 FMNT GB12-14L9
|
2014-06-27
|
0.65
|
Government Agency Repurchase Agreement
|
$16,240,750.22
|
$16,528,581.02
|
|
FMZC 12/11/2025 A
|
2025-12-11
|
0
|
Government Agency Repurchase Agreement
|
$129,456,854.83
|
$132,045,991.93
|
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
|
|
Moody
|
AAA
|
Item 35. The maturity 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:
$145,697,092.35
Item 41. The total current amortized cost, to the nearest cent:
$145,697,092.35
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
24.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$145,697,092.35
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$145,697,092.35
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
SOUTH STREET SECURITIES LLC
Item 27. The title of the issue (including coupon or yield):
SOUTH STREET BANK REPO 0.32%
Item 28. The CUSIP. 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:
HBTSTS676
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
|
0.65 FMNT GB12-14L9
|
2014-06-27
|
0.65
|
Government Agency Repurchase Agreement
|
$16,240,750.22
|
$16,528,581.02
|
|
FMZC 12/11/2025 A
|
2025-12-11
|
0
|
Government Agency Repurchase Agreement
|
$129,456,854.83
|
$132,045,991.93
|
|
FNMS 03.000 CIAB5066
|
2027-05-01
|
3
|
Government Agency Repurchase Agreement
|
$4,297.35
|
$4,458.69
|
|
FNMS 05.500 CL983003
|
2038-05-01
|
5.5
|
Government Agency Repurchase Agreement
|
$412.52
|
$427.27
|
|
FNMS 05.500 CL939493
|
2037-06-01
|
5.5
|
Government Agency Repurchase Agreement
|
$517.76
|
$536.26
|
|
FNMS 05.000 CI725012
|
2018-12-01
|
5
|
Government Agency Repurchase Agreement
|
$2,823.48
|
$2,925.24
|
|
FNMS 08.000 CI725382
|
2016-01-01
|
8
|
Government Agency Repurchase Agreement
|
$489.83
|
$506.21
|
|
FNMS 02.500 CIAP4057
|
2027-08-01
|
2.5
|
Government Agency Repurchase Agreement
|
$1,882,677.58
|
$1,954,093.28
|
|
FNAR XX.XXX LBAJ8087
|
2041-12-01
|
2.998
|
Government Agency Repurchase Agreement
|
$1,551.70
|
$1,609.97
|
|
FNMS 07.500 CI544670
|
2015-06-01
|
7.5
|
Government Agency Repurchase Agreement
|
$496.35
|
$513.18
|
|
FNMS 07.500 CI539962
|
2015-05-01
|
7.5
|
Government Agency Repurchase Agreement
|
$389.76
|
$402.87
|
|
FNMS 08.000 CI535852
|
2015-11-01
|
8
|
Government Agency Repurchase Agreement
|
$492.49
|
$509.01
|
|
FNMS 08.000 GO535441
|
2030-03-01
|
8
|
Government Agency Repurchase Agreement
|
$557.06
|
$576.14
|
|
FNMS 07.500 CI534347
|
2015-04-01
|
7.5
|
Government Agency Repurchase Agreement
|
$579.96
|
$599.45
|
|
FNMS 07.500 CI527092
|
2015-08-01
|
7.5
|
Government Agency Repurchase Agreement
|
$495.32
|
$511.94
|
|
FNMS 10.000 2I523849
|
2013-11-01
|
10
|
Government Agency Repurchase Agreement
|
$626.90
|
$646.73
|
|
FNMS 07.000 CI519997
|
2014-10-01
|
7
|
Government Agency Repurchase Agreement
|
$45.90
|
$47.47
|
|
FNMS 06.500 CI429718
|
2013-04-01
|
6.5
|
Government Agency Repurchase Agreement
|
$471.79
|
$488.06
|
|
FNMS 06.500 CI424613
|
2013-06-01
|
6.5
|
Government Agency Repurchase Agreement
|
$395.50
|
$409.11
|
|
FNMS 06.500 CI414394
|
2013-02-01
|
6.5
|
Government Agency Repurchase Agreement
|
$393.16
|
$406.72
|
|
FNMS 07.500 CT402003
|
2017-11-01
|
7.5
|
Government Agency Repurchase Agreement
|
$557.29
|
$576.03
|
|
FNMS 07.250 CL367646
|
2026-08-01
|
7.25
|
Government Agency Repurchase Agreement
|
$429.19
|
$443.84
|
|
FNMS 07.000 CL366857
|
2027-02-01
|
7
|
Government Agency Repurchase Agreement
|
$373.95
|
$387.01
|
|
FNMS 06.500 CI323513
|
2013-12-01
|
6.5
|
Government Agency Repurchase Agreement
|
$91.73
|
$94.90
|
|
FNMS 06.500 CI323755
|
2013-11-01
|
6.5
|
Government Agency Repurchase Agreement
|
$389.43
|
$402.87
|
|
FNMS 07.500 CI323167
|
2013-05-01
|
7.5
|
Government Agency Repurchase Agreement
|
$492.95
|
$509.50
|
|
FNMS 06.500 CI253799
|
2016-05-01
|
6.5
|
Government Agency Repurchase Agreement
|
$519.13
|
$537.18
|
|
FNMS 07.500 CI253340
|
2015-05-01
|
7.5
|
Government Agency Repurchase Agreement
|
$442.62
|
$457.62
|
|
FNMS 07.500 GL252587
|
2029-05-01
|
7.5
|
Government Agency Repurchase Agreement
|
$565.60
|
$585.06
|
|
FNMS 07.000 CT251703
|
2018-04-01
|
7
|
Government Agency Repurchase Agreement
|
$1,455.87
|
$1,506.25
|
|
FNMS 06.250 GL218556
|
2023-02-01
|
6.25
|
Government Agency Repurchase Agreement
|
$381.05
|
$394.48
|
|
FNMS 09.000 GL157232
|
2019-10-01
|
9
|
Government Agency Repurchase Agreement
|
$604.84
|
$624.37
|
|
FNMS 14.000 GN100178
|
2014-07-15
|
14
|
Government Agency Repurchase Agreement
|
$434.00
|
$446.19
|
|
FNMS 12.000 CL083006
|
2015-11-01
|
12
|
Government Agency Repurchase Agreement
|
$517.81
|
$533.21
|
|
FNMS 11.500 CL013138
|
2015-08-01
|
11.5
|
Government Agency Repurchase Agreement
|
$435.59
|
$448.73
|
|
FNAR XX.XXX VL021682
|
2018-06-01
|
4.356
|
Government Agency Repurchase Agreement
|
$474.89
|
$492.12
|
|
03.000 FGPC Q11852 G
|
2042-10-01
|
3
|
Government Agency Repurchase Agreement
|
$5,758.71
|
$5,974.78
|
|
0 5/8 NOTE AC 17
|
2017-08-31
|
0.625
|
Government Agency Repurchase Agreement
|
$106,919,190.94
|
$108,942,371.22
|
|
GNMI SF 711455 X
|
2039-09-15
|
5
|
Government Agency Repurchase Agreement
|
$12,216,276.99
|
$12,413,933.59
|
|
GNMI SF 711498 X
|
2040-03-15
|
5
|
Government Agency Repurchase Agreement
|
$7,289,728.28
|
$7,407,674.43
|
|
GNMI SF 694133 X
|
2038-09-15
|
5.5
|
Government Agency Repurchase Agreement
|
$7,713,116.12
|
$7,835,292.34
|
|
GNMI SP 783235 X
|
2038-12-15
|
6.5
|
Government Agency Repurchase Agreement
|
$10,217,868.86
|
$10,373,418.90
|
|
FNAR XX.XXX WS888046
|
2032-06-01
|
1.695
|
Government Agency Repurchase Agreement
|
$15,785.42
|
$16,078.55
|
|
FNMS 07.500 CL776516
|
2024-02-01
|
7.5
|
Government Agency Repurchase Agreement
|
$1,069.94
|
$1,084.55
|
|
FNAR XX.XXX LB725216
|
2034-01-01
|
3
|
Government Agency Repurchase Agreement
|
$14,873.50
|
$15,133.17
|
|
FNAR XX.XXX WS702115
|
2018-05-01
|
4.464
|
Government Agency Repurchase Agreement
|
$12,838.55
|
$13,049.01
|
|
FNAR XX.XXX WS679653
|
2031-05-01
|
2.48
|
Government Agency Repurchase Agreement
|
$1,806.55
|
$1,839.11
|
|
FNAR XX.XXX LB675481
|
2033-02-01
|
3.272
|
Government Agency Repurchase Agreement
|
$8,830.32
|
$8,983.98
|
|
FNAR XX.XXX WS670317
|
2030-10-01
|
2.334
|
Government Agency Repurchase Agreement
|
$9,864.60
|
$10,042.78
|
|
FNAR XX.XXX WS654941
|
2021-12-01
|
6.475
|
Government Agency Repurchase Agreement
|
$3,812.95
|
$3,868.50
|
|
FNAR XX.XXX WS654953
|
2042-05-01
|
1.348
|
Government Agency Repurchase Agreement
|
$11,387.25
|
$11,602.19
|
|
FNAR XX.XXX WS638363
|
2032-03-01
|
1.348
|
Government Agency Repurchase Agreement
|
$22,425.59
|
$22,848.92
|
|
FNAR XX.XXX LB628873
|
2032-03-01
|
2.877
|
Government Agency Repurchase Agreement
|
$14,160.32
|
$14,411.22
|
|
FNAR XX.XXX WS606116
|
2031-09-01
|
2.359
|
Government Agency Repurchase Agreement
|
$24,214.75
|
$24,653.97
|
|
FNAR XX.XXX WS591169
|
2029-11-01
|
2.285
|
Government Agency Repurchase Agreement
|
$12,384.15
|
$12,608.16
|
|
FNAR XX.XXX WN557382
|
2030-03-01
|
2.13
|
Government Agency Repurchase Agreement
|
$12,477.27
|
$12,704.58
|
|
FNAR XX.XXX WS556425
|
2027-07-01
|
2.345
|
Government Agency Repurchase Agreement
|
$14,464.63
|
$14,725.76
|
|
FNAR XX.XXX WS556957
|
2018-06-01
|
2.715
|
Government Agency Repurchase Agreement
|
$19,914.01
|
$20,267.19
|
|
FNAR XX.XXX WS555696
|
2033-08-01
|
2.317
|
Government Agency Repurchase Agreement
|
$24,021.65
|
$24,458.06
|
|
FNAR XX.XXX WD547918
|
2025-05-01
|
2.3
|
Government Agency Repurchase Agreement
|
$23,615.08
|
$24,043.69
|
|
FNAR XX.XXX WS536317
|
2018-07-01
|
2.32
|
Government Agency Repurchase Agreement
|
$461.70
|
$470.08
|
|
FNAR XX.XXX W3393253
|
2026-06-01
|
2.849
|
Government Agency Repurchase Agreement
|
$22,332.14
|
$22,725.28
|
|
FNAR XX.XXX WS390485
|
2026-09-01
|
2.375
|
Government Agency Repurchase Agreement
|
$19,716.46
|
$20,073.12
|
|
FNAR XX.XXX W1334116
|
2025-03-01
|
1.553
|
Government Agency Repurchase Agreement
|
$8,018.02
|
$8,168.17
|
|
FNAR XX.XXX WS313257
|
2035-11-01
|
4.317
|
Government Agency Repurchase Agreement
|
$3,289.50
|
$3,343.74
|
|
FNAR XX.XXX WS295199
|
2024-09-01
|
4.725
|
Government Agency Repurchase Agreement
|
$17,713.39
|
$17,997.61
|
|
FNAR XX.XXX WS281657
|
2014-08-01
|
1.621
|
Government Agency Repurchase Agreement
|
$16,075.67
|
$16,375.58
|
|
FNAR XX.XXX W2183087
|
2014-10-01
|
6.75
|
Government Agency Repurchase Agreement
|
$6,317.85
|
$6,408.46
|
|
FNAR XX.XXX AS159425
|
2022-05-01
|
5.75
|
Government Agency Repurchase Agreement
|
$2,705.60
|
$2,747.57
|
|
FNAR XX.XXX WS114975
|
2018-09-01
|
1.93
|
Government Agency Repurchase Agreement
|
$8,535.14
|
$8,692.55
|
|
FNAR XX.XXX WS092864
|
2020-01-01
|
2.363
|
Government Agency Repurchase Agreement
|
$10,741.68
|
$10,935.44
|
|
FNAR XX.XXX WS078966
|
2018-12-01
|
7.072
|
Government Agency Repurchase Agreement
|
$957.34
|
$970.99
|
|
FNAR XX.XXX AS077618
|
2018-05-01
|
2.375
|
Government Agency Repurchase Agreement
|
$23,603.51
|
$24,028.58
|
|
FNAR XX.XXX AS020641
|
2016-12-01
|
1.875
|
Government Agency Repurchase Agreement
|
$22,778.73
|
$23,198.43
|
|
FMAR 755425 G
|
2031-06-01
|
2.297
|
Government Agency Repurchase Agreement
|
$15,521.66
|
$15,803.21
|
|
FMAR 755338 G
|
2025-12-01
|
2.525
|
Government Agency Repurchase Agreement
|
$5,136.70
|
$5,228.61
|
|
FMAR 755372 G
|
2016-04-01
|
2.53
|
Government Agency Repurchase Agreement
|
$5,856.76
|
$5,962.03
|
|
FMAR 745009 G
|
2017-11-01
|
2.644
|
Government Agency Repurchase Agreement
|
$1,662.71
|
$1,692.27
|
|
FMAR 785524 G
|
2023-09-01
|
2.125
|
Government Agency Repurchase Agreement
|
$24,026.57
|
$24,464.90
|
|
FMAR 786154 G
|
2027-07-01
|
2.319
|
Government Agency Repurchase Agreement
|
$12,302.43
|
$12,525.86
|
|
FMAR 785781 G
|
2027-02-01
|
2.342
|
Government Agency Repurchase Agreement
|
$17,788.67
|
$18,110.02
|
|
FMAR 775354 G
|
2019-05-01
|
2.635
|
Government Agency Repurchase Agreement
|
$20,670.67
|
$21,040.54
|
|
FMAR 870023 G
|
2023-05-01
|
2.182
|
Government Agency Repurchase Agreement
|
$5,104.07
|
$5,196.80
|
|
FMAR 630073 G
|
2018-06-01
|
2
|
Government Agency Repurchase Agreement
|
$17,193.10
|
$17,508.31
|
|
FMAR 420195 G
|
2030-11-01
|
5.542
|
Government Agency Repurchase Agreement
|
$13,080.21
|
$13,283.81
|
|
FMAR 420047 G
|
2018-04-01
|
2.368
|
Government Agency Repurchase Agreement
|
$4,103.62
|
$4,177.83
|
|
FMAR 788799 G
|
2031-05-01
|
2.575
|
Government Agency Repurchase Agreement
|
$18,570.63
|
$18,902.03
|
|
FMAR 787313 G
|
2030-09-01
|
2.35
|
Government Agency Repurchase Agreement
|
$9,425.11
|
$9,595.08
|
|
FMAR 787250 G
|
2030-07-01
|
2.375
|
Government Agency Repurchase Agreement
|
$21,233.99
|
$21,616.45
|
|
FMAR 787132 G
|
2030-04-01
|
2.57
|
Government Agency Repurchase Agreement
|
$6,414.24
|
$6,528.67
|
|
FMAR 1A1257 G
|
2037-04-01
|
1.935
|
Government Agency Repurchase Agreement
|
$6,554.61
|
$6,674.98
|
|
FMAR 846520 G
|
2027-10-01
|
2.914
|
Government Agency Repurchase Agreement
|
$5,549.67
|
$5,647.05
|
|
FMAR 846512 G
|
2027-08-01
|
2.388
|
Government Agency Repurchase Agreement
|
$22,501.60
|
$22,907.15
|
|
FNAR XX.XXX LBAD9742
|
2040-10-01
|
3.041
|
Government Agency Repurchase Agreement
|
$1,987.39
|
$2,061.90
|
|
FNMS 03.000 CIAB5066
|
2027-05-01
|
3
|
Government Agency Repurchase Agreement
|
$2,685.37
|
$2,786.19
|
|
FNMS 04.000 CLAB1952
|
2040-12-01
|
4
|
Government Agency Repurchase Agreement
|
$42,240.56
|
$43,798.53
|
|
FNMS 05.000 CI949445
|
2023-06-01
|
5
|
Government Agency Repurchase Agreement
|
$1,156.39
|
$1,198.05
|
|
FNMS 05.500 CL929953
|
2038-09-01
|
5.5
|
Government Agency Repurchase Agreement
|
$1,308.42
|
$1,355.09
|
|
FNMS 05.500 CL922039
|
2037-02-01
|
5.5
|
Government Agency Repurchase Agreement
|
$237.74
|
$246.22
|
|
FNAR XX.XXX S1917822
|
2037-05-01
|
2.69
|
Government Agency Repurchase Agreement
|
$980.31
|
$1,017.36
|
|
FNAR XX.XXX S1889871
|
2037-09-01
|
2.534
|
Government Agency Repurchase Agreement
|
$312.48
|
$324.34
|
|
FNAR XX.XXX LB888780
|
2035-05-01
|
2.766
|
Government Agency Repurchase Agreement
|
$7,732.21
|
$8,024.17
|
|
FNAR XX.XXX S1886728
|
2036-09-01
|
2.902
|
Government Agency Repurchase Agreement
|
$477.58
|
$495.56
|
|
FNMS 05.500 CI880982
|
2021-11-01
|
5.5
|
Government Agency Repurchase Agreement
|
$1,194.41
|
$1,236.97
|
|
FNMS 06.000 NP880410
|
2036-09-01
|
6
|
Government Agency Repurchase Agreement
|
$107,142.73
|
$110,923.48
|
|
FNAR XX.XXX WS825395
|
2035-07-01
|
2.347
|
Government Agency Repurchase Agreement
|
$399.15
|
$414.36
|
|
FNMS 05.500 CL776974
|
2034-04-01
|
5.5
|
Government Agency Repurchase Agreement
|
$785.99
|
$814.15
|
|
FNMS 07.000 CI735507
|
2017-11-01
|
7
|
Government Agency Repurchase Agreement
|
$1,360.04
|
$1,406.71
|
|
FNMS 05.000 CI725012
|
2018-12-01
|
5
|
Government Agency Repurchase Agreement
|
$1,215.20
|
$1,259.00
|
|
FNMS 02.500 CIAP4057
|
2027-08-01
|
2.5
|
Government Agency Repurchase Agreement
|
$1,131,614.29
|
$1,174,539.87
|
|
FNAR XX.XXX LBAO4119
|
2042-06-01
|
2.811
|
Government Agency Repurchase Agreement
|
$993.59
|
$1,031.03
|
|
FNMS 04.500 CLAO2989
|
2042-05-01
|
4.5
|
Government Agency Repurchase Agreement
|
$82,666.75
|
$85,683.58
|
|
FNAR XX.XXX LBAL1726
|
2035-03-01
|
2.162
|
Government Agency Repurchase Agreement
|
$1,446.31
|
$1,501.59
|
|
FNAR XX.XXX LBAL0073
|
2041-04-01
|
3.457
|
Government Agency Repurchase Agreement
|
$3,299.15
|
$3,421.79
|
|
FNAR XX.XXX LBAL0716
|
2040-04-01
|
3.971
|
Government Agency Repurchase Agreement
|
$680.87
|
$705.91
|
|
FNMS 04.000 CLAK8216
|
2042-04-01
|
4
|
Government Agency Repurchase Agreement
|
$60,423.22
|
$62,649.11
|
|
FNAR XX.XXX LBAK6537
|
2042-04-01
|
3.093
|
Government Agency Repurchase Agreement
|
$1,700.66
|
$1,764.39
|
|
FNAR XX.XXX LBAJ8087
|
2041-12-01
|
2.998
|
Government Agency Repurchase Agreement
|
$79,327.39
|
$82,306.03
|
|
FNMS 04.000 CKAJ4043
|
2041-10-01
|
4
|
Government Agency Repurchase Agreement
|
$2,614.01
|
$2,709.96
|
|
FNMS 04.500 CKAH8852
|
2041-04-01
|
4.5
|
Government Agency Repurchase Agreement
|
$929.88
|
$963.66
|
|
FNMS 06.500 GL613028
|
2029-05-01
|
6.5
|
Government Agency Repurchase Agreement
|
$92.97
|
$96.24
|
|
FNMS 08.000 CI553150
|
2015-09-01
|
8
|
Government Agency Repurchase Agreement
|
$110.32
|
$113.97
|
|
FNMS 07.500 CI550592
|
2015-09-01
|
7.5
|
Government Agency Repurchase Agreement
|
$28.13
|
$29.09
|
|
FNMS 07.000 CI535631
|
2015-12-01
|
7
|
Government Agency Repurchase Agreement
|
$1,145.69
|
$1,184.98
|
|
FNMS 07.000 CI535879
|
2016-04-01
|
7
|
Government Agency Repurchase Agreement
|
$1,194.63
|
$1,235.61
|
|
FNMS 07.500 CI535018
|
2013-04-01
|
7.5
|
Government Agency Repurchase Agreement
|
$102.23
|
$105.67
|
|
FNMS 07.500 CI532937
|
2015-04-01
|
7.5
|
Government Agency Repurchase Agreement
|
$117.07
|
$121.01
|
|
FNMS 07.500 CI532045
|
2015-07-01
|
7.5
|
Government Agency Repurchase Agreement
|
$1,161.25
|
$1,200.59
|
|
FNMS 07.500 CI528928
|
2015-06-01
|
7.5
|
Government Agency Repurchase Agreement
|
$74.55
|
$77.05
|
|
FNMS 07.500 CI528835
|
2015-01-01
|
7.5
|
Government Agency Repurchase Agreement
|
$967.17
|
$999.92
|
|
FNMS 07.500 CI524715
|
2015-04-01
|
7.5
|
Government Agency Repurchase Agreement
|
$123.70
|
$127.89
|
|
FNMS 05.500 CI479380
|
2014-02-01
|
5.5
|
Government Agency Repurchase Agreement
|
$55.47
|
$57.44
|
|
FNMS 06.500 CI433166
|
2013-07-01
|
6.5
|
Government Agency Repurchase Agreement
|
$1,427.82
|
$1,477.06
|
|
FNMS 06.500 CI432294
|
2013-06-01
|
6.5
|
Government Agency Repurchase Agreement
|
$1,270.40
|
$1,314.24
|
|
FNMS 05.500 CI431311
|
2013-08-01
|
5.5
|
Government Agency Repurchase Agreement
|
$125.34
|
$129.81
|
|
FNMS 06.500 CI429020
|
2013-05-01
|
6.5
|
Government Agency Repurchase Agreement
|
$30.34
|
$31.39
|
|
FNMS 06.500 CI415487
|
2013-02-01
|
6.5
|
Government Agency Repurchase Agreement
|
$1,274.10
|
$1,318.03
|
|
FNMS 07.000 CI357061
|
2015-04-01
|
7
|
Government Agency Repurchase Agreement
|
$1,195.83
|
$1,236.84
|
|
FNMS 07.500 CI323656
|
2014-02-01
|
7.5
|
Government Agency Repurchase Agreement
|
$22.42
|
$23.18
|
|
FNMS 07.500 CI323151
|
2013-03-01
|
7.5
|
Government Agency Repurchase Agreement
|
$75.56
|
$78.09
|
|
FNMS 07.000 CT318785
|
2015-08-01
|
7
|
Government Agency Repurchase Agreement
|
$1,431.18
|
$1,480.43
|
|
FNMS 11.000 GL313118
|
2015-12-01
|
11
|
Government Agency Repurchase Agreement
|
$34.07
|
$35.12
|
|
FNMS 13.000 CL303131
|
2015-12-01
|
13
|
Government Agency Repurchase Agreement
|
$1,205.56
|
$1,240.67
|
|
FNMS 12.500 CL303028
|
2015-10-01
|
12.5
|
Government Agency Repurchase Agreement
|
$43.43
|
$44.70
|
|
FNMS 07.500 CT253300
|
2020-04-01
|
7.5
|
Government Agency Repurchase Agreement
|
$1,235.26
|
$1,277.53
|
|
FNMS 06.500 CI251338
|
2012-12-01
|
6.5
|
Government Agency Repurchase Agreement
|
$38.90
|
$40.24
|
|
FNMS 07.500 CI251964
|
2013-06-01
|
7.5
|
Government Agency Repurchase Agreement
|
$55.92
|
$57.80
|
|
FNMS 07.000 CI251428
|
2013-01-01
|
7
|
Government Agency Repurchase Agreement
|
$68.67
|
$71.01
|
|
FNMS 11.500 CL124021
|
2020-02-01
|
11.5
|
Government Agency Repurchase Agreement
|
$28.67
|
$29.54
|
|
FNMS 12.500 GN100099
|
2015-09-01
|
12.5
|
Government Agency Repurchase Agreement
|
$1,245.26
|
$1,281.80
|
|
FNMS 11.500 GN100085
|
2020-01-01
|
11.5
|
Government Agency Repurchase Agreement
|
$76.40
|
$78.71
|
|
FNMS 08.500 CL043059
|
2017-03-01
|
8.5
|
Government Agency Repurchase Agreement
|
$1,167.60
|
$1,205.79
|
|
FNMS 09.000 CL035462
|
2017-02-01
|
9
|
Government Agency Repurchase Agreement
|
$45.74
|
$47.21
|
|
FNMS 09.000 CL035459
|
2017-01-01
|
9
|
Government Agency Repurchase Agreement
|
$1,183.21
|
$1,222.28
|
|
FNMS 09.000 CL035458
|
2017-01-01
|
9
|
Government Agency Repurchase Agreement
|
$1,374.23
|
$1,418.75
|
|
FNMS 09.000 CL034307
|
2016-09-01
|
9
|
Government Agency Repurchase Agreement
|
$105.92
|
$109.34
|
|
FNMS 09.000 CL031054
|
2016-08-01
|
9
|
Government Agency Repurchase Agreement
|
$138.14
|
$142.60
|
|
FNMS 09.000 CL028372
|
2016-08-01
|
9
|
Government Agency Repurchase Agreement
|
$130.10
|
$134.30
|
|
FNMS 09.000 CL028670
|
2016-06-01
|
9
|
Government Agency Repurchase Agreement
|
$1,264.09
|
$1,304.90
|
|
FNMS 09.000 CL025923
|
2016-04-01
|
9
|
Government Agency Repurchase Agreement
|
$143.46
|
$148.09
|
|
FNMS 06.000 CL050844
|
2013-10-01
|
6
|
Government Agency Repurchase Agreement
|
$1,437.23
|
$1,487.60
|
|
FNMS 07.500 CL050832
|
2013-06-01
|
7.5
|
Government Agency Repurchase Agreement
|
$11.58
|
$11.97
|
|
FNMS 07.000 CT050853
|
2014-02-01
|
7
|
Government Agency Repurchase Agreement
|
$1,208.33
|
$1,249.67
|
|
FNMS 07.000 CL050813
|
2013-01-01
|
7
|
Government Agency Repurchase Agreement
|
$42.27
|
$43.70
|
|
FNMS 12.000 CL017890
|
2015-08-01
|
12
|
Government Agency Repurchase Agreement
|
$119.54
|
$123.11
|
|
FNMS 12.000 CL016482
|
2015-06-01
|
12
|
Government Agency Repurchase Agreement
|
$1,370.70
|
$1,411.49
|
|
FNMS 12.000 GL006220
|
2015-10-01
|
12
|
Government Agency Repurchase Agreement
|
$1,204.09
|
$1,240.13
|
|
FNMS 12.000 CL002432
|
2013-07-01
|
12
|
Government Agency Repurchase Agreement
|
$34.45
|
$35.47
|
|
FNMS 12.500 GL002498
|
2015-05-01
|
12.5
|
Government Agency Repurchase Agreement
|
$45.52
|
$46.86
|
|
03.000 FGPC Q11852 G
|
2042-10-01
|
3
|
Government Agency Repurchase Agreement
|
$5,054.75
|
$5,244.41
|
|
FMAR 1B8845 G
|
2041-10-01
|
2.823
|
Government Agency Repurchase Agreement
|
$728.45
|
$755.90
|
|
FMAR 1G2441 G
|
2036-07-01
|
2.787
|
Government Agency Repurchase Agreement
|
$1,221.22
|
$1,267.33
|
|
FMAR 1G2653 G
|
2037-04-01
|
2.58
|
Government Agency Repurchase Agreement
|
$6,498.58
|
$6,744.85
|
|
05.500 FGPC G08061 G
|
2035-06-01
|
5.5
|
Government Agency Repurchase Agreement
|
$462.77
|
$479.27
|
|
03.000 FGPC G14264 G
|
2026-11-01
|
3
|
Government Agency Repurchase Agreement
|
$9,240.06
|
$9,586.82
|
|
04.000 FGPC G06963 G
|
2042-02-01
|
4
|
Government Agency Repurchase Agreement
|
$19,570.76
|
$20,290.28
|
|
FMAR 847301 G
|
2033-04-01
|
5.206
|
Government Agency Repurchase Agreement
|
$2,518.34
|
$2,608.43
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
Moody
|
AAA
|
Item 35. The maturity 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:
$145,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$145,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
23.94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$145,000,000.00
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:
$145,000,000.00