UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM N-MFP MONTHLY SCHEDULE OF PORTFOLIO HOLDINGS OF MONEY MARKET FUNDS |
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1. Identity Information
Is this an electronic copy of an official filing submitted in paper format? No
Report date: August 31, 2013
CIK Number of Registrant: 0001217286
EDGAR Series Identifier: S000002969
Total number of share classes in the series: 14
Do you anticipate this will be the fund's final filing on Form N-MFP? No
If this is not a final filing, has the fund acquired or merged with another fund since the last filing? No
Part 1: Information about the Fund
A. Series-Level Information
Item 1. Securities Act File Number: 333-103022
Item 2. Investment Adviser
Adviser |
SEC file number |
---|---|
J.P. Morgan Investment Management Inc. |
801-21011 |
Item 3. Sub-Adviser. If a fund has one or more sub-advisers, disclose the name of each sub-adviser
Item 4. Independent Public Accountant
Name |
City |
State |
---|---|---|
PricewaterhouseCoopers, LLP |
New York |
NY |
Item 5. Administrator. If a fund has one or more administrators, disclose the name of each administrator
Administrator |
---|
JPMorgan Funds Management, Inc. |
Item 6. Transfer Agent
Name |
CIK number |
SEC file number |
---|---|---|
Boston Financial Data Services, Inc. |
0000275143 |
084-00896 |
Item 7. Master-Feeder Funds. Is this a feeder fund? No
a. Identify the master fund by CIK
b. Securities Act file number of the master fund
c. EDGAR series identifier of the master fund
Item 8. Master-Feeder Funds. Is this a master fund? No
a. If this is a master fund, identify all feeder funds by CIK or, if the fund does not have a CIK, by name
b. Securities Act file number of each feeder fund
c. EDGAR series identifier of each feeder fund
Item 9. Is this series primarily used to fund insurance company separate accounts? No
Item 10. Category. Indicate the category that most closely identifies the money market fund: Prime
Item 11. Dollar weighted average portfolio maturity: 56 days
Item 12. Dollar weighted average life maturity. Calculate the dollar weighted average portfolio maturity without reference to the exceptions in rule 2a-7(d) regarding interest rate readjustments: 88 days
Item 13. Total value of portfolio securities at amortized cost, to the nearest cent: $108,615,141,426.78
Item 14. Total value of other assets, to the nearest cent: $846,626,659.31
Item 15. Total value of liabilities, to the nearest cent: $1,038,394,468.41
Item 16. Net assets of the series, to the nearest cent: $108,423,373,617.68
Item 17. 7-day gross yield: 0.24%
Item 18. Shadow Price of the Series
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 18a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 18c was calculated.
2013-08-31
B. Class-Level Information. For each Class of the Series, disclose the following:
Item 19. EDGAR Class Identifier: C000008131
Item 20. Minimum Initial Investment: $10,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $675,763,386.51
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $23,461,422.80
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$179,471,670.78
b. Gross redemptions for the month ended, to the nearest cent
$156,010,247.98
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000008130
Item 20. Minimum Initial Investment: $10,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $27,339,095,373.59
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $628,191,717.54
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$11,293,489,789.36
b. Gross redemptions for the month ended, to the nearest cent
$10,665,298,071.82
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.03%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000008135
Item 20. Minimum Initial Investment: $1,000.00
Item 21. Net assets of the Class, to the nearest cent: $2,733,579,413.21
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $343,021,977.41
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$12,394,425,572.05
b. Gross redemptions for the month ended, to the nearest cent
$12,051,403,594.64
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000008137
Item 20. Minimum Initial Investment: $10,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $1,398,878,578.67
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $9,228,505.93
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$7,971,407,912.47
b. Gross redemptions for the month ended, to the nearest cent
$7,962,179,406.54
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000008136
Item 20. Minimum Initial Investment: $1,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $2,210,786,087.33
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$17,860,307.56
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$4,899,328,213.38
b. Gross redemptions for the month ended, to the nearest cent
$4,917,188,520.94
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000008138
Item 20. Minimum Initial Investment: $5,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $9,441,847,493.44
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $1,184,686,831.90
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$36,659,219,765.20
b. Gross redemptions for the month ended, to the nearest cent
$35,474,532,933.30
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000008133
Item 20. Minimum Initial Investment: $1,000.00
Item 21. Net assets of the Class, to the nearest cent: $22,361,048.59
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $857,279.62
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$3,458,604.42
b. Gross redemptions for the month ended, to the nearest cent
$2,601,324.80
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000008132
Item 20. Minimum Initial Investment: $1,000.00
Item 21. Net assets of the Class, to the nearest cent: $1,115,563.93
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$14,168.19
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$19,813.34
b. Gross redemptions for the month ended, to the nearest cent
$33,981.53
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000008134
Item 20. Minimum Initial Investment: $50,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $61,326,254,686.88
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $2,787,582,308.86
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$59,098,576,736.71
b. Gross redemptions for the month ended, to the nearest cent
$56,310,994,427.85
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.06%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000078415
Item 20. Minimum Initial Investment: $1,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $426,379,413.13
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$95,783,714.22
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$27,355,681.78
b. Gross redemptions for the month ended, to the nearest cent
$123,139,396.00
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000078414
Item 20. Minimum Initial Investment: $10,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $1,845,130,058.07
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $186,199,953.36
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$380,487,322.39
b. Gross redemptions for the month ended, to the nearest cent
$194,287,369.03
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000078595
Item 20. Minimum Initial Investment: $1,000.00
Item 21. Net assets of the Class, to the nearest cent: $628,524,225.21
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$26,372,198.70
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$74,169,704.19
b. Gross redemptions for the month ended, to the nearest cent
$100,541,902.89
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000088865
Item 20. Minimum Initial Investment: $1,000.00
Item 21. Net assets of the Class, to the nearest cent: $373,558,123.35
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$13,923,364.57
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$25,010,268.38
b. Gross redemptions for the month ended, to the nearest cent
$38,933,632.95
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
Item 19. EDGAR Class Identifier: C000115390
Item 20. Minimum Initial Investment: $50,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $100,165.77
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $6.80
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$6.80
b. Gross redemptions for the month ended, to the nearest cent
$.00
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.08%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-08-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-08-31
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 FUNDING USA LLC 0.290
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 00084BZ49
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $125,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $125,404,968.61
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $125,418,425.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $125,418,425.00
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 FUNDING USA LLC 0.310
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 00084BXP4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $46,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $45,979,402.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $45,987,120.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $45,987,120.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ABN-AMRO BANK N.V. (AMSTERDAM)
Item 27. The title of the issue (including coupon or yield): ABN-AMRO BANK N.V. (AMSTERDAM) 0.295
Item 28. The CUSIP. 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: 43064DP
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000897878
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-09
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: $538,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $537,563,987.75
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $537,580,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $537,580,360.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ABN-AMRO BANK N.V. (AMSTERDAM)
Item 27. The title of the issue (including coupon or yield): ABN-AMRO BANK N.V. (AMSTERDAM) 0.310
Item 28. The CUSIP. 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: 38796DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000897878
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-21
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: $534,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $533,770,325.29
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: $533,839,800.00
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: $533,839,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ANTALIS US FUNDING CORP
Item 27. The title of the issue (including coupon or yield): ANTALIS US FUNDING CORP 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 03663TZ27
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Liquidity/Partial C/E |
SOCIETE GENERALE SA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,726,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,724,258.39
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: %
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,724,473.44
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,724,473.44
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ANZ NEW ZEALAND (INT'L) LTD
Item 27. The title of the issue (including coupon or yield): ANZ NEW ZEALAND (INT'L) LTD 0.214
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 00182HBT8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $95,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $95,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $95,012,255.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $95,012,255.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ASB FINANCE LIMITED
Item 27. The title of the issue (including coupon or yield): ASB FINANCE LIMITED 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 0020P2Y42
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $35,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $34,985,066.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $34,987,050.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $34,987,050.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ASPEN FUNDING CORPORATION
Item 27. The title of the issue (including coupon or yield): ASPEN FUNDING CORPORATION 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 04529TX88
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
DEUTSCHE BANK AG NY BRANCH |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $74,980,729.17
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $74,986,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $74,986,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
Item 27. The title of the issue (including coupon or yield): AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.316
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 05252TBG4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-27
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: $659,400,000.00
Item 41. The total current amortized cost, to the nearest cent: $659,400,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .61%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $659,154,043.80
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: $659,154,043.80
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
Item 27. The title of the issue (including coupon or yield): AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.07
Item 28. The CUSIP. 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: 0AUS01BI1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 859994
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $500,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
Item 27. The title of the issue (including coupon or yield): AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.04
Item 28. The CUSIP. 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: 0AUS01BJ9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 859994
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $500,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANCO DEL ESTADO DE CHILE
Item 27. The title of the issue (including coupon or yield): BANCO DEL ESTADO DE CHILE 0.76
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 05962PSA8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $16,750,000.00
Item 41. The total current amortized cost, to the nearest cent: $16,755,026.79
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $16,755,695.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $16,755,695.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANCO DEL ESTADO DE CHILE
Item 27. The title of the issue (including coupon or yield): BANCO DEL ESTADO DE CHILE 0.22
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 05962PYB9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $23,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $23,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $23,000,230.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $23,000,230.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANCO DEL ESTADO DE CHILE
Item 27. The title of the issue (including coupon or yield): BANCO DEL ESTADO DE CHILE 0.16
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 05962PZL6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,350,000.00
Item 41. The total current amortized cost, to the nearest cent: $10,350,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $10,350,000.00
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: $10,350,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANCO DEL ESTADO DE CHILE
Item 27. The title of the issue (including coupon or yield): BANCO DEL ESTADO DE CHILE 0.22
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 05962PYP8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-25
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: $97,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $97,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $97,002,910.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $97,002,910.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANCO DEL ESTADO DE CHILE
Item 27. The title of the issue (including coupon or yield): BANCO DEL ESTADO DE CHILE 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 05962PA58
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $75,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $74,994,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $74,994,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF AMERICA NATIONAL ASSOCIATION
Item 27. The title of the issue (including coupon or yield): BANK OF AMERICA NATIONAL ASSOCIATION 0.19
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06052WE90
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $370,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $370,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $370,000,000.00
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: $370,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF AMERICA NATIONAL ASSOCIATION
Item 27. The title of the issue (including coupon or yield): BANK OF AMERICA NATIONAL ASSOCIATION 0.01
Item 28. The CUSIP. 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: 0AT001AA2
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 860220
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $901,843,000.00
Item 41. The total current amortized cost, to the nearest cent: $901,843,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .83%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $901,843,000.00
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: $901,843,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF CHINA HONG KONG BRANCH
Item 27. The title of the issue (including coupon or yield): BANK OF CHINA HONG KONG BRANCH 0.700
Item 28. The CUSIP. 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: 26441WN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1127449
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,868,011.25
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,930,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,930,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF CHINA-SINGAPORE
Item 27. The title of the issue (including coupon or yield): BANK OF CHINA-SINGAPORE 0.670
Item 28. The CUSIP. 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: 26438WN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1127449
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $179,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $178,773,831.65
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $178,874,700.00
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: $178,874,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF MONTREAL (LONDON)
Item 27. The title of the issue (including coupon or yield): BANK OF MONTREAL (LONDON) 0.25
Item 28. The CUSIP. 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: 42386DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 927971
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $380,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $380,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $380,064,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $380,064,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF MONTREAL (LONDON)
Item 27. The title of the issue (including coupon or yield): BANK OF MONTREAL (LONDON) 0.25
Item 28. The CUSIP. 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: 42505DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 927971
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $387,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $387,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $387,069,660.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $387,069,660.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF MONTREAL-CHICAGO
Item 27. The title of the issue (including coupon or yield): BANK OF MONTREAL-CHICAGO 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366ALJ9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $255,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $255,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $254,997,450.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $254,997,450.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF MONTREAL-CHICAGO
Item 27. The title of the issue (including coupon or yield): BANK OF MONTREAL-CHICAGO 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06366AMC3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $389,600,000.00
Item 41. The total current amortized cost, to the nearest cent: $389,600,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $389,596,104.00
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: $389,596,104.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF NOVA SCOTIA-HOUSTON
Item 27. The title of the issue (including coupon or yield): BANK OF NOVA SCOTIA-HOUSTON 0.255
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417FKP4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $284,300,000.00
Item 41. The total current amortized cost, to the nearest cent: $284,300,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $284,331,273.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $284,331,273.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF NOVA SCOTIA-HOUSTON
Item 27. The title of the issue (including coupon or yield): BANK OF NOVA SCOTIA-HOUSTON 0.244
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417FRL6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $486,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $486,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $486,065,124.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $486,065,124.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF NOVA SCOTIA-HOUSTON
Item 27. The title of the issue (including coupon or yield): BANK OF NOVA SCOTIA-HOUSTON 0.259
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417FVZ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $582,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $582,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .54%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $581,901,060.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $581,901,060.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF NOVA SCOTIA-HOUSTON
Item 27. The title of the issue (including coupon or yield): BANK OF NOVA SCOTIA-HOUSTON 0.254
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417FEG1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $450,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $450,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .42%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $450,085,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $450,085,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF NOVA SCOTIA-HOUSTON
Item 27. The title of the issue (including coupon or yield): BANK OF NOVA SCOTIA-HOUSTON 0.307
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417EL68
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $520,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $520,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $519,998,960.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $519,998,960.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF NOVA SCOTIA-HOUSTON
Item 27. The title of the issue (including coupon or yield): BANK OF NOVA SCOTIA-HOUSTON 0.305
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06417E5W9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $822,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $822,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .76%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $822,542,520.00
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: $822,542,520.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield): BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538FSP0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $25,000,750.00
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: $25,000,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield): BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 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: 06538FE59
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-10
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: $67,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $67,016,493.39
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $67,021,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $67,021,440.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield): BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.33
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538FUV4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-20
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: $112,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $112,023,849.35
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $112,038,080.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $112,038,080.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield): BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538FVP6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-26
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: $187,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $187,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $187,009,350.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $187,009,350.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield): BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538F6Y5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-27
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: $142,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $142,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $142,005,680.00
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: $142,005,680.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield): BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538GAF9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $250,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $250,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $250,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield): BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538FTL8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-09
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: $111,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $111,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $111,002,220.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $111,002,220.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH)
Item 27. The title of the issue (including coupon or yield): BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06538FVM3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $333,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $333,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $333,016,650.00
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: $333,016,650.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF TOKYO-MITSUBISHI UFJ LTD AUSTRALIA
Item 27. The title of the issue (including coupon or yield): BANK OF TOKYO-MITSUBISHI UFJ LTD AUSTRALIA 0.410
Item 28. The CUSIP. 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: 28617VN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000852743
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $52,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $51,969,859.51
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $51,985,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $51,985,440.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF TOKYO-MITSUBISHI UFJ LTD AUSTRALIA
Item 27. The title of the issue (including coupon or yield): BANK OF TOKYO-MITSUBISHI UFJ LTD AUSTRALIA 0.270
Item 28. The CUSIP. 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: 0A3438N
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000852743
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-25
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: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,936,295.21
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,952,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,952,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF TOKYO-MITSUBISHI UFJ LTD AUSTRALIA
Item 27. The title of the issue (including coupon or yield): BANK OF TOKYO-MITSUBISHI UFJ LTD AUSTRALIA 0.270
Item 28. The CUSIP. 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: 0A3076N
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000852743
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-22
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: $95,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $94,941,615.64
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $94,955,350.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $94,955,350.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF TOKYO-MITSUBISHI UFJ LTD AUSTRALIA
Item 27. The title of the issue (including coupon or yield): BANK OF TOKYO-MITSUBISHI UFJ LTD AUSTRALIA 0.270
Item 28. The CUSIP. 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: 42178DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000852743
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $199,911,561.57
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $199,936,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $199,936,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH
Item 27. The title of the issue (including coupon or yield): BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH 0.270
Item 28. The CUSIP. 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: 26440WN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000852743
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-10
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: $270,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $269,672,403.95
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $269,692,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $269,692,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH
Item 27. The title of the issue (including coupon or yield): BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH 0.270
Item 28. The CUSIP. 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: 44477DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000852743
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $242,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $241,691,881.20
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $241,712,020.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $241,712,020.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH
Item 27. The title of the issue (including coupon or yield): BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH 0.270
Item 28. The CUSIP. 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: 25833WP
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000852743
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $306,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $305,642,485.29
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $305,663,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $305,663,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANQUE ET CAISSE D'EPARGNE DE L'ETAT
Item 27. The title of the issue (including coupon or yield): BANQUE ET CAISSE D'EPARGNE DE L'ETAT 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 0667K0YM9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-21
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: $73,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $72,958,937.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $72,966,420.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $72,966,420.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANQUE FEDERATIVE DU CREDIT MUTUEL
Item 27. The title of the issue (including coupon or yield): BANQUE FEDERATIVE DU CREDIT MUTUEL 0.250
Item 28. The CUSIP. 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: 44806DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1399361
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $439,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $438,762,356.76
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .4%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $438,767,330.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $438,767,330.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANQUE FEDERATIVE DU CREDIT MUTUEL
Item 27. The title of the issue (including coupon or yield): BANQUE FEDERATIVE DU CREDIT MUTUEL 0.25
Item 28. The CUSIP. 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: 44803DP
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1399361
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $187,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $187,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $187,003,740.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $187,003,740.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BARCLAYS BANK PLC (COLLATERALIZED CP)
Item 27. The title of the issue (including coupon or yield): BARCLAYS BANK PLC (COLLATERALIZED CP) 0.300
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06741GTD7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
BARCLAYS BANK PLC |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $32,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $31,978,666.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $31,986,560.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $31,986,560.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BARCLAYS BANK PLC (COLLATERALIZED CP)
Item 27. The title of the issue (including coupon or yield): BARCLAYS BANK PLC (COLLATERALIZED CP) 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06741GSW6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-22
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 |
---|---|---|
BARCLAYS BANK PLC |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $74,973,437.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $74,982,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $74,982,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BARCLAYS BANK PLC-GRAND CAYMAN
Item 27. The title of the issue (including coupon or yield): BARCLAYS BANK PLC-GRAND CAYMAN 0.09
Item 28. The CUSIP. 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: 0BGC03BW5
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000312070
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $958,796,000.00
Item 41. The total current amortized cost, to the nearest cent: $958,796,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .88%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $958,796,000.00
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: $958,796,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BARCLAYS BANK PLC-NEW YORK
Item 27. The title of the issue (including coupon or yield): BARCLAYS BANK PLC-NEW YORK 0.232
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06741XSB5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-26
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: $170,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $170,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $169,974,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $169,974,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BARCLAYS BANK PLC-NEW YORK
Item 27. The title of the issue (including coupon or yield): BARCLAYS BANK PLC-NEW YORK 0.28
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06741XSA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-30
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: $302,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $302,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $302,072,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $302,072,480.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BARCLAYS BANK PLC-NEW YORK
Item 27. The title of the issue (including coupon or yield): BARCLAYS BANK PLC-NEW YORK 0.299
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06741XRN0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $722,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $722,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .67%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $721,978,340.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $721,978,340.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BARCLAYS BANK PLC-NEW YORK
Item 27. The title of the issue (including coupon or yield): BARCLAYS BANK PLC-NEW YORK 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06741XTE8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $254,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $254,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $253,987,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $253,987,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BARCLAYS CAPITAL INC. (REPO)
Item 27. The title of the issue (including coupon or yield): BARCLAYS CAPITAL INC. (REPO) 0.04
Item 28. The CUSIP. 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: 0BAR16K34
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1197490
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
UNITED STATES TREAS NTS |
2023-02-15 |
2.000000 |
Treasury Debt - U.S. TREASURY NOTE |
$210,167,200.00 |
$197,761,286.04 |
UNITED STATES TREAS NTS |
2015-06-30 |
0.375000 |
Treasury Debt - U.S. TREASURY NOTE |
$244,018,000.00 |
$244,225,806.52 |
UNITED STATES TREAS SEC STRIPPED INT PMT |
2033-08-15 |
0.000000 |
Treasury Debt - US TREASURY INTEREST ONLY STRIP |
$34,637,142.00 |
$16,338,686.25 |
UNITED STATES TREAS SEC STRIPPED INT PMT |
2024-02-15 |
0.000000 |
Treasury Debt - US TREASURY INTEREST ONLY STRIP |
$280,883,639.00 |
$204,674,290.07 |
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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $650,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $650,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .6%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $650,000,000.00
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: $650,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BARCLAYS US FUNDING LLC
Item 27. The title of the issue (including coupon or yield): BARCLAYS US FUNDING LLC 0.278
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 06737HZW2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-30
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: $35,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $34,967,625.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $34,968,850.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $34,968,850.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BEDFORD ROW FUNDING CORP.
Item 27. The title of the issue (including coupon or yield): BEDFORD ROW FUNDING CORP. 0.301
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 07644BAD4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
ROYAL BANK OF CANADA |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $36,650,000.00
Item 41. The total current amortized cost, to the nearest cent: $36,609,074.17
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $36,614,449.50
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: $36,614,449.50
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP PARIBAS NY BRANCH
Item 27. The title of the issue (including coupon or yield): BNP PARIBAS NY BRANCH 0.28
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 05572WL61
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $750,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $750,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .69%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $750,037,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $750,037,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP PARIBAS NY BRANCH
Item 27. The title of the issue (including coupon or yield): BNP PARIBAS NY BRANCH 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 05572WK96
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $967,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $967,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .89%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $967,029,010.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $967,029,010.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP PARIBAS SA
Item 27. The title of the issue (including coupon or yield): BNP PARIBAS SA 0.27
Item 28. The CUSIP. 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: 37194DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001456945
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $354,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $354,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .33%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $353,943,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $353,943,360.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP PARIBAS SECURITIES CORP (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield): BNP PARIBAS SECURITIES CORP (NON-TRADITIONAL REPO) 0.29
Item 28. The CUSIP. 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: 0BPS01AM7
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001456945
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
ADOBE SYS INC |
2020-02-01 |
4.750000 |
Other Instrument - CORPORATE BOND |
$671,348.00 |
$722,790.97 |
10.125 BRAZIL 27 |
2027-05-15 |
0.000000 |
Other Instrument - SOVEREIGN DEBT |
$51,000,000.00 |
$78,006,093.74 |
8.875 BRAZIL 24 |
2024-04-15 |
0.000000 |
Other Instrument - SOVEREIGN DEBT |
$8,000,000.00 |
$10,966,250.01 |
BRAZIL FEDERATIVE REP |
2019-10-14 |
8.875000 |
Other Instrument - SOVEREIGN DEBT |
$4,480,175.00 |
$5,884,834.32 |
BRAZIL FEDERATIVE REP |
2025-02-04 |
8.750000 |
Other Instrument - SOVEREIGN DEBT |
$32,409,722.00 |
$43,471,790.31 |
6 BRAZIL 17 |
2017-01-17 |
0.000000 |
Other Instrument - SOVEREIGN DEBT |
$21,000,000.00 |
$23,513,000.01 |
5.875 REP FED 19 |
2019-01-15 |
0.000000 |
Other Instrument - SOVEREIGN DEBT |
$21,711,418.00 |
$24,443,664.26 |
BRAZIL FEDERATIVE REP |
2021-01-22 |
4.875000 |
Other Instrument - SOVEREIGN DEBT |
$2,600,000.00 |
$2,738,179.17 |
HESS CORP |
2041-02-15 |
5.600000 |
Other Instrument - CORPORATE BOND |
$977,525.00 |
$1,002,914.58 |
JAPAN FIN CORP |
2016-05-18 |
2.500000 |
Other Instrument - SOVEREIGN DEBT |
$20,000,000.00 |
$20,920,266.66 |
KOHLS CORP |
2017-12-15 |
6.250000 |
Other Instrument - CORPORATE BOND |
$313,679.00 |
$362,246.18 |
KRAFT FOODS INC |
2039-01-26 |
6.875000 |
Other Instrument - CORPORATE BOND |
$45,000.00 |
$54,666.59 |
KROGER CO |
2043-08-01 |
5.150000 |
Other Instrument - CORPORATE BOND |
$179,695.00 |
$175,980.70 |
LORILLARD TOB CO |
2016-08-04 |
3.500000 |
Other Instrument - CORPORATE BOND |
$1,466,983.00 |
$1,534,123.55 |
PENSKE TRUCK LEASING CO L P / PTL FIN CORP |
2023-01-17 |
4.250000 |
Other Instrument - CORPORATE BOND |
$550,000.00 |
$530,049.51 |
PETROLEOS MEXICANOS |
2019-05-03 |
8.000000 |
Other Instrument - CORPORATE BOND |
$228,430.00 |
$280,055.18 |
REYNOLDS AMERN INC |
2022-11-01 |
3.250000 |
Other Instrument - CORPORATE BOND |
$2,422,172.00 |
$2,241,267.37 |
VALERO ENERGY CORP NEW |
2032-04-15 |
7.500000 |
Other Instrument - CORPORATE BOND |
$1,483,981.00 |
$1,791,098.29 |
VERIZON COMMUNICATIONS INC |
2021-04-01 |
4.600000 |
Other Instrument - CORPORATE BOND |
$2,735,246.00 |
$2,934,377.99 |
VIACOM INC NEW |
2015-02-27 |
1.250000 |
Other Instrument - CORPORATE BOND |
$1,043,588.00 |
$1,046,430.91 |
VIRGINIA ELEC & PWR CO |
2043-08-15 |
4.650000 |
Other Instrument - CORPORATE BOND |
$3,262,000.00 |
$3,277,160.15 |
VOLKSWAGEN INTL FIN N V |
2017-11-20 |
1.600000 |
Other Instrument - CORPORATE BOND |
$3,563,000.00 |
$3,497,884.20 |
ZOETIS INC |
2023-02-01 |
3.250000 |
Other Instrument - CORPORATE BOND |
$1,700,000.00 |
$1,604,932.69 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-09
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: $220,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $220,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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? 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: $220,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $220,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP PARIBAS SECURITIES CORP (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield): BNP PARIBAS SECURITIES CORP (NON-TRADITIONAL REPO) 0.27
Item 28. The CUSIP. 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: 0BPS01AO3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001456945
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
APPLIED MATLS INC |
2041-06-15 |
5.850000 |
Other Instrument - CORPORATE BOND |
$458,762.00 |
$484,153.33 |
BP CAP MKTS P L C |
2018-05-10 |
1.375000 |
Other Instrument - CORPORATE BOND |
$2,330,270.00 |
$2,245,424.87 |
BANK AMER CORP |
2015-08-01 |
4.750000 |
Other Instrument - CORPORATE BOND |
$4,078,014.00 |
$4,344,293.59 |
Black Diamond CLO |
2019-04-29 |
1.614000 |
Other Instrument - ASSET BACKED SECURITY |
$363,577.00 |
$330,585.90 |
BOSTON SCIENTIFIC CORP |
2020-01-15 |
6.000000 |
Other Instrument - CORPORATE BOND |
$436,221.00 |
$501,135.05 |
Cent CDO |
2021-04-15 |
0.498000 |
Other Instrument - ASSET BACKED SECURITY |
$129,079.00 |
$125,813.64 |
COMCAST CORP |
2033-01-15 |
4.250000 |
Other Instrument - CORPORATE BOND |
$2,003,703.00 |
$1,901,273.70 |
8.125 CORP AND19NTS |
2019-06-04 |
0.000000 |
Other Instrument - CORPORATE BOND |
$493,616.00 |
$618,031.78 |
COVIDIEN INTL FIN S A |
2023-06-15 |
2.950000 |
Other Instrument - CORPORATE BOND |
$1,328,178.00 |
$1,238,393.17 |
DISNEY WALT CO NEW MEDIUM TERM NTS BOOK ENTRY |
2022-12-01 |
2.350000 |
Other Note - MEDIUM TERM NOTE |
$434,286.00 |
$399,215.23 |
DISCOVERY COMMUNICATIONS LLC |
2021-06-15 |
4.375000 |
Other Note - MEDIUM TERM NOTE |
$115,619.00 |
$121,246.71 |
DNB NOR BOLIGKREDITT AS COVERED BD PROGRAM BOOK |
2015-10-14 |
2.100000 |
Other Instrument - CORPORATE BOND |
$191,165.00 |
$197,441.58 |
ENERGY TRANSFER PARTNERS L P |
2021-06-01 |
4.650000 |
Other Instrument - CORPORATE BOND |
$417,534.00 |
$434,181.08 |
EXPORT IMPORT BK KOREA |
2015-09-09 |
4.125000 |
Other Instrument - CORPORATE BOND |
$15,660,839.00 |
$16,805,548.47 |
GECC 16 724 FRN |
2016-01-08 |
0.000000 |
Other Note - MEDIUM TERM NOTE |
$529,479.00 |
$526,886.69 |
HALLIBURTON CO |
2018-08-01 |
2.000000 |
Other Instrument - CORPORATE BOND |
$27,694.00 |
$27,428.41 |
HANA BK SR MEDIUM TERM NT PROGRAM REG S |
2017-10-25 |
3.500000 |
Other Note - MEDIUM TERM NOTE |
$406,300.00 |
$421,683.65 |
HESS CORP |
2041-02-15 |
5.600000 |
Other Instrument - CORPORATE BOND |
$431,613.00 |
$442,823.43 |
INTERNATIONAL BUSINESS MACHS CORP |
2020-05-15 |
1.625000 |
Other Instrument - CORPORATE BOND |
$2,680,691.00 |
$2,501,462.61 |
LONGFELLOW PL CLO LTD / LONGFELLOW PL CLO LLC |
2024-01-15 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$655,000.00 |
$621,662.08 |
LOWES COS INC |
2036-10-15 |
5.800000 |
Other Instrument - CORPORATE BOND |
$524,432.00 |
$591,921.15 |
NBCUNIVERSAL ENTERPRISE INC |
2019-04-15 |
1.974000 |
Other Instrument - CORPORATE BOND |
$32,055.00 |
$31,222.14 |
NEVADA PWR CO REORGANIZED AS SIERRA PAC RES NEW |
2019-03-15 |
7.125000 |
Other Instrument - CORPORATE BOND |
$593,707.00 |
$751,785.20 |
OFSI FD V LTD / OFSI FD V LLC |
2025-04-17 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$304,066.00 |
$281,449.04 |
OESTERREICHISCHE KONTROLLBANK A G |
2014-01-21 |
1.375000 |
Other Instrument - CORPORATE BOND |
$942,882.00 |
$948,472.90 |
PETROBAS INTL FIN CO |
2014-09-15 |
7.750000 |
Other Instrument - CORPORATE BOND |
$57,492.00 |
$63,184.91 |
PETROLEOS MEXICANOS |
2019-05-03 |
8.000000 |
Other Instrument - CORPORATE BOND |
$1,205,191.00 |
$1,477,564.16 |
PROGRESS ENERGY INC |
2031-10-30 |
7.000000 |
Other Instrument - CORPORATE BOND |
$169,375.00 |
$209,237.97 |
REALTY INCOME CORP |
2023-08-01 |
4.650000 |
Other Instrument - CORPORATE BOND |
$284,995.00 |
$288,024.50 |
ROYAL BK SCOTLAND GROUP PLC |
2015-09-18 |
2.550000 |
Other Note - MEDIUM TERM NOTE |
$315,000.00 |
$324,713.02 |
SASOL FING INTL PLC |
2022-11-14 |
4.500000 |
Other Instrument - CORPORATE BOND |
$2,402,070.00 |
$2,175,674.90 |
SPAREBANK 1 BOLIGKREDITT AS GLOBAL MEDIUM TERM C |
2013-10-25 |
1.250000 |
Other Instrument - CORPORATE BOND |
$957,029.00 |
$962,331.21 |
TELOS CLO 2013-4 LTD / TELOS CLO 2013-4 LLC |
2024-07-17 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$261,385.00 |
$259,295.15 |
THOMSON REUTERS CORP FORMERLY THOMSON CORP TO 04 |
2018-07-15 |
6.500000 |
Other Instrument - CORPORATE BOND |
$91,821.00 |
$108,335.47 |
UBS AG LONDON BRH COVERED BD PROGRAM BOOK ENTRY |
2016-03-24 |
0.750000 |
Other Instrument - CORPORATE BOND |
$1,161,790.00 |
$1,153,437.70 |
VALERO ENERGY CORP NEW |
2032-04-15 |
7.500000 |
Other Instrument - CORPORATE BOND |
$396,383.00 |
$478,416.44 |
VERIZON COMMUNICATIONS INC |
2041-04-01 |
6.000000 |
Other Instrument - CORPORATE BOND |
$1,040,000.00 |
$1,115,940.80 |
VERIZON GLOBAL FDG CORP |
2030-12-01 |
7.750000 |
Other Instrument - CORPORATE BOND |
$2,715,774.00 |
$3,505,167.27 |
VIVENDI SA |
2018-01-12 |
3.450000 |
Other Instrument - CORPORATE BOND |
$407,080.00 |
$413,955.58 |
CIFC FDG 2007 III |
2021-07-26 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,392,945.00 |
$1,316,595.66 |
BANCO BTG PACTUAL S.A. |
2016-07-08 |
4.875000 |
Other Instrument - CORPORATE BOND |
$1,770,435.00 |
$1,809,458.34 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? 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: $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: BPCE SA
Item 27. The title of the issue (including coupon or yield): BPCE SA 0.220
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 05571BWT6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $186,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $185,970,446.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $185,977,680.00
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: $185,977,680.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BRANCH BANKING & TRUST COMPANY
Item 27. The title of the issue (including coupon or yield): BRANCH BANKING & TRUST COMPANY 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 10513DUA6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $390,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $390,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $390,031,200.00
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: $390,031,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CAISSE CENTRALE DESJARDINS
Item 27. The title of the issue (including coupon or yield): CAISSE CENTRALE DESJARDINS 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 1280C3AT4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-27
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: $130,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $129,866,388.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $129,832,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $129,832,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CAISSE DES DEPOTS ET CONSIGNATIONS
Item 27. The title of the issue (including coupon or yield): CAISSE DES DEPOTS ET CONSIGNATIONS 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12800BAT9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-27
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: $103,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $102,894,138.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $102,879,490.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $102,879,490.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CAISSE DES DEPOTS ET CONSIGNATIONS
Item 27. The title of the issue (including coupon or yield): CAISSE DES DEPOTS ET CONSIGNATIONS 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12800BAM4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-21
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: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $199,802,777.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $199,784,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $199,784,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CAISSE DES DEPOTS ET CONSIGNATIONS
Item 27. The title of the issue (including coupon or yield): CAISSE DES DEPOTS ET CONSIGNATIONS 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12800BAV4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,895,833.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,881,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,881,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CAISSE DES DEPOTS ET CONSIGNATIONS
Item 27. The title of the issue (including coupon or yield): CAISSE DES DEPOTS ET CONSIGNATIONS 0.210
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 12800AYN8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-22
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: $159,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $158,923,945.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $158,917,320.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $158,917,320.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CANCARA ASSET SECURITIZATION LLC
Item 27. The title of the issue (including coupon or yield): CANCARA ASSET SECURITIZATION LLC 0.204
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 13738JXU9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
BANK OF SCOTLAND PLC |
N/A |
N/A |
LLOYDS TSB BANK PLC |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $378,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $377,877,925.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $377,890,380.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $377,890,380.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CANCARA ASSET SECURITIZATION LLC
Item 27. The title of the issue (including coupon or yield): CANCARA ASSET SECURITIZATION LLC 0.200
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 13738JXP0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
BANK OF SCOTLAND PLC |
N/A |
N/A |
LLOYDS TSB BANK PLC |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $77,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $76,977,755.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $76,979,980.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $76,979,980.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CANCARA ASSET SECURITIZATION LLC
Item 27. The title of the issue (including coupon or yield): CANCARA ASSET SECURITIZATION LLC 0.200
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 13738JXV7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
BANK OF SCOTLAND PLC |
N/A |
N/A |
LLOYDS TSB BANK PLC |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $98,601,000.00
Item 41. The total current amortized cost, to the nearest cent: $98,569,228.57
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $98,571,419.70
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $98,571,419.70
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CITIBANK NA - CANADA BRANCH
Item 27. The title of the issue (including coupon or yield): CITIBANK NA - CANADA BRANCH 0.13
Item 28. The CUSIP. 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: 0CCB01DD3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 711466
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $500,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CITIBANK NA-PUERTO RICO
Item 27. The title of the issue (including coupon or yield): CITIBANK NA-PUERTO RICO 0.13
Item 28. The CUSIP. 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: 0CPR01DB8
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 928158
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $744,575,000.00
Item 41. The total current amortized cost, to the nearest cent: $744,575,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .69%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $744,575,000.00
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: $744,575,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield): COMMONWEALTH BANK OF AUSTRALIA 0.223
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272AEK8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $115,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $114,994,322.57
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $115,000,000.00
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: $115,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield): COMMONWEALTH BANK OF AUSTRALIA 0.282
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272AET9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,996,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,996,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield): COMMONWEALTH BANK OF AUSTRALIA 0.285
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272AEN2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $250,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $249,981,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $249,981,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield): COMMONWEALTH BANK OF AUSTRALIA 0.272
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272AEM4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $203,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $203,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $202,993,910.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $202,993,910.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield): COMMONWEALTH BANK OF AUSTRALIA 0.245
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272DX21
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $251,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $250,947,045.97
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: $250,979,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $250,979,920.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: COMMONWEALTH BANK OF AUSTRALIA
Item 27. The title of the issue (including coupon or yield): COMMONWEALTH BANK OF AUSTRALIA 0.278
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 20272AEF9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $499,300,000.00
Item 41. The total current amortized cost, to the nearest cent: $499,300,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $499,344,937.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $499,344,937.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
Item 27. The title of the issue (including coupon or yield): CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.21
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 22532UZX5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $200,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $200,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
Item 27. The title of the issue (including coupon or yield): CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.08
Item 28. The CUSIP. 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: 0BC001LM0
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1330437
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,005,603,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,005,603,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .93%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,005,603,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,005,603,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK
Item 27. The title of the issue (including coupon or yield): CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.02
Item 28. The CUSIP. 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: 0BC001LP3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1330437
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $500,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT INDUSTRIEL ET COMMERCIAL
Item 27. The title of the issue (including coupon or yield): CREDIT INDUSTRIEL ET COMMERCIAL 0.1
Item 28. The CUSIP. 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: 0CIE01NS7
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001274419
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,000,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,000,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,000,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT INDUSTRIEL ET COMMERCIAL
Item 27. The title of the issue (including coupon or yield): CREDIT INDUSTRIEL ET COMMERCIAL 0.215
Item 28. The CUSIP. 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: 41457DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001274419
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $668,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $668,001,762.07
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .62%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $668,013,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $668,013,360.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT SUISSE AG - NEW YORK BRANCH
Item 27. The title of the issue (including coupon or yield): CREDIT SUISSE AG - NEW YORK BRANCH 0.354
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 22550DC23
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-01
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
CREDIT SUISSE AG - NEW YORK BRANCH |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $812,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $812,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $812,081,200.00
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: $812,081,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT SUISSE AG - NEW YORK BRANCH
Item 27. The title of the issue (including coupon or yield): CREDIT SUISSE AG - NEW YORK BRANCH 0.294
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 22550DF95
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-07
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
CREDIT SUISSE AG - NEW YORK BRANCH |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $355,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $355,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .33%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $355,000,710.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $355,000,710.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT SUISSE AG - NEW YORK BRANCH
Item 27. The title of the issue (including coupon or yield): CREDIT SUISSE AG - NEW YORK BRANCH 0.27
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 22549TDJ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
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: $419,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $419,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .39%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $418,832,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $418,832,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT SUISSE AG - NEW YORK BRANCH
Item 27. The title of the issue (including coupon or yield): CREDIT SUISSE AG - NEW YORK BRANCH 0.270
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 2254EBB75
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
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: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,940,375.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,927,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,927,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT SUISSE AG - NEW YORK BRANCH
Item 27. The title of the issue (including coupon or yield): CREDIT SUISSE AG - NEW YORK BRANCH 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: 22549TAL2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-25
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: $650,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $650,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .6%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $650,026,000.00
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: $650,026,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield): CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.67
Item 28. The CUSIP. 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: 0CSN01BN0
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001166296
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
ADJUSTABLE RATE MORTGAGE TRUST |
2035-11-25 |
5.116020 |
Other Instrument - CMO |
$41,230,000.00 |
$12,007,094.37 |
ADJUSTABLE RATE MORTGAGE TRUST |
2036-02-25 |
2.817880 |
Other Instrument - CMO |
$29,742,000.00 |
$4,052,170.79 |
ADJUSTABLE RATE MORTGAGE-BACKE |
2037-03-25 |
3.779500 |
Other Instrument - CMO |
$14,000,000.00 |
$4,622,929.99 |
AMERICAN HOME MORTGAGE ASSET T |
2046-12-25 |
0.424060 |
Other Instrument - CMO |
$725,000.00 |
$11,594.18 |
CWALT ALTERNATIVE LOAN TRUST |
2046-08-25 |
0.988410 |
Other Instrument - CMO |
$7,954,470.00 |
$145,199.75 |
CWALT ALTERNATIVE LOAN TRUST |
2046-08-25 |
0.414060 |
Other Instrument - CMO |
$37,850,000.00 |
$473,740.62 |
ALTERNATIVE LOAN TRUST 2006-OA |
2046-11-25 |
1.041940 |
Other Instrument - CMO |
$10,750,000.00 |
$211,450.70 |
ALTERNATIVE LOAN TRUST 2006-24 |
2036-06-25 |
0.534060 |
Other Instrument - CMO |
$17,328,571.00 |
$4,594,203.93 |
ALTERNATIVE LOAN TRUST 2007-9 |
2037-05-25 |
6.000000 |
Other Instrument - CMO |
$4,815,000.00 |
$1,885,743.77 |
ALTERNATIVE LOAN TRUST 2007-OH |
2047-04-25 |
0.394060 |
Other Instrument - CMO |
$14,086,970.00 |
$6,033,516.75 |
ALTERNATIVE LOAN TRUST 2007-15 |
2037-07-25 |
0.347100 |
Other Instrument - CMO |
$2,590,000.00 |
$14,673.67 |
AMERICAN HOME MORTGAGE INVESTM |
2034-10-25 |
5.350000 |
Other Instrument - CMO |
$3,500,000.00 |
$322,012.44 |
AMERICAN HOME MORTGAGE INVESTM |
2047-05-25 |
0.430030 |
Other Instrument - CMO |
$22,050,000.00 |
$71,408.40 |
BANC OF AMERICA FUNDING CORPOR |
2035-06-20 |
2.384000 |
Other Instrument - CMO |
$75,000.00 |
$5,645.78 |
BEAR STEARNS ALT-A TRUST 2002- |
2036-02-25 |
2.509040 |
Other Instrument - CMO |
$5,846,000.00 |
$33,602.87 |
BEAR STEARNS ALT-A TRUST 2006- |
2036-08-25 |
0.354060 |
Other Instrument - CMO |
$227,500,000.00 |
$27,300,765.53 |
BEAR STEARNS MORTGAGE FUNDING |
2036-11-25 |
0.424060 |
Other Instrument - CMO |
$20,000,000.00 |
$85,976.60 |
BEAR STEARNS MORTGAGE FUNDING |
2037-01-25 |
0.414060 |
Other Instrument - CMO |
$228,000.00 |
$6,067.93 |
CHL MORTGAGE PASS-THROUGH TRUS |
2037-05-25 |
0.205590 |
Other Instrument - CMO |
$235,126,000.00 |
$463,177.50 |
COMM 2005-FL10 |
2017-04-15 |
1.884060 |
Other Instrument - CMO |
$1,180,000.00 |
$629,276.33 |
CWABS ASSET-BACKED CERTIFICATE |
2036-01-25 |
0.584060 |
Other Instrument - CMO |
$22,725,000.00 |
$3,441,540.93 |
CWALT INC. 2004-2CB |
2035-04-25 |
0.684060 |
Other Instrument - CMO |
$11,935,000.00 |
$1,918,654.95 |
CWALT INC. 2005-13CB |
2035-10-25 |
0.864060 |
Other Instrument - CMO |
$3,370,000.00 |
$1,230,192.35 |
CWALT INC. 2005-13CB |
2035-10-25 |
0.834060 |
Other Instrument - CMO |
$15,143,867.00 |
$5,517,776.12 |
CWALT INC. 2005-13CB |
2035-05-25 |
0.286430 |
Other Instrument - CMO |
$328,928,675.00 |
$1,192,913.99 |
CWALT INC. 2005-13CB |
2035-07-25 |
0.884060 |
Other Instrument - CMO |
$3,000,000.00 |
$548,884.84 |
CWALT INC. 2005-43 |
2039-04-16 |
4.815940 |
Other Instrument - CMO |
$125,000,000.00 |
$7,648,962.55 |
CWALT INC. 2005-43 |
2035-10-25 |
5.500000 |
Other Instrument - CMO |
$18,730,000.00 |
$14,011,683.82 |
CWALT INC. 2005-43 |
2036-01-25 |
4.815940 |
Other Instrument - CMO |
$64,853,000.00 |
$3,838,951.39 |
CWALT INC. 2005-43 |
2035-12-25 |
1.534060 |
Other Instrument - CMO |
$7,855,000.00 |
$4,064,532.57 |
CWALT INC. 2005-43 |
2035-12-25 |
5.500000 |
Other Instrument - CMO |
$2,810,000.00 |
$1,696,513.86 |
CWALT INC. 2005-79CB |
2046-07-25 |
0.454060 |
Other Instrument - CMO |
$4,197,545.00 |
$529,964.26 |
CWALT INC. 2005-79CB |
2036-04-25 |
5.315940 |
Other Instrument - CMO |
$292,000.00 |
$15,090.50 |
CWALT INC. 2005-79CB |
2036-05-25 |
0.884060 |
Other Instrument - CMO |
$14,855,000.00 |
$3,620,747.40 |
CWMBS INC. 2005-19 |
2035-11-20 |
5.098250 |
Other Instrument - CMO |
$42,420,000.00 |
$11,980,570.32 |
CWMBS INC. 2005-19 |
2036-03-20 |
2.637040 |
Other Instrument - CMO |
$6,474,443.00 |
$1,655,624.04 |
CHASE MORTGAGE FINANCE TRUST S |
2037-03-25 |
5.165940 |
Other Instrument - CMO |
$186,000,000.00 |
$8,484,840.86 |
CITICORP MORTGAGE SECURITIES T |
2037-06-25 |
6.000000 |
Other Instrument - CMO |
$1,612,500.00 |
$860,610.74 |
DSLA MORTGAGE LOAN TRUST 2004- |
2045-03-19 |
0.504060 |
Other Instrument - CMO |
$18,900,000.00 |
$791,603.12 |
DSLA MORTGAGE LOAN TRUST 2004- |
2045-07-19 |
0.504060 |
Other Instrument - CMO |
$5,120,000.00 |
$97,193.70 |
DEUTSCHE ALT-A SECURITIES INC. |
2035-10-25 |
2.722830 |
Other Instrument - CMO |
$2,043,767.00 |
$3,843.03 |
DEUTSCHE ALT-A SECURITIES INC. |
2035-11-25 |
0.404360 |
Other Instrument - CMO |
$159,745,300.00 |
$663,512.27 |
DEUTSCHE ALT-A SECURITIES INC. |
2036-04-25 |
0.484060 |
Other Instrument - CMO |
$9,595,000.00 |
$4,464,857.41 |
DEUTSCHE MORTGAGE SECURITIES |
2047-10-28 |
0.000000 |
Other Instrument - CMO |
$2,772,000.00 |
$174,899.70 |
FIRST HORIZON ALTERNATIVE MORT |
2036-06-25 |
2.318100 |
Other Instrument - CMO |
$193,000.00 |
$44,184.27 |
GSR MORTGAGE LOAN TRUST 2007-O |
2037-05-25 |
0.514060 |
Other Instrument - CMO |
$10,433,000.00 |
$1,624,693.56 |
HSI ASSET SECURITIZATION CORPO |
2036-03-25 |
0.704060 |
Other Instrument - CMO |
$4,151,000.00 |
$597,581.23 |
HARBORVIEW MORTGAGE LOAN TRUST |
2036-02-19 |
0.424060 |
Other Instrument - CMO |
$30,000.00 |
$7,594.69 |
HARBORVIEW MORTGAGE LOAN TRUST |
2045-06-19 |
0.664060 |
Other Instrument - CMO |
$15,000,000.00 |
$858,496.37 |
HARBORVIEW MORTGAGE LOAN TRUST |
2036-11-19 |
0.464060 |
Other Instrument - CMO |
$4,525,000.00 |
$208,226.01 |
IMPERIAL CMB TRUST SERIES 1998 |
2035-03-25 |
0.534060 |
Other Instrument - CMO |
$19,475,000.00 |
$482,848.44 |
IMPERIAL CMB TRUST SERIES 1998 |
2035-03-25 |
0.504060 |
Other Instrument - CMO |
$30,000,000.00 |
$2,717,475.37 |
IMPERIAL CMB TRUST SERIES 1998 |
2035-03-25 |
0.444060 |
Other Instrument - CMO |
$25,000,000.00 |
$1,418,063.79 |
IMPERIAL CMB TRUST SERIES 1998 |
2035-08-25 |
0.784060 |
Other Instrument - CMO |
$55,615,000.00 |
$4,239,617.88 |
IMPAC SECURED ASSETS TRUST 200 |
2037-03-25 |
0.344060 |
Other Instrument - CMO |
$1,650,000.00 |
$911,286.80 |
INDYMAC INDX MORTGAGE LOAN TRU |
2035-05-25 |
0.584060 |
Other Instrument - CMO |
$3,280,000.00 |
$562,362.46 |
INDYMAC INDX MORTGAGE LOAN TRU |
2036-06-25 |
4.714670 |
Other Instrument - CMO |
$14,475,000.00 |
$1,259,031.19 |
INDYMAC INDX MORTGAGE LOAN TRU |
2036-11-25 |
0.474060 |
Other Instrument - CMO |
$13,921,000.00 |
$2,130,160.02 |
INDYMAC INDX MORTGAGE LOAN TRU |
2037-02-25 |
0.454060 |
Other Instrument - CMO |
$4,766,000.00 |
$264,236.86 |
INDYMAC INDA MORTGAGE LOAN TRU |
2037-10-25 |
3.364720 |
Other Instrument - CMO |
$13,239,000.00 |
$87,129.31 |
JPMORGAN MORTGAGE TRUST 2006-S |
2037-01-25 |
6.435940 |
Other Instrument - CMO |
$19,300,000.00 |
$1,512,746.72 |
LEHMAN XS TRUST SERIES 2006-1 |
2046-07-25 |
0.484060 |
Other Instrument - CMO |
$870,000.00 |
$303,347.52 |
MASTR ADJUSTABLE RATE MORTGAGE |
2035-08-25 |
2.764230 |
Other Instrument - CMO |
$14,333,000.00 |
$153,547.29 |
MASTR ADJUSTABLE RATE MORTGAGE |
2047-05-25 |
0.384060 |
Other Instrument - CMO |
$16,945,000.00 |
$5,207,015.71 |
MERRILL LYNCH MORTGAGE INVESTO |
2036-03-25 |
3.009220 |
Other Instrument - CMO |
$3,647,416.00 |
$683,318.24 |
MERRILL LYNCH MORTGAGE INVESTO |
2035-12-25 |
2.582860 |
Other Instrument - CMO |
$15,000.00 |
$13,248.33 |
MERRILL LYNCH MORTGAGE INVESTO |
2036-05-25 |
2.797230 |
Other Instrument - CMO |
$1,155,747.00 |
$215,922.73 |
MERRILL LYNCH ALTERNATIVE NOTE |
2037-08-25 |
0.584060 |
Other Instrument - CMO |
$62,277,000.00 |
$12,657.44 |
MORGAN STANLEY MORTGAGE LOAN T |
2036-01-25 |
3.868780 |
Other Instrument - CMO |
$290,768,800.00 |
$8,744,597.79 |
MORGAN STANLEY MORTGAGE LOAN T |
2036-04-25 |
3.627420 |
Other Instrument - CMO |
$483,000.00 |
$13,546.23 |
GCMO 144ANOMURA 04-R1 |
2035-08-25 |
0.474060 |
Other Instrument - CMO |
$229,000.00 |
$19,158.73 |
RALI SERIES 2006-QS4 TRUST |
2036-04-25 |
0.684060 |
Other Instrument - CMO |
$36,060,000.00 |
$5,680,844.34 |
RALI SERIES 2007-QS1 TRUST |
2037-01-25 |
6.455940 |
Other Instrument - CMO |
$106,779,800.00 |
$9,877,106.96 |
RALI SERIES 2007-QS1 TRUST |
2037-01-25 |
0.544060 |
Other Instrument - CMO |
$1,550,000.00 |
$401,098.66 |
RALI SERIES 2006-QS17 TRUST |
2036-12-25 |
0.534060 |
Other Instrument - CMO |
$32,220,000.00 |
$8,093,052.03 |
RFMSI SERIES 2007-SA1 TRUST |
2037-02-25 |
3.484190 |
Other Instrument - CMO |
$3,962,000.00 |
$844,123.38 |
RALI SERIES 2006-QS12 TRUST |
2036-09-25 |
6.000000 |
Other Instrument - CMO |
$4,560,000.00 |
$2,090,513.33 |
RALI SERIES 2006-QS10 TRUST |
2036-08-25 |
6.915940 |
Other Instrument - CMO |
$299,000.00 |
$22,985.65 |
RALI SERIES 2006-QS9 TRUST |
2036-07-25 |
6.500000 |
Other Instrument - CMO |
$5,396,000.00 |
$1,247,132.15 |
RALI SERIES 2003-QS4 TRUST |
2035-04-25 |
2.970610 |
Other Instrument - CMO |
$7,566,000.00 |
$172,389.33 |
RALI SERIES 2005-QS9 TRUST |
2035-09-25 |
3.717190 |
Other Instrument - CMO |
$15,405,000.00 |
$4,910,411.15 |
RALI SERIES 2005-QS9 TRUST |
2035-11-25 |
4.615940 |
Other Instrument - CMO |
$3,137,000.00 |
$139,258.03 |
RALI SERIES 2005-QS9 TRUST |
2046-01-25 |
0.000000 |
Other Instrument - CMO |
$9,661,000.00 |
$96,202.40 |
RALI SERIES 2005-QS9 TRUST |
2036-01-25 |
1.094060 |
Other Instrument - CMO |
$11,538,208.00 |
$2,985,550.42 |
RAMP SERIES 2004-RS8 TRUST |
2035-09-19 |
3.455320 |
Other Instrument - CMO |
$27,740,000.00 |
$5,185,589.92 |
STRUCTURED ASSET SECURITIES CO |
2035-04-25 |
0.000000 |
Other Instrument - CMO |
$3,579,343.00 |
$751,446.31 |
STRUCTURED ASSET MORTGAGE INVE |
2036-05-25 |
0.394060 |
Other Instrument - CMO |
$8,013,000.00 |
$1,142,572.72 |
WASHINGTON MUTUAL MSC MORTGAGE |
2035-05-25 |
0.634060 |
Other Instrument - CMO |
$323,000.00 |
$65,282.60 |
WASHINGTON MUTUAL MORTGAGE PAS |
2036-02-25 |
6.500000 |
Other Instrument - CMO |
$9,984,000.00 |
$437,286.44 |
WASHINGTON MUTUAL MORTGAGE PAS |
2036-12-25 |
0.444060 |
Other Instrument - CMO |
$9,332,000.00 |
$1,284,117.45 |
NGTON MUTUAL MORTGAGE PASS-THR |
2037-02-25 |
0.274060 |
Other Instrument - CMO |
$2,045,000.00 |
$327,433.41 |
WASHINGTON MUTUAL MORTGAGE PAS |
2037-04-25 |
5.500000 |
Other Instrument - CMO |
$12,516,700.00 |
$4,279,414.85 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $215,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $215,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? 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: $215,000,000.00
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: $215,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield): CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.67
Item 28. The CUSIP. 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: 0CSN01BM2
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001166296
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
SAXON ASSET 2001-3 S#80599SAX5 |
2032-01-25 |
0.000000 |
Other Instrument - CMO |
$100.00 |
$.01 |
ASG RESECURITIZATION TR 2011-1 |
2036-09-28 |
6.171810 |
Other Instrument - CMO |
$5,515,000.00 |
$1,441,845.26 |
ADJUSTABLE RATE MORTGAGE TRUST |
2035-09-25 |
5.146160 |
Other Instrument - CMO |
$2,770,000.00 |
$2,298,982.23 |
ADJUSTABLE RATE MORTGAGE TRUST |
2036-08-25 |
0.304060 |
Other Instrument - CMO |
$24,992,273.00 |
$4,893,416.08 |
ALTERNATIVE LOAN TRUST 2006-41 |
2036-11-24 |
5.165940 |
Other Instrument - CMO |
$68,000.00 |
$5,293.59 |
ALTERNATIVE LOAN TRUST 2007-15 |
2037-07-25 |
0.347100 |
Other Instrument - CMO |
$104,159,000.00 |
$590,113.90 |
ALTERNATIVE LOAN TRUST 2007-OA |
2047-11-25 |
1.541940 |
Other Instrument - CMO |
$10,450,000.00 |
$5,170,991.69 |
ALTERNATIVE LOAN TRUST 2007-OA |
2047-11-25 |
1.411940 |
Other Instrument - CMO |
$25,000,000.00 |
$12,273,948.64 |
ALTERNATIVE LOAN TRUST 2007-16 |
2037-08-25 |
5.315940 |
Other Instrument - CMO |
$121,215,000.00 |
$5,929,881.37 |
AMERICAN HOME MORTGAGE INVESTM |
2027-04-01 |
0.454060 |
Other Instrument - CMO |
$1,441,000.00 |
$371,014.12 |
AMERICAN HOME MORTGAGE INVESTM |
2047-05-25 |
0.380030 |
Other Instrument - CMO |
$6,207,500.00 |
$2,569,797.36 |
APOLLO RESIDENTIAL MTG |
2047-05-25 |
5.500000 |
Other Instrument - CMO |
$12,630,000.00 |
$11,359,807.38 |
BCAP LLC 2011-RR9 TR |
2036-07-26 |
2.250130 |
Other Instrument - CMO |
$12,178,000.00 |
$10,371,469.19 |
BCAP LLC 2012-RR11-I TR |
2036-12-26 |
0.400500 |
Other Instrument - CMO |
$1,314,905.00 |
$570,793.52 |
BANC OF AMERICA LARGE LOAN IN |
2045-10-10 |
5.329930 |
Other Instrument - CMO |
$55,000.00 |
$57,961.45 |
BANC OF AMERICA FUNDING 2006-6 |
2036-08-25 |
0.584060 |
Other Instrument - CMO |
$1,822,000.00 |
$390,066.21 |
BANC OF AMERICA FUNDING 2007-B |
2047-04-20 |
0.394060 |
Other Instrument - CMO |
$130,000.00 |
$36,655.04 |
BANC OF AMERICA FUNDING 2010-R |
2036-01-26 |
4.415940 |
Other Instrument - CMO |
$3,700,000.00 |
$135,523.92 |
BEAR STEARNS ALT-A TRUST 2002- |
2036-02-25 |
0.664060 |
Other Instrument - CMO |
$12,468,000.00 |
$1,455,456.95 |
BEAR STEARNS SECOND LIEN TRUST |
2037-08-25 |
0.404060 |
Other Instrument - ABS |
$10,000,000.00 |
$1,543,265.28 |
BEAR STEARNS STRUCTURED PRODUC |
2037-10-25 |
6.500000 |
Other Instrument - CMO |
$24,759,000.00 |
$137,994.18 |
BELLAVISTA MORTGAGE TRUST 2004 |
2045-05-20 |
0.434060 |
Other Instrument - CMO |
$17,000,000.00 |
$361,015.49 |
BLUEGRASS ABS CDO II LTD |
2039-04-12 |
0.719100 |
Other Instrument - ABS |
$39,055,000.00 |
$6,154,838.14 |
CSMC SERIES 2010-9R TRUST |
2037-08-27 |
4.000000 |
Other Instrument - CMO |
$2,240,000.00 |
$2,126,188.58 |
CSMC SER 2011-6R |
2036-09-28 |
0.000000 |
Other Instrument - CMO |
$10,945,000.00 |
$7,201,480.47 |
CSMC SER 2011-6R |
2036-08-28 |
0.000000 |
Other Instrument - CMO |
$10,815,000.00 |
$7,129,500.19 |
CSMC TR 2011-11 |
2058-06-25 |
5.500000 |
Other Instrument - CMO |
$5,550,000.00 |
$3,584,380.51 |
CSMC SER 2011-12R |
2037-02-27 |
0.000000 |
Other Instrument - CMO |
$8,069,622.00 |
$1,960,448.35 |
CSMC SER 2012-4R |
2047-07-28 |
5.892170 |
Other Instrument - CMO |
$14,826,487.00 |
$10,517,367.24 |
CSMC TR 2012-9 |
2050-02-25 |
2.571380 |
Other Instrument - CMO |
$113,000.00 |
$100,320.99 |
CWALT INC. 2004-2CB |
2035-04-25 |
0.684060 |
Other Instrument - CMO |
$60,000.00 |
$9,645.52 |
CWALT INC. 2005-13CB |
2035-05-25 |
4.815940 |
Other Instrument - CMO |
$131,732,000.00 |
$3,839,185.66 |
CWALT INC. 2005-13CB |
2035-05-25 |
0.684060 |
Other Instrument - CMO |
$3,308,000.00 |
$721,618.38 |
CWHEQ REVOLVING HOME EQUITY LO |
2036-05-15 |
0.364060 |
Other Instrument - ABS |
$5,090,000.00 |
$770,441.76 |
CWALT INC. 2005-43 |
2036-01-25 |
4.815940 |
Other Instrument - CMO |
$18,970,000.00 |
$1,122,922.73 |
CWALT INC. 2005-43 |
2035-11-25 |
0.504060 |
Other Instrument - CMO |
$5,000.00 |
$1,847.85 |
CWALT INC. 2005-79CB |
2036-04-25 |
5.315940 |
Other Instrument - CMO |
$47,595,000.00 |
$2,459,699.43 |
CHEVY CHASE FUNDING LLC |
2046-12-25 |
0.334060 |
Other Instrument - CMO |
$9,165,000.00 |
$1,260,967.20 |
CITIGROUP MORTGAGE LOAN TRUST |
2036-11-25 |
6.000000 |
Other Instrument - CMO |
$10,337,981.00 |
$3,063,648.37 |
CSMC SERIES 2006-2R |
2036-08-28 |
0.000000 |
Other Instrument - CMO |
$154,757,013.00 |
$31,053,121.03 |
CREDIT SUISSE FIRST BOSTON 200 |
2035-09-25 |
0.584060 |
Other Instrument - CMO |
$10,000,000.00 |
$2,304,114.10 |
CREDIT SUISSE FIRST BOSTON 200 |
2035-08-25 |
5.500000 |
Other Instrument - CMO |
$13,348,275.00 |
$877,399.89 |
CREDIT SUISSE FIRST BOSTON-HOM |
2034-10-25 |
5.500000 |
Other Instrument - CMO |
$5,332,223.00 |
$83,585.63 |
ALTERNATIVE LOAN TRUST 2006-OA |
2046-12-25 |
0.304060 |
Other Instrument - CMO |
$10,400,000.00 |
$3,223,731.61 |
DLJ MORTGAGE ACCEPTANCE CORPOR |
2024-04-25 |
6.500000 |
Other Instrument - CMO |
$5,913,000.00 |
$959,026.15 |
DEUTSCHE ALT-A SECURITIES MORT |
2037-02-25 |
0.374060 |
Other Instrument - CMO |
$24,500,000.00 |
$6,432,606.34 |
DEUTSCHE MORTGAGE SECURITIES I |
2046-09-28 |
0.000000 |
Other Instrument - CMO |
$38,500,000.00 |
$1,442,845.63 |
DEUTSCHE MORTGAGE SECURITIES |
2047-10-28 |
0.000000 |
Other Instrument - CMO |
$218,828,000.00 |
$13,806,981.11 |
DEUTSCHE MTG SECURITIES INC. R |
2037-08-25 |
5.699270 |
Other Instrument - CMO |
$18,980,000.00 |
$16,707,924.03 |
FEDERAL HOME LN MTG CORP |
2023-07-25 |
3.584060 |
Other Instrument - CMO |
$15,000,000.00 |
$14,854,338.17 |
FIRST HORIZON ALTERNATIVE MORT |
2036-01-25 |
0.984060 |
Other Instrument - CMO |
$23,476,000.00 |
$6,153,444.66 |
FIRST HORIZON ALTERNATIVE MORT |
2035-12-25 |
4.615940 |
Other Instrument - CMO |
$135,000.00 |
$6,388.81 |
GMACM MORTGAGE LOAN TRUST MTG |
2018-06-28 |
3.500000 |
Other Instrument - CMO |
$90,000.00 |
$88,079.62 |
GSR MORTGAGE LOAN TRUST 2006-9 |
2036-10-25 |
6.365940 |
Other Instrument - CMO |
$333,000.00 |
$18,964.51 |
HARBORVIEW MORTGAGE LOAN TRUST |
2036-02-19 |
0.424060 |
Other Instrument - CMO |
$145,000.00 |
$36,707.65 |
HARBORVIEW MORTGAGE LOAN TRUST |
2046-08-19 |
0.384060 |
Other Instrument - CMO |
$20,735,000.00 |
$5,353,624.15 |
IMPERIAL CMB TRUST SERIES 1998 |
2035-05-25 |
0.524060 |
Other Instrument - CMO |
$20,000,000.00 |
$2,059,548.80 |
IMPERIAL CMB TRUST SERIES 1998 |
2035-08-25 |
0.944060 |
Other Instrument - CMO |
$14,450,000.00 |
$1,529,353.94 |
IMPAC SECURED ASSETS TRUST 200 |
2037-03-25 |
0.344060 |
Other Instrument - CMO |
$33,655,000.00 |
$18,587,489.21 |
IMPAC SECURED ASSET TRUST 2007 |
2037-05-25 |
0.294060 |
Other Instrument - CMO |
$24,101,000.00 |
$4,324,303.64 |
IMPAC SECURED ASSETS TRUST 200 |
2037-09-25 |
0.424060 |
Other Instrument - CMO |
$18,995,000.00 |
$8,285,326.19 |
INDYMAC INDX MORTGAGE LOAN TRU |
2035-01-25 |
2.087700 |
Other Instrument - CMO |
$117,420,000.00 |
$768,706.40 |
INDYMAC INDX MORTGAGE LOAN TRU |
2035-06-25 |
5.178280 |
Other Instrument - CMO |
$13,250,000.00 |
$2,542,575.29 |
INDYMAC INDX MORTGAGE LOAN TRU |
2035-09-25 |
4.689000 |
Other Instrument - CMO |
$48,005,000.00 |
$15,011,929.07 |
INDY MAC BANK |
2034-09-25 |
1.404060 |
Other Instrument - CMO |
$12,035,000.00 |
$2,311,940.22 |
INDYMAC INDX MORTGAGE LOAN TRU |
2046-04-25 |
0.404060 |
Other Instrument - CMO |
$33,529,400.00 |
$7,969,371.32 |
INDYMAC INDX MORTGAGE LOAN TRU |
2046-01-25 |
0.584060 |
Other Instrument - CMO |
$423,000.00 |
$14,855.82 |
INDYMAC INDX MORTGAGE LOAN TRU |
2036-10-25 |
0.454060 |
Other Instrument - CMO |
$5,162,600.00 |
$2,357,431.69 |
INFODETICS CORP |
2037-08-25 |
0.445370 |
Other Instrument - CMO |
$152,161,586.00 |
$627,733.85 |
INDY MAC INDX MORTGAGE LOAN TR |
2036-12-25 |
0.354060 |
Other Instrument - CMO |
$2,930,000.00 |
$749,911.94 |
INDYMAC INDX MORTGAGE LOAN TRU |
2037-06-25 |
0.424060 |
Other Instrument - CMO |
$4,549,000.00 |
$2,154,028.97 |
J P MORGAN RESECURITIZATION TR |
2035-10-26 |
0.000000 |
Other Instrument - CMO |
$2,043,108.00 |
$1,215,075.13 |
LEHMAN MORTGAGE TRUST SERIES |
2037-05-25 |
6.485940 |
Other Instrument - CMO |
$39,303,000.00 |
$6,378,751.79 |
LEHMAN MORTGAGE TRUST |
2036-08-25 |
7.535940 |
Other Instrument - CMO |
$20,560,000.00 |
$2,341,779.37 |
MASTR ADJUSTABLE RATE MORTGAGE |
2047-05-25 |
0.384060 |
Other Instrument - CMO |
$35,350,000.00 |
$10,862,673.68 |
MORGAN STANLEY MORTGAGE LOAN T |
2036-04-25 |
3.627420 |
Other Instrument - CMO |
$13,874,000.00 |
$389,110.52 |
MORGAN STANLEY ACES SPC SERIES |
2037-02-26 |
0.382320 |
Other Instrument - CMO |
$16,910,000.00 |
$3,741,445.81 |
NATIONAL CITY MORTGAGE CAPITAL |
2038-03-25 |
6.000000 |
Other Instrument - CMO |
$22,340,093.00 |
$674,675.49 |
GCMO 144ANOMURA 04-R1 |
2035-08-25 |
0.474060 |
Other Instrument - CMO |
$284,000.00 |
$23,760.17 |
RALI SERIES 2007-QS1 TRUST |
2037-01-25 |
6.455940 |
Other Instrument - CMO |
$66,000.00 |
$6,104.98 |
RFMSI SERIES 2006-S8 TRUST |
2036-09-25 |
0.534060 |
Other Instrument - CMO |
$1,225,000.00 |
$119,515.18 |
RALI SERIES 2005-QS9 TRUST |
2045-10-25 |
0.584060 |
Other Instrument - CMO |
$17,335,000.00 |
$3,726,710.44 |
RALI SERIES 2005-QS9 TRUST |
2045-12-25 |
0.464060 |
Other Instrument - CMO |
$11,880,000.00 |
$2,464,118.87 |
RALI SERIES 2005-QS9 TRUST |
2036-01-25 |
1.094060 |
Other Instrument - CMO |
$7,025,000.00 |
$1,817,742.56 |
RESIDENTIAL ASSET SECURITIZATI |
2037-04-25 |
0.000000 |
Other Instrument - CMO |
$3,350,001.00 |
$659,311.52 |
RESIDENTIAL ASSET SECURITIZATI |
2037-08-25 |
6.500000 |
Other Instrument - CMO |
$22,366,313.00 |
$2,468,595.36 |
RESIDENTIAL ASSET SECURITIZATI |
2036-07-25 |
6.915940 |
Other Instrument - CMO |
$8,660,170.00 |
$881,375.88 |
SPRINGCASTLE SPV I / |
2021-04-05 |
4.000000 |
Other Instrument - ABS |
$1,145,000.00 |
$1,005,525.28 |
STRUCTURED ASSET MORTGAGE INVE |
2045-09-25 |
2.155990 |
Other Instrument - CMO |
$74,923,000.00 |
$1,410,410.27 |
STRUCTURED ASSET MORTGAGE INVE |
2046-05-25 |
0.394060 |
Other Instrument - CMO |
$6,290,000.00 |
$2,151,432.18 |
STRUCTURED ASSET MORTGAGE INVE |
2046-07-25 |
0.374060 |
Other Instrument - CMO |
$3,900,000.00 |
$1,468,839.25 |
SASCO 2008-RF1 |
2037-11-25 |
4.652850 |
Other Instrument - CMO |
$28,050,000.00 |
$2,530,406.75 |
STRUCTURED ASSET SECURITIES CO |
2037-11-25 |
0.000000 |
Other Instrument - CMO |
$34,500,000.00 |
$1,189,583.07 |
VOLT XV LLC |
2053-05-27 |
3.221620 |
Other Instrument - CMO |
$63,000,000.00 |
$58,492,048.86 |
VOLT XV LLC |
2053-05-27 |
5.000000 |
Other Instrument - CMO |
$7,738,000.00 |
$7,698,203.11 |
VOYAGER BRSTN 07401UAB9 DEL TR |
2036-12-26 |
0.509330 |
Other Instrument - CMO |
$28,500,000.00 |
$21,504,234.46 |
WAMU MORTGAGE PASS-THROUGH CER |
2046-07-25 |
1.143330 |
Other Instrument - CMO |
$14,550,000.00 |
$4,677,858.44 |
WASHINGTON MUTUAL MSC MORTGAGE |
2035-05-25 |
0.634060 |
Other Instrument - CMO |
$25,073,000.00 |
$5,067,586.78 |
WASHINGTON MUTUAL MSC MORTGAGE |
2035-06-25 |
4.865940 |
Other Instrument - CMO |
$151,000.00 |
$6,651.18 |
WASHINGTON MUTUAL MSC MORTGAGE |
2035-06-25 |
4.815940 |
Other Instrument - CMO |
$1,689,000.00 |
$56,061.42 |
WASHINGTON MUTUAL MORTGAGE PAS |
2046-06-25 |
1.133330 |
Other Instrument - CMO |
$18,000,000.00 |
$3,519,158.01 |
WASHINGTON MUTUAL MORTGAGE PAS |
2035-11-25 |
0.734060 |
Other Instrument - CMO |
$25,000,000.00 |
$5,764,079.09 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $420,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $420,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .39%
Item 43. Explanatory notes. Disclose any other information that may 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: $420,000,000.00
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: $420,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield): CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.67
Item 28. The CUSIP. 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: 0CSN01BK6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001166296
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
A-1 MOBILE HM SALES |
2037-01-28 |
0.000000 |
Other Instrument - ABS |
$1,956,576.00 |
$603,591.09 |
ALTERNATIVE LOAN TRUST 2007-9 |
2037-05-25 |
6.000000 |
Other Instrument - CMO |
$12,825,000.00 |
$5,022,775.45 |
CWABS ASSET-BACKED CERTIFICATE |
2046-01-25 |
0.344060 |
Other Instrument - ABS |
$4,090,000.00 |
$2,852,178.42 |
BCAP LLC 2010-RR10 TRUST |
2036-09-26 |
2.897070 |
Other Instrument - CMO |
$6,310,533.00 |
$637,942.59 |
BCAP LLC 2012-RR6 TR |
2035-11-26 |
0.765300 |
Other Instrument - CMO |
$11,505,000.00 |
$5,235,997.85 |
BANC OF AMERICA LARGE LOAN IN |
2045-10-10 |
5.329930 |
Other Instrument - CMO |
$1,020,000.00 |
$1,074,921.46 |
BANKAMERICA MANUFACTURED HOUSI |
2025-12-10 |
7.930000 |
Other Instrument - ABS |
$13,415,000.00 |
$20,061,802.64 |
BLUEGRASS ABS CDO II LTD |
2039-04-12 |
0.719100 |
Other Instrument - ABS |
$9,260,000.00 |
$1,459,321.50 |
CSMC SERIES 2009-16R |
2039-12-01 |
4.897720 |
Other Instrument - CMO |
$2,035,000.00 |
$968,707.08 |
CSMC SERIES 2010-9R TRUST |
2037-08-27 |
4.000000 |
Other Instrument - CMO |
$9,114,000.00 |
$8,650,929.80 |
CSMC SERIES 2010-9R TRUST |
2036-11-27 |
0.634060 |
Other Instrument - CMO |
$3,225,533.00 |
$16,010.38 |
CSMC SERIES 2010-9R TRUST |
2038-04-27 |
2.497720 |
Other Instrument - CMO |
$1,416,659.00 |
$97,786.51 |
CWALT INC ALTERNATIVE LOAN TR |
2057-07-25 |
6.250000 |
Other Instrument - CMO |
$65,042,000.00 |
$19,691,988.31 |
CWALT INC ALTERNATIVE LOAN TR |
2057-07-25 |
6.250000 |
Other Instrument - CMO |
$52,279,000.00 |
$52,202,011.23 |
CWALT INC ALTERNATIVE LOAN TR |
2057-07-25 |
6.250000 |
Other Instrument - CMO |
$39,209,000.00 |
$37,515,219.65 |
CSMC SER 2011-14R |
2037-04-27 |
6.389880 |
Other Instrument - CMO |
$940,887.00 |
$419,721.56 |
CSMC TR 2011-11 |
2058-06-25 |
5.500000 |
Other Instrument - CMO |
$27,810,000.00 |
$17,960,652.63 |
CSMC SER 2011-12R |
2037-02-27 |
0.000000 |
Other Instrument - CMO |
$37,090,000.00 |
$9,010,710.69 |
CSMC SER 2012-4R |
2047-07-28 |
5.892170 |
Other Instrument - CMO |
$15,560,000.00 |
$11,037,694.52 |
CSMC TR 2012-9 |
2050-02-25 |
2.571380 |
Other Instrument - CMO |
$6,835,000.00 |
$6,068,088.41 |
CSMC SER 2013-2R |
2036-03-27 |
2.904000 |
Other Instrument - CMO |
$4,160,000.00 |
$3,890,211.72 |
CSMC TR 2013-IVR1 |
2043-03-25 |
3.493840 |
Other Instrument - CMO |
$4,298,809.00 |
$2,372,180.48 |
CSMC TR 2013-IVR3 |
2043-05-25 |
0.000000 |
Other Instrument - CMO |
$271,572,373.00 |
$2,675,272.17 |
CSMC SER 2013-5R |
2037-04-27 |
0.000000 |
Other Instrument - CMO |
$1,639,719.00 |
$1,492,144.33 |
CWALT INC. 2004-12CB |
2052-11-26 |
0.000000 |
Other Instrument - CMO |
$11,681,348.00 |
$9,578,705.28 |
CWMBS INC. 2005-HYB2 |
2043-07-25 |
3.503170 |
Other Instrument - CMO |
$5,903,000.00 |
$5,781,764.35 |
CWMBS INC. 2005-HYB2 |
2043-07-25 |
3.503170 |
Other Instrument - CMO |
$5,293,512.00 |
$3,156,997.67 |
CSMC TR 2013-HYB1 |
2043-04-25 |
0.000000 |
Other Instrument - CMO |
$12,426,044.00 |
$98,049.25 |
CSMC SER 2013-10R |
2036-06-27 |
0.343000 |
Other Instrument - CMO |
$21,079,000.00 |
$18,634,391.40 |
CSMC TR 2013-7 |
2043-08-01 |
0.000000 |
Other Instrument - CMO |
$255,195,000.00 |
$1,531,170.01 |
CSMC TR 2013-7 |
2043-08-01 |
0.000000 |
Other Instrument - CMO |
$6,930,000.00 |
$6,730,762.48 |
CSMC SER 2013-11R |
2034-06-27 |
0.000000 |
Other Instrument - CMO |
$68,108,000.00 |
$2,915,873.76 |
CSMC SER 2013-11R |
2034-05-30 |
0.000000 |
Other Instrument - CMO |
$10,039,516.00 |
$10,886,600.40 |
CSMC SER 2013-11R |
2047-01-27 |
0.000000 |
Other Instrument - CMO |
$14,361,000.00 |
$14,069,292.36 |
CWABS ASSET-BACKED CERTIFICATE |
2037-03-25 |
0.424060 |
Other Instrument - ABS |
$1,350,000.00 |
$519,000.20 |
CWABS ASSET-BACKED CERTIFICATE |
2036-04-25 |
0.634060 |
Other Instrument - ABS |
$6,100,000.00 |
$2,618,529.18 |
CWALT INC. 2005-13CB |
2035-08-25 |
4.565940 |
Other Instrument - CMO |
$15,000,000.00 |
$402,793.36 |
CWALT INC. 2005-43 |
2035-12-25 |
5.500000 |
Other Instrument - CMO |
$2,570,000.00 |
$1,551,615.88 |
CWALT INC. 2005-79CB |
2036-05-25 |
0.884060 |
Other Instrument - CMO |
$575,000.00 |
$140,150.10 |
CITIMORTGAGE ALTERNATIVE TRUST |
2036-09-25 |
6.000000 |
Other Instrument - CMO |
$388,000.00 |
$209,276.12 |
CITIMORTGAGE ALTERNATIVE TRUST |
2036-09-25 |
6.000000 |
Other Instrument - CMO |
$20,000,000.00 |
$1,779,732.56 |
CITIGROUP MORTGAGE LOAN TRUST |
2048-07-25 |
4.071748 |
Other Instrument - CMO |
$39,229,000.00 |
$25,698,816.88 |
CONSECO FINANCE SECURITIZATION |
2032-05-01 |
8.310000 |
Other Instrument - ABS |
$24,865,000.00 |
$12,786,650.88 |
CWABS ASSET-BACKED CERTIFICATE |
2037-07-25 |
0.284060 |
Other Instrument - ABS |
$125,000.00 |
$81,536.47 |
FEDERAL HOME LN MTG CORP |
2023-07-25 |
3.584060 |
Other Instrument - CMO |
$515,000.00 |
$509,998.94 |
GMACM MORTGAGE LOAN TRUST MTG |
2018-06-28 |
3.500000 |
Other Instrument - CMO |
$4,145,000.00 |
$4,056,555.78 |
GMACM HOME EQUITY LOAN TRUST 2 |
2037-08-25 |
5.952000 |
Other Instrument - ABS |
$4,460,000.00 |
$3,748,409.87 |
GMACM HOME EQUITY LOAN TRUST 2 |
2036-12-25 |
0.364060 |
Other Instrument - ABS |
$305,000.00 |
$97,012.57 |
GRAMERCY REAL ESTATE CDO 2007- |
2056-08-15 |
0.544200 |
Other Instrument - ABS |
$4,355,000.00 |
$3,064,952.28 |
GREEN TREE ACCEPTANCE INC. |
2029-07-15 |
7.030000 |
Other Instrument - ABS |
$3,000,000.00 |
$2,616,714.48 |
HOME EQUITY MORTGAGE LOAN ASSE |
2037-04-25 |
0.394060 |
Other Instrument - ABS |
$10,000,000.00 |
$5,710,487.37 |
HOME EQUITY MORTGAGE LOAN ASSE |
2047-04-25 |
0.424060 |
Other Instrument - ABS |
$24,129,000.00 |
$12,931,506.21 |
INDYMAC INDX MORTGAGE LOAN TRU |
2036-02-25 |
5.750000 |
Other Instrument - CMO |
$7,677,799.00 |
$2,491,893.76 |
INDYMAC INDX MORTGAGE LOAN TRU |
2035-05-25 |
0.584060 |
Other Instrument - CMO |
$8,450,000.00 |
$1,448,769.15 |
JPMORGAN CHASE COMMERCIAL MORT |
2044-12-12 |
5.722950 |
Other Instrument - CMO |
$4,474,000.00 |
$572,270.02 |
JPMORGAN MORTGAGE ACQUISITION |
2037-03-25 |
0.334060 |
Other Instrument - ABS |
$878,000.00 |
$787,896.23 |
LEHMAN MORTGAGE TRUST SERIES |
2036-11-25 |
6.000000 |
Other Instrument - CMO |
$2,170,000.00 |
$1,122,502.74 |
LEHMAN XS TRUST SERIES 2007-1 |
2037-08-25 |
0.584060 |
Other Instrument - CMO |
$1,635,000.00 |
$101,693.50 |
LONGPORT FUNDING LTD./ |
2035-01-30 |
0.701000 |
Other Instrument - ABS |
$13,000,000.00 |
$683,374.84 |
MONTEREY CDO LTD. |
2042-09-06 |
0.503950 |
Other Instrument - ABS |
$24,200.00 |
$5,731.03 |
MORGAN STANLEY ABS CAPITAL I I |
2036-06-25 |
0.424060 |
Other Instrument - ABS |
$595,000.00 |
$300,522.56 |
MORGAN STANLEY RE-REMIC TRUST |
2035-07-26 |
2.741870 |
Other Instrument - ABS |
$2,434,580.00 |
$1,821,790.74 |
ORIENT POINT CDO II LTD |
2051-11-03 |
0.328700 |
Other Instrument - ABS |
$7,394,200.00 |
$1,856,072.80 |
RALI SERIES 2006-QS4 TRUST |
2036-04-25 |
6.000000 |
Other Instrument - CMO |
$4,750,000.00 |
$1,057,621.15 |
RFMSI SERIES 2006-S8 TRUST |
2036-09-25 |
0.534060 |
Other Instrument - CMO |
$3,715,000.00 |
$362,448.06 |
RENAISSANCE HOME EQUITY LOAN T |
2036-05-25 |
0.484060 |
Other Instrument - ABS |
$18,350,000.00 |
$9,431,695.44 |
RALI SERIES 2005-QS9 TRUST |
2036-01-25 |
1.094060 |
Other Instrument - CMO |
$75,000.00 |
$19,406.50 |
SANTANDER DRIVE AUTO |
2019-04-15 |
5.950000 |
Other Instrument - ABS |
$2,880,000.00 |
$2,506,037.41 |
SANTANDER DRIVE AUTO |
2019-12-16 |
4.990000 |
Other Instrument - ABS |
$5,760,000.00 |
$3,642,358.13 |
SANTANDER DRIVE AUTO |
2020-04-15 |
2.980000 |
Other Instrument - ABS |
$18,165,000.00 |
$17,582,736.80 |
SANTANDER DRIVE AUTO |
2020-06-15 |
3.410000 |
Other Instrument - ABS |
$530,000.00 |
$519,200.04 |
SAXON ASSET SECURITIES TRUST 1 |
2035-12-21 |
0.624060 |
Other Instrument - ABS |
$7,975,199.00 |
$6,619,588.07 |
SEQUOIA MTG TR 2011-2 |
2041-09-25 |
3.900000 |
Other Instrument - CMO |
$22,895,000.00 |
$6,649,960.71 |
SPRINGCASTLE SPV I / |
2021-04-05 |
4.000000 |
Other Instrument - ABS |
$96,795,000.00 |
$85,004,208.82 |
SPRINGLEAF MTG LN TR 2012-3 |
2059-12-25 |
4.440000 |
Other Instrument - CMO |
$3,140,000.00 |
$3,090,653.77 |
VOLT XVII LLC |
2018-06-25 |
0.000000 |
Other Instrument - ABS |
$7,915,000.00 |
$7,872,951.54 |
VOLT XVIII LLC |
2053-08-25 |
6.000000 |
Other Instrument - ABS |
$25,635,000.00 |
$26,135,414.67 |
WASHINGTON MUTUAL MSC MORTGAGE |
2035-05-25 |
0.634060 |
Other Instrument - CMO |
$145,000.00 |
$29,306.43 |
WASHINGTON MUTUAL MSC MORTGAGE |
2035-06-25 |
0.634060 |
Other Instrument - CMO |
$6,520,000.00 |
$1,358,681.31 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-22
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: $520,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $520,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? 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: $520,000,000.00
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: $520,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield): CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.67
Item 28. The CUSIP. 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: 0CSN01BI1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001166296
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
ASG RESECURITIZATION TR 2011-1 |
2036-09-28 |
6.171810 |
Other Instrument - CMO |
$165,000.00 |
$43,137.71 |
A-1 MOBILE HM SALES |
2037-01-28 |
0.000000 |
Other Instrument - ABS |
$169,000.00 |
$52,135.41 |
CWALT ALTERNATIVE LOAN TRUST |
2046-08-25 |
0.414060 |
Other Instrument - CMO |
$13,206,400.00 |
$165,294.80 |
ALTERNATIVE LOAN TRUST 2007-19 |
2037-08-25 |
6.000000 |
Other Instrument - CMO |
$17,096,390.00 |
$6,449,549.71 |
APOLLO RESIDENTIAL MTG |
2047-05-25 |
5.500000 |
Other Instrument - CMO |
$20,000.00 |
$17,988.61 |
BANC OF AMERICA LARGE LOAN IN |
2045-10-10 |
5.418800 |
Other Instrument - ABS |
$5,000,000.00 |
$5,268,000.96 |
BANC OF AMERICA LARGE LOAN IN |
2045-10-10 |
5.516970 |
Other Instrument - ABS |
$515,000.00 |
$543,112.37 |
BLUEGRASS ABS CDO II LTD |
2039-04-12 |
0.719100 |
Other Instrument - ABS |
$9,195,000.00 |
$1,449,077.88 |
CSMC SERIES 2009-16R |
2039-12-01 |
4.897720 |
Other Instrument - CMO |
$8,245,000.00 |
$3,924,810.77 |
CSMC SERIES 2010-9R TRUST |
2037-08-27 |
4.000000 |
Other Instrument - CMO |
$830,000.00 |
$787,828.81 |
CSMC TR 2011-11 |
2058-06-25 |
5.500000 |
Other Instrument - CMO |
$2,240,000.00 |
$1,446,668.89 |
CSMC SER 2012-4R |
2047-07-28 |
5.892170 |
Other Instrument - CMO |
$670,000.00 |
$475,273.48 |
CSMC TR 2013-7 |
2043-08-01 |
0.000000 |
Other Instrument - CMO |
$130,000.00 |
$126,262.50 |
CWABS ASSET-BACKED CERTIFICATE |
2036-09-25 |
0.634060 |
Other Instrument - ABS |
$4,900,000.00 |
$1,510,046.39 |
COUNTRYWIDE HOME LOAN TRUST |
2035-10-25 |
0.684060 |
Other Instrument - ABS |
$1,011,592.00 |
$846,921.99 |
CWHEQ REVOLVING HOME EQUITY LO |
2036-05-15 |
0.364060 |
Other Instrument - ABS |
$62,430,000.00 |
$9,449,642.34 |
CWMBS INC. 2005-19 |
2036-05-25 |
0.684060 |
Other Instrument - CMO |
$21,270,000.00 |
$4,343,021.48 |
CHL MORTGAGE PASS-THROUGH TRUS |
2038-02-25 |
6.250000 |
Other Instrument - CMO |
$3,522,762.00 |
$1,200,399.98 |
CITIGROUP MORTGAGE LOAN TRUST |
2036-11-25 |
6.000000 |
Other Instrument - CMO |
$2,240,000.00 |
$663,821.33 |
COMMERCIAL MORTGAGE TRUST 2007 |
2049-12-10 |
6.252160 |
Other Instrument - ABS |
$15,000.00 |
$14,012.72 |
CSMC SERIES 2006-2R |
2036-08-28 |
0.000000 |
Other Instrument - CMO |
$804,600.00 |
$161,448.85 |
GS MORTGAGE SECURITIES TRUST 2 |
2045-08-10 |
5.995070 |
Other Instrument - CMO |
$4,995,000.00 |
$4,840,457.70 |
IMPAC SECURED ASSETS TRUST 200 |
2037-09-25 |
0.544060 |
Other Instrument - CMO |
$945,000.00 |
$381,796.24 |
INDYMAC INDX MORTGAGE LOAN TRU |
2035-05-25 |
0.584060 |
Other Instrument - CMO |
$21,420,000.00 |
$3,672,501.22 |
MONTEREY CDO LTD. |
2042-09-06 |
0.503950 |
Other Instrument - ABS |
$25,400,000.00 |
$6,015,210.90 |
MORGAN STANLEY CAPITAL I TRUST |
2041-11-12 |
5.389000 |
Other Instrument - CMO |
$948,644.00 |
$935,799.45 |
MORGAN STANLEY MORTGAGE LOAN T |
2037-10-25 |
6.000000 |
Other Instrument - CMO |
$3,717,031.00 |
$1,578,073.25 |
NOMURA RESECURITIZATION TRUST |
2037-07-26 |
6.000000 |
Other Instrument - ABS |
$2,626,328.00 |
$1,633,976.08 |
ORIENT POINT CDO II LTD |
2051-11-03 |
0.328700 |
Other Instrument - ABS |
$251,947,000.00 |
$63,243,078.78 |
SANTANDER DRIVE AUTO |
2020-06-15 |
3.410000 |
Other Instrument - ABS |
$370,000.00 |
$362,460.41 |
SPRINGCASTLE SPV I / |
2021-04-05 |
4.000000 |
Other Instrument - ABS |
$54,505,000.00 |
$47,865,637.70 |
STRUCTURED ASSET SECURITIES CO |
2037-11-25 |
0.000000 |
Other Instrument - CMO |
$197,900.00 |
$6,823.72 |
VOLT XVII LLC |
2018-06-25 |
0.000000 |
Other Instrument - ABS |
$2,720,000.00 |
$2,705,549.99 |
VOLT XVIII LLC |
2053-08-25 |
6.000000 |
Other Instrument - ABS |
$21,385,000.00 |
$21,802,451.44 |
WELLS FARGO MORTGAGE BACKED SE |
2036-09-25 |
2.619890 |
Other Instrument - CMO |
$22,003,056.00 |
$5,517,805.43 |
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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $190,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $190,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? 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: $190,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $190,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield): CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.67
Item 28. The CUSIP. 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: 0CSN01BJ9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001166296
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
A-1 MOBILE HM SALES |
2037-01-28 |
0.000000 |
Other Instrument - ABS |
$26,000.00 |
$8,020.83 |
ADJUSTABLE RATE MORTGAGE TRUST |
2035-09-25 |
5.146160 |
Other Instrument - CMO |
$3,565,000.00 |
$2,958,798.43 |
ALTERNATIVE LOAN TRUST 2006-OA |
2046-07-20 |
0.394060 |
Other Instrument - CMO |
$5,952,000.00 |
$1,171,154.54 |
ALTERNATIVE LOAN TRUST 2007-15 |
2037-07-25 |
0.347100 |
Other Instrument - CMO |
$112,613,000.00 |
$638,010.13 |
ALTERNATIVE LOAN TRUST 2007-23 |
2037-09-25 |
6.315940 |
Other Instrument - CMO |
$53,658,000.00 |
$5,035,439.99 |
ALTERNATIVE LOAN TRUST 2007-21 |
2037-09-25 |
5.415940 |
Other Instrument - CMO |
$88,702,623.00 |
$4,585,253.13 |
AMERICAN HOME MORTGAGE INVESTM |
2027-04-01 |
0.454060 |
Other Instrument - CMO |
$64,000.00 |
$16,478.07 |
BANC OF AMERICA LARGE LOAN IN |
2045-10-10 |
5.516970 |
Other Instrument - ABS |
$25,000.00 |
$26,364.68 |
CSMC SER 2011-14R |
2037-04-27 |
6.389880 |
Other Instrument - CMO |
$2,315,000.00 |
$1,032,701.48 |
CSMC TR 2011-11 |
2058-06-25 |
5.500000 |
Other Instrument - CMO |
$2,015,000.00 |
$1,301,356.17 |
CSMC SER 2012-4R |
2047-07-28 |
5.892170 |
Other Instrument - CMO |
$9,155,000.00 |
$6,494,221.94 |
CWALT INC. 2005-13CB |
2035-05-25 |
4.815940 |
Other Instrument - CMO |
$33,563,000.00 |
$978,157.08 |
CWALT INC. 2005-13CB |
2035-05-25 |
0.684060 |
Other Instrument - CMO |
$412,000.00 |
$89,875.08 |
CWALT INC. 2005-13CB |
2035-07-25 |
5.500000 |
Other Instrument - CMO |
$1,330,000.00 |
$983,258.87 |
CWALT INC. 2005-13CB |
2035-07-20 |
0.484060 |
Other Instrument - CMO |
$23,670,531.00 |
$1,612,739.09 |
CWALT INC. 2005-43 |
2036-01-25 |
0.454060 |
Other Instrument - CMO |
$80,000.00 |
$14,070.30 |
CWALT INC. 2005-43 |
2035-02-25 |
6.865940 |
Other Instrument - CMO |
$18,694,000.00 |
$1,477,109.92 |
CWALT INC. 2005-43 |
2035-12-25 |
5.500000 |
Other Instrument - CMO |
$2,155,000.00 |
$1,301,063.12 |
CWHEQ HOME EQUITY LOAN TRUST S |
2037-05-25 |
5.649000 |
Other Instrument - ABS |
$230,000.00 |
$57,084.03 |
CHASEFLEX TR 2007-M1 |
2037-08-25 |
0.334060 |
Other Instrument - CMO |
$1,888,087.00 |
$257,821.67 |
CHEVY CHASE FUNDING LLC |
2047-08-25 |
0.364060 |
Other Instrument - CMO |
$30,000,000.00 |
$6,439,619.51 |
CITIMORTGAGE ALTERNATIVE LOAN |
2036-10-25 |
0.000000 |
Other Instrument - CMO |
$18,561,729.00 |
$2,723,805.73 |
CONSECO FINANCE SECURITIZATION |
2030-08-01 |
1.937230 |
Other Instrument - CMO |
$10,163,000.00 |
$9,083,552.70 |
CSMC SERIES 2006-2R |
2036-08-28 |
0.000000 |
Other Instrument - CMO |
$5,496,000.00 |
$1,102,812.40 |
CREDIT SUISSE FIRST BOSTON 200 |
2035-03-25 |
5.000000 |
Other Instrument - CMO |
$1,704,855.00 |
$11,977.49 |
CREDIT SUISSE FIRST BOSTON 200 |
2020-07-25 |
5.500000 |
Other Instrument - CMO |
$5,521,010.00 |
$42,281.55 |
FIRST HORIZON ALTERNATIVE MORT |
2036-01-25 |
0.984060 |
Other Instrument - CMO |
$264,000.00 |
$69,198.73 |
FIRST HORIZON ALTERNATIVE MORT |
2035-09-25 |
4.965940 |
Other Instrument - CMO |
$25,000,000.00 |
$833,468.51 |
FIRST HORIZON ALTERNATIVE MORT |
2035-10-25 |
2.291250 |
Other Instrument - CMO |
$18,000,000.00 |
$3,776,513.28 |
FIRST HORIZON ALTERNATIVE MORT |
2035-12-25 |
4.615940 |
Other Instrument - CMO |
$359,000.00 |
$16,989.51 |
FIRST HORIZON MORTGAGE PASS-TH |
2036-08-25 |
5.332790 |
Other Instrument - CMO |
$35,765,000.00 |
$9,777,901.89 |
FORT SHERIDAN ABS CDO LTD |
2041-11-05 |
0.538280 |
Other Instrument - ABS |
$182,427,000.00 |
$20,664,183.10 |
FORT SHERIDAN ABS CDO LTD |
2041-11-05 |
0.765600 |
Other Instrument - ABS |
$2,605,000.00 |
$254,623.44 |
FORT SHERIDAN ABS CDO LTD |
2041-11-05 |
0.935600 |
Other Instrument - ABS |
$21,960,000.00 |
$2,101,227.99 |
GMACM MORTGAGE LOAN TRUST MTG |
2018-06-28 |
3.500000 |
Other Instrument - CMO |
$2,205,000.00 |
$2,157,950.66 |
GSR MORTGAGE LOAN TRUST 2006-1 |
2046-03-25 |
0.504060 |
Other Instrument - ABS |
$1,505,000.00 |
$1,054,112.58 |
HARBORVIEW MORTGAGE LOAN TRUST |
2036-12-19 |
0.354060 |
Other Instrument - CMO |
$58,000.00 |
$13,013.30 |
IMPAC SECURED ASSETS CORP. |
2036-03-25 |
0.464060 |
Other Instrument - CMO |
$6,294,750.00 |
$2,405,056.55 |
INDYMAC INDX MORTGAGE LOAN TRU |
2035-01-25 |
2.087700 |
Other Instrument - CMO |
$126,694,000.00 |
$829,419.93 |
INDYMAC INDX MORTGAGE LOAN TRU |
2035-09-25 |
4.689000 |
Other Instrument - CMO |
$12,000,000.00 |
$3,752,591.37 |
INDYMAC INDX MORTGAGE LOAN TRU |
2035-10-25 |
4.891720 |
Other Instrument - CMO |
$17,465,000.00 |
$5,832,111.66 |
INDYMAC INDX MORTGAGE LOAN TRU |
2035-09-25 |
5.500000 |
Other Instrument - CMO |
$928,000.00 |
$213,684.09 |
INDYMAC INDX MORTGAGE LOAN TRU |
2035-11-25 |
0.484060 |
Other Instrument - CMO |
$52,600,000.00 |
$5,982,605.89 |
LEHMAN XS TRUST SERIES 2005-3 |
2036-02-25 |
0.454060 |
Other Instrument - ABS |
$3,630,000.00 |
$888,314.71 |
LEHMAN XS TRUST SERIES 2006-1 |
2046-07-25 |
0.484060 |
Other Instrument - CMO |
$35,000.00 |
$12,203.64 |
LONG BEACH MORTGAGE LOAN TRUST |
2046-03-25 |
0.474060 |
Other Instrument - ABS |
$6,235,000.00 |
$2,611,192.89 |
ML-CFC COMMERCIAL MORTGAGE TRU |
2051-03-12 |
5.526000 |
Other Instrument - ABS |
$2,781,048.00 |
$2,779,048.40 |
MASTR ADJUSTABLE RATE MORTGAGE |
2045-04-26 |
0.562700 |
Other Instrument - CMO |
$11,900,000.00 |
$622,595.67 |
MERRILL LYNCH MORTGAGE INVESTO |
2035-12-25 |
2.582860 |
Other Instrument - CMO |
$12,000.00 |
$10,598.66 |
MERRILL LYNCH MORTGAGE INVESTO |
2036-08-25 |
6.250000 |
Other Instrument - CMO |
$22,544,828.00 |
$1,360,369.67 |
MORGAN STANLEY ABS CAPITAL I |
2034-11-25 |
1.204060 |
Other Instrument - ABS |
$3,175,000.00 |
$2,552,899.34 |
MORGAN STANLEY IXIS REAL ESTAT |
2036-11-25 |
0.404060 |
Other Instrument - ABS |
$4,660,000.00 |
$1,817,342.72 |
MORGAN STANLEY MORTGAGE LOAN T |
2036-04-25 |
3.627420 |
Other Instrument - CMO |
$6,346,000.00 |
$177,980.06 |
MORGAN STANLEY ABS CAPITAL INC |
2036-09-25 |
0.334060 |
Other Instrument - ABS |
$3,660,000.00 |
$1,664,635.23 |
MORGAN STANLEY ABS CAPITAL SER |
2036-12-25 |
0.294060 |
Other Instrument - ABS |
$2,750,000.00 |
$1,290,851.53 |
MORGAN STANLEY ABS CAPITAL I I |
2037-02-25 |
0.444060 |
Other Instrument - ABS |
$8,455,000.00 |
$4,300,200.88 |
MORGAN STANLEY ABS CAPITAL 200 |
2037-05-25 |
0.244060 |
Other Instrument - ABS |
$56,535,000.00 |
$2,238,815.26 |
MORGAN STANLEY ABS CAPITAL 200 |
2037-05-25 |
0.444060 |
Other Instrument - ABS |
$2,730,000.00 |
$1,524,175.16 |
MORGAN STANLEY ABS CAPITAL I I |
2037-07-25 |
1.184060 |
Other Instrument - ABS |
$6,770,000.00 |
$4,180,166.76 |
THE NATIONAL COLLEGIATE STUDEN |
2033-10-25 |
0.564060 |
Other Instrument - ABS |
$22,605,000.00 |
$14,101,859.51 |
NEW CENTURY HOME EQUITY LOAN T |
2034-05-25 |
1.534060 |
Other Instrument - ABS |
$4,800,000.00 |
$564,132.54 |
NEW CENTURY HOME EQUITY LOAN T |
2035-08-25 |
4.968060 |
Other Instrument - ABS |
$5,000,000.00 |
$3,047,885.00 |
ORIENT POINT CDO II LTD |
2051-11-03 |
0.328700 |
Other Instrument - ABS |
$955,000.00 |
$239,721.61 |
RFMSI SERIES 2007-SA1 TRUST |
2037-02-25 |
3.484190 |
Other Instrument - CMO |
$161,000.00 |
$34,301.83 |
RALI 2006-QO4 TRUST |
2046-04-25 |
0.374060 |
Other Instrument - CMO |
$3,379,000.00 |
$1,008,381.36 |
RALI SERIES 2006-QO6 |
2046-06-25 |
0.414060 |
Other Instrument - CMO |
$95,195,000.00 |
$19,305,461.43 |
RALI SERIES 2005-QS9 TRUST |
2035-09-25 |
0.000000 |
Other Instrument - CMO |
$3,199,626.00 |
$578,532.07 |
RALI SERIES 2005-QS9 TRUST |
2046-01-25 |
0.000000 |
Other Instrument - CMO |
$592,000.00 |
$5,895.02 |
RALI SERIES 2005-QS9 TRUST |
2036-01-25 |
1.094060 |
Other Instrument - CMO |
$530,000.00 |
$137,139.30 |
RFMSI SERIES 2003-S14 TRUST |
2035-11-25 |
0.000000 |
Other Instrument - CMO |
$1,547,234.00 |
$329,317.93 |
RESIDENTIAL ASSET SECURITIZATI |
2036-07-25 |
6.915940 |
Other Instrument - CMO |
$2,750,000.00 |
$279,877.15 |
SPRINGCASTLE SPV I / |
2021-04-05 |
4.000000 |
Other Instrument - ABS |
$31,065,000.00 |
$27,280,910.66 |
STRUCTURED ASSET SECURITIES CO |
2035-11-25 |
0.484060 |
Other Instrument - ABS |
$15,802,591.00 |
$1,877,179.08 |
STRUCTURED ASSET MORTGAGE INVE |
2045-09-25 |
2.155990 |
Other Instrument - CMO |
$14,596,000.00 |
$274,766.74 |
VOYAGER BRSTN 07401UAB9 DEL TR |
2036-12-26 |
0.509330 |
Other Instrument - CMO |
$2,555,000.00 |
$1,927,835.76 |
WAMU MORTGAGE PASS-THROUGH TRU |
2036-01-25 |
4.890570 |
Other Instrument - CMO |
$5,310,000.00 |
$1,799,119.54 |
WAMU MORTGAGE PASS-THROUGH CER |
2037-03-25 |
2.298300 |
Other Instrument - CMO |
$14,070,000.00 |
$4,181,863.06 |
WAMU MORTGAGE PASS-THROUGH CE |
2046-08-25 |
5.904950 |
Other Instrument - CMO |
$7,352,000.00 |
$3,896,317.02 |
WASHINGTON MUTUAL MSC MORTGAGE |
2035-05-25 |
0.634060 |
Other Instrument - CMO |
$108,000.00 |
$21,828.24 |
WASHINGTON MUTUAL MORTGAGE PAS |
2037-04-25 |
5.500000 |
Other Instrument - CMO |
$356,000.00 |
$121,715.12 |
WASHINGTON MUTUAL MORTGAGE PAS |
2047-05-25 |
1.003330 |
Other Instrument - CMO |
$16,855,000.00 |
$7,526,924.94 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $215,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $215,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? 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: $215,000,000.00
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: $215,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DBS BANK LIMITED SINGAPORE
Item 27. The title of the issue (including coupon or yield): DBS BANK LIMITED SINGAPORE 0.264
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 23305DX42
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $48,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $47,988,413.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $47,994,240.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $47,994,240.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DBS BANK LIMITED SINGAPORE
Item 27. The title of the issue (including coupon or yield): DBS BANK LIMITED SINGAPORE 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 23305DWG6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-16
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: $65,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $64,993,229.17
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $64,997,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $64,997,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DBS BANK LIMITED SINGAPORE
Item 27. The title of the issue (including coupon or yield): DBS BANK LIMITED SINGAPORE 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 23305DWC5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $127,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $126,990,298.61
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $126,996,190.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $126,996,190.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DBS BANK LIMITED SINGAPORE
Item 27. The title of the issue (including coupon or yield): DBS BANK LIMITED SINGAPORE 0.331
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 23305EA37
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $250,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $249,715,833.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $249,790,000.00
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: $249,790,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DBS BANK LIMITED SINGAPORE
Item 27. The title of the issue (including coupon or yield): DBS BANK LIMITED SINGAPORE 0.241
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 23305DYR0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-25
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: $134,300,000.00
Item 41. The total current amortized cost, to the nearest cent: $134,223,896.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $134,236,879.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $134,236,879.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DBS BANK LIMITED SINGAPORE
Item 27. The title of the issue (including coupon or yield): DBS BANK LIMITED SINGAPORE 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 23305DWD3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $84,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $84,492,958.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $84,497,465.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $84,497,465.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DEUTSCHE BANK AG NY BRANCH
Item 27. The title of the issue (including coupon or yield): DEUTSCHE BANK AG NY BRANCH 0.33
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25155BV77
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-26
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: $309,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $309,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $308,938,200.00
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: $308,938,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DEUTSCHE BANK AG NY BRANCH
Item 27. The title of the issue (including coupon or yield): DEUTSCHE BANK AG NY BRANCH 0.466
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25153DBM4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-01
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
DEUTSCHE BANK AG NY BRANCH |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $830,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $830,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .77%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $830,008,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $830,008,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DEUTSCHE BANK AG NY BRANCH
Item 27. The title of the issue (including coupon or yield): DEUTSCHE BANK AG NY BRANCH 0.253
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25153DBP7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-18
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
DEUTSCHE BANK AG NY BRANCH |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $805,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $805,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .74%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $804,919,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $804,919,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DEUTSCHE BANK AG NY BRANCH
Item 27. The title of the issue (including coupon or yield): DEUTSCHE BANK AG NY BRANCH 0.36
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25155BJ48
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $200,022,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $200,022,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DEUTSCHE BANK AG NY BRANCH
Item 27. The title of the issue (including coupon or yield): DEUTSCHE BANK AG NY BRANCH 0.242
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25152XPR5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $482,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $482,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .44%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $482,048,200.00
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: $482,048,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield): DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO) 0.340
Item 28. The CUSIP. 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: 0DBN01CG0
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 800178
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
ADS WASTE ESCROW CORP |
2020-10-01 |
8.250000 |
Other Instrument - CORPORATE BOND |
$337,788.00 |
$367,055.92 |
ACE Securities Corp Home Equity Loan Trust |
2033-09-25 |
2.059000 |
Other Instrument - ASSET BACKED SECURITY |
$13,391,482.00 |
$877,139.51 |
AIRCASTLE LTD |
2019-12-01 |
6.250000 |
Other Instrument - CORPORATE BOND |
$389,000.00 |
$412,515.59 |
CWALT Alternative Loan Trust |
2047-03-01 |
0.999000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$5,825,000.00 |
$1,710,440.35 |
CWALT Alternative Loan Trust |
2037-05-25 |
39.096000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,642,153.00 |
$1,443,078.95 |
Asset Backed Securities Corporation Home Equity Loan Trust |
2036-05-25 |
0.494000 |
Other Instrument - ASSET BACKED SECURITY |
$5,418,581.00 |
$1,664,469.59 |
Banc of America Funding Corp |
2036-05-20 |
0.464000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$85,932,135.00 |
$21,290,287.97 |
Banc of America Commercial Mortgage |
2036-09-11 |
4.900000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$3,367,867.00 |
$2,906,398.87 |
Banc of America Commercial Mortgage |
2036-09-11 |
4.900000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$3,356,490.00 |
$2,648,230.71 |
Banc of America Alternative Loan Trust |
2035-05-25 |
0.684000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$10,000,000.00 |
$977,272.04 |
Banc of America Commercial Mortgage |
2045-05-10 |
5.959000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,991,000.00 |
$1,806,487.03 |
BANK AMER CORP |
2058-01-30 |
8.000000 |
Other Instrument - CORPORATE BOND |
$353,765.00 |
$391,942.14 |
Bear Stearns Commercial Mortgage Securities |
2040-06-13 |
5.898000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$650,711.00 |
$601,971.04 |
BIOMET INC |
2020-10-01 |
6.500000 |
Other Instrument - CORPORATE BOND |
$1,882,312.00 |
$1,928,245.64 |
CCO HLDGS LLC / CCO HLDGS CAP CORP |
2022-01-31 |
6.625000 |
Other Instrument - CORPORATE BOND |
$7,000.00 |
$7,142.36 |
CD Commercial Mortgage Trust Commercial Pass-Through Certifi |
2049-12-11 |
5.366000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$6,221,479.00 |
$6,245,064.97 |
CIT GROUP INC REORGANIZED AS CIT EXCHANGECO INC |
2014-04-01 |
6.625000 |
Other Instrument - CORPORATE BOND |
$1,300,000.00 |
$1,352,812.50 |
CNO FINL GROUP INC |
2020-10-01 |
6.375000 |
Other Instrument - CORPORATE BOND |
$304,000.00 |
$326,461.17 |
COMM |
2030-10-10 |
4.328000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$304,017.00 |
$281,847.37 |
COMM 2013-THL MTG TR |
2030-06-10 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$10,056.00 |
$11.03 |
CSMC MORTGAGE-BACKED TRUST |
2036-05-25 |
6.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$5,519,000.00 |
$2,526,507.44 |
Camber |
2042-06-12 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$104,556,363.00 |
$3,221,684.16 |
CapitalSource Real Estate Loan Trust |
2037-01-20 |
1.769000 |
Other Instrument - ASSET BACKED SECURITY |
$697,655.00 |
$30,567.83 |
CBA Commercial Assets |
2037-01-25 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$35,637,145.00 |
$833,409.96 |
CELANESE US HLDGS LLC |
2018-10-15 |
6.625000 |
Other Instrument - CORPORATE BOND |
$1,485,005.00 |
$1,622,135.93 |
CENTURYLINK INC FORMERLY CENTURYTEL INC TO 05/20 |
2017-04-01 |
6.000000 |
Other Instrument - CORPORATE BOND |
$1,200,000.00 |
$1,310,800.00 |
Chase Mortgage Finance Corporation |
2035-12-25 |
2.865000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$5,374,004.00 |
$3,883,298.62 |
CHIQUITA BRANDS INTL INC / CHIQUITA BRANDS LLC |
2021-02-01 |
7.875000 |
Other Instrument - CORPORATE BOND |
$1,118,000.00 |
$1,182,809.06 |
Citigroup Mortgage Loan Trust |
2034-07-25 |
5.803000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$5,066,000.00 |
$512,830.46 |
Citigroup Mortgage Loan Trust |
2046-11-25 |
0.584000 |
Other Instrument - ASSET BACKED SECURITY |
$5,325,292.00 |
$1,650,377.48 |
CLEAR CHANNEL COMMUNICATIONS INC |
2016-12-15 |
5.500000 |
Other Instrument - CORPORATE BOND |
$259,000.00 |
$194,627.71 |
CLEAR CHANNEL COMMUNICATIONS INC |
2016-08-01 |
10.750000 |
Other Instrument - CORPORATE BOND |
$1,198,500.00 |
$1,047,081.18 |
CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH LEASE REV |
2040-07-01 |
4.000000 |
Other Municipal Debt - MUNICIPAL BOND |
$4,079,338.00 |
$3,379,554.76 |
COLONIAL RLTY LTD PARTNERSHIP DEL |
2016-09-01 |
6.050000 |
Other Instrument - CORPORATE BOND |
$65,617.00 |
$74,933.43 |
COMM |
2046-12-10 |
5.377000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$301,267.00 |
$279,752.39 |
Commercial Mortgage Loan Trust |
2049-12-10 |
6.209000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$2,167,892.00 |
$2,291,081.27 |
CONCHO RES INC |
2022-01-15 |
6.500000 |
Other Instrument - CORPORATE BOND |
$334,000.00 |
$356,753.75 |
CONTINENTAL AIRLS INC |
2015-09-15 |
6.750000 |
Other Instrument - CORPORATE BOND |
$865,273.00 |
$921,245.35 |
CS First Boston Mortgage Securities Corp |
2033-12-25 |
2.658000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$76,797,020.00 |
$7,483,412.31 |
CS First Boston Mortgage Securities Corp |
2035-07-25 |
5.869000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$5,749,679.00 |
$1,090,674.54 |
CWALT Alternative Loan Trust |
2036-10-25 |
0.464000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$2,812,531.00 |
$1,691,167.25 |
CWALT Alternative Loan Trust |
2036-10-25 |
0.524000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$9,000,000.00 |
$221,333.85 |
DBRR 2012-EZ1 TR |
2014-06-25 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$16,384,290.00 |
$1,946,035.10 |
DESARROLLADORA HOMEX S A DE C V |
2020-03-25 |
9.750000 |
Other Instrument - CORPORATE BOND |
$321,000.00 |
$67,410.00 |
Deutsche ALT-A Securities Alternative Loan Trust |
2035-09-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$129,435,234.00 |
$261,363.89 |
DEUTSCHE MTG SECS INC REMIC TR SER 2010-RS2 |
2047-06-28 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$3,996,171.00 |
$1,689,652.05 |
Deutsche Mortgage Securities, Mortgage Loan Trust |
2047-06-28 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$17,844,164.00 |
$6,122,968.15 |
DYNCORP INTL INC |
2017-07-01 |
10.375000 |
Other Instrument - CORPORATE BOND |
$223,094.00 |
$233,022.46 |
ENERGY FUTURE INTER HLDG CO LLC / EFIH FIN INC |
2022-03-01 |
11.750000 |
Other Instrument - CORPORATE BOND |
$2,412,802.00 |
$2,678,210.22 |
Extended Stay America Trust |
2031-12-05 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$58,216,087.00 |
$139,824.39 |
FELCOR LODGING LTD PARTNERSHIP |
2019-06-01 |
6.750000 |
Other Instrument - CORPORATE BOND |
$1,779,000.00 |
$1,893,189.56 |
First Horizon Alternative Mortgage Securities Trust |
2035-05-25 |
4.816000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$66,175,000.00 |
$2,223,373.28 |
First Horizon Alternative Mortgage Securities Trust |
2037-03-25 |
54.300000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$2,800,000.00 |
$2,586,401.81 |
FORD MTR CO DEL |
2028-10-01 |
6.625000 |
Other Instrument - CORPORATE BOND |
$750,000.00 |
$847,890.10 |
FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 |
2022-09-20 |
4.250000 |
Other Instrument - CORPORATE BOND |
$4,476,000.00 |
$4,457,732.95 |
FRONTIER COMMUNICATIONS CORP |
2018-10-01 |
8.125000 |
Other Instrument - CORPORATE BOND |
$230,000.00 |
$260,734.55 |
FRONTIER COMMUNICATIONS CORP |
2022-04-15 |
8.750000 |
Other Instrument - CORPORATE BOND |
$645,000.00 |
$719,376.56 |
GE Commercial Mortgage Corporation |
2049-12-10 |
0.415000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$2,176,841.00 |
$1,819,814.20 |
GE Commercial Mortgage Corporation |
2049-12-10 |
5.964000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$7,468,312.00 |
$390,454.88 |
GS Mortgage Securities Corp II |
2046-03-21 |
5.391000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$523,108.00 |
$235,167.62 |
GENWORTH FINL INC |
2066-11-15 |
6.150000 |
Other Instrument - CORPORATE BOND |
$493,990.00 |
$438,632.24 |
HarborView Mortgage Loan Trust |
2036-01-19 |
2.159000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$22,784,891.00 |
$8,267,610.68 |
HARRAHS OPER INC |
2017-10-01 |
5.750000 |
Other Instrument - CORPORATE BOND |
$800,000.00 |
$499,038.89 |
HARRAHS OPER INC |
2017-06-01 |
11.250000 |
Other Instrument - CORPORATE BOND |
$3,307,089.00 |
$3,498,280.08 |
HARRAHS OPER INC |
2018-12-15 |
10.000000 |
Other Instrument - CORPORATE BOND |
$734,943.00 |
$448,927.68 |
HIGHWOODS RLTY LTD PARTNERSHIP FORMERLY HIGHWOOD |
2017-03-15 |
5.850000 |
Other Instrument - CORPORATE BOND |
$437,420.00 |
$491,578.06 |
ICAHN ENTERPRISES L P / ICAHN ENTERPRISES FIN CO |
2018-01-15 |
8.000000 |
Other Instrument - CORPORATE BOND |
$485,000.00 |
$515,312.50 |
IMPERIAL TOB FIN PLC |
2018-02-11 |
2.050000 |
Other Instrument - CORPORATE BOND |
$2,450,000.00 |
$2,377,754.26 |
INTERNATIONAL LEASE FIN CORP- MEDIUM TERM NTS BO |
2013-11-15 |
6.625000 |
Other Note - MEDIUM TERM NOTE |
$300,000.00 |
$308,496.88 |
JP MORGAN CHASE COMMM MORTG |
2042-07-15 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$11,743,000.00 |
$73,327.98 |
JP Morgan Mortgage Acquisition Corp |
2036-08-25 |
5.777000 |
Other Instrument - ASSET BACKED SECURITY |
$7,529,331.00 |
$4,502,570.31 |
JP Morgan Chase Commercial Mortgage Securities Corp |
2045-05-12 |
6.077000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$4,670,000.00 |
$581,095.00 |
JP Morgan Chase Commercial Mortgage Securities Corp |
2047-05-15 |
5.337000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$4,087,421.00 |
$4,168,543.02 |
JP Morgan Chase Commercial Mortgage Securities Corp |
2051-02-15 |
6.196000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$4,673,850.00 |
$2,969,608.62 |
JP Morgan Chase Commercial Mortgage Securities Corp |
2022-05-05 |
3.905000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,194,186.00 |
$1,181,377.18 |
JP Morgan Chase Commercial Mortgage Securities Corp |
2028-04-15 |
3.935000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$356,929.00 |
$352,168.35 |
JAGUAR LD ROVER AUTOMOTIVE PLC |
2023-02-01 |
5.625000 |
Other Instrument - CORPORATE BOND |
$615,000.00 |
$594,724.22 |
JEFFERIES FIN LLC/JFIN |
2020-04-01 |
7.375000 |
Other Instrument - CORPORATE BOND |
$585,000.00 |
$596,502.97 |
LB-UBS Commercial Mortgage Trust |
2041-04-17 |
6.320000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$3,000,000.00 |
$281,800.00 |
LB-UBS Commercial Mortgage Trust |
2040-07-01 |
6.114000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$20,240.00 |
$22,060.23 |
LEAR CORP |
2023-01-15 |
4.750000 |
Other Instrument - CORPORATE BOND |
$453,000.00 |
$424,992.65 |
Lehman Mortgage Trust |
2036-09-25 |
6.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$7,720,000.00 |
$3,916,617.86 |
Lehman XS Trust |
2047-09-25 |
1.040000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$4,000,000.00 |
$1,612,987.13 |
Luminent Mortgage Trust |
2046-10-25 |
0.430000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$56,925,000.00 |
$4,470,242.16 |
MEG ENERGY CORP |
2021-03-15 |
6.500000 |
Other Instrument - CORPORATE BOND |
$1,586,000.00 |
$1,661,004.59 |
ML-CFC Commercial Mortgage Trust |
2048-08-12 |
5.450000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,589,206.00 |
$1,252,847.37 |
MASTR Adjustable Rate Mortgages |
2047-05-25 |
0.384000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$8,550,620.00 |
$2,636,709.20 |
Merrill Lynch Mortgage Trust |
2042-09-12 |
5.710000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$3,000,000.00 |
$499,242.00 |
Merrill Lynch Mortgage Trust |
2038-07-12 |
5.455000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$4,992,794.00 |
$3,255,504.96 |
METROPCS WIRELESS INC |
2023-04-01 |
6.625000 |
Other Instrument - CORPORATE BOND |
$11,500,000.00 |
$11,732,076.39 |
MINNESOTA ST COLLEGES & UNIV REV |
2025-10-01 |
4.000000 |
Other Municipal Debt - MUNICIPAL BOND |
$65,123.00 |
$68,900.28 |
MOMENTIVE PERFORMANCE MATLS INC |
2016-12-01 |
11.500000 |
Other Instrument - CORPORATE BOND |
$400,000.00 |
$317,372.22 |
Morgan Stanley Capital I |
2044-03-12 |
5.677000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$909,631.00 |
$855,249.98 |
Morgan Stanley Capital I |
2021-01-15 |
5.420000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,108,151.00 |
$1,157,324.18 |
Morgan Stanley Capital I |
2043-01-11 |
6.459000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$74,053.00 |
$77,420.06 |
Morgan Stanley Capital I |
2044-12-15 |
5.649000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$5,245,383.00 |
$4,289,012.74 |
MOTEL 6 TR 2012-MTL6 |
2025-10-04 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$4,578,483.00 |
$5,437.58 |
National Collegiate Trust |
2033-01-25 |
1.534000 |
Other Instrument - ASSET BACKED SECURITY |
$14,170,340.00 |
$413,956.63 |
New Century Alternative Mortgage Loan Trust |
2036-10-25 |
5.887000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$4,200,600.00 |
$1,907,257.06 |
NORBORD GP |
2017-02-15 |
6.450000 |
Other Instrument - CORPORATE BOND |
$286,392.00 |
$318,813.96 |
NORTHERN TIER ENERGY LLC / NORTHN TIER FIN CORP |
2020-11-15 |
7.125000 |
Other Instrument - CORPORATE BOND |
$63,000.00 |
$62,370.00 |
NovaStar Mortgage Funding Trust |
2036-09-25 |
0.334000 |
Other Instrument - ASSET BACKED SECURITY |
$8,447,201.00 |
$4,236,049.27 |
NUANCE COMMUNICATIONS INC |
2020-08-15 |
5.375000 |
Other Instrument - CORPORATE BOND |
$1,605,000.00 |
$1,526,756.25 |
NII CAP CORP |
2016-08-15 |
10.000000 |
Other Instrument - CORPORATE BOND |
$2,822,082.00 |
$2,770,343.83 |
OMEGA HEALTHCARE INVS INC |
2024-03-15 |
5.875000 |
Other Instrument - CORPORATE BOND |
$450,000.00 |
$460,992.19 |
PHH CORP |
2021-08-15 |
6.375000 |
Other Instrument - CORPORATE BOND |
$12,759,327.00 |
$12,599,835.41 |
PHH Alternative Mortgage Trust |
2037-05-25 |
35.460000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$2,000,000.00 |
$2,370,744.61 |
PT BERAU COAL ENERGY TBK |
2017-03-13 |
7.250000 |
Other Instrument - CORPORATE BOND |
$115,000.00 |
$107,080.17 |
PENNSYLVANIA ST HIGHER EDL FACS AUTH REV FOR ISSUES DATED PRIOR TO 10/05/2012 SEE 70917R |
2033-07-01 |
4.000000 |
Other Municipal Debt - MUNICIPAL BOND |
$797,325.00 |
$649,819.88 |
PUERTO RICO COMWLTH |
2033-07-01 |
5.375000 |
Other Municipal Debt - MUNICIPAL BOND |
$990,000.00 |
$719,293.44 |
PUERTO RICO COMWLTH |
2041-07-01 |
5.750000 |
Other Municipal Debt - MUNICIPAL BOND |
$972,714.00 |
$702,799.10 |
PUERTO RICO COMWLTH |
2033-07-01 |
5.625000 |
Other Municipal Debt - MUNICIPAL BOND |
$1,000,000.00 |
$751,078.75 |
PUERTO RICO COMWLTH HWY & TRANSN AUTH TRANSN REV |
2038-07-01 |
5.250000 |
Other Municipal Debt - MUNICIPAL BOND |
$1,602,496.00 |
$1,125,647.94 |
PUERTO RICO PUB BLDGS AUTH REV GTD |
2035-07-01 |
5.500000 |
Other Municipal Debt - MUNICIPAL BOND |
$1,590,039.00 |
$1,611,844.62 |
PUERTO RICO PUB BLDGS AUTH REV GTD |
2039-07-01 |
5.875000 |
Other Municipal Debt - MUNICIPAL BOND |
$3,618,070.00 |
$2,645,674.49 |
PUERTO RICO PUB BLDGS AUTH REV GTD |
2041-07-01 |
6.000000 |
Other Municipal Debt - MUNICIPAL BOND |
$1,170,000.00 |
$856,978.20 |
PUERTO RICO PUB BLDGS AUTH REV GTD |
2042-07-01 |
5.250000 |
Other Municipal Debt - MUNICIPAL BOND |
$3,454,053.00 |
$2,269,534.45 |
RAAC |
2036-08-25 |
1.090000 |
Other Instrument - ASSET BACKED SECURITY |
$6,550,000.00 |
$736,111.28 |
RALI |
2036-06-25 |
6.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$3,419,793.00 |
$740,402.16 |
RALI |
2037-09-25 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$3,248,911.00 |
$442,220.38 |
RPM INTL INC FORMERLY RPM INC OHIO TO 10/11/2002 |
2022-11-15 |
3.450000 |
Other Instrument - CORPORATE BOND |
$575,000.00 |
$543,014.19 |
RECKSON OPER PARTNERSHIP LP / SL GREEN RLTY CORP |
2020-03-15 |
7.750000 |
Other Instrument - CORPORATE BOND |
$221,204.00 |
$267,263.28 |
REPUBLIC SVCS INC |
2019-09-15 |
5.500000 |
Other Instrument - CORPORATE BOND |
$1,812,000.00 |
$2,084,884.18 |
RALI |
2036-03-25 |
4.610000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$3,954,751.00 |
$268,373.13 |
REYNOLDS GROUP ISSUER INC/ REYNOLDS GROUP ISSUER |
2021-02-15 |
6.875000 |
Other Instrument - CORPORATE BOND |
$5,000,000.00 |
$5,262,500.00 |
RITE AID CORP |
2020-08-15 |
8.000000 |
Other Instrument - CORPORATE BOND |
$1,570,000.00 |
$1,745,970.83 |
ROCKIES EXPRESS PIPELINE LLC |
2040-04-15 |
6.875000 |
Other Instrument - CORPORATE BOND |
$5,486,222.00 |
$4,530,419.26 |
ROYAL CARIBBEAN CRUISES LTD |
2022-11-15 |
5.250000 |
Other Instrument - CORPORATE BOND |
$505,000.00 |
$492,375.00 |
RUTLAND RATED INVTS |
2052-10-12 |
0.000000 |
Other Instrument - CORPORATE BOND |
$250,000.00 |
$45,888.28 |
SLM CORP MEDIUM TERM NTS BOOK ENTRY |
2022-01-25 |
7.250000 |
Other Note - MEDIUM TERM NOTE |
$105,000.00 |
$108,102.60 |
SAN FRANCISCO CALIF CITY & CNTY REDEV FING AUTH TAX ALLOCATION REV |
2022-08-01 |
5.500000 |
Other Municipal Debt - MUNICIPAL BOND |
$6,560,000.00 |
$6,683,856.45 |
Seawall |
2047-10-20 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$6,000,000.00 |
$467,242.71 |
SENIOR HSG PPTYS TR |
2021-12-15 |
6.750000 |
Other Instrument - CORPORATE BOND |
$896,823.00 |
$984,003.16 |
Sharps SP I LLC Net Interest Margin Trust |
2033-09-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$3,724,126.00 |
$1,012,896.05 |
SOFTBANK CORP |
2020-04-15 |
4.500000 |
Other Instrument - CORPORATE BOND |
$375,000.00 |
$359,953.13 |
SOUTHERN NAT GAS CO "ACQUIRED BY SOUTHERN NAT RE |
2031-02-15 |
7.350000 |
Other Instrument - CORPORATE BOND |
$250,000.00 |
$301,170.63 |
SPRINGLEAF FIN CORP MEDIUM TERM SR NTS BOOK ENTR |
2017-12-15 |
6.900000 |
Other Note - MEDIUM TERM NOTE |
$163,672.00 |
$171,837.87 |
SPRINT NEXTEL CORP FORMERLY SPRINT CORP TO 08/12 |
2018-11-15 |
9.000000 |
Other Instrument - CORPORATE BOND |
$634,000.00 |
$756,203.50 |
Structured Adjustable Rate Mortgage Loan Trust |
2036-07-25 |
5.451000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$42,297,567.00 |
$11,272,756.25 |
Structured Adjustable Rate Mortgage Loan Trust |
2034-06-25 |
2.506000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$171,416.00 |
$35,865.39 |
Lehman Brothers Small Balance Commercial Mortgage PTC |
2030-09-25 |
1.184000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,746,000.00 |
$218,441.52 |
SASCO Mortgage Loan Trust |
2036-05-25 |
0.334000 |
Other Instrument - ASSET BACKED SECURITY |
$5,071,606.00 |
$3,138,433.12 |
TRW AUTOMOTIVE INC |
2014-03-15 |
7.000000 |
Other Instrument - CORPORATE BOND |
$250,000.00 |
$264,270.83 |
TEXAS COMPETITIVE ELEC HLDGS CO LLC / TCEH FIN I |
2015-11-01 |
10.250000 |
Other Instrument - CORPORATE BOND |
$510,000.00 |
$43,417.29 |
TEXAS COMPETITIVE ELEC HLDGS CO LLC / TCEH FIN I |
2021-04-01 |
15.000000 |
Other Instrument - CORPORATE BOND |
$20,000.00 |
$4,991.67 |
TEXAS COMPETITIVE ELEC HLDGS CO LLC / TCEH FIN I |
2021-04-01 |
15.000000 |
Other Instrument - CORPORATE BOND |
$10,000,000.00 |
$2,595,833.32 |
UBS-Citigroup Commercial Mortgage Trust |
2045-01-10 |
2.692000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$17,774,713.00 |
$2,174,961.73 |
UBS Commercial Mortgage Trust |
2045-05-10 |
5.720000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$643,707.00 |
$589,450.22 |
U.S AWYS 2011-1 PASS THRU TR |
2025-04-22 |
7.125000 |
Other Instrument - ASSET BACKED SECURITY |
$519,000.00 |
$530,605.26 |
UBS Commercial Mortgage Trust |
2024-07-15 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$379,363.00 |
$375,120.31 |
UNITED AIRLS PASS THRU TRS |
2017-01-15 |
9.750000 |
Other Instrument - ASSET BACKED SECURITY |
$256,827.00 |
$194,546.47 |
U S WEST COMMUNICATIONS INC |
2033-09-15 |
6.875000 |
Other Instrument - CORPORATE BOND |
$1,202,878.00 |
$1,214,173.53 |
VALEANT PHARMACEUTICALS INTL |
2021-08-15 |
6.750000 |
Other Instrument - CORPORATE BOND |
$768,000.00 |
$794,208.00 |
WaMu Mortgage Pass-Through Certificates |
2035-10-25 |
2.459000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$2,371,889.00 |
$820,588.51 |
WCP Wireless Site Non-RE Funding |
2015-11-15 |
6.829000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$200,000.00 |
$212,851.48 |
Wachovia Bank Commercial Mortgage Trust |
2044-12-15 |
5.515000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,075,938.00 |
$1,145,408.03 |
Wachovia Bank Commercial Mortgage Trust |
2045-03-15 |
5.882000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$6,300,000.00 |
$944,918.10 |
Washington Mutual Mortgage Pass-Through Certificates, WMALT |
2036-02-25 |
6.500000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$13,444,631.00 |
$3,249,953.36 |
Wells Fargo Mortgage Backed Securities Trust |
2036-05-25 |
6.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$10,586,151.00 |
$6,890,759.46 |
Wells Fargo Alternative Loan Trust |
2037-03-25 |
6.496000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$28,109,425.00 |
$2,256,983.67 |
WILLAMETTE INDS INC |
2021-10-01 |
9.000000 |
Other Instrument - CORPORATE BOND |
$161,323.00 |
$209,610.20 |
ZOETIS INC |
2018-02-01 |
1.875000 |
Other Instrument - CORPORATE BOND |
$379,914.00 |
$375,266.86 |
HIGHLAND LOAN FUNDING V LTD |
2014-08-01 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$2,000,000.00 |
$943,787.36 |
11.50% NT REVCONV 0 |
2020-10-01 |
11.500000 |
Other Note - MEDIUM TERM NOTE |
$170,000.00 |
$121,354.03 |
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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-01
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO) |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $275,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $275,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? 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: $275,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $275,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield): DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO) 0.340
Item 28. The CUSIP. 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: 0DBN01CI6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 800178
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
Aames Mortgage Investment Trust |
2035-01-25 |
3.021000 |
Other Instrument - ASSET BACKED SECURITY |
$10,201,000.00 |
$3,635.34 |
ACE Securities Corp Home Equity Loan Trust |
2033-09-25 |
2.059000 |
Other Instrument - ASSET BACKED SECURITY |
$11,579,486.00 |
$758,454.12 |
ACE Securities Corp Home Equity Loan Trust |
2050-11-25 |
0.934000 |
Other Instrument - ASSET BACKED SECURITY |
$1,350,000.00 |
$789,640.65 |
Aegis Asset Backed Securities Trust |
2035-03-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$4,750,000.00 |
$189.58 |
AMERICAN GEN FIN CORP INCOMENOTES BOOK ENTRY |
2013-12-15 |
4.950000 |
Other Note - MEDIUM TERM NOTE |
$10,000.00 |
$10,110.22 |
Ameriquest Mortgage Securities Asset-Backed PTC |
2036-01-25 |
0.684000 |
Other Instrument - ASSET BACKED SECURITY |
$8,324,661.00 |
$5,212,536.50 |
AMKOR TECHNOLOGY INC |
2021-06-01 |
6.625000 |
Other Instrument - CORPORATE BOND |
$96,000.00 |
$96,132.33 |
Banc of America Re-REMIC Trust |
2040-02-15 |
5.383000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$12,800,000.00 |
$13,503,896.53 |
Banc of America Funding Corp |
2036-05-20 |
0.464000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$178,658.00 |
$44,263.77 |
Banc of America Commercial Mortgage |
2043-07-11 |
1.400000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$32,340,170.00 |
$2,633.85 |
Banc of America Commercial Mortgage |
2036-09-11 |
4.900000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$2,195,612.00 |
$2,171,860.11 |
Banc of America Commercial Mortgage |
2049-01-15 |
5.671000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$12,855,000.00 |
$568,099.94 |
Banc of America Funding Corp |
2036-08-20 |
0.354000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$530,537.00 |
$177,026.27 |
BANK AMER CORP |
2058-01-30 |
8.000000 |
Other Instrument - CORPORATE BOND |
$377,877.00 |
$418,656.23 |
BARRETT BILL CORP |
2019-10-01 |
7.625000 |
Other Instrument - CORPORATE BOND |
$258,000.00 |
$268,722.23 |
Bear Stearns Commercial Mortgage Securities |
2042-02-13 |
0.545000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$180,000,000.00 |
$753,179.58 |
Bear Stearns Commercial Mortgage Securities |
2021-02-15 |
0.341000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$67,098,695.00 |
$5,073.57 |
Bear Stearns ARM Trust |
2035-10-25 |
2.410000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$20,479,083.00 |
$6,966,353.65 |
BEAZER HOMES USA INC |
2018-04-15 |
6.625000 |
Other Instrument - CORPORATE BOND |
$202,000.00 |
$218,128.44 |
BOART LONGYEAR MGMT PTY LTD |
2021-04-01 |
7.000000 |
Other Instrument - CORPORATE BOND |
$1,466,120.00 |
$1,237,364.56 |
CD Commercial Mortgage Trust Commercial Pass-Through Certifi |
2049-12-11 |
5.366000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$8,022,566.00 |
$8,052,980.00 |
CD Commercial Mortgage Trust Commercial Pass-Through Certifi |
2044-11-15 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$9,162,000.00 |
$28,017.07 |
COMM |
2017-04-15 |
0.076000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,505,950,000.00 |
$16,624.41 |
COMM 2013-THL MTG TR |
2030-06-10 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$54,801,109.00 |
$60,122.30 |
Countrywide Home Equity Loan Trust |
2036-01-25 |
0.454000 |
Other Instrument - ASSET BACKED SECURITY |
$1,277,117.00 |
$320,533.96 |
Countrywide Home Equity Loan Trust |
2034-12-25 |
0.364000 |
Other Instrument - ASSET BACKED SECURITY |
$22,003,026.00 |
$5,457,850.60 |
CALIFORNIA STATEWIDE CMNTYS DEV AUTH REV |
2032-12-01 |
5.500000 |
Other Municipal Debt - MUNICIPAL BOND |
$6,125,000.00 |
$306,250.00 |
CapitalSource Real Estate Loan Trust |
2037-01-20 |
0.529000 |
Other Instrument - ASSET BACKED SECURITY |
$650,663.00 |
$240,339.31 |
Capmark CRE |
2036-08-15 |
0.704000 |
Other Instrument - ASSET BACKED SECURITY |
$18,000,000.00 |
$5,648.07 |
CENGAGE LEARNING ACQUISITIONS INC |
2020-04-15 |
11.500000 |
Other Instrument - CORPORATE BOND |
$75,000.00 |
$54,937.50 |
CERIDIAN CORP NEW |
2019-07-15 |
8.875000 |
Other Instrument - CORPORATE BOND |
$2,598,228.00 |
$2,951,830.59 |
CITIGROUP INC |
2017-02-15 |
5.500000 |
Other Instrument - CORPORATE BOND |
$1,000.00 |
$1,088.11 |
Citigroup Mortgage Loan Trust |
2036-01-25 |
0.544000 |
Other Instrument - ASSET BACKED SECURITY |
$5,688,490.00 |
$4,014,352.56 |
CITIGROUP COML MTG TR 2013-375P |
2023-05-10 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$260,000.00 |
$205,539.36 |
CLEAR CHANNEL COMMUNICATIONS INC |
2021-08-01 |
0.000000 |
Other Instrument - CORPORATE BOND |
$2,000,000.00 |
$1,686,777.78 |
CLEVELAND-CUYAHOGA CNTY OHIO PORT AUTH LEASE REV |
2040-07-01 |
4.000000 |
Other Municipal Debt - MUNICIPAL BOND |
$500,662.00 |
$414,776.77 |
COLONIAL RLTY LTD PARTNERSHIP DEL |
2016-09-01 |
6.050000 |
Other Instrument - CORPORATE BOND |
$250,998.00 |
$286,635.18 |
COMM |
2046-12-10 |
5.960000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$2,000,000.00 |
$10,346.82 |
Commercial Mortgage Loan Trust |
2049-12-10 |
6.209000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$10,680.00 |
$11,286.89 |
CONTINENTAL AIRLS PASS THRU TR 2009-2 |
2021-05-10 |
7.250000 |
Other Instrument - ASSET BACKED SECURITY |
$14,189.00 |
$13,917.91 |
CS First Boston Mortgage Securities Corp |
2035-07-25 |
5.869000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$6,897,966.00 |
$1,308,496.68 |
Credit Suisse Commercial Mortgage Trust |
2039-03-15 |
5.858000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$11,111,270.00 |
$11,324,514.37 |
Credit Suisse Commercial Mortgage Trust |
2049-01-15 |
5.797000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$5,855,000.00 |
$88,283.19 |
Credit Suisse Commercial Mortgage Trust |
2017-04-15 |
5.550000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$2,266,000.00 |
$27,107.03 |
Credit Suisse Commercial Mortgage Trust |
2017-04-15 |
5.550000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,532,000.00 |
$11,202.75 |
Crystal River Resecuritization |
2047-09-22 |
1.033000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$10,317,000.00 |
$103.17 |
CWALT Alternative Loan Trust |
2036-10-25 |
0.464000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,841,366.00 |
$1,107,208.37 |
DR STRUCTURED FIN CORP |
2018-08-15 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$14,000.00 |
$2,406.88 |
DR STRUCTURED FIN CORP |
2019-08-15 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$10,000.00 |
$1,959.58 |
DR STRUCTURED FIN CORP |
2019-08-15 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$9,000.00 |
$1,884.81 |
DBRR 2012-EZ1 TR |
2014-06-25 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$695,732,322.00 |
$82,635,226.81 |
DBRR 2013-EZ2 TR |
2045-02-25 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$177,705,524.00 |
$1,490,150.30 |
DSLA Mortgage Loan Trust |
2045-01-19 |
0.784000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$835,000.00 |
$728.78 |
DAVITA HEALTHCARE PARTNERS INC FORMERLY DAVITA I |
2020-11-01 |
6.625000 |
Other Instrument - CORPORATE BOND |
$4,200,000.00 |
$4,541,979.17 |
DELL INC |
2014-04-01 |
2.100000 |
Other Instrument - CORPORATE BOND |
$2,113,148.00 |
$2,148,081.86 |
DESARROLLADORA HOMEX S A DE C V |
2020-03-25 |
9.750000 |
Other Instrument - CORPORATE BOND |
$677,000.00 |
$142,170.00 |
Deutsche ALT-B Securities Mortgage Loan Trust |
2036-10-25 |
5.900000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$7,819,000.00 |
$3,222,686.13 |
DEUTSCHE BK SECS INC DEL |
2047-12-01 |
5.750000 |
Other Municipal Debt - MUNICIPAL BOND |
$399,165.00 |
$355,384.66 |
DEUTSCHE BK SECS INC DEL |
2047-06-01 |
6.000000 |
Other Municipal Debt - MUNICIPAL BOND |
$514,260.00 |
$461,311.00 |
DEUTSCHE BK SPEARS/LIFERS TR VAR STS |
2047-05-01 |
0.000000 |
Other Municipal Debt - MUNICIPAL BOND |
$211,702.00 |
$189,920.75 |
DEUTSCHE MTG SECS INC REMIC TR SER 2010-RS2 |
2047-06-28 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$15,677,505.00 |
$6,628,727.48 |
Deutsche Mortgage Securities, Mortgage Loan Trust |
2047-06-28 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$9,852,706.00 |
$4,190,544.70 |
DIRECTV HLDGS LLC / DIRECTV FING INC |
2021-03-01 |
5.000000 |
Other Instrument - CORPORATE BOND |
$84,521.00 |
$88,461.46 |
FMG RES AUGUST 2006 PTY LTD |
2015-11-01 |
7.000000 |
Other Instrument - CORPORATE BOND |
$1,499,780.00 |
$1,575,727.19 |
First Horizon Alternative Mortgage Securities Trust |
2035-07-25 |
2.375000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$11,210,396.00 |
$1,581,758.08 |
First Horizon Alternative Mortgage Securities Trust |
2035-09-25 |
0.684000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$3,600,000.00 |
$947,978.07 |
First Union Commercial Mortgage Trust |
2033-08-15 |
1.860000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$59,129,986.00 |
$39,193.03 |
Firstplus Home Loan Trust |
2024-12-10 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$10,500,000.00 |
$173,146.88 |
Ford Credit Floorplan Master Owner Trust A |
2019-09-15 |
2.730000 |
Other Instrument - ASSET BACKED SECURITY |
$1,087,616.00 |
$1,081,107.16 |
FRONTIER COMMUNICATIONS CORP |
2022-04-15 |
8.750000 |
Other Instrument - CORPORATE BOND |
$505,000.00 |
$563,232.81 |
GE Business Loan Trust |
2031-11-15 |
1.184000 |
Other Instrument - ASSET BACKED SECURITY |
$2,000,000.00 |
$315,295.38 |
GE Commercial Mortgage Corporation |
2049-12-10 |
0.415000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,785,085.00 |
$1,492,310.66 |
GMAC INC FORMERLY GMAC LLC 06/30/2009 & NAME CHA |
2014-12-01 |
6.750000 |
Other Instrument - CORPORATE BOND |
$714,672.00 |
$760,545.01 |
GSAA Home Equity Trust |
2036-10-25 |
5.679000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$127,394.00 |
$48,856.26 |
GSR Mortgage Loan Trust |
2036-03-25 |
5.750000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$10,960,062.00 |
$2,028,131.55 |
GS Mortgage Securities Corp II |
2044-03-10 |
5.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$133,662.00 |
$110,550.74 |
HarborView Mortgage Loan Trust |
2035-09-19 |
491.785000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$100.00 |
$.00 |
HARBORVIEW MTGE LOAN TRUST 2000-1 |
2035-09-19 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$50.00 |
$12.24 |
HarborView Mortgage Loan Trust |
2036-01-19 |
2.159000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$17,083,124.00 |
$6,198,696.25 |
HARRAHS OPER INC |
2017-06-01 |
11.250000 |
Other Instrument - CORPORATE BOND |
$654,719.00 |
$692,569.94 |
HARRAHS OPER INC |
2018-12-15 |
10.000000 |
Other Instrument - CORPORATE BOND |
$261,509.00 |
$159,738.41 |
RAST (Residential Asset Securitization Trust) |
2034-12-25 |
2.634000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$8,628,152.00 |
$523,488.83 |
JP Morgan Chase Commercial Mortgage Securities Corp |
2042-07-15 |
4.941000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$2,560,511.00 |
$2,341,929.78 |
JP Morgan Alternative Loan Trust |
2036-12-25 |
5.750000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$19,989,735.00 |
$6,470,177.98 |
JP Morgan Mortgage Acquisition Corp |
2036-08-25 |
5.777000 |
Other Instrument - ASSET BACKED SECURITY |
$1,043,167.00 |
$623,818.07 |
JP Morgan Chase Commercial Mortgage Securities Corp |
2047-05-15 |
5.337000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$2,031,528.00 |
$2,071,847.23 |
JP Morgan Chase Commercial Mortgage Securities Corp |
2047-05-15 |
5.386000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$719,776.00 |
$650,941.06 |
JP Morgan Chase Commercial Mortgage Securities Corp |
2046-08-15 |
5.492000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$798,292.00 |
$826,472.63 |
LB-UBS Commercial Mortgage Trust |
2040-11-16 |
5.350000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,073,956.00 |
$981,645.36 |
LB-UBS Commercial Mortgage Trust |
2040-07-01 |
6.114000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$267,020.00 |
$291,033.69 |
MASTR Asset Securitization Trust |
2033-09-25 |
5.250000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$26,191,234.00 |
$248,544.20 |
ML-CFC Commercial Mortgage Trust |
2048-08-12 |
5.450000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,204,900.00 |
$949,880.51 |
MASTR Specialized Loan Trust |
2043-06-25 |
5.750000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$3,883,622.00 |
$303,939.52 |
Merrill Lynch Mortgage Investors |
2028-11-21 |
2.380000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$202,530,000.00 |
$520.62 |
Merrill Lynch Mortgage Trust |
2014-11-12 |
5.917000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,837,399.00 |
$784,094.83 |
Merrill Lynch Mortgage Trust |
2043-06-12 |
4.953000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$44,309.00 |
$44,261.43 |
Merrill Lynch Mortgage Trust |
2050-06-25 |
6.044000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,764,255.00 |
$1,730,530.00 |
MICHIGAN TOB SETTLEMENT FIN AUTH TOB SETTLEMENT ASSET BACKED REV |
2052-06-01 |
0.000000 |
Other Municipal Debt - MUNICIPAL BOND |
$5,016,672.00 |
$37,324.04 |
MINNESOTA ST COLLEGES & UNIV REV |
2025-10-01 |
4.000000 |
Other Municipal Debt - MUNICIPAL BOND |
$81,106.00 |
$85,810.33 |
Morgan Stanley Capital I |
2052-10-12 |
5.549000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$2,000,000.00 |
$1,907,079.32 |
Morgan Stanley Capital I |
2019-07-15 |
0.615000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,554,830.00 |
$1,363,486.57 |
Morgan Stanley Dean Witter Capital I Trust |
2015-02-15 |
1.245000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$144,103,952.00 |
$54,442.83 |
Morgan Stanley Mortgage Loan Trust |
2034-07-25 |
0.634000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$4,011,255.00 |
$379,436.67 |
Morgan Stanley Mortgage Loan Trust |
2036-06-25 |
5.962000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,056,000.00 |
$552,499.93 |
Morgan Stanley Capital I |
2043-12-15 |
5.332000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$646,314.00 |
$709,617.66 |
MORGAN STANLEY CAP I TR 2007-IQ16 |
2049-12-12 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$168,052,334.00 |
$624,146.01 |
Morgan Stanley Capital I |
2044-12-15 |
5.649000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$4,108,932.00 |
$3,359,766.42 |
MYLAN INC FORMERLY MYLAN LABS INC TO 10/01/2007 |
2020-07-15 |
7.875000 |
Other Instrument - CORPORATE BOND |
$74,344.00 |
$85,654.23 |
National Collegiate Trust |
2035-03-26 |
0.564000 |
Other Instrument - ASSET BACKED SECURITY |
$6,554,286.00 |
$1,692,186.68 |
National Collegiate Trust |
2035-03-26 |
0.884000 |
Other Instrument - ASSET BACKED SECURITY |
$3,835,381.00 |
$113,334.69 |
National Collegiate Trust |
2037-05-25 |
0.604000 |
Other Instrument - ASSET BACKED SECURITY |
$5,000,000.00 |
$17,858.63 |
New Century Alternative Mortgage Loan Trust |
2036-10-25 |
5.972000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$4,098,400.00 |
$1,815,560.16 |
NEW JERSEY ECONOMIC DEV AUTH MTR VEH SURCHARGES REV |
2026-07-01 |
6.310000 |
Other Municipal Debt - MUNICIPAL BOND |
$1,028,291.00 |
$1,068,478.04 |
NOVELIS INC |
2020-12-15 |
8.750000 |
Other Instrument - CORPORATE BOND |
$4,518,747.00 |
$5,007,807.22 |
NUFARM AUSTRALIA LTD |
2019-10-15 |
6.375000 |
Other Instrument - CORPORATE BOND |
$320,000.00 |
$327,650.00 |
Opteum Asset-Backed Pass-Through Certificates |
2036-04-25 |
0.374000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$4,463,230.00 |
$1,073,934.47 |
PMI GROUP INC |
2016-09-15 |
6.000000 |
Other Instrument - CORPORATE BOND |
$18,066,741.00 |
$4,968,353.78 |
PT BERAU COAL ENERGY TBK |
2017-03-13 |
7.250000 |
Other Instrument - CORPORATE BOND |
$685,000.00 |
$637,825.38 |
Park Place NIM |
2035-05-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$4,750,000.00 |
$55,417.47 |
PLAINS EXPL & PRODTN CO |
2020-11-15 |
6.500000 |
Other Instrument - CORPORATE BOND |
$361,092.00 |
$384,349.94 |
PUERTO RICO COMWLTH |
2041-07-01 |
5.750000 |
Other Municipal Debt - MUNICIPAL BOND |
$4,619,881.00 |
$3,337,926.90 |
PUERTO RICO COMWLTH HWY & TRANSN AUTH TRANSN REV |
2038-07-01 |
5.250000 |
Other Municipal Debt - MUNICIPAL BOND |
$624,470.00 |
$438,649.06 |
PUERTO RICO ELEC PWR AUTH PWR REV |
2043-07-01 |
7.000000 |
Other Municipal Debt - MUNICIPAL BOND |
$2,235,000.00 |
$1,983,830.70 |
RALI |
2036-06-25 |
6.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$8,850,207.00 |
$1,916,113.74 |
RALI |
2035-03-25 |
2.858000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$29,496,483.00 |
$3,835,045.91 |
ROCKIES EXPRESS PIPELINE LLC |
2040-04-15 |
6.875000 |
Other Instrument - CORPORATE BOND |
$353,778.00 |
$292,143.24 |
SLM CORP MEDIUM TERM NTS BOOK ENTRY |
2014-05-15 |
5.375000 |
Other Note - MEDIUM TERM NOTE |
$1,000,000.00 |
$1,035,677.08 |
STRIPS 2012-1 / STRIPS 2012-1 CORP |
2044-12-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$682,157.00 |
$480,600.21 |
SAN FRANCISCO CALIF CITY & CNTY REDEV FING AUTH TAX ALLOCATION REV |
2022-08-01 |
5.500000 |
Other Municipal Debt - MUNICIPAL BOND |
$5,515,000.00 |
$5,619,126.26 |
SAN JOSE CALIF REDEV AGY TAX ALLOCATION |
2017-08-01 |
5.100000 |
Other Municipal Debt - MUNICIPAL BOND |
$2,156,811.00 |
$2,189,526.23 |
Securitized Asset Backed Receivables Trust |
2036-03-25 |
0.454000 |
Other Instrument - ASSET BACKED SECURITY |
$4,488,470.00 |
$2,538,684.18 |
SEVEN SEAS CRUISES S DE R L |
2019-05-15 |
9.125000 |
Other Instrument - CORPORATE BOND |
$250,000.00 |
$271,250.00 |
Sharps SP I LLC Net Interest Margin Trust |
2035-09-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$7,831,000.00 |
$242,829.29 |
Sharps SP I LLC Net Interest Margin Trust |
2036-04-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$7,040,000.00 |
$630,789.99 |
SOUTHERN CALIF LOGISTICS ARPT AUTH HSG SET-ASIDE REV |
2017-12-01 |
5.200000 |
Other Municipal Debt - MUNICIPAL BOND |
$741,544.00 |
$743,320.41 |
STORA ENSO CORP |
2036-04-15 |
7.250000 |
Other Instrument - CORPORATE BOND |
$172,254.00 |
$165,310.01 |
Structured Adjustable Rate Mortgage Loan Trust |
2034-06-25 |
2.506000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$107,839.00 |
$22,563.17 |
SASCO Mortgage Loan Trust |
2036-05-25 |
0.334000 |
Other Instrument - ASSET BACKED SECURITY |
$1,559,104.00 |
$964,811.47 |
SUN PRODS CORP |
2021-03-15 |
7.750000 |
Other Instrument - CORPORATE BOND |
$673,317.00 |
$659,850.66 |
TARRANT CNTY TEX CULTURAL ED FACS FIN CORP HOSP REV |
2036-11-01 |
6.375000 |
Other Municipal Debt - MUNICIPAL BOND |
$9,000,000.00 |
$90.00 |
TEXAS COMPETITIVE ELEC HLDGS CO LLC / TCEH FIN I |
2021-04-01 |
15.000000 |
Other Instrument - CORPORATE BOND |
$6,077,829.00 |
$1,577,703.10 |
UBS Commercial Mortgage Trust |
2045-05-10 |
5.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$5,000,000.00 |
$3,904,528.89 |
USG CORP |
2018-01-15 |
9.750000 |
Other Instrument - CORPORATE BOND |
$3,601,063.00 |
$4,194,113.06 |
USG CORP |
2020-03-30 |
7.875000 |
Other Instrument - CORPORATE BOND |
$640,000.00 |
$699,200.00 |
US AWYS INC |
2026-12-03 |
4.625000 |
Other Instrument - ASSET BACKED SECURITY |
$55,000.00 |
$53,689.74 |
US AWYS INC |
2022-12-03 |
6.750000 |
Other Instrument - ASSET BACKED SECURITY |
$2,000,000.00 |
$2,097,625.00 |
UBS Commercial Mortgage Trust |
2024-07-15 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$2,353,678.00 |
$2,327,355.11 |
WCP Wireless Site Non-RE Funding |
2015-11-15 |
6.829000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$298,860.00 |
$318,063.97 |
WF-RBS Commercial Mortgage Trust |
2045-06-15 |
2.300000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,904,000.00 |
$1,739,478.73 |
Wachovia Bank Commercial Mortgage Trust |
2035-02-15 |
0.808000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$189,537,000.00 |
$182.04 |
Wachovia Bank Commercial Mortgage Trust |
2044-12-15 |
5.515000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,242,384.00 |
$1,322,600.94 |
Wachovia Bank Commercial Mortgage Trust |
2043-12-15 |
5.413000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$500,000.00 |
$471,455.71 |
Wachovia Bank Commercial Mortgage Trust |
2047-04-15 |
5.134000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$2,638,000.00 |
$6,170.72 |
Wachovia Bank Commercial Mortgage Trust |
2047-04-15 |
5.134000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,172,000.00 |
$2,741.50 |
Wachovia Bank Commercial Mortgage Trust |
2046-05-15 |
5.818000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$300,000.00 |
$327,218.75 |
WASHINGTON MUT BK FA CHATSWORTH CALIF GLOBAL MED |
2015-05-01 |
1.260000 |
Other Note - MEDIUM TERM NOTE |
$1,831,932.00 |
$567,898.92 |
WAHINGTNON STATE HOUSING FINANCE COMM |
2017-01-01 |
0.000000 |
Other Municipal Debt - MUNICIPAL BOND |
$40,924.00 |
$42,976.21 |
WASHINGTON STATE HSG FINANCE COMMISSION,WA |
2022-01-01 |
0.000000 |
Other Municipal Debt - MUNICIPAL BOND |
$307,420.00 |
$314,063.87 |
Wells Fargo Commerical Mortgage Trust |
2043-11-17 |
5.276000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$668,162.00 |
$717,190.61 |
WINDSTREAM CORP |
2023-04-01 |
7.500000 |
Other Instrument - CORPORATE BOND |
$461,898.00 |
$464,688.63 |
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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-01
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO) |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $275,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $275,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? 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: $275,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $275,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DEUTSCHE BANK SECURITIES INC. (REPO)
Item 27. The title of the issue (including coupon or yield): DEUTSCHE BANK SECURITIES INC. (REPO) 0.07
Item 28. The CUSIP. 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: 0DBS18DI8
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 800178
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
FEDERAL NATL MTG ASSN GTD |
2026-08-25 |
2.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$2,000,000.00 |
$1,348,157.40 |
Federal Home Loan Mortgage Corporation |
2020-11-15 |
3.000000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$1,775,000.00 |
$699,431.05 |
Federal Home Loan Mortgage Corporation |
2026-08-15 |
1.750000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$5,000,000.00 |
$2,842,866.02 |
Federal Home Loan Mortgage Corporation |
2042-12-15 |
1.500000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$1,000,000.00 |
$907,489.89 |
Fannie Mae REMIC Trust |
2021-02-25 |
3.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$2,000,000.00 |
$990,299.56 |
Fannie Mae REMIC Trust |
2024-04-25 |
3.000000 |
Government Agency Debt - FEDERAL NAT MORT REAL EST REMIC (FIXED) |
$3,000,000.00 |
$1,632,036.95 |
Federal Home Loan Mortgage Corporation |
2039-01-15 |
3.625000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$13,500,000.00 |
$2,926,882.25 |
Federal Home Loan Mortgage Corporation |
2032-07-15 |
4.500000 |
Government Agency Debt - GOLD REMIC (FIXED) |
$11,000,000.00 |
$1,821,625.17 |
Ginnie Mae REMIC Trust |
2047-11-16 |
3.436000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$17,490,000.00 |
$119,023.86 |
GOVERNMENT NATL MTG ASSN GTD |
2040-06-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$750,000.00 |
$626,893.23 |
GOVERNMENT NATL MTG ASSN GTD |
2040-05-20 |
2.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$1,683,000.00 |
$1,382,460.39 |
Ginnie Mae REMIC Trust |
2039-02-20 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$1,500,000.00 |
$684,960.76 |
GOVERNMENT NATL MTG ASSN GTD |
2038-08-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$3,000,000.00 |
$2,317,178.61 |
GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC |
2039-09-16 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$1,300,000.00 |
$932,724.11 |
Ginnie Mae REMIC Trust |
2025-12-16 |
2.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$2,000,000.00 |
$1,170,829.17 |
Ginnie Mae REMIC Trust |
2040-12-16 |
2.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$2,000,000.00 |
$1,181,467.60 |
Ginnie Mae REMIC Trust |
2039-11-20 |
2.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$1,000,000.00 |
$812,578.30 |
Ginnie Mae REMIC Trust |
2027-01-16 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$2,225,000.00 |
$1,401,753.10 |
Ginnie Mae REMIC Trust |
2039-07-20 |
3.000000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$1,518,865.00 |
$1,325,586.45 |
Ginnie Mae REMIC Trust |
2039-07-20 |
3.500000 |
Government Agency Debt - GNMA FIXED RATE REMIC |
$1,250,000.00 |
$1,106,766.63 |
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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,467,000.00
Item 41. The total current amortized cost, to the nearest cent: $25,467,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $25,467,000.00
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: $25,467,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DEXIA CREDIT LOCAL NY BRANCH (SOVEREIGN GUARANTEE)
Item 27. The title of the issue (including coupon or yield): DEXIA CREDIT LOCAL NY BRANCH (SOVEREIGN GUARANTEE) 0.301
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 25215C2J9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Tri-state guarantee: 51.4% Belgium/45.6% France/3% Luxembourg |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $65,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $65,460,700.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $65,458,080.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $65,458,080.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DNB BANK ASA
Item 27. The title of the issue (including coupon or yield): DNB BANK ASA 0.08
Item 28. The CUSIP. 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: 0DEN02E16
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001498632
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,000,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,000,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,000,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DNB BANK ASA
Item 27. The title of the issue (including coupon or yield): DNB BANK ASA 0.240
Item 28. The CUSIP. 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: 21138WN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001498632
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-27
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: $512,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $511,703,402.68
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .47%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $511,759,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $511,759,360.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DNB BANK ASA
Item 27. The title of the issue (including coupon or yield): DNB BANK ASA 0.235
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 23330LYR1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-16
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: $342,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $341,994,971.75
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: $342,023,940.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $342,023,940.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DNB BANK ASA
Item 27. The title of the issue (including coupon or yield): DNB BANK ASA 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 23330LC38
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $200,026,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $200,026,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DNB BANK ASA
Item 27. The title of the issue (including coupon or yield): DNB BANK ASA 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 2332K0YJ5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $266,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $265,861,680.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $265,893,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $265,893,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DNB BANK ASA
Item 27. The title of the issue (including coupon or yield): DNB BANK ASA 0.214
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 23330LXU5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-28
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: $665,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $664,991,682.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .61%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $665,050,540.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $665,050,540.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DNB BANK ASA
Item 27. The title of the issue (including coupon or yield): DNB BANK ASA 0.260
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 2332K1AM2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-21
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: $279,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $278,713,870.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $278,748,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $278,748,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DZ BANK AG - LONDON BRANCH
Item 27. The title of the issue (including coupon or yield): DZ BANK AG - LONDON BRANCH 0.220
Item 28. The CUSIP. 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: 21176WN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001083675
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-26
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: $180,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $179,972,520.25
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $179,982,000.00
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: $179,982,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DZ BANK AG - LONDON BRANCH
Item 27. The title of the issue (including coupon or yield): DZ BANK AG - LONDON BRANCH 0.233
Item 28. The CUSIP. 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: 21439WN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001083675
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $140,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $139,972,293.58
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $139,976,200.00
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: $139,976,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DZ BANK AG - LONDON BRANCH
Item 27. The title of the issue (including coupon or yield): DZ BANK AG - LONDON BRANCH 0.35
Item 28. The CUSIP. 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: 38661DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001083675
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-20
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: $125,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $125,001,906.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $125,046,250.00
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: $125,046,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ELECTRICITE DE FRANCE SA
Item 27. The title of the issue (including coupon or yield): ELECTRICITE DE FRANCE SA 0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 28504GXN1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $152,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $151,950,473.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $151,958,960.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $151,958,960.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ELECTRICITE DE FRANCE SA
Item 27. The title of the issue (including coupon or yield): ELECTRICITE DE FRANCE SA 0.220
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 28504GXX9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $89,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $88,967,366.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $88,968,850.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $88,968,850.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ERSTE ABWICKLUNGSANSTALT
Item 27. The title of the issue (including coupon or yield): ERSTE ABWICKLUNGSANSTALT 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 29604CXR8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-25
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: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,962,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,969,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,969,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ERSTE ABWICKLUNGSANSTALT
Item 27. The title of the issue (including coupon or yield): ERSTE ABWICKLUNGSANSTALT 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 29604CY48
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $111,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $110,950,666.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $110,958,930.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $110,958,930.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ERSTE ABWICKLUNGSANSTALT
Item 27. The title of the issue (including coupon or yield): ERSTE ABWICKLUNGSANSTALT 0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 29604CW99
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-09
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: $68,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $67,996,524.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $67,997,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $67,997,280.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ERSTE ABWICKLUNGSANSTALT
Item 27. The title of the issue (including coupon or yield): ERSTE ABWICKLUNGSANSTALT 0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 29604CXJ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,969,972.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,974,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,974,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: EXPORT DEVELOPMENT CANADA
Item 27. The title of the issue (including coupon or yield): EXPORT DEVELOPMENT CANADA 0.120
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 30216BDW9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-01
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 |
---|---|---|
CANADA (GOVERNMENT OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $55,800,000.00
Item 41. The total current amortized cost, to the nearest cent: $55,795,074.43
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $55,811,327.40
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $55,811,327.40
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: EXPORT DEVELOPMENT CANADA
Item 27. The title of the issue (including coupon or yield): EXPORT DEVELOPMENT CANADA 0.110
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 30216BDU3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-01
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 |
---|---|---|
CANADA (GOVERNMENT OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $53,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $52,990,486.14
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $53,008,268.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $53,008,268.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.17
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313382Q63
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-01
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: $114,450,000.00
Item 41. The total current amortized cost, to the nearest cent: $114,448,557.82
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $114,469,570.95
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $114,469,570.95
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.19
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313383PW5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-07-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $84,100,000.00
Item 41. The total current amortized cost, to the nearest cent: $84,105,670.18
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $84,109,335.10
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $84,109,335.10
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.16
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313382PQ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-28
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: $58,400,000.00
Item 41. The total current amortized cost, to the nearest cent: $58,392,556.03
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $58,408,000.80
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: $58,408,000.80
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.185
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313379CC1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-01
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: $282,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $282,487,485.61
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $282,551,132.50
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: $282,551,132.50
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.17
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313382LD3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-21
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: $37,305,000.00
Item 41. The total current amortized cost, to the nearest cent: $37,304,595.97
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $37,313,878.59
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $37,313,878.59
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.17
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313383ST9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-07-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $155,300,000.00
Item 41. The total current amortized cost, to the nearest cent: $155,282,846.27
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $155,289,750.20
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: $155,289,750.20
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.18
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313383RW3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-07-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $65,450,000.00
Item 41. The total current amortized cost, to the nearest cent: $65,448,836.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $65,452,421.65
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $65,452,421.65
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 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: 3133832N0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-20
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: $38,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $37,995,887.46
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $38,004,522.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $38,004,522.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.125
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313382RL9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,971,096.95
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,988,700.00
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: $99,988,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.19
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313383QC8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-07-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-22
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: $123,200,000.00
Item 41. The total current amortized cost, to the nearest cent: $123,180,533.72
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $123,214,044.80
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: $123,214,044.80
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.125
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313383XP1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $207,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $206,882,010.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $206,859,240.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $206,859,240.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.19
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313383Q79
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-07-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $226,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $225,963,555.18
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $226,023,956.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $226,023,956.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FEDERAL HOME LOAN BANKS
Item 27. The title of the issue (including coupon or yield): FEDERAL HOME LOAN BANKS 0.19
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 313383QN4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-07-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $149,982,989.73
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $150,015,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $150,015,900.00
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. 0.125
Item 28. The CUSIP. 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
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,998,018.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,002,200.00
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: $100,002,200.00
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
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3137EACV9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-08-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $48,905,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,293,854.39
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,318,638.49
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,318,638.49
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 ASSOCIATION 0.165
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3135G0PG2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $303,400,000.00
Item 41. The total current amortized cost, to the nearest cent: $303,336,937.48
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $303,552,913.60
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: $303,552,913.60
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 ASSOCIATION 2.75
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 31398AVZ2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-13
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: $18,539,000.00
Item 41. The total current amortized cost, to the nearest cent: $18,792,326.57
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $18,796,543.79
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $18,796,543.79
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 ASSOCIATION 0.146
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3135G0DZ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $185,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $184,993,424.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $185,008,325.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $185,008,325.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: FORTIS BANK SA/NV
Item 27. The title of the issue (including coupon or yield): FORTIS BANK SA/NV 0.09
Item 28. The CUSIP. 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: 0FBN01AE2
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1392530
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $768,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $768,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $768,000,000.00
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: $768,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: GENERAL ELECTRIC CAPITAL CORPORATION
Item 27. The title of the issue (including coupon or yield): GENERAL ELECTRIC CAPITAL CORPORATION 0.190
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HWL7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $175,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $174,982,451.39
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $174,993,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $174,993,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: GENERAL ELECTRIC CAPITAL CORPORATION
Item 27. The title of the issue (including coupon or yield): GENERAL ELECTRIC CAPITAL CORPORATION 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HYK7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-19
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: $235,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $234,876,233.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $234,936,550.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $234,936,550.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: GENERAL ELECTRIC CAPITAL CORPORATION
Item 27. The title of the issue (including coupon or yield): GENERAL ELECTRIC CAPITAL CORPORATION 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HXP7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $91,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $90,968,453.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $90,987,260.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $90,987,260.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: GENERAL ELECTRIC CAPITAL CORPORATION
Item 27. The title of the issue (including coupon or yield): GENERAL ELECTRIC CAPITAL CORPORATION 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HYC5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-12
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: $250,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $249,880,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $249,942,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $249,942,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: GENERAL ELECTRIC CAPITAL CORPORATION
Item 27. The title of the issue (including coupon or yield): GENERAL ELECTRIC CAPITAL CORPORATION 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 36959HWP8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $243,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $242,962,875.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $242,987,850.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $242,987,850.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: GOTHAM FUNDING CORPORATION
Item 27. The title of the issue (including coupon or yield): GOTHAM FUNDING CORPORATION 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 38346LX92
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-09
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 |
---|---|---|
THE BANK OF TOKYO-MITSUBISHI UFJ LTD. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $69,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $68,981,791.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $68,986,890.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $68,986,890.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC BANK PLC
Item 27. The title of the issue (including coupon or yield): HSBC BANK PLC 0.3
Item 28. The CUSIP. 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: 31233DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001140465
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-10
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: $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: .19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $205,059,450.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $205,059,450.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC BANK PLC
Item 27. The title of the issue (including coupon or yield): HSBC BANK PLC 0.35
Item 28. The CUSIP. 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: 0HSP01AH8
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001140465
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $152,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $152,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $152,039,520.00
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: $152,039,520.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC BANK PLC
Item 27. The title of the issue (including coupon or yield): HSBC BANK PLC 0.39
Item 28. The CUSIP. 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: 0HSP01AR6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001140465
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-22
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: $255,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $255,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $255,206,550.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $255,206,550.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC BANK PLC
Item 27. The title of the issue (including coupon or yield): HSBC BANK PLC 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: 0HSP01AK1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001140465
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $130,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $130,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $130,052,000.00
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: $130,052,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC BANK PLC
Item 27. The title of the issue (including coupon or yield): HSBC BANK PLC 0.31
Item 28. The CUSIP. 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: 0HSP01AL9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001140465
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-13
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: $260,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $260,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $260,083,200.00
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: $260,083,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC BANK PLC
Item 27. The title of the issue (including coupon or yield): HSBC BANK PLC 0.325
Item 28. The CUSIP. 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: 0HSP01AI6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001140465
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $266,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $266,002,211.02
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $266,075,544.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $266,075,544.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC BANK PLC
Item 27. The title of the issue (including coupon or yield): HSBC BANK PLC 0.303
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 40433FCC1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-17
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: $276,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $276,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $275,985,372.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $275,985,372.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC BANK PLC
Item 27. The title of the issue (including coupon or yield): HSBC BANK PLC 0.308
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 40433FCB3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $255,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $255,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $255,022,185.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $255,022,185.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC BANK PLC
Item 27. The title of the issue (including coupon or yield): HSBC BANK PLC 0.39
Item 28. The CUSIP. 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: 29289VN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001140465
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $98,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $98,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $98,085,260.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $98,085,260.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC FRANCE
Item 27. The title of the issue (including coupon or yield): HSBC FRANCE 0.230
Item 28. The CUSIP. 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: 42418DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001140465
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-02
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: $660,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $659,612,369.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .61%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $659,518,200.00
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: $659,518,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC SECURITIES (USA) INC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield): HSBC SECURITIES (USA) INC (NON-TRADITIONAL REPO) 0.2
Item 28. The CUSIP. 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: 0HSN17QZ2
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001140465
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
ALTRIA GROUP INC |
2021-05-05 |
4.750000 |
Other Instrument - CORP |
$630,000.00 |
$676,760.89 |
ALTRIA GROUP INC |
2022-08-09 |
2.850000 |
Other Instrument - CORP |
$3,571,000.00 |
$3,227,764.42 |
ALTRIA GROUP INC |
2023-05-02 |
2.950000 |
Other Instrument - CORP |
$3,295,000.00 |
$3,018,942.97 |
AMERICAN FINANCIAL GROUP INC. |
2019-06-15 |
9.875000 |
Other Instrument - CORP |
$2,463,839.00 |
$3,230,075.87 |
BG ENERGY CAPITAL PLC |
2020-12-09 |
4.000000 |
Other Instrument - CORP |
$1,950,000.00 |
$2,004,112.53 |
BG ENERGY CAPITAL PLC |
2021-10-15 |
4.000000 |
Other Instrument - CORP |
$1,215,000.00 |
$1,250,433.48 |
FEDERATIVE REPUBLIC OF BRAZIL |
2041-01-07 |
5.625000 |
Other Instrument - CFGN |
$70,000.00 |
$68,094.69 |
CVS/CAREMARK |
2016-08-15 |
6.125000 |
Other Instrument - CORP |
$3,557,000.00 |
$4,032,364.87 |
DAIMLER FIN NORTH AMER LLC |
2016-09-15 |
2.625000 |
Other Instrument - CORP |
$440,000.00 |
$457,078.24 |
DAIMLER FIN NORTH AMER LLC |
2016-08-01 |
1.450000 |
Other Instrument - CORP |
$3,250,000.00 |
$3,236,887.04 |
DEXUS DIVERSIFIED TRUST/OFFICE |
2021-03-15 |
5.600000 |
Other Instrument - CORP |
$5,000,000.00 |
$5,392,327.31 |
DIAGEO INVT CORP |
2042-05-11 |
4.250000 |
Other Instrument - CORP |
$70,000.00 |
$65,413.46 |
EDF S.A. |
2014-01-26 |
5.500000 |
Other Instrument - CFGN |
$8,270,000.00 |
$8,467,855.37 |
ECOLAB INC |
2021-12-08 |
4.350000 |
Other Instrument - CORP |
$6,500,000.00 |
$6,856,579.90 |
ENEL FINANCE INTERNATIONAL S.A |
2037-09-15 |
6.800000 |
Other Instrument - CORP |
$1,938,090.00 |
$1,955,556.50 |
ENEL FINANCE INTERNATIONAL S.A |
2019-10-07 |
5.125000 |
Other Instrument - CORP |
$7,010,000.00 |
$7,337,351.13 |
ENTERPRISE PRODUCTS OPERATING |
2023-03-15 |
3.350000 |
Other Instrument - CORP |
$7,950,000.00 |
$7,668,132.84 |
ESTADO PLURINACIONAL DE |
2023-08-22 |
5.950000 |
Other Instrument - CFGN |
$1,000,000.00 |
$953,822.26 |
FBG FINANCE LIMITED |
2015-06-15 |
5.125000 |
Other Instrument - CORP |
$1,420,000.00 |
$1,538,764.71 |
GEORGIA-PACIFIC LLC |
2023-07-15 |
3.734000 |
Other Instrument - CORP |
$60,000.00 |
$58,741.01 |
GOLDCORP INC NEW |
2023-03-15 |
3.700000 |
Other Instrument - CORP |
$16,240,000.00 |
$15,092,067.38 |
REPUBLIC OF GUATEMALA |
2022-06-06 |
5.750000 |
Other Instrument - CFGN |
$45,000.00 |
$46,166.25 |
HARRAH'S OPERATING COMPANY IN |
2018-12-15 |
10.000000 |
Other Instrument - CORP |
$582,000.00 |
$347,793.48 |
HEXION U S FIN CORP |
2020-04-15 |
6.625000 |
Other Instrument - CORP |
$925,000.00 |
$918,544.27 |
THE HOME DEPOT INC. |
2020-09-15 |
3.950000 |
Other Instrument - CORP |
$1,129,000.00 |
$1,231,448.65 |
THE HOME DEPOT INC. |
2043-04-01 |
4.200000 |
Other Instrument - CORP |
$90,000.00 |
$84,869.70 |
INTESA SAN PAOLO SPA < |
2021-02-24 |
6.500000 |
Other Instrument - CORP |
$6,821,000.00 |
$6,967,810.00 |
THE STATE OF ISRAEL |
2013-11-15 |
0.000000 |
Other Instrument - CFGN |
$7,900,000.00 |
$7,893,759.00 |
THE STATE OF ISRAEL |
2020-05-15 |
0.000000 |
Other Instrument - CFGN |
$15,844,000.00 |
$13,370,593.34 |
JOHNSON CONTROLS INC |
2017-07-15 |
7.125000 |
Other Instrument - CORP |
$5,580,000.00 |
$6,459,498.72 |
LATVIA REP ACTING THRU TREAS |
2020-01-12 |
2.750000 |
Other Instrument - CFGN |
$50,000.00 |
$46,547.92 |
GOVERNMENT OF MONGOLIA |
2022-12-05 |
5.125000 |
Other Instrument - CFGN |
$20,000.00 |
$15,942.01 |
NYU HOSPS CTR |
2043-07-01 |
5.750000 |
Other Instrument - CORP |
$7,255,000.00 |
$7,449,666.05 |
NISSAN AUTO RECEIVABLES 2013-A |
2014-01-15 |
0.200000 |
Other Instrument - ABS |
$1,100,000.00 |
$229.36 |
NORDEA BANK AB (PUBL) |
2022-09-21 |
4.250000 |
Other Instrument - CORP |
$1,000,000.00 |
$996,520.82 |
NORTHROP GRUMMAN |
2043-06-01 |
4.750000 |
Other Instrument - CORP |
$710,000.00 |
$683,357.25 |
SOUTHERN COPPER CORP + |
2035-07-27 |
7.500000 |
Other Instrument - CORP |
$1,800,000.00 |
$1,860,597.11 |
SWISS RE CAPITAL I LP |
2036-05-10 |
6.854000 |
Other Instrument - CORP |
$27,290,000.00 |
$29,084,382.64 |
TELEFONICA EMISIONES S.A.U. |
2036-06-20 |
7.045000 |
Other Instrument - CORP |
$260,000.00 |
$279,195.43 |
TELEFONICA EMISIONES S.A.U. |
2020-04-27 |
5.134000 |
Other Instrument - CORP |
$830,000.00 |
$853,068.83 |
TEVA PHARMACEUTICAL FINANCE CO |
2016-11-10 |
2.400000 |
Other Instrument - CORP |
$350,000.00 |
$361,586.17 |
TEXAS COMPETITIVE ELEC HLDGS C |
2015-11-01 |
10.250000 |
Other Instrument - CORP |
$475,000.00 |
$40,437.68 |
TIME WARNER INC |
2041-03-29 |
6.250000 |
Other Instrument - CORP |
$1,000,000.00 |
$1,117,608.07 |
THE REPUBLIC OF TURKEY |
2017-07-14 |
7.500000 |
Other Instrument - CFGN |
$40,000.00 |
$44,993.33 |
THE REPUBLIC OF TURKEY |
2022-09-26 |
6.250000 |
Other Instrument - CFGN |
$150,000.00 |
$155,704.92 |
UTD MEXICAN STS |
2034-09-27 |
6.750000 |
Other Instrument - CFGN |
$900,000.00 |
$1,060,818.82 |
UTD MEXICAN STS |
2040-01-11 |
6.050000 |
Other Instrument - CFGN |
$650,000.00 |
$689,477.59 |
UTD MEXICAN STS |
2044-03-08 |
4.750000 |
Other Instrument - CFGN |
$6,000.00 |
$5,341.17 |
VEB FINANCE LIMITED |
2017-11-22 |
5.450000 |
Other Instrument - CFGN |
$16,000.00 |
$17,074.18 |
VIACOM INC CLASS B COMMON NEW@ |
2014-09-15 |
4.375000 |
Other Instrument - CORP |
$926,000.00 |
$977,394.90 |
VIACOM INC CLASS B COMMON NEW@ |
2043-03-15 |
4.375000 |
Other Instrument - CORP |
$4,000,000.00 |
$3,275,170.33 |
VIACOM INC CLASS B COMMON NEW@ |
2043-06-15 |
4.875000 |
Other Instrument - CORP |
$6,000,000.00 |
$5,418,715.24 |
VODAFONE GROUP PLC |
2037-02-27 |
6.150000 |
Other Instrument - CORP |
$730,000.00 |
$795,241.94 |
VODAFONE GROUP PLC |
2016-03-16 |
2.875000 |
Other Instrument - CORP |
$600,000.00 |
$627,274.35 |
VODAFONE GROUP PLC |
2023-02-19 |
2.950000 |
Other Instrument - CORP |
$259,000.00 |
$236,024.48 |
VODAFONE GROUP PLC |
2043-02-19 |
4.375000 |
Other Instrument - CORP |
$35,000.00 |
$30,798.14 |
WPP FINANCE (UK) |
2014-09-15 |
8.000000 |
Other Instrument - CORP |
$2,100,000.00 |
$2,321,857.88 |
WESTAR ENERGY INC |
2020-07-15 |
5.100000 |
Other Instrument - CORP |
$2,500,000.00 |
$2,817,512.45 |
EDF S.A. |
2039-01-26 |
6.950000 |
Other Instrument - CFGN |
$7,504,000.00 |
$8,644,969.92 |
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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $175,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $175,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $175,000,000.00
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: $175,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC SECURITIES (USA) INC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield): HSBC SECURITIES (USA) INC (NON-TRADITIONAL REPO) 0.33
Item 28. The CUSIP. 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: 0HSN17R08
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001140465
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
AOL TIME WARNER INC. - |
2032-05-01 |
7.700000 |
Other Instrument - CORP |
$60,000.00 |
$77,183.57 |
ADOBE SYS INC |
2020-02-01 |
4.750000 |
Other Instrument - CORP |
$50,000.00 |
$53,831.32 |
CVS/CAREMARK |
2027-06-01 |
6.250000 |
Other Instrument - CORP |
$25,000.00 |
$30,134.33 |
CVS/CAREMARK |
2015-05-18 |
3.250000 |
Other Instrument - CORP |
$430,000.00 |
$450,940.27 |
ECOLAB INC |
2016-12-08 |
3.000000 |
Other Instrument - CORP |
$66,000.00 |
$69,446.08 |
ENEL FINANCE INTERNATIONAL S.A |
2037-09-15 |
6.800000 |
Other Instrument - CORP |
$217,910.00 |
$219,873.85 |
ENTERPRISE PRODUCTS OPERATING |
2014-10-15 |
5.600000 |
Other Instrument - CORP |
$93,000.00 |
$99,762.95 |
ENTERPRISE PRODUCTS OPERATING |
2014-01-31 |
9.750000 |
Other Instrument - CORP |
$165,000.00 |
$174,601.07 |
HARRAH'S OPERATING COMPANY IN |
2018-12-15 |
10.000000 |
Other Instrument - CORP |
$39,418,000.00 |
$23,555,538.28 |
HYUNDAI CAPITAL AMERICA |
2016-08-09 |
1.875000 |
Other Instrument - CORP |
$260,000.00 |
$259,902.17 |
NEWMONT MINING CORPORATION |
2022-03-15 |
3.500000 |
Other Instrument - CORP |
$360,000.00 |
$321,945.23 |
PEARSON FDG FIVE PLC |
2023-05-08 |
3.250000 |
Other Instrument - CORP |
$125,000.00 |
$115,005.13 |
PETRO CANADA |
2018-05-15 |
6.050000 |
Other Instrument - CORP |
$100,000.00 |
$117,752.58 |
PETROLEOS MEXICANOS GUARANTEED |
2041-06-02 |
6.500000 |
Other Instrument - CORP |
$96,000.00 |
$97,640.01 |
SUNCOR ENERGY |
2039-06-01 |
6.850000 |
Other Instrument - CORP |
$25,000.00 |
$30,276.33 |
TRW INC. |
2020-01-12 |
9.250000 |
Other Note - MTN |
$1,000.00 |
$1,247.91 |
TELEFONICA EMISIONES S.A.U. |
2036-06-20 |
7.045000 |
Other Instrument - CORP |
$325,000.00 |
$348,994.29 |
TELEFONICA EMISIONES S.A.U. |
2019-07-15 |
5.877000 |
Other Instrument - CORP |
$106,000.00 |
$113,844.67 |
TELEFONICA EMISIONES S.A.U. |
2016-02-16 |
3.992000 |
Other Instrument - CORP |
$4,000.00 |
$4,135.89 |
TELEFONICA EMISIONES S.A.U. |
2023-04-27 |
4.570000 |
Other Instrument - CORP |
$220,000.00 |
$211,316.65 |
TIME WARNER INC |
2016-11-15 |
5.875000 |
Other Instrument - CORP |
$480,000.00 |
$551,324.04 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $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: INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH
Item 27. The title of the issue (including coupon or yield): INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH 0.550
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 45580AKM1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $224,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $224,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $224,147,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $224,147,840.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING (US) FUNDING LLC
Item 27. The title of the issue (including coupon or yield): ING (US) FUNDING LLC 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4497W0XR4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-25
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: $112,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $111,959,680.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $111,965,280.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $111,965,280.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING (US) FUNDING LLC
Item 27. The title of the issue (including coupon or yield): ING (US) FUNDING LLC 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4497W0XU7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-28
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: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $199,924,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $199,932,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $199,932,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING (US) FUNDING LLC
Item 27. The title of the issue (including coupon or yield): ING (US) FUNDING LLC 0.235
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4497W0ZJ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $162,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $161,885,790.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $161,884,980.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $161,884,980.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING (US) FUNDING LLC
Item 27. The title of the issue (including coupon or yield): ING (US) FUNDING LLC 0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4497W0ZD3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-13
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: $185,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $184,878,259.73
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $184,872,350.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $184,872,350.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING BANK N V - AMSTERDAM
Item 27. The title of the issue (including coupon or yield): ING BANK N V - AMSTERDAM 0.26
Item 28. The CUSIP. 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: 0INB01BO6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001017255
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-22
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: $747,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $747,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .69%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $747,067,230.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $747,067,230.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING BANK N V - AMSTERDAM
Item 27. The title of the issue (including coupon or yield): ING BANK N V - AMSTERDAM 0.26
Item 28. The CUSIP. 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: 0INB01BR9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001017255
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $356,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $356,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .33%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $356,017,800.00
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: $356,017,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING BANK NV
Item 27. The title of the issue (including coupon or yield): ING BANK NV 0.256
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 44977GGQ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-28
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
ING BANK NV |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $770,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $770,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $769,965,350.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $769,965,350.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802QCL3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-06
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 |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,998,263.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,999,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,999,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802QDJ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-22
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 |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $39,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $38,962,820.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $38,965,680.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $38,965,680.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802XMA1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-21
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 |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $49,400,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,351,286.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,357,022.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,357,022.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802WSR0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-04
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 |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,999,375.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $29,999,700.00
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: $29,999,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802TNK7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-21
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 |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $99,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $98,902,375.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $98,913,870.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $98,913,870.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802QCK5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-04
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 |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $23,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $22,999,520.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $22,999,770.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $22,999,770.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802TNF8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $77,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $76,928,347.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $76,937,630.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $76,937,630.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802TNG6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $199,811,111.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $199,834,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $199,834,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802WSS8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-04
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 |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $80,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $79,998,333.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $79,999,200.00
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: $79,999,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802WSV1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-18
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 |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $74,991,854.17
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $74,995,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $74,995,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802QDM0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,949,333.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,952,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,952,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802TME2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,988,888.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,993,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,993,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.336
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48803ACB9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
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 |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $156,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $156,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $156,000,000.00
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: $156,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802XML7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,904,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,911,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,911,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.234
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48803ADK8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-21
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 |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $160,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $160,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $160,000,000.00
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: $160,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48802XMB9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $74,931,770.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $74,940,750.00
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: $74,940,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.234
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48803ACY9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $63,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $63,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $63,005,670.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $63,005,670.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KELLS FUNDING LLC
Item 27. The title of the issue (including coupon or yield): KELLS FUNDING LLC 0.234
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 48803ACX1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-18
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 |
---|---|---|
GERMANY (FEDERAL REPUBLIC OF) |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $75,006,750.00
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: $75,006,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: KOMMUNALBANKEN AS
Item 27. The title of the issue (including coupon or yield): KOMMUNALBANKEN AS 0.150
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 50048MBF6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-01
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: $279,700,000.00
Item 41. The total current amortized cost, to the nearest cent: $279,700,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $279,680,980.40
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $279,680,980.40
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED)
Item 27. The title of the issue (including coupon or yield): LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) 0.1
Item 28. The CUSIP. 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: 0LHT02PH5
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $400,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $400,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $400,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $400,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED)
Item 27. The title of the issue (including coupon or yield): LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) 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: 0LHT02PG7
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $500,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED)
Item 27. The title of the issue (including coupon or yield): LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) 0.1
Item 28. The CUSIP. 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: 0LHT02PJ1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $250,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $250,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $250,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: LLOYDS TSB BANK PLC
Item 27. The title of the issue (including coupon or yield): LLOYDS TSB BANK PLC 0.195
Item 28. The CUSIP. 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: 0A5806N
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1167831
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $499,759,078.96
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $499,695,000.00
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: $499,695,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: LLOYDS TSB BANK PLC
Item 27. The title of the issue (including coupon or yield): LLOYDS TSB BANK PLC 0.19
Item 28. The CUSIP. 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: 0A6225N
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1167831
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-02
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $499,950,000.00
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: $499,950,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: LLOYDS TSB BANK PLC
Item 27. The title of the issue (including coupon or yield): LLOYDS TSB BANK PLC 0.1
Item 28. The CUSIP. 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: 0LLO02HN7
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1167831
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $337,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $337,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $337,000,000.00
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: $337,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: LLOYDS TSB BANK PLC
Item 27. The title of the issue (including coupon or yield): LLOYDS TSB BANK PLC 0.09
Item 28. The CUSIP. 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: 0LLO02HQ0
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1167831
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,134,400,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,134,400,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,134,400,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,134,400,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: LLOYDS TSB BANK PLC NY BRANCH
Item 27. The title of the issue (including coupon or yield): LLOYDS TSB BANK PLC NY BRANCH 0.19
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 53944LTR2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-02
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: $429,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $429,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .4%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $428,957,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $428,957,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: LMA AMERICAS LLC
Item 27. The title of the issue (including coupon or yield): LMA AMERICAS LLC 0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 50202TWA1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $175,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $175,489,908.75
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $175,492,980.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $175,492,980.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MACQUARIE BANK LIMITED
Item 27. The title of the issue (including coupon or yield): MACQUARIE BANK LIMITED 0.260
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 55607KY83
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $80,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $79,960,711.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $79,967,200.00
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: $79,967,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MACQUARIE BANK LIMITED
Item 27. The title of the issue (including coupon or yield): MACQUARIE BANK LIMITED 0.280
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 55607KXJ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $61,700,000.00
Item 41. The total current amortized cost, to the nearest cent: $61,677,445.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $61,685,192.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $61,685,192.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MACQUARIE BANK LIMITED
Item 27. The title of the issue (including coupon or yield): MACQUARIE BANK LIMITED 0.270
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 55607KXA9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $90,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $89,973,675.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $89,982,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $89,982,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield): MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 0.580
Item 28. The CUSIP. 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: 0MLP01S93
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 728612
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
ADT CORP |
2022-07-15 |
3.500000 |
Other Instrument - CORPORATE BOND |
$30,000.00 |
$25,437.85 |
AES CORP |
2017-10-15 |
8.000000 |
Other Instrument - CORPORATE BOND |
$4,371,000.00 |
$5,157,780.00 |
AES CORP |
2015-10-15 |
7.750000 |
Other Instrument - CORPORATE BOND |
$446,000.00 |
$508,021.88 |
AES CORP |
2021-07-01 |
7.375000 |
Other Instrument - CORPORATE BOND |
$3,000,000.00 |
$3,313,760.41 |
AMC NETWORKS INC |
2022-12-15 |
4.750000 |
Other Instrument - CORPORATE BOND |
$306,000.00 |
$286,875.00 |
AMC ENTMT INC NEW |
2019-06-01 |
8.750000 |
Other Instrument - CORPORATE BOND |
$861,000.00 |
$944,200.10 |
AS AMER INC |
2016-01-15 |
10.750000 |
Other Instrument - CORPORATE BOND |
$255,000.00 |
$272,132.81 |
AGATE BAY MTG TR 2013-1 |
2043-07-25 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$400,743,000.00 |
$8,014,860.00 |
AIRCASTLE LTD |
2019-12-01 |
6.250000 |
Other Instrument - CORPORATE BOND |
$2,053,000.00 |
$2,177,106.70 |
AJECORP B V |
2022-05-15 |
6.500000 |
Other Instrument - CORPORATE BOND |
$200,000.00 |
$197,400.00 |
ALBEA BEAUTY HLDGS S A |
2019-11-01 |
8.375000 |
Other Instrument - CORPORATE BOND |
$2,680,000.00 |
$2,780,993.19 |
ALERIS INTL INC |
2018-02-15 |
7.625000 |
Other Instrument - CORPORATE BOND |
$95,748.00 |
$100,241.17 |
ALGECO SCOTSMAN GLOBAL FIN PLC |
2019-10-15 |
10.750000 |
Other Instrument - CORPORATE BOND |
$1,937,099.00 |
$1,923,176.10 |
ALION SCIENCE & TECHNOLOGY CORP |
2015-02-01 |
10.250000 |
Other Instrument - CORPORATE BOND |
$1,273,000.00 |
$790,223.59 |
ALLEN SYS GROUP INC |
2016-11-15 |
10.500000 |
Other Instrument - CORPORATE BOND |
$2,536,077.00 |
$1,586,633.17 |
ALLIANCE DATA SYS CORP |
2017-12-01 |
5.250000 |
Other Instrument - CORPORATE BOND |
$200,000.00 |
$209,416.67 |
ALLY FINL INC |
2020-09-15 |
7.500000 |
Other Instrument - CORPORATE BOND |
$995,000.00 |
$1,153,578.13 |
ALLY FINL INC |
2017-02-15 |
5.500000 |
Other Instrument - CORPORATE BOND |
$450,000.00 |
$475,634.00 |
CWALT Alternative Loan Trust |
2037-03-25 |
5.066000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$52,692,185.00 |
$4,551,922.14 |
ALUMINUM CO AMER |
2028-01-15 |
6.750000 |
Other Instrument - CORPORATE BOND |
$71,000.00 |
$72,450.71 |
AMERENENERGY GENERATING CO |
2020-04-01 |
6.300000 |
Other Instrument - CORPORATE BOND |
$255,000.00 |
$199,174.12 |
AMERICAN AIRLS PASS THRU TR 2013-1C |
2018-07-15 |
6.125000 |
Other Instrument - ASSET BACKED SECURITY |
$2,000,000.00 |
$1,881,303.89 |
AMERICAN AIRLS PASS THRU TR |
2017-01-02 |
8.390000 |
Other Instrument - ASSET BACKED SECURITY |
$400,000.00 |
$239,444.82 |
APPROACH RES INC |
2021-06-15 |
7.000000 |
Other Instrument - CORPORATE BOND |
$250,000.00 |
$257,013.89 |
ARAMARK CORP |
2020-03-15 |
5.750000 |
Other Instrument - CORPORATE BOND |
$50,913.00 |
$53,235.20 |
6.125 ARCEL 18 SRN |
2018-06-01 |
0.000000 |
Other Instrument - CORPORATE BOND |
$320,000.00 |
$335,245.56 |
ARCELORMITTAL SA LUXEMBOURG |
2021-03-01 |
6.000000 |
Other Instrument - CORPORATE BOND |
$1,765,000.00 |
$1,786,768.33 |
ARCELORMITTAL SA LUXEMBOURG |
2017-02-25 |
5.000000 |
Other Instrument - CORPORATE BOND |
$1,205,289.00 |
$1,232,742.81 |
ARDAGH PACKAGING FIN PLC |
2020-10-15 |
9.125000 |
Other Instrument - CORPORATE BOND |
$165,000.00 |
$181,783.59 |
ASPECT SOFTWARE INC |
2017-05-15 |
10.625000 |
Other Instrument - CORPORATE BOND |
$178,000.00 |
$183,961.15 |
Asset Backed Securities Corporation Home Equity Loan Trust |
2034-09-25 |
0.544000 |
Other Instrument - ASSET BACKED SECURITY |
$22,725,768.00 |
$2,143,708.42 |
Asset Backed Funding Corporation NIM |
2035-09-26 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,570,000.00 |
$403.76 |
Asset Backed Funding Corporation NIM |
2035-07-26 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$14,450,000.00 |
$2,224.40 |
Asset Backed Funding Corporation NIM |
2035-07-26 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$2,600,000.00 |
$2,192.67 |
Asset Backed Funding Corporation NIM |
2035-07-26 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$18,280,000.00 |
$2,422.09 |
ABS ATLAS AIR 99-1 |
2020-07-02 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$224,045.00 |
$72,201.46 |
ATLAS AIR WORLDWIDE H 8.707 02JUL21 |
2021-07-02 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$178,132.00 |
$58,086.48 |
AVIS BUDGET CAR RENT LLC / AVIS BUDGET FIN INC |
2019-01-15 |
8.250000 |
Other Instrument - CORPORATE BOND |
$150,000.00 |
$164,671.88 |
AVIS BUDGET CAR RENT LLC / AVIS BUDGET FIN INC |
2023-04-01 |
5.500000 |
Other Instrument - CORPORATE BOND |
$3,000,000.00 |
$2,862,041.67 |
AVON PRODS INC |
2020-03-15 |
4.600000 |
Other Instrument - CORPORATE BOND |
$997,000.00 |
$1,023,659.78 |
AVON PRODS INC |
2023-03-15 |
5.000000 |
Other Instrument - CORPORATE BOND |
$2,650,000.00 |
$2,703,326.83 |
B&G FOODS INC |
2021-06-01 |
4.625000 |
Other Instrument - CORPORATE BOND |
$230,000.00 |
$215,320.73 |
Banc of America Funding Corp NIM |
2037-03-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$8,830,000.00 |
$352,804.49 |
BCAP Trust |
2047-01-26 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$55,583,077.00 |
$1,100,811.47 |
BFC Trust |
2032-09-28 |
6.407000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$2,804,000.00 |
$3,420.19 |
BFC Trust |
2032-09-28 |
6.407000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$16,558,000.00 |
$19,718.12 |
BALL CORP |
2019-09-01 |
7.375000 |
Other Instrument - CORPORATE BOND |
$310,000.00 |
$346,942.74 |
BALL CORP |
2022-03-15 |
5.000000 |
Other Instrument - CORPORATE BOND |
$1,040,000.00 |
$1,020,500.00 |
Bank of America-first Union National Bank |
2037-04-11 |
0.689000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$3,888,001.00 |
$114.17 |
Banc of America Mortgage Securities |
2032-12-25 |
2.903000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$500,000.00 |
$2,394.40 |
Banc of America Commercial Mortgage |
2049-01-15 |
5.523000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$5,738,789.00 |
$4,514,332.29 |
Banc of America Commercial Mortgage |
2051-02-10 |
4.633000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$23,813,801.00 |
$33,414.66 |
Banc of America Mortgage Securities |
2037-05-25 |
6.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$7,661,584.00 |
$630,434.70 |
Banc of America Funding Corp |
2020-07-28 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$23,896,710.00 |
$923,365.18 |
Banc of America Funding Corp |
2046-05-28 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$32,318,077.00 |
$2,297,120.12 |
Banc of America Funding Corp |
2015-09-27 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$16,282,833.00 |
$903,491.86 |
Banc of America Funding Corp |
2033-10-28 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$33,816,401.00 |
$1,520,267.10 |
Banc of America Funding Corp |
2020-07-28 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$43,012,228.00 |
$516,019.53 |
Banc of America Funding Corp |
2033-07-28 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$30,338,774.00 |
$340,771.18 |
Banc of America Funding Corp |
2035-11-28 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$58,127,363.00 |
$1,726,306.90 |
Banc of America Funding Corp |
2047-03-28 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$39,781,962.00 |
$1,467,692.32 |
Banc of America Funding Corp |
2047-02-28 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$23,995,729.00 |
$1,333,759.81 |
Banc of America Funding Corp |
2032-03-28 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$16,416,991.00 |
$775,356.22 |
Banc of America Funding Corp |
2036-04-28 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$28,954,464.00 |
$1,032,622.45 |
Banc of America Funding Corp |
2034-06-28 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$50,002,652.00 |
$518,268.97 |
Banc of America Funding Corp |
2033-08-28 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$16,278,708.00 |
$2,170,428.66 |
Banc of America Funding Corp |
2035-11-28 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$3,312,283.00 |
$284,297.40 |
Banc of America Funding Corp |
2019-02-28 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$11,733,548.00 |
$404,383.07 |
Banc of America Funding Corp |
2033-01-28 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$6,986,801.00 |
$609,878.80 |
Banc of America Funding Corp |
2037-08-28 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$4,997,845.00 |
$651,567.14 |
Banc of America Funding Corp |
2032-12-28 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$18,363,899.00 |
$245,724.08 |
Banc of America Large Loan Commercial PTC |
2013-12-15 |
2.486000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$5,055,374.00 |
$4,495,631.52 |
Banc of America Funding Corp |
2035-08-26 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$9,000,000.00 |
$5,767,473.79 |
BANC AMER FDG 2013-R1 LTD |
2041-11-03 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$118,644,317.00 |
$80,419,269.07 |
BARCLAYS BK PLC |
2022-11-21 |
7.625000 |
Other Instrument - CORPORATE BOND |
$135,000.00 |
$134,624.53 |
BARRETT BILL CORP |
2022-10-15 |
7.000000 |
Other Instrument - CORPORATE BOND |
$50,000.00 |
$48,500.00 |
BASIC ENERGY SVCS INC NEW |
2022-10-15 |
7.750000 |
Other Instrument - CORPORATE BOND |
$1,112,000.00 |
$1,132,502.50 |
Bear Stearns Commercial Mortgage Securities |
2040-03-13 |
0.220000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$403,993,000.00 |
$35,596.57 |
BEAZER HOMES USA INC |
2018-04-15 |
6.625000 |
Other Instrument - CORPORATE BOND |
$910,000.00 |
$982,657.81 |
BIOMET INC |
2020-08-01 |
6.500000 |
Other Instrument - CORPORATE BOND |
$790,000.00 |
$809,936.53 |
BOMBARDIER INC |
2020-03-15 |
7.750000 |
Other Instrument - CORPORATE BOND |
$1,029,000.00 |
$1,178,740.94 |
BRINKER INTL INC |
2023-05-15 |
3.875000 |
Other Instrument - CORPORATE BOND |
$2,675,000.00 |
$2,528,335.32 |
BROCADE COMMUNICATIONS SYS INC |
2023-01-15 |
4.625000 |
Other Instrument - CORPORATE BOND |
$715,000.00 |
$659,587.50 |
BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RE |
2022-07-01 |
6.125000 |
Other Instrument - CORPORATE BOND |
$270,000.00 |
$269,656.88 |
BURLINGTON COAT FACTORY WHSE CORP |
2019-02-15 |
10.000000 |
Other Instrument - CORPORATE BOND |
$750,000.00 |
$864,375.00 |
BWAY HLDG CO |
2018-06-15 |
10.000000 |
Other Instrument - CORPORATE BOND |
$350,000.00 |
$390,541.67 |
CB RICHARD ELLIS SVCS INC |
2020-10-15 |
6.625000 |
Other Instrument - CORPORATE BOND |
$865,000.00 |
$938,389.84 |
CCO HLDGS LLC / CCO HLDGS CAP CORP |
2021-04-30 |
6.500000 |
Other Instrument - CORPORATE BOND |
$992,000.00 |
$1,021,622.22 |
CCO HLDGS LLC / CCO HLDGS CAP CORP |
2022-09-30 |
5.250000 |
Other Instrument - CORPORATE BOND |
$225,000.00 |
$205,012.50 |
C-BASS CBO X LTD / C-BASS CBO |
2039-06-07 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$83,000,000.00 |
$442,348.89 |
CBRE SVCS INC |
2023-03-15 |
5.000000 |
Other Instrument - CORPORATE BOND |
$1,155,000.00 |
$1,071,262.50 |
CDW CORP |
2018-12-15 |
8.000000 |
Other Instrument - CORPORATE BOND |
$300,000.00 |
$334,250.00 |
CMO Holdings II |
2035-11-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$704,000.00 |
$67.03 |
CMS ENERGY CORP |
2020-02-01 |
6.250000 |
Other Instrument - CORPORATE BOND |
$100,000.00 |
$115,776.47 |
CSC HLDGS LLC |
2031-11-15 |
6.750000 |
Other Instrument - CORPORATE BOND |
$1,098,000.00 |
$1,177,261.87 |
Countrywide Home Loan Trust |
2037-05-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$2,500,000.00 |
$866.51 |
Countrywide Home Loan Trust |
2036-10-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$20,685,000.00 |
$1,811.10 |
Countrywide Home Loan Trust |
2036-11-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$2,000,000.00 |
$414.09 |
Countrywide Alternative Loan Trust |
2035-02-25 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$7,500,000.00 |
$25,857.67 |
Countrywide Home Loan Trust |
2037-07-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$500,000.00 |
$95.20 |
Countrywide Alternative Loan Trust |
2036-01-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,000,000.00 |
$44,171.84 |
Countrywide Home Loans |
2033-11-25 |
0.306000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$235,175,029.00 |
$214,101.56 |
CABLEVISION SYS CORP |
2020-04-15 |
8.000000 |
Other Instrument - CORPORATE BOND |
$19,000.00 |
$21,565.00 |
CABLEVISION SYS CORP |
2020-09-15 |
5.875000 |
Other Instrument - CORPORATE BOND |
$2,691,849.00 |
$2,637,927.90 |
CAESARS OPER ESCROW LLC / CAESARS ESCROW CORP |
2020-02-15 |
9.000000 |
Other Instrument - CORPORATE BOND |
$523,000.00 |
$502,733.75 |
CALPINE CORP |
2023-01-15 |
7.875000 |
Other Instrument - CORPORATE BOND |
$500,000.00 |
$537,421.87 |
CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FI |
2020-08-01 |
9.625000 |
Other Instrument - CORPORATE BOND |
$158,000.00 |
$175,081.01 |
CARLSON WAGONLIT BV |
2019-06-15 |
6.875000 |
Other Instrument - CORPORATE BOND |
$969,000.00 |
$983,535.00 |
CASELLA WASTE SYS INC |
2019-02-15 |
7.750000 |
Other Instrument - CORPORATE BOND |
$25,000.00 |
$25,018.23 |
ABSC NIMs Trust |
2035-07-27 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$3,170,000.00 |
$99.43 |
CELANESE US HLDGS LLC |
2018-10-15 |
6.625000 |
Other Instrument - CORPORATE BOND |
$100,000.00 |
$109,234.38 |
CENTRAL AMER BOTTLING CORP |
2022-02-09 |
6.750000 |
Other Instrument - CORPORATE BOND |
$100,000.00 |
$103,000.00 |
CENTURYLINK INC FORMERLY CENTURYTEL INC TO 05/20 |
2039-09-15 |
7.600000 |
Other Instrument - CORPORATE BOND |
$415,000.00 |
$386,918.33 |
CENTURYLINK INC FORMERLY CENTURYTEL INC TO 05/20 |
2022-03-15 |
5.800000 |
Other Instrument - CORPORATE BOND |
$1,800,000.00 |
$1,685,250.00 |
CEQUEL COMMUNICATIONS ESCROW I LLC / CEQUEL COMM |
2020-09-15 |
6.375000 |
Other Instrument - CORPORATE BOND |
$738,562.00 |
$758,295.45 |
Chase Issuance Trust (previously Banc One Issuance Trust) |
2019-04-15 |
0.644000 |
Other Instrument - ASSET BACKED SECURITY |
$25,000,000.00 |
$24,644,433.96 |
CHESAPEAKE ENERGY CORP |
2015-02-15 |
9.500000 |
Other Instrument - CORPORATE BOND |
$531,000.00 |
$587,529.37 |
CHIQUITA BRANDS INTL INC / CHIQUITA BRANDS LLC |
2021-02-01 |
7.875000 |
Other Instrument - CORPORATE BOND |
$3,276,000.00 |
$3,465,905.62 |
CHOCTAW RESORT DEV ENTERPRISE |
2019-11-15 |
7.250000 |
Other Instrument - CORPORATE BOND |
$171,000.00 |
$171,195.94 |
CHRYSLER GROUP LLC / CG CO-ISSUER INC |
2019-06-15 |
8.000000 |
Other Instrument - CORPORATE BOND |
$567,000.00 |
$625,353.75 |
CHRYSLER GROUP LLC / CG CO-ISSUER INC |
2021-06-15 |
8.250000 |
Other Instrument - CORPORATE BOND |
$1,377,236.00 |
$1,535,187.75 |
CINCINNATI BELL INC NEW |
2018-03-15 |
8.750000 |
Other Instrument - CORPORATE BOND |
$198,000.00 |
$213,365.63 |
CINEMARK USA INC |
2022-12-15 |
5.125000 |
Other Instrument - CORPORATE BOND |
$2,080,000.00 |
$1,973,818.89 |
CITIGROUP INC |
2099-12-31 |
5.900000 |
Other Instrument - CORPORATE BOND |
$436,000.00 |
$415,542.15 |
CLAIRES STORES INC |
2019-03-15 |
8.875000 |
Other Instrument - CORPORATE BOND |
$465,000.00 |
$518,789.84 |
CLEARWIRE COMMUNICATIONS LLC / CLEARWIRE FIN INC |
2015-12-01 |
12.000000 |
Other Instrument - CORPORATE BOND |
$228,000.00 |
$247,304.00 |
CLEARWIRE COMMUNICATIONS LLC / CLEARWIRE FIN INC |
2017-12-01 |
12.000000 |
Other Instrument - CORPORATE BOND |
$105,000.00 |
$124,390.00 |
CNL LIFESTYLE PPTYS INC FORMERLY CNL INCOME PPTY |
2019-04-15 |
7.250000 |
Other Instrument - CORPORATE BOND |
$1,675,000.00 |
$1,723,330.73 |
COGECO CABLE INC |
2020-05-01 |
4.875000 |
Other Instrument - CORPORATE BOND |
$375,000.00 |
$366,804.69 |
CONSOL ENERGY INC |
2017-04-01 |
8.000000 |
Other Instrument - CORPORATE BOND |
$4,761,000.00 |
$5,168,594.50 |
CONSTELLATION BRANDS INC |
2016-09-01 |
7.250000 |
Other Instrument - CORPORATE BOND |
$1,262,000.00 |
$1,474,708.35 |
CONSTELLATION BRANDS INC |
2023-05-01 |
4.250000 |
Other Instrument - CORPORATE BOND |
$3,511,726.00 |
$3,204,449.98 |
CONTINENTAL RES INC |
2023-04-15 |
4.500000 |
Other Instrument - CORPORATE BOND |
$2,000,000.00 |
$1,920,000.00 |
COOPER-STANDARD AUTOMOTIVE INC |
2018-05-01 |
8.500000 |
Other Instrument - CORPORATE BOND |
$250,269.00 |
$274,819.69 |
CORP GROUP BKG S A |
2023-03-15 |
6.750000 |
Other Instrument - CORPORATE BOND |
$231,000.00 |
$205,272.38 |
CORRECTIONS CORP AMER NEW |
2023-05-01 |
4.625000 |
Other Instrument - CORPORATE BOND |
$273,000.00 |
$259,080.79 |
Countrywide Home Loan Trust |
2047-02-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,000,000.00 |
$306.71 |
Countrywide Home Loan Trust |
2037-04-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$750,000.00 |
$1.76 |
Countrywide Home Loan Trust |
2037-07-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,500,000.00 |
$386.93 |
Countrywide Home Loan Trust |
2037-08-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$15,450,000.00 |
$341,103.31 |
CS First Boston Mortgage Securities Corp |
2035-08-25 |
5.250000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$13,117,589.00 |
$445,739.43 |
CROWN AMERS LLC / CROWN AMERS CAP CORP III |
2021-02-01 |
6.250000 |
Other Instrument - CORPORATE BOND |
$375,000.00 |
$396,575.52 |
CYRUSONE LP / CYRUSONE FIN CORP |
2022-11-15 |
6.375000 |
Other Instrument - CORPORATE BOND |
$291,000.00 |
$293,182.50 |
DJO FIN LLC / DJO FIN CORP |
2018-04-15 |
7.750000 |
Other Instrument - CORPORATE BOND |
$12,000.00 |
$11,983.75 |
D R HORTON INC |
2015-02-15 |
5.250000 |
Other Instrument - CORPORATE BOND |
$135,000.00 |
$139,682.81 |
DANA HLDG CORP |
2021-02-15 |
6.750000 |
Other Instrument - CORPORATE BOND |
$500,000.00 |
$532,031.25 |
DAVITA HEALTHCARE PARTNERS INC FORMERLY DAVITA I |
2018-11-01 |
6.375000 |
Other Instrument - CORPORATE BOND |
$109,000.00 |
$116,883.20 |
DAVITA HEALTHCARE PARTNERS INC FORMERLY DAVITA I |
2022-08-15 |
5.750000 |
Other Instrument - CORPORATE BOND |
$1,435,000.00 |
$1,424,088.02 |
DEAN FOODS CO NEW |
2018-12-15 |
9.750000 |
Other Instrument - CORPORATE BOND |
$350,000.00 |
$402,609.37 |
DELL INC |
2013-09-10 |
1.400000 |
Other Instrument - CORPORATE BOND |
$560,000.00 |
$563,719.02 |
DISH DBS CORP |
2017-07-15 |
4.625000 |
Other Instrument - CORPORATE BOND |
$445,000.00 |
$450,562.50 |
DONNELLEY R R & SONS CO |
2022-02-15 |
0.000000 |
Other Instrument - CORPORATE BOND |
$1,935,000.00 |
$1,941,342.50 |
DOWNSTREAM DEV AUTH |
2019-07-01 |
10.500000 |
Other Instrument - CORPORATE BOND |
$95,000.00 |
$96,872.29 |
Drexel Burnham Lambert CMO Trust |
2018-12-01 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$750.00 |
$1.18 |
DUPONT FABROS TECHNOLOGY L P |
2017-12-15 |
8.500000 |
Other Instrument - CORPORATE BOND |
$1,000,000.00 |
$1,072,708.33 |
EFH Trust 3 |
2017-10-25 |
0.999000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$11,300,000.00 |
$1,319.20 |
EPE HLDGS LLC / EP ENERGY BONDCO INC |
2017-12-15 |
8.125000 |
Other Instrument - CORPORATE BOND |
$427,723.00 |
$443,517.56 |
E TRADE FINL CORP FORMERLY E TRADE GROUP INC TO |
2017-11-15 |
6.000000 |
Other Instrument - CORPORATE BOND |
$102,000.00 |
$105,570.00 |
ECHOSTAR DBS CORP |
2014-10-01 |
6.625000 |
Other Instrument - CORPORATE BOND |
$248,000.00 |
$265,340.19 |
EL PASO PIPELINE PARTNERS OPER CO L L C |
2021-10-01 |
5.000000 |
Other Instrument - CORPORATE BOND |
$5,000,000.00 |
$5,384,172.22 |
ENDO HEALTH SOLUTIONS INC FORMERLY ENDO PHARMACE |
2022-01-15 |
7.250000 |
Other Instrument - CORPORATE BOND |
$2,582,000.00 |
$2,627,185.00 |
ENERGY FUTURE INTER HLDG CO LLC / EFIH FIN INC |
2020-12-01 |
10.000000 |
Other Instrument - CORPORATE BOND |
$160,120.00 |
$171,884.37 |
EQUINIX INC |
2021-07-15 |
7.000000 |
Other Instrument - CORPORATE BOND |
$60,000.00 |
$64,525.00 |
ESTERLINE TECHNOLOGIES CORP FORMERLY ESTERLINE C |
2020-08-01 |
7.000000 |
Other Instrument - CORPORATE BOND |
$350,000.00 |
$377,348.61 |
EVERBANK MTG LN TR 2013-1 |
2043-04-25 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$3,369,000.00 |
$3,232,183.31 |
EXOPACK HLDG CORP |
2018-06-01 |
10.000000 |
Other Instrument - CORPORATE BOND |
$150,000.00 |
$158,625.00 |
EXPEDIA INC DEL |
2020-08-15 |
5.950000 |
Other Instrument - CORPORATE BOND |
$820,000.00 |
$854,931.32 |
FMAC Loan Receivables Notes |
2018-11-01 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$8,000,000.00 |
$59,508.72 |
FMG RES AUGUST 2006 PTY LTD |
2015-11-01 |
7.000000 |
Other Instrument - CORPORATE BOND |
$4,150,000.00 |
$4,360,151.39 |
Freddie Mac Structured Pass Through Certificates |
2020-06-25 |
1.824000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,550,000.00 |
$126,504.71 |
FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT |
2041-01-25 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$21,093,203.00 |
$2,493,868.25 |
Federal Home Loan Mortgage Corporation |
2035-06-15 |
6.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$24,000.00 |
$7,292.83 |
Freddie Mac Structured Pass Through Certificates |
2020-01-25 |
1.208000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$750,000.00 |
$38,175.52 |
FELCOR LODGING LTD PARTNERSHIP |
2019-06-01 |
6.750000 |
Other Instrument - CORPORATE BOND |
$406,000.00 |
$432,060.12 |
FELCOR LODGING LTD PARTNERSHIP |
2023-03-01 |
5.625000 |
Other Instrument - CORPORATE BOND |
$350,000.00 |
$341,250.00 |
FERRELLGAS L P / FERRELLGAS FIN CORP |
2021-05-01 |
6.500000 |
Other Instrument - CORPORATE BOND |
$856,000.00 |
$874,392.11 |
Firstplus Home Loan Trust |
2024-05-10 |
8.010000 |
Other Instrument - ASSET BACKED SECURITY |
$4,205,000.00 |
$73,877.94 |
FLORIDA EAST COAST HLDGS CORP |
2017-08-01 |
0.000000 |
Other Instrument - CORPORATE BOND |
$463,204.00 |
$487,387.11 |
FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 |
2015-01-15 |
3.875000 |
Other Instrument - CORPORATE BOND |
$117,000.00 |
$121,979.68 |
FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 |
2016-06-15 |
3.984000 |
Other Instrument - CORPORATE BOND |
$3,370,000.00 |
$3,545,543.30 |
FREESCALE SEMICONDUCTOR INC |
2021-05-15 |
5.000000 |
Other Instrument - CORPORATE BOND |
$325,000.00 |
$311,684.03 |
FRESENIUS MED CARE US FIN II INC |
2022-01-31 |
5.875000 |
Other Instrument - CORPORATE BOND |
$500,000.00 |
$510,000.00 |
FRESENIUS MED CARE US FIN INC |
2017-07-15 |
6.875000 |
Other Instrument - CORPORATE BOND |
$95,000.00 |
$106,147.66 |
FRONTIER COMMUNICATIONS CORP |
2018-10-01 |
8.125000 |
Other Instrument - CORPORATE BOND |
$1,939,000.00 |
$2,198,105.61 |
FRONTIER COMMUNICATIONS CORP |
2020-04-15 |
8.500000 |
Other Instrument - CORPORATE BOND |
$2,438,000.00 |
$2,735,131.25 |
FRONTIER COMMUNICATIONS CORP |
2023-01-15 |
7.125000 |
Other Instrument - CORPORATE BOND |
$245,000.00 |
$239,487.50 |
GCI INC |
2021-06-01 |
6.750000 |
Other Instrument - CORPORATE BOND |
$150,000.00 |
$144,628.12 |
GEO GROUP INC |
2023-04-01 |
5.125000 |
Other Instrument - CORPORATE BOND |
$395,000.00 |
$372,622.15 |
GMAC INC FORMERLY GMAC LLC 06/30/2009 & NAME CHA |
2014-12-01 |
6.750000 |
Other Instrument - CORPORATE BOND |
$3,968,000.00 |
$4,222,696.00 |
GMAC INC FORMERLY GMAC LLC 06/30/2009 & NAME CHA |
2018-12-31 |
8.000000 |
Other Instrument - CORPORATE BOND |
$22,000.00 |
$25,290.83 |
GSAA Home Equity Trust |
2035-12-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$250,000.00 |
$2,390.44 |
GSAMP |
2036-06-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$6,500,000.00 |
$2,170.00 |
G STR FIN LTD / G STR FIN DEL CORP |
2041-01-08 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$449,121,858.00 |
$133,989,433.00 |
GANNETT CO INC |
2016-04-01 |
10.000000 |
Other Instrument - CORPORATE BOND |
$220,300.00 |
$266,868.97 |
GANNETT CO INC |
2015-09-01 |
6.375000 |
Other Instrument - CORPORATE BOND |
$200,000.00 |
$222,339.58 |
GENERAL MTRS FINL CO INC |
2017-08-15 |
4.750000 |
Other Instrument - CORPORATE BOND |
$1,482,000.00 |
$1,530,165.00 |
GENERAL MTRS FINL CO INC |
2023-05-15 |
4.250000 |
Other Instrument - CORPORATE BOND |
$2,460,000.00 |
$2,245,365.00 |
GENON ESCROW CORP |
2020-10-15 |
9.875000 |
Other Instrument - CORPORATE BOND |
$110,000.00 |
$126,448.44 |
GENWORTH FINL INC |
2066-11-15 |
6.150000 |
Other Instrument - CORPORATE BOND |
$873,000.00 |
$775,169.44 |
CB144A GIBRALTAR INDS |
2021-02-01 |
0.000000 |
Other Instrument - CORPORATE BOND |
$1,000,000.00 |
$1,022,636.72 |
GREIF INC FORMERLY GREIF BROS CORP TO 03/28/2003 |
2017-02-01 |
6.750000 |
Other Instrument - CORPORATE BOND |
$714,000.00 |
$785,712.38 |
GRIFOLS INC |
2018-02-01 |
8.250000 |
Other Instrument - CORPORATE BOND |
$250,000.00 |
$272,286.46 |
GRUPO KUO SAB DE CV |
2022-12-04 |
6.250000 |
Other Instrument - CORPORATE BOND |
$760,000.00 |
$771,347.22 |
HBOS CAP FDG NO 2 L P |
2049-12-31 |
6.071000 |
Other Instrument - CORPORATE BOND |
$680,000.00 |
$662,230.47 |
H C A INC HCA INC ACQUIRED BY ICH CORP 10/15/198 |
2022-02-15 |
7.500000 |
Other Instrument - CORPORATE BOND |
$529,071.00 |
$574,372.70 |
H C A INC HCA INC ACQUIRED BY ICH CORP 10/15/198 |
2023-05-01 |
5.875000 |
Other Instrument - CORPORATE BOND |
$100,000.00 |
$100,072.57 |
HANESBRANDS INC |
2020-12-15 |
6.375000 |
Other Instrument - CORPORATE BOND |
$835,000.00 |
$912,889.84 |
HARBINGER GROUP INC |
2019-07-15 |
7.875000 |
Other Instrument - CORPORATE BOND |
$100,000.00 |
$104,234.37 |
HarborView NIM |
2037-03-19 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,000,000.00 |
$144,890.89 |
HARRAHS OPER INC |
2015-12-15 |
10.000000 |
Other Instrument - CORPORATE BOND |
$100,000.00 |
$88,333.33 |
HARRAHS OPER INC |
2016-02-01 |
10.750000 |
Other Instrument - CORPORATE BOND |
$500,000.00 |
$434,329.86 |
HARTFORD FINL SVCS GROUP INC |
2068-06-15 |
8.125000 |
Other Instrument - CORPORATE BOND |
$595,000.00 |
$683,909.11 |
HASCO NIM Trust |
2036-07-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$2,000,000.00 |
$877.03 |
HASCO NIM Trust |
2036-08-26 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,000,000.00 |
$164,754.89 |
HEALTH MGMT ASSOCS INC NEW |
2016-04-15 |
6.125000 |
Other Instrument - CORPORATE BOND |
$512,000.00 |
$568,506.67 |
HERTZ CORP |
2028-01-15 |
7.000000 |
Other Instrument - CORPORATE BOND |
$240,000.00 |
$240,148.80 |
HERTZ CORP |
2014-08-05 |
6.900000 |
Other Instrument - CORPORATE BOND |
$414,000.00 |
$430,148.07 |
HEXION U S FIN CORP / HEXION NOVA SCOTIA FIN ULC |
2018-02-01 |
8.875000 |
Other Instrument - CORPORATE BOND |
$440,000.00 |
$451,945.69 |
HOST HOTELS & RESORTS L P |
2020-11-01 |
6.000000 |
Other Instrument - CORPORATE BOND |
$1,040,000.00 |
$1,134,154.67 |
HOT TOPIC INC |
2021-06-15 |
9.250000 |
Other Instrument - CORPORATE BOND |
$20,000.00 |
$20,250.00 |
HOVNANIAN K ENTERPRISES INC |
2021-11-01 |
0.000000 |
Other Instrument - CORPORATE BOND |
$438,000.00 |
$294,165.67 |
HUB INTL LTD |
2018-10-15 |
8.125000 |
Other Instrument - CORPORATE BOND |
$175,000.00 |
$192,500.00 |
HUGHES SATELLITE SYS CORP |
2021-06-15 |
7.625000 |
Other Instrument - CORPORATE BOND |
$800,000.00 |
$856,000.00 |
Iota SBA COOF Trust |
2035-10-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,660,947,670.00 |
$408,488.84 |
IMS HEALTH INC |
2018-03-01 |
12.500000 |
Other Instrument - CORPORATE BOND |
$260,000.00 |
$306,800.00 |
ISTAR FINL INC |
2016-03-15 |
5.875000 |
Other Instrument - CORPORATE BOND |
$740,000.00 |
$796,926.04 |
INFOR US INC |
2019-04-01 |
9.375000 |
Other Instrument - CORPORATE BOND |
$350,000.00 |
$402,518.23 |
INMET MNG CORP |
2020-06-01 |
8.750000 |
Other Instrument - CORPORATE BOND |
$799,000.00 |
$834,955.00 |
INMET MNG CORP |
2021-06-01 |
7.500000 |
Other Instrument - CORPORATE BOND |
$585,000.00 |
$587,925.00 |
INTELSAT JACKSON HLDGS S A |
2019-04-01 |
7.250000 |
Other Instrument - CORPORATE BOND |
$147,000.00 |
$162,068.52 |
INTERNATIONAL LEASE FIN CORP |
2018-09-01 |
7.125000 |
Other Instrument - CORPORATE BOND |
$2,035,000.00 |
$2,330,944.11 |
INTERNATIONAL LEASE FIN CORP |
2019-04-01 |
5.875000 |
Other Instrument - CORPORATE BOND |
$100,000.00 |
$101,312.00 |
INTERNATIONAL LEASE FIN CORP |
2022-08-15 |
5.875000 |
Other Instrument - CORPORATE BOND |
$85,000.00 |
$81,241.12 |
INVENTIV HEALTH INC |
2018-08-15 |
10.000000 |
Other Instrument - CORPORATE BOND |
$150,000.00 |
$122,187.50 |
IRON MTN INC DEL |
2024-08-15 |
5.750000 |
Other Instrument - CORPORATE BOND |
$2,918,000.00 |
$2,650,111.39 |
ISLE CAPRI CASINOS INC |
2019-03-15 |
7.750000 |
Other Instrument - CORPORATE BOND |
$647,000.00 |
$691,009.48 |
ISLE CAPRI CASINOS INC |
2020-06-15 |
8.875000 |
Other Instrument - CORPORATE BOND |
$420,000.00 |
$442,465.62 |
ISLE CAPRI CASINOS INC |
2021-03-15 |
5.875000 |
Other Instrument - CORPORATE BOND |
$663,639.00 |
$633,143.87 |
JPMAC NIM Trust |
2036-04-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$250,000.00 |
$47,110.26 |
JABIL CIRCUIT INC |
2020-12-15 |
5.625000 |
Other Instrument - CORPORATE BOND |
$1,156,000.00 |
$1,212,896.88 |
JP Morgan Chase Commercial Mortgage Securities Corp |
2045-07-15 |
6.003000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$536,704.00 |
$520,849.76 |
JP Morgan Chase Commercial Mortgage Securities Corp |
2021-03-15 |
0.578000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$10,500,000.00 |
$350,549.74 |
JAGUAR LD ROVER PLC |
2018-05-15 |
7.750000 |
Other Instrument - CORPORATE BOND |
$192,000.00 |
$213,420.00 |
JARDEN CORP |
2017-05-01 |
7.500000 |
Other Instrument - CORPORATE BOND |
$803,000.00 |
$915,252.71 |
JARDEN CORP |
2022-11-15 |
6.125000 |
Other Instrument - CORPORATE BOND |
$860,000.00 |
$907,613.54 |
KB HOME |
2015-06-15 |
6.250000 |
Other Instrument - CORPORATE BOND |
$400,000.00 |
$427,208.33 |
KB HOME |
2022-09-15 |
7.500000 |
Other Instrument - CORPORATE BOND |
$1,532,000.00 |
$1,610,195.83 |
KEY ENERGY GROUP INC FORMERLY KEY ENERGY GROUP I |
2021-03-01 |
6.750000 |
Other Instrument - CORPORATE BOND |
$115,000.00 |
$117,422.19 |
KINETIC CONCEPTS INC / KCI USA INC |
2019-11-01 |
12.500000 |
Other Instrument - CORPORATE BOND |
$1,557,000.00 |
$1,706,753.13 |
KNOWLEDGE LEARNING CORP |
2015-02-01 |
7.750000 |
Other Instrument - CORPORATE BOND |
$52,000.00 |
$50,764.64 |
LKQ CORP |
2023-05-15 |
4.750000 |
Other Instrument - CORPORATE BOND |
$65,000.00 |
$60,606.63 |
LAKESIDE CDO I LTD / LAKESIDE |
2039-12-11 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$3,000,000.00 |
$162,586.04 |
LAMAR MEDIA CORP |
2018-04-15 |
7.875000 |
Other Instrument - CORPORATE BOND |
$475,000.00 |
$521,683.59 |
LANDRYS INC |
2020-05-01 |
9.375000 |
Other Instrument - CORPORATE BOND |
$114,019.00 |
$125,106.16 |
LB-UBS Commercial Mortgage Trust |
2036-07-05 |
1.526000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$112,969,000.00 |
$6,266.32 |
Lehman XS Trust |
2037-10-25 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,176,000.00 |
$16,264.49 |
LENDER PROCESSING SVCS INC |
2023-04-15 |
5.750000 |
Other Instrument - CORPORATE BOND |
$670,000.00 |
$711,246.87 |
LENNAR CORP |
2017-12-15 |
4.750000 |
Other Instrument - CORPORATE BOND |
$590,000.00 |
$598,850.00 |
LENNAR CORP |
2022-11-15 |
4.750000 |
Other Instrument - CORPORATE BOND |
$102,000.00 |
$95,639.17 |
LEVEL 3 FING INC |
2018-02-01 |
10.000000 |
Other Instrument - CORPORATE BOND |
$276,000.00 |
$298,923.33 |
LEVEL 3 FING INC |
2020-06-01 |
7.000000 |
Other Instrument - CORPORATE BOND |
$64,000.00 |
$65,347.56 |
LEVI STRAUSS & CO NEW |
2022-05-01 |
6.875000 |
Other Instrument - CORPORATE BOND |
$1,506,000.00 |
$1,600,125.00 |
LIBERTY MUT GROUP INC |
2037-03-15 |
7.800000 |
Other Instrument - CORPORATE BOND |
$1,635,433.00 |
$1,880,339.09 |
LIBERTY MUT GROUP INC |
2088-06-15 |
10.750000 |
Other Instrument - CORPORATE BOND |
$750,000.00 |
$1,126,796.87 |
LIMITED BRANDS INC NAME CHANGED TO L BRANDS INC |
2021-04-01 |
6.625000 |
Other Instrument - CORPORATE BOND |
$300,000.00 |
$327,307.29 |
LINN ENERGY LLC / LINN ENERGY FIN CORP |
2019-05-15 |
6.500000 |
Other Instrument - CORPORATE BOND |
$3,000,000.00 |
$2,876,875.00 |
MGM RESORTS INTL FORMERLY MGM GRAND INC TO 08/01 |
2016-06-01 |
7.500000 |
Other Instrument - CORPORATE BOND |
$561,000.00 |
$628,904.37 |
MGM RESORTS INTL FORMERLY MGM GRAND INC TO 08/01 |
2019-02-01 |
8.625000 |
Other Instrument - CORPORATE BOND |
$1,192,000.00 |
$1,346,301.92 |
MGM RESORTS INTL FORMERLY MGM GRAND INC TO 08/01 |
2020-10-01 |
6.750000 |
Other Instrument - CORPORATE BOND |
$1,500,000.00 |
$1,563,093.75 |
Merrill Lynch Mortgage Investors NIM Trust |
2035-01-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$64,000,000.00 |
$833.55 |
MASTR Alternative Loan Trust |
2033-07-25 |
5.500000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$119,584,414.00 |
$20,548,796.33 |
MASTR Alternative Loan Trust |
2034-09-25 |
6.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$5,173,452.00 |
$295,178.38 |
MASTR ABS NIM Trust |
2035-05-26 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,000,000.00 |
$3,081.01 |
MASTR ABS NIM Trust |
2035-03-26 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$300,000.00 |
$.23 |
MASTR Resecuritization Trust |
2035-07-25 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$100,000,000.00 |
$72,000.00 |
MEDIA GEN INC |
2017-02-15 |
11.750000 |
Other Instrument - CORPORATE BOND |
$500,000.00 |
$552,447.92 |
MEDIACOM LLC / MEDIACOM CAP CORP |
2019-08-15 |
9.125000 |
Other Instrument - CORPORATE BOND |
$900,000.00 |
$991,171.88 |
Merrill Lynch Mortgage Investors |
2033-02-25 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$286,078,000.00 |
$81.53 |
Merrill Lynch Mortgage Investors |
2028-11-21 |
2.380000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$21,062,787.00 |
$54.14 |
Merrill Lynch Mortgage Investors |
2034-02-25 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$174,750,000.00 |
$182.29 |
Merrill Lynch Mortgage Investors Trust, Series MLCC |
2028-04-25 |
0.794000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$1,041,510,000.00 |
$1,116,894.03 |
Merrill Lynch Mortgage Investors NIM Trust |
2034-10-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$462,000.00 |
$2.45 |
Merrill Lynch Mortgage Investors NIM Trust |
2036-05-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$19,380,000.00 |
$1,572.91 |
Merrill Lynch Mortgage Investors NIM Trust |
2036-06-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$4,200,000.00 |
$417.39 |
Merrill Lynch Mortgage Investors NIM Trust |
2036-10-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$10,925,000.00 |
$75,105.00 |
Merrill Lynch Home Equity Loan Trust |
2037-07-25 |
0.444000 |
Other Instrument - ASSET BACKED SECURITY |
$6,229,108.00 |
$3,008,214.87 |
METROPCS WIRELESS INC |
2021-04-01 |
6.250000 |
Other Instrument - CORPORATE BOND |
$1,265,000.00 |
$1,300,270.66 |
MEXICHEM SAB DE CV |
2022-09-19 |
4.875000 |
Other Instrument - CORPORATE BOND |
$150,000.00 |
$145,020.31 |
MICHAEL FOODS GROUP INC |
2018-07-15 |
9.750000 |
Other Instrument - CORPORATE BOND |
$276,000.00 |
$305,583.75 |
MIDWEST GENERATION LLC |
2016-01-02 |
8.560000 |
Other Instrument - ASSET BACKED SECURITY |
$82,000.00 |
$33,053.15 |
MIRANT AMERICAS GENERATION LLC FORMERLY MIRANT A |
2021-10-01 |
8.500000 |
Other Instrument - CORPORATE BOND |
$650,000.00 |
$713,492.36 |
MOHEGAN TRIBAL GAMING AUTH |
2015-02-15 |
6.875000 |
Other Instrument - CORPORATE BOND |
$100,000.00 |
$99,500.00 |
MOHEGAN TRIBAL GAMING AUTH |
2017-11-01 |
11.500000 |
Other Instrument - CORPORATE BOND |
$327,376.00 |
$382,379.72 |
MOMENTIVE PERFORMANCE MATLS INC |
2021-01-15 |
9.000000 |
Other Instrument - CORPORATE BOND |
$480,000.00 |
$419,400.00 |
MOMENTIVE PERFORMANCE MATLS INC |
2020-10-15 |
10.000000 |
Other Instrument - CORPORATE BOND |
$315,000.00 |
$337,050.00 |
MORTGAGE CPTL TR SER A |
2017-07-01 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$10,000,000.00 |
$2,816.23 |
MUSTANG MERGER CORP |
2021-08-15 |
0.000000 |
Other Instrument - CORPORATE BOND |
$662,000.00 |
$652,070.00 |
NCR CORP NEW |
2022-07-15 |
5.000000 |
Other Instrument - CORPORATE BOND |
$1,000,000.00 |
$955,000.00 |
NRG ENERGY INC |
2020-09-01 |
8.250000 |
Other Instrument - CORPORATE BOND |
$325,000.00 |
$370,019.27 |
N-Star Real Estate CDO |
2040-07-27 |
0.534000 |
Other Instrument - ASSET BACKED SECURITY |
$3,720,402.00 |
$1,752,121.79 |
NXP B V / NXP FDG LLC |
2021-02-15 |
5.750000 |
Other Instrument - CORPORATE BOND |
$145,000.00 |
$145,000.00 |
Nomura Asset Acceptance Corp Alternative Loan Trust |
2035-02-25 |
6.866000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$74,202,673.00 |
$4,857,052.37 |
NATIONAL CINEMEDIA LLC |
2022-04-15 |
6.000000 |
Other Instrument - CORPORATE BOND |
$1,184,000.00 |
$1,234,320.00 |
NATIONAL COLLEGIATE III 2007-3 CL A-3-AR-2 COMMU |
2043-06-01 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$7,496,486.00 |
$6,268,729.58 |
NATIONAL COLLEGIATE III 2007-4 CL A-3-AR-2 COMMU |
2043-06-01 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$2,995,000.00 |
$2,293,110.61 |
Nationstar Mortgage NIM |
2037-03-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$200,000.00 |
$1,085.33 |
NATIONSTAR MTG LLC / NATIONSTAR CAP CORP |
2021-07-01 |
6.500000 |
Other Instrument - CORPORATE BOND |
$2,959,668.00 |
$2,902,406.65 |
Nationstar Home Equity Loan Trust |
2039-10-25 |
7.500000 |
Other Instrument - CORPORATE BOND |
$10,000,000.00 |
$5,054,678.15 |
NAVIOS MARITIME HLDGS INC / NAVIOS MARITIME FINA |
2019-02-15 |
8.125000 |
Other Instrument - CORPORATE BOND |
$382,000.00 |
$364,193.23 |
NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FI |
2022-03-15 |
5.875000 |
Other Instrument - CORPORATE BOND |
$383,000.00 |
$392,575.00 |
NEXSTAR BROADCASTING INC FORMERLY NEXSTAR FIN IN |
2020-11-15 |
6.875000 |
Other Instrument - CORPORATE BOND |
$186,000.00 |
$187,860.00 |
NEXSTAR BROADCASTING INC / MISSION BROADCASTING |
2017-04-15 |
8.875000 |
Other Instrument - CORPORATE BOND |
$100,000.00 |
$111,078.13 |
NORANDA ALUM ACQUISITION CORPORATION |
2019-06-01 |
0.000000 |
Other Instrument - CORPORATE BOND |
$500,000.00 |
$486,736.11 |
NORTEK INC |
2018-12-01 |
10.000000 |
Other Instrument - CORPORATE BOND |
$325,000.00 |
$355,875.00 |
NOVELIS INC |
2020-12-15 |
8.750000 |
Other Instrument - CORPORATE BOND |
$1,144,000.00 |
$1,267,814.17 |
NII CAP CORP |
2019-12-15 |
8.875000 |
Other Instrument - CORPORATE BOND |
$300,000.00 |
$254,921.87 |
OMX TIMBER FIN INVTS II LLC |
2020-01-29 |
5.540000 |
Other Instrument - ASSET BACKED SECURITY |
$720,000.00 |
$302,400.00 |
NUVEEN INVTS INC |
2017-10-15 |
9.125000 |
Other Instrument - CORPORATE BOND |
$700,000.00 |
$713,453.13 |
OMEGA HEALTHCARE INVS INC |
2022-10-15 |
6.750000 |
Other Instrument - CORPORATE BOND |
$950,000.00 |
$1,038,171.88 |
Option One Mortgage Securities Corp NIM Trust |
2035-08-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$38,300,000.00 |
$1,896.30 |
Option One Mortgage Securities Corp NIM Trust |
2036-07-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$7,000,000.00 |
$3,088.49 |
PDC ENERGY INC |
2022-10-15 |
7.750000 |
Other Instrument - CORPORATE BOND |
$200,000.00 |
$210,000.00 |
PACKAGING DYNAMICS CORP |
2016-02-01 |
8.750000 |
Other Instrument - CORPORATE BOND |
$370,000.00 |
$385,557.99 |
PANTRY INC |
2020-08-01 |
8.375000 |
Other Instrument - CORPORATE BOND |
$350,000.00 |
$378,979.51 |
PLY GEM INDS INC |
2017-04-15 |
9.375000 |
Other Instrument - CORPORATE BOND |
$200,000.00 |
$210,500.00 |
POLYONE CORP |
2023-03-15 |
5.250000 |
Other Instrument - CORPORATE BOND |
$4,011,000.00 |
$3,835,518.75 |
POST HLDGS INC |
2022-02-15 |
7.375000 |
Other Instrument - CORPORATE BOND |
$1,500,000.00 |
$1,583,359.38 |
PRESTIGE BRANDS INC |
2020-02-01 |
8.125000 |
Other Instrument - CORPORATE BOND |
$28,000.00 |
$30,983.26 |
PROVIDENT FDG ASSOCS LP / PFG FIN CORP |
2021-06-15 |
6.750000 |
Other Instrument - CORPORATE BOND |
$28,000.00 |
$28,736.75 |
PENN VIRGINIA RES |
2021-05-15 |
6.500000 |
Other Instrument - CORPORATE BOND |
$890,000.00 |
$854,758.47 |
QEP RES INC |
2023-05-01 |
5.250000 |
Other Instrument - CORPORATE BOND |
$1,250,000.00 |
$1,168,750.00 |
QUEBECOR MEDIA INC |
2016-03-15 |
7.750000 |
Other Instrument - CORPORATE BOND |
$815,000.00 |
$838,227.50 |
RBS CAP TR IV |
2099-12-31 |
0.000000 |
Other Instrument - CORPORATE BOND |
$5,000,000.00 |
$3,734,112.72 |
ROC FIN LLC / ROC FIN CORP |
2018-09-01 |
12.125000 |
Other Instrument - CORPORATE BOND |
$230,000.00 |
$269,741.28 |
RRI ENERGY INC |
2017-06-15 |
7.875000 |
Other Instrument - CORPORATE BOND |
$800,000.00 |
$883,125.00 |
R R DONNELLEY & SONS CO |
2021-03-15 |
7.875000 |
Other Instrument - CORPORATE BOND |
$785,000.00 |
$870,932.97 |
RANGE RES CORP |
2023-03-15 |
5.000000 |
Other Instrument - CORPORATE BOND |
$750,000.00 |
$729,375.00 |
Realogy Corp |
2020-01-15 |
7.625000 |
Other Instrument - CORPORATE BOND |
$1,033,000.00 |
$1,154,377.50 |
REGAL ENTMT GROUP |
2023-06-15 |
0.000000 |
Other Instrument - CORPORATE BOND |
$369,000.00 |
$346,860.00 |
RES-CARE INC |
2019-01-15 |
10.750000 |
Other Instrument - CORPORATE BOND |
$295,000.00 |
$332,889.06 |
RALI |
2033-03-25 |
7.910000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$70,592,117.00 |
$396,559.14 |
RESOLUTE FST PRODS INC |
2023-05-15 |
5.875000 |
Other Instrument - CORPORATE BOND |
$340,000.00 |
$299,200.00 |
REVLON CONSUMER PRODS CORP |
2021-02-15 |
5.750000 |
Other Instrument - CORPORATE BOND |
$187,000.00 |
$179,033.02 |
REX ENERGY CORP |
2020-12-01 |
8.875000 |
Other Instrument - CORPORATE BOND |
$200,000.00 |
$211,697.92 |
REYNOLDS GROUP ISSUER INC/ REYNOLDS GROUP ISSUER |
2018-05-15 |
8.500000 |
Other Instrument - CORPORATE BOND |
$200,000.00 |
$211,458.33 |
REYNOLDS GROUP ISSUER INC/ REYNOLDS GROUP ISSUER |
2019-04-15 |
7.125000 |
Other Instrument - CORPORATE BOND |
$1,454,179.00 |
$1,545,065.19 |
REYNOLDS GROUP ISSUER INC/ REYNOLDS GROUP ISSUER |
2020-10-15 |
5.750000 |
Other Instrument - CORPORATE BOND |
$1,107,000.00 |
$1,133,767.88 |
RITE AID CORP |
2020-08-15 |
8.000000 |
Other Instrument - CORPORATE BOND |
$995,000.00 |
$1,106,522.92 |
RIVERS PITTSBURGH BORROWER L P /RIVERS PITTSBURG |
2019-06-15 |
9.500000 |
Other Instrument - CORPORATE BOND |
$347,000.00 |
$381,627.71 |
RiverView HECM Trust |
2047-05-25 |
0.847000 |
Other Instrument - ASSET BACKED SECURITY |
$1,602,000.00 |
$61,897.93 |
ROSETON-DANSKAMMER 2001 PASS THRU TR |
2016-11-08 |
7.670000 |
Other Instrument - ASSET BACKED SECURITY |
$2,652,000.00 |
$154,594.10 |
ROSETTA RES INC |
2021-05-01 |
5.625000 |
Other Instrument - CORPORATE BOND |
$1,200,000.00 |
$1,155,000.00 |
RUBY TUESDAY INC |
2020-05-15 |
7.625000 |
Other Instrument - CORPORATE BOND |
$358,000.00 |
$367,099.17 |
RYERSON INC / JOSEPH T RYERSON & SON INC |
2017-10-15 |
9.000000 |
Other Instrument - CORPORATE BOND |
$930,000.00 |
$995,100.00 |
RYERSON INC / JOSEPH T RYERSON & SON INC |
2018-10-15 |
11.250000 |
Other Instrument - CORPORATE BOND |
$185,000.00 |
$197,718.75 |
RYLAND GROUP INC |
2020-05-01 |
6.625000 |
Other Instrument - CORPORATE BOND |
$165,000.00 |
$175,213.39 |
SBA COMMUNICATIONS CORP |
2019-10-01 |
5.625000 |
Other Instrument - CORPORATE BOND |
$91,000.00 |
$91,526.09 |
SAIL Net Interest Margin Notes |
2035-06-27 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,000,000.00 |
$63.55 |
SM ENERGY CO |
2023-01-01 |
6.500000 |
Other Instrument - CORPORATE BOND |
$1,000,000.00 |
$1,040,652.78 |
SRERS |
2046-05-09 |
0.435000 |
Other Instrument - ASSET BACKED SECURITY |
$35,000,000.00 |
$24,209,297.36 |
SABRE INC |
2019-05-15 |
8.500000 |
Other Instrument - CORPORATE BOND |
$1,927,000.00 |
$2,124,116.04 |
SALLY HLDGS LLC / SALLY CAP INC |
2022-06-01 |
5.750000 |
Other Instrument - CORPORATE BOND |
$175,000.00 |
$178,097.74 |
SAIL Net Interest Margin Notes |
2034-04-27 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$3,000,000.00 |
$18.43 |
SAIL Net Interest Margin Notes |
2033-11-27 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$5,000,000.00 |
$27.74 |
SASCO Net Interest Margin Trust |
2035-11-27 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$2,945,000.00 |
$263,263.82 |
SCHAEFFLER FIN B V |
2019-02-15 |
8.500000 |
Other Instrument - CORPORATE BOND |
$1,367,000.00 |
$1,560,943.12 |
SCOTTS MIRACLE-GRO CO "FORMERLY SCOTTS CO TO 03/ |
2020-12-15 |
6.625000 |
Other Instrument - CORPORATE BOND |
$185,000.00 |
$195,175.00 |
SEALED AIR CORP NEW |
2019-09-15 |
8.125000 |
Other Instrument - CORPORATE BOND |
$161,000.00 |
$184,705.57 |
SEALED AIR CORP NEW |
2021-09-15 |
8.375000 |
Other Instrument - CORPORATE BOND |
$3,318,000.00 |
$3,868,407.81 |
SEALED AIR CORP NEW |
2020-12-01 |
6.500000 |
Other Instrument - CORPORATE BOND |
$2,630,000.00 |
$2,816,912.64 |
Sears Mortgage |
2014-02-25 |
12.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$163,000.00 |
$48.46 |
SENSATA TECHNOLOGIES B V |
2023-10-15 |
4.875000 |
Other Instrument - CORPORATE BOND |
$960,000.00 |
$903,150.00 |
SERVICE CORP INTL |
2018-10-01 |
7.625000 |
Other Instrument - CORPORATE BOND |
$1,300,000.00 |
$1,518,151.74 |
SERVICE CORP INTL |
2027-04-01 |
7.500000 |
Other Instrument - CORPORATE BOND |
$600,000.00 |
$666,625.00 |
SERVICE CORP INTL |
2022-01-15 |
5.375000 |
Other Instrument - CORPORATE BOND |
$2,000,000.00 |
$1,960,416.67 |
SERVICEMASTER CO |
2020-08-15 |
7.000000 |
Other Instrument - CORPORATE BOND |
$657,000.00 |
$603,071.25 |
Sharps SP I LLC Net Interest Margin Trust |
2035-07-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$8,000,000.00 |
$951.84 |
SILGAN HLDGS INC |
2020-04-01 |
5.000000 |
Other Instrument - CORPORATE BOND |
$2,400,000.00 |
$2,425,666.67 |
SINCLAIR TELEVISION GROUP INC |
2018-10-15 |
8.375000 |
Other Instrument - CORPORATE BOND |
$500,000.00 |
$561,953.12 |
SIRIUS XM RADIO INC |
2022-08-15 |
5.250000 |
Other Instrument - CORPORATE BOND |
$1,525,000.00 |
$1,419,330.21 |
US Small Business Administration |
2030-07-01 |
3.800000 |
Other Instrument - ASSET BACKED SECURITY |
$539,000.00 |
$453,495.69 |
SMITHFIELD FOODS INC |
2022-08-15 |
6.625000 |
Other Instrument - CORPORATE BOND |
$1,270,000.00 |
$1,308,527.74 |
SMURFIT CAP FDG PLC |
2025-11-20 |
7.500000 |
Other Instrument - CORPORATE BOND |
$200,000.00 |
$223,416.67 |
SONIC AUTOMOTIVE INC |
2022-07-15 |
7.000000 |
Other Instrument - CORPORATE BOND |
$200,000.00 |
$218,000.00 |
SONIC AUTOMOTIVE INC |
2023-05-15 |
5.000000 |
Other Instrument - CORPORATE BOND |
$254,000.00 |
$236,678.61 |
SPECTRUM BRANDS ESCROW CORP |
2022-11-15 |
6.625000 |
Other Instrument - CORPORATE BOND |
$2,013,000.00 |
$2,092,157.03 |
SPRINGCASTLE I SPV LLC / SPRINGCASTLE II SPV LLC |
2021-04-05 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$4,742,875.00 |
$3,981,475.83 |
SPRINGLEAF FIN CORP |
2020-06-01 |
6.000000 |
Other Instrument - CORPORATE BOND |
$475,000.00 |
$440,562.50 |
SPRINT CAP CORP |
2032-03-15 |
8.750000 |
Other Instrument - CORPORATE BOND |
$620,000.00 |
$660,364.59 |
SPRINT NEXTEL CORP FORMERLY SPRINT CORP TO 08/12 |
2018-11-15 |
9.000000 |
Other Instrument - CORPORATE BOND |
$2,154,339.00 |
$2,569,587.84 |
STARZ LLC / STARZ FIN CORP |
2019-09-15 |
5.000000 |
Other Instrument - CORPORATE BOND |
$268,000.00 |
$262,640.00 |
STEEL DYNAMICS INC |
2019-08-15 |
6.125000 |
Other Instrument - CORPORATE BOND |
$440,000.00 |
$463,122.92 |
STONE ENERGY CORP |
2017-02-01 |
8.625000 |
Other Instrument - CORPORATE BOND |
$230,000.00 |
$245,398.02 |
Structured Asset Mortgage Investments |
2036-02-25 |
1.200000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$144,703,466.00 |
$3,047,128.63 |
SUN MERGER SUB INC |
2021-08-01 |
0.000000 |
Other Instrument - CORPORATE BOND |
$2,500,000.00 |
$2,500,000.00 |
TRW AUTOMOTIVE INC |
2017-12-01 |
8.875000 |
Other Instrument - CORPORATE BOND |
$125,000.00 |
$134,930.12 |
TAYLOR MORRISON CMNTYS INC / MONARCH CMNTYS INC |
2020-04-15 |
7.750000 |
Other Instrument - CORPORATE BOND |
$116,000.00 |
$126,440.00 |
Tazlina Funding CDO |
2046-09-08 |
0.724000 |
Other Instrument - ASSET BACKED SECURITY |
$5,830,000.00 |
$9,675.94 |
TELIGENT, INC |
2015-12-01 |
0.000000 |
Other Instrument - CORPORATE BOND |
$402,101.00 |
$11,743.08 |
TEMBEC INDS INC |
2018-12-15 |
11.250000 |
Other Instrument - CORPORATE BOND |
$14,000.00 |
$15,553.13 |
TENET HEALTHCARE CORP |
2020-08-01 |
8.000000 |
Other Instrument - CORPORATE BOND |
$200,000.00 |
$209,538.89 |
TENET HEALTHCARE CORP |
2018-11-01 |
6.250000 |
Other Instrument - CORPORATE BOND |
$225.00 |
$242.02 |
TENET HEALTHCARE CORP |
2020-08-01 |
8.000000 |
Other Instrument - CORPORATE BOND |
$621.00 |
$646.62 |
TENEDORA NEMAK SA DE CV |
2023-02-28 |
5.500000 |
Other Instrument - CORPORATE BOND |
$450,000.00 |
$428,762.50 |
Terwin Mortgage Trust |
2033-11-25 |
1.234000 |
Other Instrument - ASSET BACKED SECURITY |
$9,256,129.00 |
$2,265,157.19 |
TOPS HLDG CORP / TOPS MKTS LLC |
2017-12-15 |
8.875000 |
Other Instrument - CORPORATE BOND |
$448,000.00 |
$494,480.00 |
TRANSUNION HLDG CO INC |
2018-06-15 |
0.000000 |
Other Instrument - CORPORATE BOND |
$677,000.00 |
$713,388.75 |
USG CORP |
2020-03-30 |
7.875000 |
Other Instrument - CORPORATE BOND |
$165,000.00 |
$180,262.50 |
ULTRAPETROL BAHAMAS LTD |
2021-06-15 |
0.000000 |
Other Instrument - CORPORATE BOND |
$355,000.00 |
$385,163.91 |
UNITED AIR LINES 1991 DFLT |
2014-03-22 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,000,000.00 |
$147,499.05 |
UAL 10.125 03/22/15 |
2015-03-22 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$100,000.00 |
$45,193.35 |
UNITED AIR LINES NINETEEN 01 UNITED AIR LINES 19 |
2014-07-01 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$4,500,000.00 |
$430,941.13 |
UA THEATRE CIRCUIT INC 95-A |
2015-07-01 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$321,000.00 |
$57,714.09 |
UNITED ARTISTS THEATRE |
2015-07-01 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$2,000,000.00 |
$378,944.08 |
UNITED ARTISTS THEATRE |
2015-07-01 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$608,198.00 |
$123,092.76 |
UNITED STATES WATCH U S WEST CAP FDG INC |
2018-11-15 |
6.500000 |
Other Instrument - CORPORATE BOND |
$1,000,000.00 |
$1,103,958.33 |
UNITYMEDIA HESSEN GMBH & CO KG / UNITYMEDIA NRW |
2023-01-15 |
5.500000 |
Other Instrument - CORPORATE BOND |
$3,851,000.00 |
$3,530,885.62 |
UNIVISION COMMICATIONS INC |
2019-05-15 |
6.875000 |
Other Instrument - CORPORATE BOND |
$4,875,000.00 |
$5,246,972.65 |
VERSO PAPER HLDGS LLC / VERSO PAPER INC |
2016-08-01 |
11.375000 |
Other Instrument - CORPORATE BOND |
$60,549.00 |
$27,801.87 |
VERSO PAPER HLDGS LLC / VERSO PAPER INC |
2019-02-01 |
8.750000 |
Other Instrument - CORPORATE BOND |
$282,000.00 |
$97,867.71 |
VIDEOTRON LTEE |
2022-07-15 |
5.000000 |
Other Instrument - CORPORATE BOND |
$250,000.00 |
$232,500.00 |
VIRGIN MEDIA SECD FIN PLC |
2018-01-15 |
6.500000 |
Other Instrument - CORPORATE BOND |
$100,000.00 |
$105,604.17 |
VISANT CORP |
2017-10-01 |
10.000000 |
Other Instrument - CORPORATE BOND |
$270,000.00 |
$262,950.00 |
WM Asset Holdings Corp. |
2046-10-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$8,975,000.00 |
$15,194.65 |
WM Asset Holdings Corp. |
2046-09-26 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$2,000,000.00 |
$87,788.37 |
Washington Mutual WMABS Corp. |
2036-09-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,920,000.00 |
$3,254.63 |
Washington Mutual WMABS Corp. |
2036-09-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$7,925,000.00 |
$2,057.73 |
Washington Mutual WMABS Corp. |
2036-09-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$2,385,000.00 |
$2,869.98 |
WENDYS INTL INC ACQUIRED BY WENDYS / ARBYS GROUP |
2025-12-15 |
7.000000 |
Other Instrument - CORPORATE BOND |
$300,000.00 |
$296,625.00 |
WINDSTREAM CORP |
2023-04-01 |
7.500000 |
Other Instrument - CORPORATE BOND |
$2,000,000.00 |
$2,012,083.33 |
XL CAP LTD FORMERLY |
2099-12-31 |
6.500000 |
Other Instrument - CORPORATE BOND |
$541,000.00 |
$536,604.37 |
XM SATELLITE RADIO INC |
2018-11-01 |
7.625000 |
Other Instrument - CORPORATE BOND |
$3,279,000.00 |
$3,648,559.24 |
ZAYO GROUP LLC / ZAYO CAP INC |
2020-07-01 |
10.125000 |
Other Instrument - CORPORATE BOND |
$544,000.00 |
$626,467.00 |
ZIONS BANC NCPP-J |
2023-09-15 |
0.000000 |
Other Instrument - CORPORATE BOND |
$3,593,000.00 |
$3,575,035.00 |
8.375% BD REDEEM 01 |
2022-04-01 |
8.375000 |
Other Instrument - CORPORATE BOND |
$1,150,000.00 |
$226,258.51 |
6.25% NT REDEEM 05 |
2023-02-05 |
6.250000 |
Other Instrument - CORPORATE BOND |
$115,000.00 |
$101,699.13 |
PACIFIC RUBIALES ENERGY CORP |
2021-12-12 |
7.250000 |
Other Instrument - CORPORATE BOND |
$303,000.00 |
$318,364.62 |
CEMEX ESPANA, S.A. |
2020-05-05 |
9.250000 |
Other Instrument - CORPORATE BOND |
$1,640,000.00 |
$1,782,645.83 |
BNP PARIBAS |
2056-12-25 |
7.195000 |
Other Instrument - CORPORATE BOND |
$112,000.00 |
$112,054.99 |
ACACIA CD0 9 LTD |
2046-04-12 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$10,000,000.00 |
$479,438.91 |
ACACIA CDO 6 LTD |
2040-05-14 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$7,000,000.00 |
$36,880.54 |
ACCDO 11X A |
2047-03-15 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$10,000,000.00 |
$120,951.24 |
ALESC 7X INC |
2035-07-23 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$7,750,000.00 |
$453,127.00 |
ALESCO PREFERRED FDG VII |
2035-07-23 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,000,000.00 |
$46,239.75 |
ALESCO PREFERRE 1.52255 23SEP37 FRN |
2037-09-23 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$2,750,000.00 |
$15,335.30 |
ALESCO PREFERRED FUNDING XII LTD / |
2037-07-15 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$14,000,000.00 |
$320,460.83 |
BABSON CLO LTD/CAYMAN I 0.0 15JUL18 |
2018-07-15 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$3,000,000.00 |
$2,112,051.66 |
BELLE HAVEN ABS CDO |
2044-11-03 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$9,000,000.00 |
$169,703.01 |
BLACKROCK SENIOR INCOME SERIES III OFFSHORE |
2016-09-12 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$300,000.00 |
$178,024.37 |
BERING CDO I LTD |
2046-09-07 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,000,000.00 |
$99,973.53 |
REG S BUCKINGHAM CDO111 LTD/LLC |
2051-09-05 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$8,000,000.00 |
$4,507.44 |
C BASS CBO XI LTD / C BASS CBO XI CORP |
2039-09-15 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$14,158,541.00 |
$457,652.68 |
C BASS CBO XV LTD |
2041-02-16 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$4,000,000.00 |
$215,362.93 |
6.75% NT REDEEM 09 |
2022-02-09 |
6.750000 |
Other Instrument - CORPORATE BOND |
$1,385,000.00 |
$1,432,003.44 |
COAST INVESTMENT GR 0.0 10OCT16 FRN |
2016-10-10 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,000,000.00 |
$335,108.93 |
CSAM FSG IV CSAM FDG |
2016-06-09 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$15,200,000.00 |
$461,839.37 |
CSN ISLANDS XII COR |
2099-12-01 |
7.000000 |
Other Instrument - CORPORATE BOND |
$560,000.00 |
$446,895.56 |
DUKE FUNDING VIII CDO LTD |
2039-09-08 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$7,000,000.00 |
$324,169.21 |
DUKE FUNDING 3.7709 08APR39 144A FR |
2039-04-08 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$9,670,000.00 |
$24.79 |
DUKE FDG HIGH GRADE 1V LTD,KY |
2050-02-03 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$2,938,568.00 |
$57.99 |
DUKE FUNDING VIII LTD |
2045-04-07 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$5,000,000.00 |
$192,505.38 |
DUKE FUNDING HIGH GRADE III LT |
2049-08-02 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$500,000.00 |
$13,582.31 |
DUKE FDG HIGH GRADE V.LTD,KY |
2050-07-03 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$14,000,000.00 |
$260.95 |
DUKE FUNDING IX LTD |
2045-03-09 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$240,000.00 |
$11,859.34 |
GALE FOCE I CLO LTD |
2017-11-15 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$500,000.00 |
$451,495.98 |
FIBRIA OVERSEAS FIN |
2021-03-03 |
6.750000 |
Other Instrument - CORPORATE BOND |
$425,000.00 |
$462,479.69 |
FLAGSHIP CLO VI |
2021-06-10 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$19,375,000.00 |
$2,831.73 |
GEMSTONE CDO IV LTD |
2041-02-12 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$3,000,000.00 |
$166,753.22 |
GEM LIGOS III LTD |
2021-03-23 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$300,000.00 |
$28,877.16 |
GSC 2007-8X |
2021-04-17 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$3,700,000.00 |
$218,239.52 |
GTD SR NT REG S |
2022-11-01 |
5.500000 |
Other Instrument - CORPORATE BOND |
$182,000.00 |
$167,654.86 |
8.125 JAG 21 SRN-S |
2021-05-15 |
0.000000 |
Other Instrument - CORPORATE BOND |
$400,000.00 |
$453,979.17 |
KINGSLAND II |
2021-04-21 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$500,000.00 |
$95,295.21 |
REG S LATITUDE CLO II |
2018-12-15 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,000,000.00 |
$360,010.02 |
LCM 4X INC |
2017-07-12 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,425,000.00 |
$474,533.31 |
LONG GROVE CLO LTD |
2016-05-25 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$3,500,000.00 |
$118,417.94 |
MADISON PARK FUNDING |
2019-05-10 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,060,000.00 |
$178,611.88 |
DENALI CAPITAL CLO V LTD |
2019-09-08 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$300,000.00 |
$200,401.70 |
MONT 2006-1X A3 |
2042-09-06 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$5,000,000.00 |
$65,271.91 |
NEPTUNE CDO V LTD |
2045-01-12 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$50,000,000.00 |
$946.64 |
NWALL 2005-1X C |
2041-12-06 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$750,000.00 |
$152,185.61 |
OAK HILL CREDIT PARTNERS V LTD |
2021-04-16 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$450,000.00 |
$280,250.37 |
GTD PERP NT REG S |
2099-12-31 |
8.875000 |
Other Instrument - CORPORATE BOND |
$216,000.00 |
$189,783.75 |
PINE MOUNTAIN CDO |
2045-11-16 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,000,000.00 |
$58,338.83 |
PORT JACKSON CDO 2006 |
2052-11-19 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$2,500,000.00 |
$53,622.18 |
PORT JACKSON CDO 2006 1 |
2052-11-19 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$2,500,000.00 |
$917.08 |
7.75% NT REDEEM 15 |
2017-02-15 |
7.750000 |
Other Instrument - CORPORATE BOND |
$400,000.00 |
$422,791.67 |
SANDS POINT FUNDING LTD |
2020-07-18 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$330,000.00 |
$76,973.33 |
SAPPHIRE VALLEY CDO I |
2022-12-14 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$4,000,000.00 |
$264,925.54 |
ALTIUS III FUNDING |
2041-12-02 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$40,500,000.00 |
$80,180.39 |
GABS REGS SHERWOOD,KY |
2039-11-06 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$2,750,000.00 |
$8.20 |
SOUTH COAST FDG |
2036-12-21 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$5,000,000.00 |
$59,846.76 |
STONE TOWER CLO VI LTD. |
2021-04-17 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$500,000.00 |
$330,523.92 |
TABERNA PREFERRED FUNDING III |
2036-02-05 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$1,000,000.00 |
$5,089.45 |
TABERNA PREFERRED FUNDING VII |
2037-02-05 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$510,000.00 |
$19,241.62 |
TRALEE CDO I LTD |
2022-03-16 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$5,000,000.00 |
$101,196.43 |
TRAPEZA CDO XII INC CO ISSUER |
2042-04-06 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$4,500,000.00 |
$167,804.84 |
VENTURE IX CDO LTD |
2021-10-12 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$300,000.00 |
$58,063.89 |
VENTURE VII CDO LTD |
2022-01-20 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$2,260,000.00 |
$332,694.87 |
VERTICAL CDO LTD 0.86 09FEB46 FRN |
2046-02-09 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$50,000,000.00 |
$3,000.00 |
3 C7 REG S WHATLEY CDO I LTD WHATLEY CDO I |
2044-06-09 |
0.000000 |
Other Instrument - ASSET BACKED SECURITY |
$350,000.00 |
$10,230.62 |
BANCO DO ESTADO DO RIO GRANDE DO SUL S A |
2022-02-02 |
7.375000 |
Other Instrument - CORPORATE BOND |
$143,000.00 |
$140,855.00 |
3.875% NT REDEEM 02 |
2018-05-02 |
3.875000 |
Other Instrument - CORPORATE BOND |
$790,000.00 |
$726,800.00 |
9% NT PERPETUAL USD |
2099-10-07 |
9.000000 |
Other Instrument - CORPORATE BOND |
$605,000.00 |
$595,471.25 |
INVERSIONES ALSACIA SA |
2018-08-18 |
8.000000 |
Other Instrument - CORPORATE BOND |
$104,000.00 |
$56,437.33 |
5.875% MTN REDEEM 2 |
2019-03-25 |
5.875000 |
Other Instrument - CORPORATE BOND |
$169,000.00 |
$167,782.38 |
CENTRAIS ELETRICAS BRASILEIRAS |
2021-10-27 |
5.750000 |
Other Instrument - CORPORATE BOND |
$1,042,000.00 |
$989,530.96 |
SR NT REG S |
2022-09-27 |
5.375000 |
Other Instrument - CORPORATE BOND |
$2,000,000.00 |
$1,770,000.00 |
CONTROLADORA MABE SA |
2019-10-28 |
7.875000 |
Other Instrument - CORPORATE BOND |
$48,000.00 |
$53,841.00 |
EMPRESAS ICA, S.A. DE C.V. |
2021-02-04 |
8.900000 |
Other Instrument - CORPORATE BOND |
$1,000.00 |
$943.93 |
BANCO DO BRASIL GRAND CAYMAN BRANCH |
2099-12-31 |
9.250000 |
Other Instrument - CORPORATE BOND |
$110,000.00 |
$114,950.00 |
4.875% NT REDEEM 13 |
2028-02-13 |
4.875000 |
Other Instrument - CORPORATE BOND |
$1,610,000.00 |
$1,448,681.35 |
4.90% BD REDEEM 24 |
2023-04-24 |
4.900000 |
Other Instrument - CORPORATE BOND |
$1,217,739.00 |
$1,147,292.80 |
OGX PETROLEO E GAS PARTICIPACOES SA |
2018-06-01 |
8.500000 |
Other Instrument - CORPORATE BOND |
$837,000.00 |
$176,223.37 |
5.50% NT REDEEM 28 |
2023-02-28 |
5.500000 |
Other Instrument - CORPORATE BOND |
$2,760,000.00 |
$2,629,743.33 |
FMG RESOURCES AUGUST 2006 PTY LTD. |
2017-04-01 |
6.000000 |
Other Instrument - CORPORATE BOND |
$1,324,000.00 |
$1,347,170.00 |
ATHLON HOLDINGS FIN |
2021-04-15 |
0.000000 |
Other Instrument - CORPORATE BOND |
$100,000.00 |
$104,265.62 |
AVAYA INC 7.0 01APR19 |
2019-04-01 |
0.000000 |
Other Instrument - CORPORATE BOND |
$830,000.00 |
$781,421.95 |
JBS USA LLC |
2021-06-01 |
7.250000 |
Other Instrument - CORPORATE BOND |
$25,000.00 |
$25,823.09 |
9.375% BD REDEEM 12 |
2022-10-12 |
9.375000 |
Other Instrument - CORPORATE BOND |
$425,000.00 |
$468,960.94 |
6.125% NT REDCONV 1 |
2021-10-15 |
6.125000 |
Other Instrument - CORPORATE BOND |
$100,000.00 |
$102,046.88 |
WOODSIDE HOMES CO LLC |
2021-12-15 |
0.000000 |
Other Instrument - CORPORATE BOND |
$500,000.00 |
$505,781.25 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $646,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $646,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .6%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $646,000,000.00
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: $646,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield): MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 0.730
Item 28. The CUSIP. 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: 0MLP01S10
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 728612
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
CGBAM COML MTG TR 2013-BREH |
2030-05-15 |
0.000000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$22,798,609.00 |
$23,144,602.87 |
Countrywide Home Equity Loan Trust |
2035-09-25 |
0.664000 |
Other Instrument - ASSET BACKED SECURITY |
$2,856,868.00 |
$2,715,042.30 |
Countrywide Home Loans |
2035-09-20 |
4.912000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$5,663,249.00 |
$1,317,163.93 |
GS Mortgage Securities Corp II |
2020-03-06 |
4.085000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$11,108,053.00 |
$11,167,152.73 |
Gramercy Real Estate CDO |
2041-07-25 |
0.526000 |
Other Instrument - ASSET BACKED SECURITY |
$29,108,016.00 |
$10,639,030.00 |
Highland Park CDO |
2051-11-25 |
0.592000 |
Other Instrument - ASSET BACKED SECURITY |
$87,148,406.00 |
$32,044,124.40 |
JP Morgan Chase Commercial Mortgage Securities Corp |
2045-07-15 |
6.003000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$12,076,395.00 |
$11,719,658.29 |
Wachovia Bank Commercial Mortgage Trust |
2043-12-15 |
5.383000 |
Other Instrument - COLLATERALIZED MORTGAGE OBLIGATION |
$11,575,000.00 |
$12,292,869.93 |
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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-01
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $100,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: METLIFE SHORT TERM FUNDING LLC
Item 27. The title of the issue (including coupon or yield): METLIFE SHORT TERM FUNDING LLC 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 59157UAM2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-21
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 |
---|---|---|
METROPOLITAN LIFE INSURANCE CO. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $40,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $39,960,555.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $39,962,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $39,962,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: METLIFE SHORT TERM FUNDING LLC
Item 27. The title of the issue (including coupon or yield): METLIFE SHORT TERM FUNDING LLC 0.270
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 59157TXM0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-21
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 |
---|---|---|
METROPOLITAN LIFE INSURANCE CO. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,990,625.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,994,750.00
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: $24,994,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: METLIFE SHORT TERM FUNDING LLC
Item 27. The title of the issue (including coupon or yield): METLIFE SHORT TERM FUNDING LLC 0.270
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 59157TXG3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-16
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 |
---|---|---|
METROPOLITAN LIFE INSURANCE CO. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $65,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $64,978,062.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $64,988,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $64,988,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: METLIFE SHORT TERM FUNDING LLC
Item 27. The title of the issue (including coupon or yield): METLIFE SHORT TERM FUNDING LLC 0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 59157TW58
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-05
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 |
---|---|---|
METROPOLITAN LIFE INSURANCE CO. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $52,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $51,998,671.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $51,998,960.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $51,998,960.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: METLIFE SHORT TERM FUNDING LLC
Item 27. The title of the issue (including coupon or yield): METLIFE SHORT TERM FUNDING LLC 0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 59157TWG4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-16
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 |
---|---|---|
METROPOLITAN LIFE INSURANCE CO. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $65,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $64,993,770.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $64,996,750.00
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: $64,996,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: METLIFE SHORT TERM FUNDING LLC
Item 27. The title of the issue (including coupon or yield): METLIFE SHORT TERM FUNDING LLC 0.270
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 59157TXF5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
METROPOLITAN LIFE INSURANCE CO. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $55,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $54,981,850.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $54,990,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $54,990,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: METLIFE SHORT TERM FUNDING LLC
Item 27. The title of the issue (including coupon or yield): METLIFE SHORT TERM FUNDING LLC 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 59157UBJ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-18
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 |
---|---|---|
METROPOLITAN LIFE INSURANCE CO. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,940,972.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,937,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,937,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: METROPOLITAN LIFE GLOBAL FUNDING I
Item 27. The title of the issue (including coupon or yield): METROPOLITAN LIFE GLOBAL FUNDING I 0.524
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 59217GAK5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $525,650,000.00
Item 41. The total current amortized cost, to the nearest cent: $525,650,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $525,625,820.10
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $525,625,820.10
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: METROPOLITAN LIFE GLOBAL FUNDING I
Item 27. The title of the issue (including coupon or yield): METROPOLITAN LIFE GLOBAL FUNDING I 0.469
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 59217FCA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $337,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $337,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .31%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $337,235,563.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $337,235,563.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MITSUBISHI UFJ TRUST & BANKING CORP-LONDON
Item 27. The title of the issue (including coupon or yield): MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.250
Item 28. The CUSIP. 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: 0A3074N
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000852743
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-22
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: $90,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $89,948,782.80
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $89,957,700.00
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: $89,957,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MITSUBISHI UFJ TRUST & BANKING CORP-LONDON
Item 27. The title of the issue (including coupon or yield): MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.260
Item 28. The CUSIP. 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: 28300VP
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1462160
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $103,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $102,965,083.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $102,973,220.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $102,973,220.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MITSUBISHI UFJ TRUST & BANKING CORP-LONDON
Item 27. The title of the issue (including coupon or yield): MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.260
Item 28. The CUSIP. 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: 0A5265N
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1462160
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $59,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $58,923,401.36
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $58,922,710.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $58,922,710.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
Item 27. The title of the issue (including coupon or yield): MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60682AGQ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-26
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: $216,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $216,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $216,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $216,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
Item 27. The title of the issue (including coupon or yield): MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.27
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60682AFL5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-22
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: $211,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $211,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $211,029,540.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $211,029,540.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
Item 27. The title of the issue (including coupon or yield): MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.28
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60682AEJ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $315,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $315,000,000.00
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: $315,031,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $315,031,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
Item 27. The title of the issue (including coupon or yield): MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.27
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60682AFG6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-20
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: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $300,042,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $300,042,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
Item 27. The title of the issue (including coupon or yield): MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.27
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60682AEE2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $169,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $169,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $169,511,865.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $169,511,865.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
Item 27. The title of the issue (including coupon or yield): MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.28
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60682ADZ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $31,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $31,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $31,000,310.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $31,000,310.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
Item 27. The title of the issue (including coupon or yield): MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.27
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60682AEU6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $55,005,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $55,005,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MIZUHO BANK LIMITED-LONDON
Item 27. The title of the issue (including coupon or yield): MIZUHO BANK LIMITED-LONDON 0.270
Item 28. The CUSIP. 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: 22225WN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001512734
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $136,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $135,987,768.51
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $135,990,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $135,990,480.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MIZUHO BANK LIMITED-LONDON
Item 27. The title of the issue (including coupon or yield): MIZUHO BANK LIMITED-LONDON 0.275
Item 28. The CUSIP. 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: 37885DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001512734
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-09
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: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $25,000,027.76
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $25,000,750.00
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: $25,000,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MIZUHO BANK LIMITED-LONDON
Item 27. The title of the issue (including coupon or yield): MIZUHO BANK LIMITED-LONDON 0.28
Item 28. The CUSIP. 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: 0A5790N
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001512734
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-27
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: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $75,000,905.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $74,955,750.00
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: $74,955,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MIZUHO BANK LIMITED-LONDON
Item 27. The title of the issue (including coupon or yield): MIZUHO BANK LIMITED-LONDON 0.270
Item 28. The CUSIP. 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: 38405DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001512734
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $520,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $519,953,231.20
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $519,963,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $519,963,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MIZUHO BANK LIMITED-LONDON
Item 27. The title of the issue (including coupon or yield): MIZUHO BANK LIMITED-LONDON 0.270
Item 28. The CUSIP. 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: 44652DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001512734
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $120,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $119,932,546.48
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $119,941,200.00
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: $119,941,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MIZUHO BANK LIMITED-NEW YORK
Item 27. The title of the issue (including coupon or yield): MIZUHO BANK LIMITED-NEW YORK 0.22
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60688RKL6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $200,004,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $200,004,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MIZUHO BANK LIMITED-NEW YORK
Item 27. The title of the issue (including coupon or yield): MIZUHO BANK LIMITED-NEW YORK 0.22
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60688RKK8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $6,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $6,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $6,000,060.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $6,000,060.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MIZUHO BANK LIMITED-NEW YORK
Item 27. The title of the issue (including coupon or yield): MIZUHO BANK LIMITED-NEW YORK 0.22
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60688LBG0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,093,400,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,093,400,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,093,410,934.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,093,410,934.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MIZUHO BANK LIMITED-NEW YORK
Item 27. The title of the issue (including coupon or yield): MIZUHO BANK LIMITED-NEW YORK 0.21
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60688LCB0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-01
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: $155,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $155,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $154,992,250.00
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: $154,992,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MIZUHO BANK LIMITED-SYDNEY
Item 27. The title of the issue (including coupon or yield): MIZUHO BANK LIMITED-SYDNEY 0.270
Item 28. The CUSIP. 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: 25832WP
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001512734
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,991,305.99
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,993,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,993,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MIZUHO FUNDING LLC
Item 27. The title of the issue (including coupon or yield): MIZUHO FUNDING LLC 0.215
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 60688FY11
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-01
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: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,994,535.42
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,994,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $14,994,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MONT BLANC CAPITAL CORPORATION
Item 27. The title of the issue (including coupon or yield): MONT BLANC CAPITAL CORPORATION 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 6117P4Z94
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Liquidity/Partial C/E |
ING BANK NV |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $55,383,000.00
Item 41. The total current amortized cost, to the nearest cent: $55,344,924.19
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $55,348,662.54
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $55,348,662.54
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NATIONAL AUSTRALIA BANK LIMITED
Item 27. The title of the issue (including coupon or yield): NATIONAL AUSTRALIA BANK LIMITED 0.06
Item 28. The CUSIP. 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: 0NAB01NJ7
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000833029
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $132,275,000.00
Item 41. The total current amortized cost, to the nearest cent: $132,275,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $132,275,000.00
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: $132,275,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NATIONAL AUSTRALIA BANK LIMITED-LONDON
Item 27. The title of the issue (including coupon or yield): NATIONAL AUSTRALIA BANK LIMITED-LONDON 0.223
Item 28. The CUSIP. 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: 20823WN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000833029
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $550,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $549,960,369.86
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: $549,961,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $549,961,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NATIXIS - NEW YORK BRANCH
Item 27. The title of the issue (including coupon or yield): NATIXIS - NEW YORK BRANCH 0.27
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 63873EWY3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $288,200,000.00
Item 41. The total current amortized cost, to the nearest cent: $288,200,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $288,200,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $288,200,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NATIXIS - NEW YORK BRANCH
Item 27. The title of the issue (including coupon or yield): NATIXIS - NEW YORK BRANCH 0.303
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 63873EUM1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-25
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
NATIXIS - NEW YORK BRANCH |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $764,750,000.00
Item 41. The total current amortized cost, to the nearest cent: $764,750,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $764,635,287.50
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: $764,635,287.50
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NATIXIS S.A. - GRAND CAYMAN
Item 27. The title of the issue (including coupon or yield): NATIXIS S.A. - GRAND CAYMAN 0.1
Item 28. The CUSIP. 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: 0NGC01KX1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1274981
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $400,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $400,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $400,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $400,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NATIXIS S.A. - GRAND CAYMAN
Item 27. The title of the issue (including coupon or yield): NATIXIS S.A. - GRAND CAYMAN 0.1
Item 28. The CUSIP. 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: 0NGC01KV5
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1274981
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,318,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,318,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,318,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,318,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NATIXIS U.S. FINANCE COMPANY LLC.
Item 27. The title of the issue (including coupon or yield): NATIXIS U.S. FINANCE COMPANY LLC. 0.270
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 6323A0YF9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $286,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $286,338,843.75
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $286,351,020.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $286,351,020.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NATIXIS U.S. FINANCE COMPANY LLC.
Item 27. The title of the issue (including coupon or yield): NATIXIS U.S. FINANCE COMPANY LLC. 0.210
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 6323A0X45
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $250,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $249,951,875.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $249,957,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $249,957,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NEDERLANDSE WATERSCHAPSBANK NV
Item 27. The title of the issue (including coupon or yield): NEDERLANDSE WATERSCHAPSBANK NV 0.295
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 63975WAH1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-01
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: $95,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $95,018,770.53
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $95,007,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $95,007,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NEDERLANDSE WATERSCHAPSBANK NV
Item 27. The title of the issue (including coupon or yield): NEDERLANDSE WATERSCHAPSBANK NV 0.266
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 63975WAJ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $435,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $435,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .4%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $434,969,550.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $434,969,550.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NIEUW AMSTERDAM RECEIVABLES CORPORATION
Item 27. The title of the issue (including coupon or yield): NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.200
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 65409RYJ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Liquidity/Partial C/E |
RABOBANK NEDERLAND |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,991,333.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,992,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,992,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORDEA BANK AB
Item 27. The title of the issue (including coupon or yield): NORDEA BANK AB 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 65558FYJ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $27,600,000.00
Item 41. The total current amortized cost, to the nearest cent: $27,585,648.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $27,590,064.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $27,590,064.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORDEA BANK AB
Item 27. The title of the issue (including coupon or yield): NORDEA BANK AB 0.235
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 65558FYN9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-22
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: $145,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $144,922,384.72
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $144,942,000.00
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: $144,942,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORDEA BANK FINLAND PLC
Item 27. The title of the issue (including coupon or yield): NORDEA BANK FINLAND PLC 0.24
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 65558EKS6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-22
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: $480,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $480,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .44%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $480,067,200.00
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: $480,067,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORDEA BANK FINLAND PLC
Item 27. The title of the issue (including coupon or yield): NORDEA BANK FINLAND PLC 0.290
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 65558EHT8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-25
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: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $149,998,233.01
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $150,040,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $150,040,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORDEA BANK FINLAND PLC
Item 27. The title of the issue (including coupon or yield): NORDEA BANK FINLAND PLC 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 65558EPG7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-05
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: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,995,638.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $100,004,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $100,004,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORDEA BANK FINLAND PLC
Item 27. The title of the issue (including coupon or yield): NORDEA BANK FINLAND PLC 0.260
Item 28. The CUSIP. 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: 39238CP
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001002614
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $522,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $521,932,229.82
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $521,958,240.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $521,958,240.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORDEA BANK FINLAND PLC
Item 27. The title of the issue (including coupon or yield): NORDEA BANK FINLAND PLC 0.06
Item 28. The CUSIP. 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: 0MBK02C33
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001002614
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,000,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,000,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,000,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORDEA BANK FINLAND PLC
Item 27. The title of the issue (including coupon or yield): NORDEA BANK FINLAND PLC 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 65558ENS3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-30
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: $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: .19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $205,043,050.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $205,043,050.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield): NORINCHUKIN BANK-NEW YORK 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: 65602NS47
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $127,700,000.00
Item 41. The total current amortized cost, to the nearest cent: $127,700,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $127,706,385.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $127,706,385.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield): NORINCHUKIN BANK-NEW YORK 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: 65602N3A0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-12
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: $405,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $405,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $405,000,000.00
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: $405,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield): NORINCHUKIN BANK-NEW YORK 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: 65602N3G7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $125,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $125,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $125,000,000.00
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: $125,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield): NORINCHUKIN BANK-NEW YORK 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: 65602N2N3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $200,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $200,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield): NORINCHUKIN BANK-NEW YORK 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: 65602NX25
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-25
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: $121,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $121,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $121,007,260.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $121,007,260.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield): NORINCHUKIN BANK-NEW YORK 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: 65602NS88
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $263,700,000.00
Item 41. The total current amortized cost, to the nearest cent: $263,700,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $263,713,185.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $263,713,185.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield): NORINCHUKIN BANK-NEW YORK 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: 65602NX58
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-28
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: $285,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $285,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $285,019,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $285,019,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield): NORINCHUKIN BANK-NEW YORK 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: 65602NT95
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $194,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $194,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $194,009,700.00
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: $194,009,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORINCHUKIN BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield): NORINCHUKIN BANK-NEW YORK 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: 65602NW34
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-25
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: $85,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $85,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $85,005,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $85,005,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: NORTHERN PINES FUNDING LLC
Item 27. The title of the issue (including coupon or yield): NORTHERN PINES FUNDING LLC 0.290
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 66560KZG6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-16
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 |
---|---|---|
DEUTSCHE BANK AG |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,914,611.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,924,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,924,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: OLD LINE FUNDING LLC
Item 27. The title of the issue (including coupon or yield): OLD LINE FUNDING LLC 0.260
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 67983TW51
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Liquidity/Partial C/E |
ROYAL BANK OF CANADA |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,999,133.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $29,999,700.00
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: $29,999,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: OVERSEA-CHINESE BANKING CORPORATION LTD-HONG KONG
Item 27. The title of the issue (including coupon or yield): OVERSEA-CHINESE BANKING CORPORATION LTD-HONG KONG
Item 28. The CUSIP. 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: 0A6666N
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1448817
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $199,728,868.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .18%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $199,752,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $199,752,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: OVERSEA-CHINESE BANKING CORPORATION-LONDON
Item 27. The title of the issue (including coupon or yield): OVERSEA-CHINESE BANKING CORPORATION-LONDON 0.270
Item 28. The CUSIP. 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: 27701VN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1448817
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-09
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: $77,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $76,978,085.06
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $76,985,370.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $76,985,370.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RABOBANK NEDERLAND
Item 27. The title of the issue (including coupon or yield): RABOBANK NEDERLAND 0.263
Item 28. The CUSIP. 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: 20633VN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001098062
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $521,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $521,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $521,109,410.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $521,109,410.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RABOBANK NEDERLAND
Item 27. The title of the issue (including coupon or yield): RABOBANK NEDERLAND 0.360
Item 28. The CUSIP. 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: 20871WN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001098062
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-20
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: $227,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $226,409,667.47
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $226,486,980.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $226,486,980.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RABOBANK NEDERLAND-NEW YORK
Item 27. The title of the issue (including coupon or yield): RABOBANK NEDERLAND-NEW YORK 0.31
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 21685VAD1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-10
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: $189,700,000.00
Item 41. The total current amortized cost, to the nearest cent: $189,700,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .17%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $189,734,146.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $189,734,146.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RABOBANK NEDERLAND-NEW YORK
Item 27. The title of the issue (including coupon or yield): RABOBANK NEDERLAND-NEW YORK 0.300
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 21684BCG7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $103,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $103,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $103,040,170.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $103,040,170.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RABOBANK NEDERLAND-NEW YORK
Item 27. The title of the issue (including coupon or yield): RABOBANK NEDERLAND-NEW YORK 0.312
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 21684BBZ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $253,300,000.00
Item 41. The total current amortized cost, to the nearest cent: $253,300,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $253,416,011.40
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $253,416,011.40
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RABOBANK NEDERLAND-NEW YORK
Item 27. The title of the issue (including coupon or yield): RABOBANK NEDERLAND-NEW YORK 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: 21684BGB4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-10
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: $388,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $388,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $388,097,000.00
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: $388,097,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RABOBANK NEDERLAND-NEW YORK
Item 27. The title of the issue (including coupon or yield): RABOBANK NEDERLAND-NEW YORK 0.264
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 21684BDQ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $529,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $529,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .49%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $529,121,670.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $529,121,670.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RABOBANK NEDERLAND-NEW YORK
Item 27. The title of the issue (including coupon or yield): RABOBANK NEDERLAND-NEW YORK 0.288
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 21684BHA5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $577,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $577,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .53%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $577,115,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $577,115,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RABOBANK NEDERLAND-NEW YORK
Item 27. The title of the issue (including coupon or yield): RABOBANK NEDERLAND-NEW YORK 0.315
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 21684BEM2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $229,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $229,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $229,068,242.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $229,068,242.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RABOBANK USA FINANCIAL CORP
Item 27. The title of the issue (including coupon or yield): RABOBANK USA FINANCIAL CORP 0.311
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 74977KY11
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-01
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: $383,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $382,798,818.61
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: $382,911,910.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $382,911,910.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RABOBANK USA FINANCIAL CORP
Item 27. The title of the issue (including coupon or yield): RABOBANK USA FINANCIAL CORP 0.301
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 74977LDN4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-22
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: $120,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $119,767,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $119,776,800.00
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: $119,776,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RBC CAPITAL MARKETS LLC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield): RBC CAPITAL MARKETS LLC (NON-TRADITIONAL REPO) 0.13
Item 28. The CUSIP. 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: 0RCM01AI8
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 352613
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
AMERICAN HONDA FIN CORP MEDIUM TERM NTS BOOK ENT |
2018-10-01 |
7.625000 |
Other Note - MEDIUM TERM NOTE |
$143,000.00 |
$182,413.52 |
AUSTRALIA & NEW ZEALAND BKG GROUP LTD NY BRH MED |
2016-02-12 |
0.900000 |
Other Note - MEDIUM TERM NOTE |
$1,790,000.00 |
$1,779,349.50 |
BANK AMER CORP |
2019-06-01 |
7.625000 |
Other Note - MEDIUM TERM NOTE |
$1,857,591.00 |
$2,271,073.47 |
BANK NEW YORK INC MEDIUM TERM SR NTS BOOK ENTRY |
2014-11-24 |
1.700000 |
Other Note - MEDIUM TERM NOTE |
$7,412,834.00 |
$7,542,360.92 |
CANADIAN IMPERIAL BK COMM TORONTO ONT |
2013-09-13 |
1.450000 |
Other Instrument - CORPORATE BOND |
$192,640.00 |
$193,993.56 |
CIBC |
2014-12-12 |
1.500000 |
Other Instrument - CORPORATE BOND |
$3,206,554.00 |
$3,249,521.82 |
CANADIAN IMPERIAL BK COMM TORONTO ONT |
2015-10-01 |
0.900000 |
Other Instrument - CORPORATE BOND |
$880,000.00 |
$879,260.80 |
COMMONWEALTH BK AUSTRALIA MEDIUM TERM NTS BOOK E |
2017-03-16 |
2.250000 |
Other Note - MEDIUM TERM NOTE |
$100,000.00 |
$103,385.00 |
COMMONWEALTH BK AUSTRALIA NY BRH MEDIUM TERM SR |
2015-09-18 |
1.250000 |
Other Note - MEDIUM TERM NOTE |
$900,000.00 |
$913,036.50 |
COMPAGNIE DE FINANCEMENT FONCIER MEDIUM TERM NTS |
2015-09-16 |
2.500000 |
Other Instrument - CORPORATE BOND |
$500,000.00 |
$519,864.44 |
CREDIT SUISSE AG GUERNSEY BRH |
2015-03-06 |
1.625000 |
Other Instrument - CORPORATE BOND |
$1,725,000.00 |
$1,762,180.94 |
DBS BK LTD GLOBAL MEDIUM TERM BK NTS BOOK ENTRY |
2017-02-28 |
2.350000 |
Other Note - MEDIUM TERM NOTE |
$750,000.00 |
$757,200.42 |
DISCOVER BK NEW CASTLE DEL |
2023-08-08 |
4.200000 |
Other Instrument - CORPORATE BOND |
$2,311,061.00 |
$2,270,494.18 |
EDF S A |
2039-01-26 |
6.950000 |
Other Instrument - CORPORATE BOND |
$3,585,000.00 |
$4,380,991.49 |
ENERGY TRANSFER PARTNERS L P |
2038-07-01 |
7.500000 |
Other Instrument - CORPORATE BOND |
$455,328.00 |
$537,105.67 |
GE Capital Credit Card Master Note Trust |
2018-06-18 |
0.950000 |
Other Instrument - ASSET BACKED SECURITY |
$4,000,000.00 |
$4,010,123.33 |
5.875 GEN38SRMTN806 |
2038-01-14 |
0.000000 |
Other Note - MEDIUM TERM NOTE |
$547,676.00 |
$593,525.76 |
GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY |
2015-09-23 |
1.000000 |
Other Note - MEDIUM TERM NOTE |
$210,000.00 |
$211,589.93 |
GOLDMAN SACHS GROUP INC MEDIUM TERM NTS FXD RATE |
2037-02-17 |
5.750000 |
Other Note - MEDIUM TERM NOTE |
$20,000.00 |
$20,382.12 |
GOOGLE INC |
2016-05-19 |
2.125000 |
Other Instrument - CORPORATE BOND |
$3,179,161.00 |
$3,304,934.35 |
HEWLETT PACKARD CO |
2018-03-01 |
5.500000 |
Other Instrument - CORPORATE BOND |
$423,085.00 |
$482,607.65 |
HYDRO-QUEBEC FOR ISSUES DTD PRIOR TO 08/15/1975 |
2030-11-15 |
9.500000 |
Other Instrument - CORPORATE BOND |
$325,000.00 |
$513,863.46 |
HYDRO-QUEBEC FOR ISSUES DTD PRIOR TO 08/15/1975 |
2016-04-01 |
7.500000 |
Other Instrument - CORPORATE BOND |
$22,005.00 |
$26,182.47 |
JG Wentworth Receivables |
2048-12-15 |
3.820000 |
Other Instrument - ASSET BACKED SECURITY |
$587,000.00 |
$454,124.98 |
KOREA NATL OIL CORP GLOBAL MEDIUM TERM NTS BOOK |
2015-11-09 |
2.875000 |
Other Instrument - CORPORATE BOND |
$200,000.00 |
$207,466.92 |
MANITOBA PROV CDA |
2016-07-17 |
7.750000 |
Other Instrument - CORPORATE BOND |
$945,000.00 |
$1,122,893.36 |
MANITOBA PROV CDA |
2018-12-01 |
9.625000 |
Other Instrument - CORPORATE BOND |
$16,694,467.00 |
$22,592,874.90 |
MANITOBA PROV CDA |
2019-05-30 |
1.750000 |
Other Instrument - CORPORATE BOND |
$8,078,201.00 |
$7,906,671.62 |
MASSMUTUAL GLOBAL FDG II MEDIUM TERM NTS BOOK EN |
2018-08-02 |
0.000000 |
Other Note - MEDIUM TERM NOTE |
$12,650,000.00 |
$12,514,813.67 |
MICROSOFT CORP |
2015-09-25 |
1.625000 |
Other Instrument - CORPORATE BOND |
$6,879,169.00 |
$7,081,186.31 |
MORGAN STANLEY |
2019-09-23 |
5.625000 |
Other Note - MEDIUM TERM NOTE |
$8,515,969.00 |
$9,588,395.63 |
NOVA SCOTIA |
2016-03-15 |
8.875000 |
Other Instrument - CORPORATE BOND |
$15,000.00 |
$18,307.16 |
NOVA SCOTIA PROV CDA |
2019-07-01 |
8.875000 |
Other Instrument - CORPORATE BOND |
$8,758,700.00 |
$11,574,667.06 |
NOVA SCOTIA PROV CDA |
2020-03-01 |
9.250000 |
Other Instrument - CORPORATE BOND |
$159,000.00 |
$221,458.87 |
NOVA SCOTIA PROV CDA |
2015-07-21 |
2.375000 |
Other Instrument - CORPORATE BOND |
$150,000.00 |
$154,851.44 |
OESTERREICHISCHE KONTROLLBANK A G |
2014-01-21 |
1.375000 |
Other Instrument - CORPORATE BOND |
$10,000,000.00 |
$10,059,295.83 |
ONTARIO PROV CDA |
2016-07-22 |
1.000000 |
Other Instrument - CORPORATE BOND |
$990,986.00 |
$989,326.65 |
ORACLE CORP FORMERLY ORACLE SYS CORP TO 06/01/19 |
2023-07-15 |
3.625000 |
Other Instrument - CORPORATE BOND |
$4,656,286.00 |
$4,643,323.42 |
PLAINS EXPL & PRODTN CO |
2020-11-15 |
6.500000 |
Other Instrument - CORPORATE BOND |
$17,461,000.00 |
$18,585,663.01 |
QUEBEC PROV CDA |
2015-05-26 |
4.600000 |
Other Instrument - CORPORATE BOND |
$452,000.00 |
$483,531.52 |
STADSHYPOTEK AB PUBL MEDIUM TERM NTS BOOK ENTRY |
2013-09-30 |
1.450000 |
Other Instrument - CORPORATE BOND |
$900,000.00 |
$906,193.50 |
STADSHYPOTEK AB PUBL MEDIUM TERM NTS BOOK ENTRY |
2018-05-23 |
1.250000 |
Other Instrument - CORPORATE BOND |
$1,499,610.00 |
$1,445,276.21 |
SWEDBANK MTG AB PUBL MEDIUM TERM SR SECD BK NTS |
2017-04-05 |
2.375000 |
Other Instrument - CORPORATE BOND |
$1,163,127.00 |
$1,204,262.12 |
TORONTO DOMINION BK ONT |
2017-03-13 |
1.500000 |
Other Instrument - CORPORATE BOND |
$1,225,000.00 |
$1,236,341.46 |
TOTAL CAP |
2015-10-02 |
3.125000 |
Other Instrument - CORPORATE BOND |
$822,824.00 |
$871,499.98 |
TYSON FOODS INC FORMERLY TYSONS FOODS INC TO 03/ |
2022-06-15 |
4.500000 |
Other Instrument - CORPORATE BOND |
$11,787,832.00 |
$12,235,474.92 |
UNITED PARCEL SVC INC |
2022-10-01 |
2.450000 |
Other Instrument - CORPORATE BOND |
$1,484,043.00 |
$1,389,495.03 |
WESTPAC BKG CORP GLOBAL COVERED BD PROGRAM BOOK |
2015-07-17 |
0.000000 |
Other Instrument - CORPORATE BOND |
$1,800,000.00 |
$1,821,123.34 |
WESTPAC BKG CORP GLOBAL COVERED BD PROGRAM BOOK |
2019-05-30 |
1.375000 |
Other Instrument - CORPORATE BOND |
$3,000,000.00 |
$2,897,471.67 |
BOMBARDIER INC. |
2034-05-01 |
7.450000 |
Other Instrument - CORPORATE BOND |
$6,000.00 |
$6,057.76 |
EDF |
2019-02-26 |
6.500000 |
Other Instrument - CORPORATE BOND |
$1,736,907.00 |
$2,070,276.13 |
CNPC (HK) OVERSEAS |
2021-04-28 |
4.500000 |
Other Instrument - CORPORATE BOND |
$100,000.00 |
$102,860.00 |
GTD SR NT REG S |
2017-04-19 |
2.750000 |
Other Instrument - CORPORATE BOND |
$50,000.00 |
$50,814.35 |
GTD SR NT REG S |
2023-04-16 |
3.400000 |
Other Instrument - CORPORATE BOND |
$1,940,873.00 |
$1,791,300.70 |
HSBC BANK. |
2014-07-07 |
1.625000 |
Other Instrument - CORPORATE BOND |
$9,000.00 |
$9,117.92 |
SWISS RE TREAS US CORP |
2022-12-06 |
0.000000 |
Other Instrument - CORPORATE BOND |
$569,000.00 |
$532,787.89 |
6.875% NT REDEEM 01 |
2018-12-01 |
6.875000 |
Other Instrument - CORPORATE BOND |
$5,000.00 |
$5,372.48 |
KOREA HIGHWAY CORPO |
2015-05-20 |
5.125000 |
Other Instrument - CORPORATE BOND |
$50,000.00 |
$53,742.81 |
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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $165,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $165,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $165,000,000.00
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: $165,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RBS CITIZENS N.A
Item 27. The title of the issue (including coupon or yield): RBS CITIZENS N.A 0.15
Item 28. The CUSIP. 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: 0CHA03AC1
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 808379
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $74,575,000.00
Item 41. The total current amortized cost, to the nearest cent: $74,575,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $74,575,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $74,575,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RBS SECURITIES INC. ( NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield): RBS SECURITIES INC. ( NON-TRADITIONAL REPO) 0.330
Item 28. The CUSIP. 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: 0RBN16WJ9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 808379
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
AFFINION GROUP INC. |
2018-12-15 |
7.875000 |
Other Instrument - CORP |
$120,000.00 |
$93,783.75 |
ALBEMARLE CORP |
2013-09-03 |
0.440000 |
Other Commercial Paper - CP |
$1,523,000.00 |
$1,522,955.52 |
ALGECO SCOTSMAN GLOBAL FIN PLC |
2018-10-15 |
8.500000 |
Other Instrument - CORP |
$1,550,000.00 |
$1,662,870.18 |
ALTEGRITY INC. |
2016-05-01 |
11.750000 |
Other Instrument - CORP |
$125,000.00 |
$98,265.63 |
AMBAC ASSURANCE CORPORATION |
2020-06-07 |
5.100000 |
Other Instrument - CORP |
$13,056,196.00 |
$12,109,621.91 |
AMERICAN HOME MORTGAGE ASSETS |
2046-10-25 |
0.394060 |
Other Instrument - CMO |
$19,300,000.00 |
$5,557,457.03 |
AT&T INC. |
2040-09-01 |
5.350000 |
Other Instrument - CORP |
$555,000.00 |
$562,092.87 |
BNP PARIBAS ADR |
2035-06-29 |
5.186000 |
Other Instrument - CORP |
$200,000.00 |
$199,507.47 |
BUFFALO THUNDER DEVELOPMENT AU |
2014-12-15 |
9.375000 |
Other Instrument - CORP |
$100,000.00 |
$35,453.13 |
CAESARS OPER ESCROW LLC / |
2020-02-15 |
9.000000 |
Other Instrument - CORP |
$8,406,093.00 |
$8,109,778.15 |
CATALYST PAPER CORP NEW |
2017-10-30 |
11.000000 |
Other Instrument - CORP |
$1,243,000.00 |
$822,037.32 |
CENTURYTEL INC |
2021-06-15 |
6.450000 |
Other Instrument - CORP |
$145,000.00 |
$145,834.97 |
CLEAR CHANNEL COMMUNICATIONS |
2016-08-01 |
11.000000 |
Other Instrument - CORP |
$6,000.00 |
$5,273.17 |
CLEAR CHANNEL COMMUNICATIONS |
2021-02-01 |
14.000000 |
Other Instrument - CORP |
$4,000,000.00 |
$3,367,333.41 |
CONTINENTAL AIRLINES INC. |
2018-07-02 |
7.875000 |
Other Instrument - CORP |
$100.00 |
$46.95 |
DELTA AIRLINES INC. |
2015-12-01 |
8.000000 |
Other Instrument - CORP |
$579.00 |
$220.15 |
DIRECTBUY HLDGS INC |
2019-10-31 |
12.000000 |
Other Instrument - CORP |
$737,726.00 |
$376,240.25 |
EASTMAN KODAK COMPANY |
2013-11-15 |
7.250000 |
Other Instrument - CORP |
$550,000.00 |
$66,630.21 |
EASTMAN KODAK COMPANY |
2018-03-01 |
9.750000 |
Other Instrument - CORP |
$190,000.00 |
$206,367.72 |
FANNIE MAE |
2027-06-01 |
2.292000 |
Government Agency Debt - FNAR |
$30,405,000.00 |
$314,783.33 |
FEDERAL HOME LOAN MORTGAGE - F |
2042-03-15 |
3.500000 |
Government Agency Debt - FGRA |
$380,000.00 |
$350,238.12 |
FEDERAL HOME LN MTG CORP |
2016-08-25 |
1.875680 |
Other Instrument - CMO |
$1,235,000.00 |
$46,948.96 |
FANNIE MAE |
2042-02-01 |
2.487000 |
Government Agency Debt - FNAR |
$20,301,345.00 |
$16,717,549.71 |
FANNIE MAE |
2041-04-01 |
3.458000 |
Government Agency Debt - FNAR |
$28,304,053.00 |
$28,612,436.17 |
FANNIE MAE |
2040-04-01 |
3.708000 |
Government Agency Debt - FNAR |
$31,748,038.00 |
$33,411,650.11 |
FANNIE MAE |
2040-06-01 |
3.541000 |
Government Agency Debt - FNAR |
$31,975,042.00 |
$32,750,277.65 |
FANNIE MAE |
2042-05-01 |
2.640000 |
Government Agency Debt - FNAR |
$7,970,000.00 |
$6,989,475.07 |
FANNIE MAE |
2036-03-25 |
1.881320 |
Government Agency Debt - FNMA |
$273,126,358.00 |
$1,759,909.67 |
FANNIE MAE |
2033-12-01 |
2.645000 |
Government Agency Debt - FNAR |
$27,497,165.00 |
$988,058.58 |
FANNIE MAE |
2034-12-01 |
2.568000 |
Government Agency Debt - FNAR |
$27,872,800.00 |
$2,531,620.75 |
FANNIE MAE |
2036-08-01 |
6.326000 |
Government Agency Debt - FNAR |
$29,940,000.00 |
$1,768,674.32 |
FANNIE MAE |
2038-04-01 |
2.440000 |
Government Agency Debt - FNAR |
$26,071,287.00 |
$9,188,432.29 |
FANNIE MAE |
2038-06-01 |
2.610000 |
Government Agency Debt - FNAR |
$33,606,151.00 |
$5,558,347.65 |
FIRST UNION NATIONAL BANK COMM |
2033-08-15 |
1.857890 |
Other Instrument - ABS |
$263,239,513.00 |
$174,482.68 |
ESCROW GM CORP SR CONV 06/ |
2025-09-01 |
7.400000 |
Other Instrument - CORP |
$6,000,000.00 |
$223,800.01 |
ESCROW GM CORP SR CONV 06/ |
2048-05-23 |
7.375000 |
Other Instrument - CORP |
$6,000,000.00 |
$223,800.01 |
GREENWICH STRUCTURED ARM PRODU |
2045-09-27 |
0.000000 |
Other Instrument - ABS |
$19,302,651.00 |
$1,384,000.06 |
HSBC HOLDINGS PLC |
2036-05-02 |
6.500000 |
Other Instrument - CORP |
$85,000.00 |
$97,583.02 |
HARRAH'S OPERATING COMPANY IN |
2017-06-01 |
11.250000 |
Other Instrument - CORP |
$3,487,000.00 |
$3,688,592.02 |
THE HOME DEPOT INC. |
2043-04-01 |
4.200000 |
Other Instrument - CORP |
$5,000.00 |
$4,714.98 |
K. HOVNANIAN ENTERPRISES INC. |
2020-10-15 |
7.250000 |
Other Instrument - CORP |
$8,966,433.00 |
$9,749,252.33 |
INTERMEDIATE TRANSN 100 LLC |
2017-03-01 |
0.000000 |
Other Instrument - CORP |
$1,943,334.00 |
$1,593,533.87 |
ESC LEHMAN BRTH HLD |
2016-12-30 |
0.000000 |
Other Instrument - CORP |
$503,000.00 |
$127,636.25 |
ESC LEHMAN BRTH HLD |
2015-11-10 |
0.000000 |
Other Instrument - CORP |
$20,000.00 |
$4,800.00 |
ESC LEHMAN BRTH HLD |
2016-12-30 |
0.000000 |
Other Instrument - CORP |
$10,000.00 |
$2,550.00 |
ESC LEHMAN BRTH HLD |
2016-12-30 |
0.000000 |
Other Instrument - CORP |
$1,135,000.00 |
$288,006.25 |
ESC LEHMAN BRTH HLD |
2016-12-30 |
0.000000 |
Other Instrument - CORP |
$2,800,000.00 |
$710,499.99 |
ESC LEHMAN BRTH HLD |
2016-04-04 |
0.000000 |
Other Instrument - CORP |
$93,000.00 |
$23,598.75 |
ESC LEHMAN BRTH HLD |
2016-12-30 |
0.000000 |
Other Instrument - CORP |
$1,140,000.00 |
$289,275.00 |
ESC LEHMAN BRTH HLD |
2016-12-30 |
0.000000 |
Other Instrument - CORP |
$560,000.00 |
$142,100.00 |
ESC LEHMAN BRTH HLD |
2021-05-17 |
0.000000 |
Other Instrument - CORP |
$250,000.00 |
$60,000.00 |
ESC LEHMAN BRTH HLD |
2016-12-30 |
0.000000 |
Other Instrument - CORP |
$3,760,000.00 |
$954,099.99 |
ESC LEHMAN BRTH HLD |
2016-12-30 |
0.000000 |
Other Instrument - CORP |
$100,000.00 |
$25,375.00 |
ESC LEHMAN BRTH HLD |
2028-07-30 |
0.000000 |
Other Instrument - CORP |
$20,000.00 |
$4,775.00 |
ESC LEHMAN BRTH HLD |
2016-12-30 |
0.000000 |
Other Instrument - CORP |
$788,000.00 |
$199,955.00 |
ESC LEHMAN BRTH HLD |
2036-12-19 |
0.000000 |
Other Instrument - CORP |
$20,000.00 |
$5,100.00 |
ESC LEHMAN BRTH HLD |
2016-12-30 |
0.000000 |
Other Instrument - CORP |
$15,000.00 |
$3,806.25 |
ESC LEHMAN BRTH HLD |
2021-12-21 |
0.000000 |
Other Instrument - CORP |
$10,000.00 |
$2,113.00 |
ESC LEHMAN BRTH HLD |
2018-06-12 |
0.000000 |
Other Instrument - CORP |
$70,000.00 |
$16,800.00 |
ESC LEHMAN BRTH HLD |
2015-12-18 |
0.000000 |
Other Instrument - CORP |
$75,000.00 |
$19,125.00 |
ESC LEHMAN BRTH HLD |
2015-07-17 |
0.000000 |
Other Instrument - CORP |
$110,000.00 |
$27,912.50 |
ESC LEHMAN BRTH HLD |
2016-12-30 |
0.000000 |
Other Instrument - CORP |
$110,000.00 |
$28,050.00 |
ESC LEHMAN BRTH HLD |
2037-06-21 |
0.000000 |
Other Instrument - CORP |
$30,000.00 |
$7,612.50 |
ESC LEHMAN BRTH HLD |
2014-05-12 |
0.000000 |
Other Instrument - CORP |
$151,000.00 |
$36,240.00 |
ESC LEHMAN BRTH HLD |
2014-06-10 |
0.000000 |
Other Instrument - CORP |
$50,000.00 |
$12,687.50 |
ESC LEHMAN BRTH HLD |
2014-07-08 |
0.000000 |
Other Instrument - CORP |
$30,000.00 |
$7,612.50 |
ESC LEHMAN BRTH HLD |
2022-04-30 |
0.000000 |
Other Instrument - CORP |
$70,000.00 |
$14,791.00 |
ESC LEHMAN BRTH HLD |
2037-06-21 |
0.000000 |
Other Instrument - CORP |
$90,000.00 |
$21,600.00 |
ESC LEHMAN BRTH HLD |
2037-06-21 |
0.000000 |
Other Instrument - CORP |
$50,000.00 |
$12,000.00 |
ESC LEHMAN BRTH HLD |
2037-06-21 |
0.000000 |
Other Instrument - CORP |
$450,000.00 |
$114,187.50 |
ESC LEHMAN BRTH HLD |
2023-01-03 |
0.000000 |
Other Instrument - CORP |
$100,000.00 |
$21,130.00 |
ESC LEHMAN BRTH HLD |
2037-06-21 |
0.000000 |
Other Instrument - CORP |
$100,000.00 |
$25,375.00 |
ESC LEHMAN BRTH HLD |
2019-11-22 |
0.000000 |
Other Instrument - CORP |
$175,000.00 |
$42,000.00 |
ESC LEHMAN BRTH HLD |
2014-09-26 |
0.000000 |
Other Instrument - CORP |
$338,000.00 |
$87,457.50 |
ESC LEHMAN BRTH HLD |
2023-01-24 |
0.000000 |
Other Instrument - CORP |
$75,000.00 |
$15,847.50 |
ESC LEHMAN BRTH HLD |
2017-09-28 |
0.000000 |
Other Instrument - CORP |
$80,000.00 |
$16,904.00 |
ESC LEHMAN BRTH HLD |
2022-07-31 |
0.000000 |
Other Instrument - CORP |
$320,000.00 |
$67,616.00 |
ESC LEHMAN BRTH HLD |
2016-12-30 |
0.000000 |
Other Instrument - CORP |
$20,000.00 |
$5,000.00 |
ESC LEHMAN BRTH HLD |
2022-05-30 |
0.000000 |
Other Instrument - CORP |
$165,000.00 |
$34,864.50 |
ESC LEHMAN BRTH HLD |
2022-06-29 |
0.000000 |
Other Instrument - CORP |
$549,000.00 |
$116,003.69 |
ESC LEHMAN BRTH HLD |
2016-12-30 |
0.000000 |
Other Instrument - CORP |
$500,000.00 |
$120,000.00 |
ESC LEHMAN BRTH HLD |
2020-01-06 |
0.000000 |
Other Instrument - CORP |
$28,000.00 |
$6,720.00 |
ESC LEHMAN BRTH HLD |
2016-12-30 |
0.000000 |
Other Instrument - CORP |
$550,000.00 |
$140,250.00 |
ESC LEHMAN BRTH HLD |
2020-02-24 |
0.000000 |
Other Instrument - CORP |
$100,000.00 |
$24,000.00 |
ESC LEHMAN BRTH HLD |
2020-05-19 |
0.000000 |
Other Instrument - CORP |
$25,000.00 |
$5,282.50 |
ESC LEHMAN BRTH HLD |
2020-05-19 |
0.000000 |
Other Instrument - CORP |
$102,000.00 |
$24,480.00 |
ESC LEHMAN BRTH HLD |
2018-02-04 |
0.000000 |
Other Instrument - CORP |
$10,000.00 |
$2,400.00 |
ESC LEHMAN BRTH HLD |
2020-03-06 |
0.000000 |
Other Instrument - CORP |
$25,000.00 |
$6,000.00 |
ESC LEHMAN BRTH HLD |
2020-03-20 |
0.000000 |
Other Instrument - CORP |
$25,000.00 |
$6,000.00 |
ESC LEHMAN BRTH HLD |
2023-03-27 |
0.000000 |
Other Instrument - CORP |
$232,000.00 |
$55,680.00 |
ESC LEHMAN BRTH HLD |
2023-04-08 |
0.000000 |
Other Instrument - CORP |
$24,000.00 |
$5,760.00 |
ESC LEHMAN BRTH HLD |
2023-04-08 |
0.000000 |
Other Instrument - CORP |
$30,000.00 |
$7,200.00 |
ESC LEHMAN BRTH HLD |
2023-06-06 |
0.000000 |
Other Instrument - CORP |
$18,000.00 |
$4,320.00 |
ESC LEHMAN BRTH HLD |
2023-05-20 |
0.000000 |
Other Instrument - CORP |
$13,000.00 |
$3,120.00 |
ESC LEHMAN BRTH HLD |
2023-05-30 |
0.000000 |
Other Instrument - CORP |
$39,000.00 |
$9,360.00 |
ESC LEHMAN BRTH HLD |
2023-06-17 |
0.000000 |
Other Instrument - CORP |
$49,000.00 |
$11,760.00 |
ESC LEHMAN BRTH HLD |
2023-08-05 |
0.000000 |
Other Instrument - CORP |
$40,000.00 |
$9,600.00 |
ESC LEHMAN BRTH HLD |
2023-08-12 |
0.000000 |
Other Instrument - CORP |
$49,000.00 |
$11,760.00 |
ESC LEHMAN BRTH HLD |
2028-10-23 |
0.000000 |
Other Instrument - CORP |
$60,000.00 |
$14,400.00 |
ESC LEHMAN BRTH HLD |
2018-11-04 |
0.000000 |
Other Instrument - CORP |
$25,000.00 |
$6,000.00 |
ESC LEHMAN BRTH HLD |
2028-12-23 |
0.000000 |
Other Instrument - CORP |
$90,000.00 |
$21,600.00 |
ESC LEHMAN BRTH HLD |
2029-02-17 |
0.000000 |
Other Instrument - CORP |
$46,000.00 |
$11,040.00 |
ESC LEHMAN BRTH HLD |
2029-03-30 |
0.000000 |
Other Instrument - CORP |
$31,000.00 |
$7,440.00 |
ESC LEHMAN BRTH HLD |
2029-04-06 |
0.000000 |
Other Instrument - CORP |
$59,000.00 |
$14,160.00 |
ESC LEHMAN BRTH HLD |
2029-05-04 |
0.000000 |
Other Instrument - CORP |
$20,000.00 |
$4,800.00 |
ESC LEHMAN BRTH HLD |
2029-05-11 |
0.000000 |
Other Instrument - CORP |
$5,000.00 |
$1,200.00 |
ESC LEHMAN BRTH HLD |
2029-09-14 |
0.000000 |
Other Instrument - CORP |
$5,000.00 |
$1,200.00 |
ESC LEHMAN BRTH HLD |
2029-11-23 |
0.000000 |
Other Instrument - CORP |
$21,000.00 |
$5,040.00 |
ESC LEHMAN BRTH HLD |
2020-02-15 |
0.000000 |
Other Instrument - CORP |
$15,000.00 |
$3,600.00 |
ESC LEHMAN BRTH HLD |
2030-06-14 |
0.000000 |
Other Instrument - CORP |
$30,000.00 |
$7,200.00 |
ESC LEHMAN BRTH HLD |
2030-09-20 |
0.000000 |
Other Instrument - CORP |
$5,000.00 |
$1,200.00 |
ESC LEHMAN BRTH HLD |
2030-09-20 |
0.000000 |
Other Instrument - CORP |
$10,000.00 |
$2,400.00 |
ESC LEHMAN BRTH HLD |
2030-09-27 |
0.000000 |
Other Instrument - CORP |
$15,000.00 |
$3,600.00 |
ESC LEHMAN BRTH HLD |
2030-10-25 |
0.000000 |
Other Instrument - CORP |
$10,000.00 |
$2,400.00 |
ESC LEHMAN BRTH HLD |
2037-02-12 |
0.000000 |
Other Instrument - CORP |
$10,000.00 |
$2,400.00 |
ESC LEHMAN BRTH HLD |
2032-09-07 |
0.000000 |
Other Instrument - CORP |
$20,000.00 |
$5,100.00 |
ESC LEHMAN BRTH HLD |
2027-10-18 |
0.000000 |
Other Instrument - CORP |
$75,000.00 |
$18,000.00 |
ESC LEHMAN BRTH HLD |
2032-11-15 |
0.000000 |
Other Instrument - CORP |
$24,000.00 |
$5,760.00 |
ESC LEHMAN BRTH HLD |
2020-01-22 |
0.000000 |
Other Instrument - CORP |
$20,000.00 |
$4,800.00 |
ESC LEHMAN BRTH HLD |
2022-12-28 |
0.000000 |
Other Instrument - CORP |
$100,000.00 |
$21,130.00 |
ESC LEHMAN BRTH HLD |
2016-12-30 |
0.000000 |
Other Instrument - CORP |
$20,000.00 |
$5,000.00 |
ESC LEHMAN BRTH HLD |
2038-03-31 |
0.000000 |
Other Instrument - CORP |
$15,000.00 |
$3,825.00 |
ESC LEHMAN BRTH HLD |
2023-02-28 |
0.000000 |
Other Instrument - CORP |
$170,000.00 |
$35,921.00 |
ESC LEHMAN BRTH HLD |
2023-03-10 |
0.000000 |
Other Instrument - CORP |
$405,000.00 |
$85,576.49 |
ESC LEHMAN BRTH HLD |
2023-03-17 |
0.000000 |
Other Instrument - CORP |
$100,000.00 |
$21,130.00 |
ESC LEHMAN BRTH HLD |
2023-04-21 |
0.000000 |
Other Instrument - CORP |
$100,000.00 |
$24,000.00 |
MASTR ASSET SECURITIZATION TRU |
2037-11-25 |
6.000000 |
Other Instrument - ABS |
$7,272,915.00 |
$473,870.40 |
MCCLATCHY NEWSPAPERS INC. |
2022-12-15 |
9.000000 |
Other Instrument - CORP |
$1,560,000.00 |
$1,648,919.88 |
MOMENTIVE PERFORMANCE MATERIAL |
2016-12-01 |
11.500000 |
Other Instrument - CORP |
$3,417,048.00 |
$2,647,880.13 |
MORGAN STANLEY CAPITAL I TRUST |
2043-12-15 |
5.399000 |
Other Instrument - CMO |
$300,000.00 |
$264,881.77 |
NBCUNIVERSAL MEDIA LLC |
2043-01-15 |
4.450000 |
Other Instrument - CORP |
$5,000.00 |
$4,666.17 |
NEWS AMERICA INCORPORATED |
2035-12-15 |
6.400000 |
Other Instrument - CORP |
$83,000.00 |
$92,682.23 |
NORTEL NETWORKS CORP |
2016-07-15 |
10.750000 |
Other Instrument - CORP |
$9,988,000.00 |
$11,565,618.13 |
OVERSEAS SHIPHOLDING GROUP IN |
2024-02-15 |
7.500000 |
Other Instrument - CORP |
$7,070,000.00 |
$6,084,618.95 |
OVERSEAS SHIPHOLDING GROUP IN |
2018-03-30 |
8.125000 |
Other Instrument - CORP |
$11,481,000.00 |
$10,408,443.97 |
REPUBLIC OF THE PHILIPPINES |
2017-01-18 |
9.375000 |
Other Instrument - CFGN |
$30,000.00 |
$37,190.62 |
QUEBECOR F |
2013-11-15 |
6.125000 |
Other Instrument - CORP |
$2,000,000.00 |
$98,000.00 |
RBS CTZNS FINL GROUP INC |
2022-09-28 |
4.150000 |
Other Instrument - CORP |
$250,000.00 |
$243,600.56 |
RALI SERIES 2005-QS9 TRUST |
2020-09-25 |
5.250000 |
Other Instrument - CMO |
$5,065,000.00 |
$1,035,978.12 |
RIVERVIEW HECM TRUST 2007-1 |
2037-03-25 |
0.000000 |
Other Instrument - ABS |
$132,421,427.00 |
$3,510,141.07 |
SITEL LLC AND SITEL FINANCE CO |
2018-04-01 |
11.500000 |
Other Instrument - CORP |
$5,405,582.00 |
$4,802,109.07 |
SORENSON COMMUNICATIONS INC. |
2015-02-01 |
10.500000 |
Other Instrument - CORP |
$3,765,000.00 |
$3,044,316.20 |
SOUNDVIEW HOME LOAN TRUST 2007 |
2037-09-19 |
7.149390 |
Other Instrument - ABS |
$79,035,381.00 |
$2,368,771.01 |
SOUNDVIEW HOME LOAN TRUST 2007 |
2037-10-25 |
0.680000 |
Other Instrument - ABS |
$36,360,000.00 |
$768,747.11 |
SOUNDVIEW HOME LOAN TRUST 2007 |
2037-10-25 |
0.563310 |
Other Instrument - ABS |
$53,740,000.00 |
$976,234.23 |
TELECOM ITALIA CAPITAL |
2033-11-15 |
6.375000 |
Other Instrument - CORP |
$507,000.00 |
$458,309.65 |
TIME WARNER INC |
2036-11-15 |
6.500000 |
Other Instrument - CORP |
$18,000.00 |
$20,396.13 |
TIME WARNER INC |
2040-03-15 |
6.200000 |
Other Instrument - CORP |
$125,000.00 |
$139,609.44 |
TIME WARNER INC |
2041-10-15 |
5.375000 |
Other Instrument - CORP |
$166,000.00 |
$167,433.85 |
ESCTHE TIMES MIRROR CO |
2096-11-15 |
7.250000 |
Other Instrument - CORP |
$115,000.00 |
$14,950.00 |
NEW TMC INC 7.50% 07/ |
2027-09-15 |
6.610000 |
Other Instrument - CORP |
$1,000,000.00 |
$130,000.00 |
TRAVELPORT LLC SENIOR DOLLAR F |
2016-09-01 |
11.875000 |
Other Instrument - CORP |
$7.00 |
$7.26 |
TRISM INC. 12% |
2015-12-08 |
5.670000 |
Other Instrument - CORP |
$91,000.00 |
$13,915.27 |
TULIP FDNG CORP |
2013-09-27 |
0.400000 |
Other Commercial Paper - CP |
$250,000.00 |
$249,969.33 |
ESC CB TRIBUNE COMPANY |
2015-08-15 |
5.250000 |
Other Instrument - CORP |
$4,516,000.00 |
$632,240.00 |
VIACOM INC CLASS B COMMON NEW@ |
2042-02-27 |
4.500000 |
Other Instrument - CORP |
$600,000.00 |
$511,128.01 |
WESTERN EXPRESS INC |
2015-04-15 |
12.500000 |
Other Instrument - CORP |
$2,370,000.00 |
$1,615,220.87 |
WYNDHAM WORLDWIDE |
2013-09-06 |
0.000000 |
Other Commercial Paper - CP |
$5,000,000.00 |
$4,999,883.17 |
BT TRIPLE CROWN MERGER CO INC. |
2021-02-01 |
14.000000 |
Other Instrument - CORP |
$1,918,000.00 |
$1,614,636.37 |
MBIA INSURANCE CORPORATION |
2033-01-15 |
14.000000 |
Other Instrument - CORP |
$45,000.00 |
$34,970.00 |
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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $247,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $247,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $247,000,000.00
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: $247,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: REGENCY MARKETS NO 1 LLC
Item 27. The title of the issue (including coupon or yield): REGENCY MARKETS NO 1 LLC 0.150
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 7588R0WC7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Liquidity/Partial C/E |
HSBC BANK PLC |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $40,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $39,998,166.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $39,998,000.00
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: $39,998,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ROYAL BANK OF CANADA
Item 27. The title of the issue (including coupon or yield): ROYAL BANK OF CANADA 0.358
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 78008FBE3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $790,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $790,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .73%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $789,985,780.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $789,985,780.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ROYAL BANK OF CANADA NY BRANCH
Item 27. The title of the issue (including coupon or yield): ROYAL BANK OF CANADA NY BRANCH 0.293
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 78009NMT0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $635,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $635,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $635,049,530.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $635,049,530.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ROYAL BANK OF CANADA NY BRANCH
Item 27. The title of the issue (including coupon or yield): ROYAL BANK OF CANADA NY BRANCH 0.264
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 78009NNP7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $135,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $135,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $135,001,350.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $135,001,350.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ROYAL BANK OF SCOTLAND PLC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield): ROYAL BANK OF SCOTLAND PLC (NON-TRADITIONAL REPO) 0.930
Item 28. The CUSIP. 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: 0RNT01AA8
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000729153
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
BANC OF AMERICA FUNDING 2007-E |
2047-07-20 |
2.825620 |
Other Instrument - CMO |
$11,424,000.00 |
$3,149,715.65 |
BANC OF AMERICA RE-REMIC TRUST |
2043-12-16 |
5.334000 |
Other Instrument - CMO |
$14,162,427.00 |
$15,187,274.79 |
CHL MORTGAGE PASS-THROUGH TRUS |
2037-09-25 |
5.410710 |
Other Instrument - CMO |
$35,907,540.00 |
$13,728,851.89 |
CSMC SER 2011-4R |
2041-01-31 |
2.824870 |
Other Instrument - CMO |
$50,000,000.00 |
$25,805,941.22 |
CSMC SER 2011-5R |
2041-02-28 |
5.453740 |
Other Instrument - CMO |
$89,705,000.00 |
$49,413,018.46 |
CITIGROUP MORTGAGE LOAN TRUST |
2037-03-25 |
5.128620 |
Other Instrument - CMO |
$7,700,000.00 |
$1,907,412.70 |
FIRST HORIZON ALTERNATIVE MORT |
2037-06-25 |
6.000000 |
Other Instrument - CMO |
$6,000,000.00 |
$1,698,451.28 |
GSR MORTGAGE LOAN TRUST 2007-A |
2047-05-25 |
5.194680 |
Other Instrument - CMO |
$40,136,000.00 |
$16,873,046.16 |
J.P. MORGAN ALTERNATIVE LOAN T |
2036-07-25 |
2.694810 |
Other Instrument - CMO |
$2,925,000.00 |
$873,191.13 |
JPMORGAN MORTGAGE TRUST 2007-A |
2037-12-25 |
2.866670 |
Other Instrument - CMO |
$151,333,000.00 |
$42,102,053.89 |
KINGSLAND III LTD. |
2021-08-24 |
0.000000 |
Other Instrument - CMO |
$1,000,000.00 |
$790,000.02 |
RBSRC RESECURITIZATION TR |
2047-02-25 |
0.709000 |
Other Instrument - CMO |
$87,500,000.00 |
$67,694,087.33 |
144A RBSRC 2012-1 1A2 |
2050-07-27 |
0.000000 |
Other Instrument - CMO |
$151,236,497.00 |
$27,283,066.16 |
RBSSP RESECURITIZATION TRUST 2 |
2036-03-26 |
0.294060 |
Other Instrument - CMO |
$10,149,900.00 |
$7,077,575.65 |
RBSSP RESECURITIZATION TRUST 2 |
2039-04-25 |
10.668810 |
Other Instrument - CMO |
$11,272,534.00 |
$5,670,207.80 |
RBSSP RESECURITIZATION TRUST 2 |
2037-03-26 |
0.510030 |
Other Instrument - CMO |
$25,197,706.00 |
$4,272,877.49 |
RBSSP RESECURITIZATION TRUST 2 |
2037-05-25 |
0.415880 |
Other Instrument - CMO |
$3,586,444.00 |
$2,168,113.55 |
RBSSP RESECURITIZATION TRUST 2 |
2035-08-26 |
2.654810 |
Other Instrument - CMO |
$10,228,315.00 |
$6,212,009.74 |
RBSRC RESECURITIZATION TR |
2047-01-26 |
0.693000 |
Other Instrument - CMO |
$9,405,000.00 |
$6,758,482.66 |
RBSRC 2013-1 A2 |
2036-12-26 |
0.000000 |
Other Instrument - CMO |
$215,333,811.33 |
$27,239,726.18 |
RBSSP RESECURITIZATION TR |
2043-02-26 |
0.381530 |
Other Instrument - CMO |
$6,879,246.00 |
$2,201,472.87 |
RBSRC RESECURITIZATION TR |
2036-01-27 |
0.693280 |
Other Instrument - CMO |
$93,575,000.00 |
$61,137,811.48 |
RBSSP RESECURITIZATION TR |
2037-11-26 |
1.700200 |
Other Instrument - CMO |
$20,240,500.00 |
$19,506,709.59 |
RBSRC RESECURITIZATION TR |
2053-06-25 |
0.692000 |
Other Instrument - CMO |
$76,002,895.00 |
$65,382,314.62 |
RBSRC 2013-3 A2 |
2023-06-25 |
0.000000 |
Other Instrument - CMO |
$133,411,661.00 |
$14,928,764.11 |
SEQUOIA MTG TR 2012-5 |
2042-11-25 |
3.928030 |
Other Instrument - CMO |
$8,488,000.00 |
$6,854,624.15 |
SEQUOIA MTG TR 2012-5 |
2042-11-25 |
3.928030 |
Other Instrument - CMO |
$5,286,000.00 |
$4,008,836.36 |
WEDGEWOOD REAL ESTATE TR |
2043-07-25 |
3.967000 |
Other Instrument - CMO |
$4,000,000.00 |
$3,714,091.30 |
WEDGEWOOD REAL ESTATE TR |
2043-07-25 |
5.000000 |
Other Instrument - CMO |
$4,000,000.00 |
$3,961,577.65 |
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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-01
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
ROYAL BANK OF SCOTLAND PLC (NON-TRADITIONAL REPO) |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $470,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $470,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? 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: $470,000,000.00
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: $470,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ROYAL BANK OF SCOTLAND PLC (NON-TRADITIONAL REPO)
Item 27. The title of the issue (including coupon or yield): ROYAL BANK OF SCOTLAND PLC (NON-TRADITIONAL REPO) 0.930
Item 28. The CUSIP. 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: 0RNT01AC4
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000729153
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
ADJUSTABLE RATE MORTGAGE-BACKE |
2037-03-25 |
3.006610 |
Other Instrument - CMO |
$6,760,000.00 |
$2,183,975.49 |
ALTERNATIVE LOAN TRUST 2006-OA |
2046-07-20 |
0.394060 |
Other Instrument - CMO |
$31,036,000.00 |
$6,106,846.81 |
ALTERNATIVE LOAN TRUST 2006-46 |
2047-02-25 |
6.000000 |
Other Instrument - CMO |
$10,400,000.00 |
$5,774,708.99 |
ALTERNATIVE LOAN TRUST 2007-J1 |
2037-03-25 |
6.000000 |
Other Instrument - CMO |
$6,545,481.00 |
$2,307,746.46 |
AMERICAN HOME MORTGAGE INVESTM |
2046-07-25 |
0.634060 |
Other Instrument - CMO |
$57,770,000.00 |
$5,140,460.93 |
BPC HOSPITAL REALTY (BRAMPTON) |
2037-08-26 |
5.250000 |
Other Instrument - CMO |
$10,300,000.00 |
$7,786,619.32 |
BANC OF AMERICA FUNDING CORPOR |
2034-11-20 |
3.066590 |
Other Instrument - CMO |
$10,745,000.00 |
$2,042,093.88 |
BANC OF AMERICA FUNDING CORPOR |
2035-04-20 |
0.634060 |
Other Instrument - CMO |
$10,698,000.00 |
$6,490,443.48 |
BANC OF AMERICA MORTGAGE 2006- |
2046-10-20 |
6.164480 |
Other Instrument - CMO |
$13,225,000.00 |
$2,710,992.74 |
BEAR STEARNS ALT-A TRUST 2002- |
2036-05-25 |
3.022350 |
Other Instrument - CMO |
$81,080,667.00 |
$9,978,000.97 |
BEAR STEARNS ARM TRUST 2007-3 |
2047-05-25 |
4.844120 |
Other Instrument - CMO |
$3,500,000.00 |
$1,357,351.87 |
BEAR STEARNS MORTGAGE FUNDING |
2037-02-25 |
0.384060 |
Other Instrument - CMO |
$16,670,000.00 |
$6,560,982.90 |
CHL MORTGAGE PASS-THROUGH TRUS |
2037-04-25 |
6.000000 |
Other Instrument - CMO |
$3,300,000.00 |
$518,268.14 |
CHL MORTGAGE PASS-THROUGH TRUS |
2037-06-25 |
6.000000 |
Other Instrument - CMO |
$1,926,200.00 |
$483,027.38 |
CWALT INC. 2004-2CB |
2035-04-25 |
5.500000 |
Other Instrument - CMO |
$2,000,000.00 |
$1,883,355.86 |
CWALT INC. 2005-13CB |
2035-10-25 |
5.034420 |
Other Instrument - CMO |
$15,536,000.00 |
$4,468,711.69 |
CWALT INC. 2005-13CB |
2035-07-25 |
5.500000 |
Other Instrument - CMO |
$5,176,225.00 |
$544,919.75 |
CWALT INC. 2005-43 |
2035-11-25 |
5.702620 |
Other Instrument - CMO |
$29,500,000.00 |
$9,186,246.26 |
CWMBS INC. 2004-21 |
2035-03-25 |
0.534060 |
Other Instrument - CMO |
$14,588,000.00 |
$707,975.33 |
CHL MORTGAGE PASS-THROUGH TRUS |
2036-09-20 |
3.648790 |
Other Instrument - CMO |
$37,876,000.00 |
$8,727,604.40 |
CITICORP MORTGAGE SECURITIES |
2035-04-25 |
5.428270 |
Other Instrument - CMO |
$6,791,000.00 |
$4,211,164.01 |
CITIGROUP MORTGAGE LOAN TRUST |
2037-04-25 |
5.414760 |
Other Instrument - CMO |
$37,919,000.00 |
$10,719,373.66 |
CONTIMORTGAGE HOME EQUITY LOAN |
2029-12-15 |
8.168560 |
Other Instrument - CMO |
$30,668,000.00 |
$15,240,675.57 |
CREDIT SUISSE FIRST BOSTON 200 |
2035-07-25 |
5.868600 |
Other Instrument - CMO |
$2,633,000.00 |
$500,628.87 |
ALTERNATIVE LOAN TRUST 2006-OA |
2046-10-25 |
0.464060 |
Other Instrument - CMO |
$38,000,000.00 |
$22,848,301.53 |
DEUTSCHE ALT-A SECURITIES INC. |
2036-02-25 |
2.989550 |
Other Instrument - CMO |
$2,780,000.00 |
$604,326.51 |
DEUTSCHE MORTGAGE SECURITIES |
2036-04-15 |
5.250000 |
Other Instrument - CMO |
$8,360,000.00 |
$188,577.55 |
FIRST HORIZON ALTERNATIVE MORT |
2035-11-25 |
5.011410 |
Other Instrument - CMO |
$37,200,000.00 |
$8,340,183.29 |
FIRST HORIZON ALTERNATIVE MORT |
2036-09-25 |
2.232850 |
Other Instrument - CMO |
$10,620,000.00 |
$2,164,560.22 |
FIRST HORIZON MORTGAGE PASS-TH |
2037-07-25 |
4.964210 |
Other Instrument - CMO |
$49,000,000.00 |
$13,054,424.08 |
GSAMP TRUST 2005-HE2-N |
2035-07-25 |
2.835880 |
Other Instrument - CMO |
$17,125,000.00 |
$2,338,046.09 |
INDYMAC INDX MORTGAGE LOAN TRU |
2036-08-25 |
0.304060 |
Other Instrument - CMO |
$41,200,000.00 |
$9,209,168.10 |
INDYMAC IMSC MORTGAGE LOAN TRU |
2037-06-25 |
2.831380 |
Other Instrument - CMO |
$13,400,000.00 |
$3,901,231.14 |
INDYMAC INDX MORTGAGE LOAN TRU |
2037-05-25 |
2.751980 |
Other Instrument - CMO |
$7,800,000.00 |
$2,255,605.01 |
INDYMAC INDX MORTGAGE LOAN TRU |
2037-06-25 |
0.484060 |
Other Instrument - CMO |
$35,000,000.00 |
$5,636,105.61 |
J.P. MORGAN RESECURITIZATION T |
2039-09-01 |
0.000000 |
Other Instrument - CMO |
$3,523,380.00 |
$3,030,930.93 |
MARATHON STRUCTURED FUNDING 20 |
2046-01-15 |
0.000000 |
Other Instrument - CMO |
$130,000,000.00 |
$3,899,999.91 |
MASTR ADJUSTABLE RATE MORTGAGE |
2034-09-25 |
2.518870 |
Other Instrument - CMO |
$8,251,000.00 |
$3,949,219.71 |
MASTR ADJUSTABLE RATE MORTGAGE |
2034-12-21 |
2.665740 |
Other Instrument - CMO |
$3,970,000.00 |
$2,047,469.73 |
MERRILL LYNCH ALERNATIVE NOTE |
2037-01-25 |
0.344060 |
Other Instrument - CMO |
$31,646,749.00 |
$5,991,679.83 |
MORGAN STANLEY CAPITAL I INC. |
2020-12-15 |
3.134060 |
Other Instrument - CMO |
$26,738,000.00 |
$17,033,198.34 |
NAAC ALTERNATIVE LOAN TRUST S |
2036-08-25 |
6.510000 |
Other Instrument - CMO |
$5,151,000.00 |
$2,406,766.78 |
OAKWOOD MORTGAGE INVESTORS INC |
2021-05-15 |
7.300000 |
Other Instrument - CMO |
$8,669,000.00 |
$2,758,791.44 |
PHH ALTERNATIVE MORTGAGE TRUST |
2037-02-25 |
6.000000 |
Other Instrument - CMO |
$15,000,000.00 |
$6,428,828.98 |
RALI SERIES 2006-QS18 TRUST |
2036-12-25 |
0.484060 |
Other Instrument - CMO |
$23,171,000.00 |
$4,405,892.97 |
RALI SERIES 2006-QS15 TRUST |
2036-10-25 |
6.500000 |
Other Instrument - CMO |
$32,500,000.00 |
$7,254,909.76 |
RBSSP RESECURITIZATION TRUST 2 |
2035-11-26 |
3.257530 |
Other Instrument - CMO |
$6,050,375.00 |
$3,024,689.11 |
RBSSP RESECURITIZATION TRUST 2 |
2035-10-26 |
1.488110 |
Other Instrument - CMO |
$37,210,490.00 |
$20,939,574.90 |
RBSSP RESECURITIZATION TRUST 2 |
2035-11-26 |
6.614940 |
Other Instrument - CMO |
$35,756,911.00 |
$19,490,784.34 |
RBSSP RESECURITIZATION TRUST 2 |
2035-11-25 |
6.222180 |
Other Instrument - CMO |
$19,174,716.00 |
$11,310,337.83 |
RBSSP RESECURITIZATION TRUST 2 |
2037-06-25 |
6.539520 |
Other Instrument - CMO |
$58,776,339.00 |
$38,722,913.99 |
RBSSP RESECURITIZATION TRUST 2 |
2036-01-26 |
5.007540 |
Other Instrument - CMO |
$15,000,000.00 |
$12,145,259.68 |
RABOBANK NATIONAL ASS |
2037-03-26 |
0.434060 |
Other Instrument - CMO |
$69,527,684.00 |
$23,804,978.73 |
RBSRC RESECURITIZATION TR |
2047-01-26 |
0.693000 |
Other Instrument - CMO |
$60,952,143.00 |
$43,800,531.78 |
RFMSI SERIES 2007-S2 TRUST |
2037-02-25 |
6.000000 |
Other Instrument - CMO |
$15,000,000.00 |
$7,466,132.19 |
RFMSI SERIES 2007- SA3 TRUST |
2037-07-27 |
3.971030 |
Other Instrument - CMO |
$11,640,000.00 |
$3,459,410.71 |
RBSSP RESECURITIZATION TRUST 2 |
2036-09-25 |
4.262100 |
Other Instrument - CMO |
$8,803,053.00 |
$4,470,759.99 |
RALI SERIES 2003-QS4 TRUST |
2035-05-25 |
3.279520 |
Other Instrument - CMO |
$2,085,000.00 |
$436,837.61 |
STRUCTURED ASSET SECURITIES |
2029-05-25 |
0.764060 |
Other Instrument - CMO |
$36,481,000.00 |
$1,731,784.31 |
STRUCTURED ASSET SECURITIES CO |
2034-02-25 |
5.500000 |
Other Instrument - CMO |
$7,106,000.00 |
$745,775.25 |
TBW MORTGAGE-BACKED TRUST SERI |
2037-07-25 |
0.484060 |
Other Instrument - CMO |
$14,495,000.00 |
$5,063,965.70 |
THORNBURG MORTGAGE SECURITIES |
2043-10-25 |
2.694880 |
Other Instrument - CMO |
$4,537,300.00 |
$404,026.53 |
THORNBURG MORTGAGE SECURITIES |
2047-06-25 |
0.534060 |
Other Instrument - CMO |
$10,471,000.00 |
$209,298.96 |
THORNBURG MORTGAGE SECURITIES |
2047-06-25 |
0.534060 |
Other Instrument - CMO |
$7,336,000.00 |
$384,475.27 |
THORNBURG MORTGAGE SECURITIES |
2047-06-25 |
0.534060 |
Other Instrument - CMO |
$19,388,000.00 |
$1,959,348.31 |
WAMU MORTGAGE PASS-THROUGH TRU |
2035-12-25 |
2.501250 |
Other Instrument - CMO |
$27,967,000.00 |
$924,868.32 |
WAMU MORTGAGE PASS-THROUGH CER |
2037-02-25 |
4.885720 |
Other Instrument - CMO |
$8,000,000.00 |
$5,719,281.20 |
WAMU MORTGAGE PASS-THROUGH |
2047-06-25 |
0.913330 |
Other Instrument - CMO |
$17,440,751.00 |
$2,265,344.49 |
WASHINGTON MUTUAL MORTGAGE PAS |
2047-02-25 |
0.913330 |
Other Instrument - CMO |
$18,622,000.00 |
$5,863,649.55 |
WELLS FARGO MORTGAGE BACKED SE |
2034-12-25 |
2.692190 |
Other Instrument - CMO |
$4,350,000.00 |
$2,108,688.05 |
WELLS FARGO MORTGAGE BACKED SE |
2036-01-25 |
5.500000 |
Other Instrument - CMO |
$8,165,000.00 |
$808,593.18 |
WELLS FARGO MORTGAGE BACKED SE |
2035-06-25 |
2.636420 |
Other Instrument - CMO |
$29,396,000.00 |
$19,626,207.40 |
WELLS FARGO MORTGAGE BACKED SE |
2035-07-25 |
2.643610 |
Other Instrument - CMO |
$8,350,000.00 |
$3,732,546.28 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-01
Item 37. Does the security have a Demand Feature? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
ROYAL BANK OF SCOTLAND PLC (NON-TRADITIONAL REPO) |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $450,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $450,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .42%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? 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: $450,000,000.00
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: $450,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SCALDIS CAPITAL LLC
Item 27. The title of the issue (including coupon or yield): SCALDIS CAPITAL LLC 0.180
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 80584TWH1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Liquidity/Partial C/E |
FORTIS BANK SA/NV |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,998,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,998,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,998,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SCALDIS CAPITAL LLC
Item 27. The title of the issue (including coupon or yield): SCALDIS CAPITAL LLC 0.200
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 80584TYK2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Liquidity/Partial C/E |
FORTIS BANK SA/NV |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $34,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $33,985,077.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $33,986,060.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $33,986,060.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SCALDIS CAPITAL LLC
Item 27. The title of the issue (including coupon or yield): SCALDIS CAPITAL LLC 0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 80584TWL2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Liquidity/Partial C/E |
FORTIS BANK SA/NV |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $53,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $52,993,566.39
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $52,995,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $52,995,760.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SCALDIS CAPITAL LLC
Item 27. The title of the issue (including coupon or yield): SCALDIS CAPITAL LLC 0.160
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 80584TWP3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Liquidity/Partial C/E |
FORTIS BANK SA/NV |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,995,111.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,995,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,995,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SHIZUOKA BANK
Item 27. The title of the issue (including coupon or yield): SHIZUOKA BANK 0.21
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 82487ASQ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-27
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: $53,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $53,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $52,996,290.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $52,996,290.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SHIZUOKA BANK
Item 27. The title of the issue (including coupon or yield): SHIZUOKA BANK 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: 82487ARY5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-25
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: $48,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $48,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $48,001,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $48,001,440.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SHIZUOKA BANK
Item 27. The title of the issue (including coupon or yield): SHIZUOKA BANK 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 82487ASK4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,999,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,999,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SHIZUOKA BANK
Item 27. The title of the issue (including coupon or yield): SHIZUOKA BANK 0.22
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 82487ASB4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $50,001,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $50,001,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SHIZUOKA BANK
Item 27. The title of the issue (including coupon or yield): SHIZUOKA BANK 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 82487ASF5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,999,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,999,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SHIZUOKA BANK
Item 27. The title of the issue (including coupon or yield): SHIZUOKA BANK 0.21
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 82487ASR9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-12-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-02
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: $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: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,991,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,991,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SKANDINAVISKA ENSKILDA BANKEN AB
Item 27. The title of the issue (including coupon or yield): SKANDINAVISKA ENSKILDA BANKEN AB 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83051HNS1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-22
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: $1,337,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,337,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.23%
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: $1,337,026,740.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,337,026,740.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SKANDINAVISKA ENSKILDA BANKEN AB
Item 27. The title of the issue (including coupon or yield): SKANDINAVISKA ENSKILDA BANKEN AB 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83051HPA8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-27
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: $665,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $665,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .61%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $664,687,450.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $664,687,450.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SKANDINAVISKA ENSKILDA BANKEN AB
Item 27. The title of the issue (including coupon or yield): SKANDINAVISKA ENSKILDA BANKEN AB 0.2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83051HNR3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-21
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: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $500,010,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,010,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SKANDINAVISKA ENSKILDA BANKEN AB
Item 27. The title of the issue (including coupon or yield): SKANDINAVISKA ENSKILDA BANKEN AB 0.08
Item 28. The CUSIP. 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: 0EN001SY9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000917311
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $922,447,000.00
Item 41. The total current amortized cost, to the nearest cent: $922,447,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .85%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $922,447,000.00
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: $922,447,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SOCIETE GENERALE NORTH AMERICA INC.
Item 27. The title of the issue (including coupon or yield): SOCIETE GENERALE NORTH AMERICA INC. 0.085
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83365RW35
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $151,159,000.00
Item 41. The total current amortized cost, to the nearest cent: $151,158,286.20
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $151,157,488.41
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $151,157,488.41
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SOCIETE GENERALE NORTH AMERICA INC.
Item 27. The title of the issue (including coupon or yield): SOCIETE GENERALE NORTH AMERICA INC. 0.220
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83365RWL5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $23,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $22,997,329.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $22,998,620.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $22,998,620.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SOCIETE GENERALE NORTH AMERICA INC.
Item 27. The title of the issue (including coupon or yield): SOCIETE GENERALE NORTH AMERICA INC. 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83365RXX8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $557,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $556,767,916.68
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: $556,821,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $556,821,760.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SOCIETE GENERALE NY BRANCH
Item 27. The title of the issue (including coupon or yield): SOCIETE GENERALE NY BRANCH 0.24
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83368NMV0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-19
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: $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: .02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,999,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,999,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SOCIETE GENERALE NY BRANCH
Item 27. The title of the issue (including coupon or yield): SOCIETE GENERALE NY BRANCH 0.24
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83368NMW8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $265,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $265,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $264,994,700.00
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: $264,994,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SOCIETE GENERALE NY BRANCH
Item 27. The title of the issue (including coupon or yield): SOCIETE GENERALE NY BRANCH 0.22
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 83368NLG4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $125,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $125,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $125,006,250.00
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: $125,006,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SOCIETE GENERALE NY BRANCH (REPO)
Item 27. The title of the issue (including coupon or yield): SOCIETE GENERALE NY BRANCH (REPO) 0.05
Item 28. The CUSIP. 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: 0SON02IK6
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000865845
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
UNITED STATES TREAS BDS |
2026-01-15 |
2.000000 |
Treasury Debt - TREASURY INFLATION BOND |
$25,000,000.00 |
$33,443,482.70 |
UNITED STATES TREAS BDS |
2028-01-15 |
1.750000 |
Treasury Debt - TREASURY INFLATION BOND |
$575,000.00 |
$707,073.87 |
UNITED STATES TREAS NTS |
2020-01-15 |
1.375000 |
Treasury Debt - TREASURY INFLATION ADJUSTED NOTE |
$9,570,000.00 |
$11,187,745.14 |
UNITED STATES TREAS NTS |
2021-07-15 |
0.625000 |
Treasury Debt - TREASURY INFLATION ADJUSTED NOTE |
$75,000,000.00 |
$79,474,969.07 |
UNITED STATES TREAS NTS |
2022-07-15 |
0.125000 |
Treasury Debt - TREASURY INFLATION ADJUSTED NOTE |
$50,000,000.00 |
$49,048,787.80 |
UNITED STATES TREAS NTS |
2023-01-15 |
0.125000 |
Treasury Debt - TREASURY INFLATION ADJUSTED NOTE |
$242,550,100.00 |
$234,137,968.25 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $400,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $400,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $400,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $400,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SOCIETE GENERALE SA
Item 27. The title of the issue (including coupon or yield): SOCIETE GENERALE SA 0.22
Item 28. The CUSIP. 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: 42207DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000865845
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $222,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $222,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $222,013,320.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $222,013,320.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SOCIETE GENERALE SA - GRAND CAYMAN
Item 27. The title of the issue (including coupon or yield): SOCIETE GENERALE SA - GRAND CAYMAN 0.08
Item 28. The CUSIP. 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: 0SGG01H56
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000865845
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $441,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $441,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .41%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $441,000,000.00
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: $441,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SOCIETE GENERALE SA - GRAND CAYMAN
Item 27. The title of the issue (including coupon or yield): SOCIETE GENERALE SA - GRAND CAYMAN 0.09
Item 28. The CUSIP. 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: 0SGG01H31
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000865845
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,780,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,780,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.64%
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: $1,780,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,780,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORP-NY 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562CEG3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $83,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $83,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $83,006,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $83,006,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORP-NY 0.27
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562CCK6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-25
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: $103,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $103,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $103,006,180.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $103,006,180.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORP-NY 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562CDN9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-08
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $224,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $224,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $224,017,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $224,017,920.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORP-NY 0.27
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562CBQ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $313,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $313,000,000.00
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: $313,015,650.00
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: $313,015,650.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORP-NY 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562CDS8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $109,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $109,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $109,009,810.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $109,009,810.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORP-NY 0.27
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562CAD4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $140,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $140,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $140,004,200.00
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: $140,004,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORP-NY 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562CA28
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $275,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $275,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $274,986,250.00
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: $274,986,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORP-NY 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562CWJ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $153,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $153,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $153,000,000.00
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: $153,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORP-NY 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562CVN9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-28
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: $165,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $165,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $165,000,000.00
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: $165,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORP-NY 0.27
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562CMG4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-26
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: $226,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $226,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $226,022,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $226,022,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORP-NY 0.27
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562D6Z8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $104,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $104,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $104,001,040.00
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: $104,001,040.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORP-NY 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562CZL9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $356,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $356,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .33%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $355,982,200.00
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: $355,982,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORP-NY 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562CXK3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $941,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $941,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $940,952,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $940,952,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORP-NY 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562CGA4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-25
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: $241,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $241,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $241,026,510.00
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: $241,026,510.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORP-NY
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORP-NY 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562CEX6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $142,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $142,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $142,012,780.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $142,012,780.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORPORATION 0.260
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562LBL5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-20
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: $256,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $255,681,991.11
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: $255,669,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $255,669,760.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORPORATION 0.270
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562KW67
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $352,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $351,986,800.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $351,992,960.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $351,992,960.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORPORATION 0.260
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562LB50
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-05
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: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $499,433,055.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $499,435,000.00
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: $499,435,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORPORATION 1.95
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 865622AJ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-14
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: $58,105,000.00
Item 41. The total current amortized cost, to the nearest cent: $58,452,455.57
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $58,422,660.04
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $58,422,660.04
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI BANKING CORPORATION SYDNEY BRANCH
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI BANKING CORPORATION SYDNEY BRANCH 0.270
Item 28. The CUSIP. 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: 0A3492N
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1184915
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-27
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: $94,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $93,873,983.10
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $93,872,160.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $93,872,160.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.22
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86563KCD3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $178,700,000.00
Item 41. The total current amortized cost, to the nearest cent: $178,700,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $178,701,787.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $178,701,787.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.220
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86563GXR8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-25
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: $55,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $54,981,850.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $54,983,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $54,983,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.22
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86563KCG6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $254,600,000.00
Item 41. The total current amortized cost, to the nearest cent: $254,600,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $254,602,546.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $254,602,546.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI TRUST BANK LTD
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI TRUST BANK LTD 0.250
Item 28. The CUSIP. 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: 44361DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001046017
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-13
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: $102,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $101,948,323.94
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $101,951,040.00
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: $101,951,040.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI TRUST BANK LTD
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI TRUST BANK LTD 0.250
Item 28. The CUSIP. 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: 0A5282N
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001046017
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $31,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $30,980,852.54
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $30,982,020.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $30,982,020.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI TRUST BANK LTD
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI TRUST BANK LTD 0.220
Item 28. The CUSIP. 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: 42401DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001046017
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-01
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: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,981,371.46
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,980,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,980,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SUMITOMO MITSUI TRUST BANK LTD
Item 27. The title of the issue (including coupon or yield): SUMITOMO MITSUI TRUST BANK LTD 0.250
Item 28. The CUSIP. 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: 0A3481N
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001046017
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-22
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: $102,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $101,941,952.92
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $101,944,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $101,944,920.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SVENSKA HANDELSBANKEN AB
Item 27. The title of the issue (including coupon or yield): SVENSKA HANDELSBANKEN AB 0.294
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86959JCX4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $434,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $434,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .4%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $433,785,604.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $433,785,604.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SVENSKA HANDELSBANKEN AB
Item 27. The title of the issue (including coupon or yield): SVENSKA HANDELSBANKEN AB 0.255
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86958CUK8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-25
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: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $300,000,998.61
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $300,024,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $300,024,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SVENSKA HANDELSBANKEN AB
Item 27. The title of the issue (including coupon or yield): SVENSKA HANDELSBANKEN AB 0.08
Item 28. The CUSIP. 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: 0SVE02MN7
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1448613
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,000,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,000,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.77%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,000,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,000,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK
Item 27. The title of the issue (including coupon or yield): SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.21
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86958CYD0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $90,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $90,000,274.60
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $90,004,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $90,004,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SVENSKA HANDELSBANKEN INC.
Item 27. The title of the issue (including coupon or yield): SVENSKA HANDELSBANKEN INC. 0.251
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86958GAU9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-28
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: $385,400,000.00
Item 41. The total current amortized cost, to the nearest cent: $385,001,218.05
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .36%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $385,010,746.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $385,010,746.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SWEDBANK AB
Item 27. The title of the issue (including coupon or yield): SWEDBANK AB 0.200
Item 28. The CUSIP. 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: 0A5223P
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1367624
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $225,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $224,888,806.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $224,862,750.00
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: $224,862,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SWEDBANK AB
Item 27. The title of the issue (including coupon or yield): SWEDBANK AB 0.200
Item 28. The CUSIP. 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: 44470DN
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1367624
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $499,791,773.10
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $499,745,000.00
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: $499,745,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SWEDBANK AB
Item 27. The title of the issue (including coupon or yield): SWEDBANK AB 0.21
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 87019QR91
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $273,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $273,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $273,005,460.00
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: $273,005,460.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SWEDBANK AB
Item 27. The title of the issue (including coupon or yield): SWEDBANK AB 0.09
Item 28. The CUSIP. 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: 0SWB01I66
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 1367624
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,800,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,800,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.66%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,800,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,800,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: THE BANK OF TOKYO-MITSUBISHI UFJ LTD.
Item 27. The title of the issue (including coupon or yield): THE BANK OF TOKYO-MITSUBISHI UFJ LTD. 0.1
Item 28. The CUSIP. 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: 0AY001AW8
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 852743
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Instrument
Brief description: (optional): Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $949,575,000.00
Item 41. The total current amortized cost, to the nearest cent: $949,575,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .88%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $949,575,000.00
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: $949,575,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: THE CHIBA BANK LTD-NEW YORK
Item 27. The title of the issue (including coupon or yield): THE CHIBA BANK LTD-NEW YORK 0.280
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 16706BHF8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $49,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,502,970.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,502,970.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: THE CHIBA BANK LTD-NEW YORK
Item 27. The title of the issue (including coupon or yield): THE CHIBA BANK LTD-NEW YORK 0.28
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 16706BHH4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $50,003,000.00
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: $50,003,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: THE CHIBA BANK LTD-NEW YORK
Item 27. The title of the issue (including coupon or yield): THE CHIBA BANK LTD-NEW YORK 0.26
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 16706BHQ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $50,003,000.00
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: $50,003,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: TORONTO DOMINION BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield): TORONTO DOMINION BANK-NEW YORK 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112WD20
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $362,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $362,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .33%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $362,065,160.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $362,065,160.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: TORONTO DOMINION BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield): TORONTO DOMINION BANK-NEW YORK 0.244
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112WR74
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-25
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: $305,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $305,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $305,022,875.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $305,022,875.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: TORONTO DOMINION BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield): TORONTO DOMINION BANK-NEW YORK 0.3
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112TFW9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-13
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: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $500,320,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,320,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: TORONTO DOMINION BANK-NEW YORK
Item 27. The title of the issue (including coupon or yield): TORONTO DOMINION BANK-NEW YORK 0.31
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89112TDJ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-22
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: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $500,325,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,325,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: TORONTO-DOMINION HOLDINGS USA INC.
Item 27. The title of the issue (including coupon or yield): TORONTO-DOMINION HOLDINGS USA INC. 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89116EX40
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $177,400,000.00
Item 41. The total current amortized cost, to the nearest cent: $177,359,345.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $177,391,130.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $177,391,130.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: TOYOTA CREDIT CANADA INC
Item 27. The title of the issue (including coupon or yield): TOYOTA CREDIT CANADA INC 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89232CXF8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,996,944.45
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $9,999,200.00
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: $9,999,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: TOYOTA CREDIT CANADA INC
Item 27. The title of the issue (including coupon or yield): TOYOTA CREDIT CANADA INC 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 89232CXA9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $46,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $45,987,541.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .04%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $45,997,240.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $45,997,240.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 1.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828QC7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-15
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: $279,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $280,870,583.82
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $280,972,530.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $280,972,530.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 1.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828PZ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-03-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $225,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $226,269,475.46
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $226,388,700.00
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: $226,388,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 0.5
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828PU8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,290,703.29
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $500,429,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,429,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 0.75
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828QS2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $275,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $276,269,603.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $276,332,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $276,332,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828SR2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $75,040,996.07
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $75,070,350.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $75,070,350.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 0.25
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828RS1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $665,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $665,056,252.77
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .61%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $665,285,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $665,285,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 0.125
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828RK8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,142,470,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,142,403,144.87
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,142,514,556.33
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,142,514,556.33
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 1
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828PQ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-01-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $300,901,591.62
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .28%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $301,031,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $301,031,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 2
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828JT8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $833,700,000.00
Item 41. The total current amortized cost, to the nearest cent: $837,378,184.15
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .77%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $837,608,385.60
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: $837,608,385.60
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 2.75
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828JQ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $201,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $201,836,957.36
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .19%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $201,848,019.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $201,848,019.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 3.125
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828JM3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $162,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $162,374,879.32
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $162,367,092.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $162,367,092.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 0.75
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828NY2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $150,031,878.69
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $150,029,250.00
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: $150,029,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 1.875
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828KN9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $535,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $541,018,928.01
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $541,207,070.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $541,207,070.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: US TREASURY
Item 27. The title of the issue (including coupon or yield): US TREASURY 1.875
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828KF6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $556,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $560,612,616.63
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: $560,908,368.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $560,908,368.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: VERSAILLES COMMERCIAL PAPER LLC
Item 27. The title of the issue (including coupon or yield): VERSAILLES COMMERCIAL PAPER LLC 0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 92512LW98
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Liquidity/Partial C/E |
NATIXIS FINANCIAL PRODUCTS LLC |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $36,750,000.00
Item 41. The total current amortized cost, to the nearest cent: $36,748,121.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $36,748,530.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $36,748,530.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: VERSAILLES COMMERCIAL PAPER LLC
Item 27. The title of the issue (including coupon or yield): VERSAILLES COMMERCIAL PAPER LLC 0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 92512LWL1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Liquidity/Partial C/E |
NATIXIS FINANCIAL PRODUCTS LLC |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,996,358.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $29,997,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,997,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: VERSAILLES COMMERCIAL PAPER LLC
Item 27. The title of the issue (including coupon or yield): VERSAILLES COMMERCIAL PAPER LLC 0.220
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 92512LXB2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Liquidity/Partial C/E |
NATIXIS FINANCIAL PRODUCTS LLC |
N/A |
N/A |
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: $99,975,555.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,980,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,980,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: WELLS FARGO BANK NATIONAL ASSOCIATION
Item 27. The title of the issue (including coupon or yield): WELLS FARGO BANK NATIONAL ASSOCIATION 0.323
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 94985H2R4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $785,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $785,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .72%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $784,997,645.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $784,997,645.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: WESTPAC BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield): WESTPAC BANKING CORPORATION 0.262
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C4HW4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $153,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $153,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $153,006,885.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $153,006,885.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: WESTPAC BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield): WESTPAC BANKING CORPORATION 0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C4JN2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $350,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $349,982,598.31
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: $349,958,000.00
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: $349,958,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: WESTPAC BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield): WESTPAC BANKING CORPORATION 0.264
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C4HY0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $120,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $120,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $120,000,000.00
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: $120,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: WESTPAC BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield): WESTPAC BANKING CORPORATION 0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C4JL6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-28
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: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,995,055.71
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .09%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $99,988,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,988,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: WESTPAC BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield): WESTPAC BANKING CORPORATION 0.262
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C4HZ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $125,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $125,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $125,000,000.00
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: $125,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: WESTPAC BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield): WESTPAC BANKING CORPORATION 0.275
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C4HH7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $175,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $175,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $175,007,000.00
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: $175,007,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: WESTPAC BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield): WESTPAC BANKING CORPORATION 0.263
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C4HV6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $153,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $153,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .14%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $153,001,530.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $153,001,530.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: WESTPAC BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield): WESTPAC BANKING CORPORATION 0.275
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C4HL8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-01
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: $250,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $250,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $250,035,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $250,035,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: WESTPAC BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield): WESTPAC BANKING CORPORATION 0.280
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C4HT1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-10
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: $273,400,000.00
Item 41. The total current amortized cost, to the nearest cent: $273,400,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $273,438,276.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $273,438,276.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: WESTPAC BANKING CORPORATION
Item 27. The title of the issue (including coupon or yield): WESTPAC BANKING CORPORATION 0.276
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9612C4HN4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-02
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: $132,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $132,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $132,018,612.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $132,018,612.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: WORKING CAPITAL MANAGEMENT CO LP
Item 27. The title of the issue (including coupon or yield): WORKING CAPITAL MANAGEMENT CO LP 0.210
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 98137RXJ4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-18
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 |
---|---|---|
MIZUHO BANK LTD. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $108,920,000.00
Item 41. The total current amortized cost, to the nearest cent: $108,890,137.77
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $108,897,126.80
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: $108,897,126.80
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: WORLD BANK
Item 27. The title of the issue (including coupon or yield): WORLD BANK 0.100
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 459053LM4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-09-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-09
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: $357,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $356,992,066.67
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: $356,998,572.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $356,998,572.00