Government Agency Repurchase Agreement - continued
|
|
Maturity Amount (000s)
|
|
Value (000s)
|
With: - continued
|
|
|
|
Merrill Lynch, Pierce, Fenner & Smith at 0.17%, dated 4/10/13 due 6/7/13:
|
|
|
|
(Collateralized by U.S. Treasury Obligations valued at $64,276,407, 6%, 2/15/26)
|
$ 63,019
|
|
$ 63,000
|
Mitsubishi UFJ Securities (USA), Inc. at:
|
|
|
|
0.2%, dated:
|
|
|
|
5/2/13 due 6/3/13 (Collateralized by U.S. Government Obligations valued at $45,924,261,
2.05% - 5.5%, 2/1/26 - 8/1/48)
|
45,008
|
|
45,000
|
5/6/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $74,520,647,
3.5% - 5.5%, 9/1/25 - 8/1/48)
|
73,037
|
|
73,000
|
0.22%, dated 4/19/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at
$74,550,840, 3.5% - 5.5%, 2/1/26 - 8/1/48)
|
73,042
|
|
73,000
|
0.24%, dated 3/25/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at
$158,173,780, 1.38% - 5.5%, 2/1/26 - 8/1/48)
|
155,094
|
|
155,000
|
0.25%, dated:
|
|
|
|
3/7/13 due 6/5/13 (Collateralized by U.S. Government Obligations valued at $18,379,640,
2.5% - 5.5%, 2/1/26 - 8/1/48)
|
18,011
|
|
18,000
|
3/11/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $46,980,364,
2.85% - 5.5%, 2/1/26 - 8/1/48)
|
46,029
|
|
46,000
|
3/15/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at $65,321,094,
2.48% - 5.5%, 2/1/26 - 8/1/48)
|
64,040
|
|
64,000
|
Mizuho Securities USA, Inc. at:
|
|
|
|
0.18%, dated 5/23/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at
$44,882,563, 0% - 5%, 6/27/13 - 7/16/45)
|
44,008
|
|
44,000
|
0.21%, dated 4/12/13 due 6/7/13 (Collateralized by U.S. Government Obligations valued at
$91,519,212, 0% - 4%, 7/5/13 - 11/16/47)
|
89,062
|
|
89,000
|
TOTAL GOVERNMENT AGENCY REPURCHASE AGREEMENT
(Cost $1,277,968)
|
1,277,968
|
Other Repurchase Agreement - 10.3%
|
|
|
|
|
Other Repurchase Agreement - 10.3%
|
With:
|
|
|
|
BNP Paribas Securities Corp. at:
|
|
|
|
0.28%, dated 5/8/13 due 6/7/13 (Collateralized by Corporate Obligations valued at
$20,997,705, 0% - 7.75%, 9/14/13 - 2/15/44)
|
20,005
|
|
20,000
|
Other Repurchase Agreement - continued
|
|
Maturity Amount (000s)
|
|
Value (000s)
|
Other Repurchase Agreement - continued
|
With: - continued
|
|
|
|
BNP Paribas Securities Corp. at:
|
|
|
|
0.33%, dated 5/31/13 due 6/3/13 (Collateralized by U.S. Government Obligations valued at
$134,307,226, 2% - 7.5%, 4/15/24 - 3/20/62)
|
$ 131,004
|
|
$ 131,000
|
0.48%, dated 5/30/13 due 6/7/13 (Collateralized by Corporate Obligations valued at
$3,240,173, 4.75% - 11.25%, 1/15/15 - 8/15/22)
|
3,001
|
|
3,000
|
Citigroup Global Markets, Inc. at 0.85%, dated 4/23/13 due 6/21/13 (Collateralized by Corporate
Obligations valued at $21,621,596, 1.75% - 9%, 10/1/14 - 12/15/43)
|
20,028
|
|
20,000
|
Credit Suisse Securities (USA) LLC at:
|
|
|
|
0.2%, dated 5/30/13 due 6/6/13 (Collateralized by U.S. Government Obligations valued at
$18,540,139, 3.5%, 1/20/42 - 5/20/43)
|
18,001
|
|
18,000
|
0.21%, dated 5/31/13 due 6/3/13 (Collateralized by Equity Securities valued at $20,520,719)
|
19,000
|
|
19,000
|
0.38%, dated 5/31/13 due 6/3/13 (Collateralized by Corporate Obligations valued at
$84,242,925, 4.9% - 14%, 1/15/15 - 10/25/34)
|
78,002
|
|
78,000
|
0.4%, dated 4/18/13 due 7/17/13 (Collateralized by Equity Securities valued at $16,208,398)
|
15,015
|
|
15,000
|
0.68%, dated:
|
|
|
|
4/8/13 due 7/9/13 (Collateralized by Corporate Obligations valued at $27,027,057, 0.34% -
5.72%, 9/16/19 - 2/10/51)
|
25,043
|
|
25,000
|
4/15/13 due 7/15/13 (Collateralized by Corporate Obligations valued at $27,027,806, 0% -
7%, 9/25/33 - 11/25/52)
|
25,043
|
|
25,000
|
4/19/13 due 7/18/13 (Collateralized by Corporate Obligations valued at $41,072,569, 0.35%
- 6%, 3/25/34 - 4/15/49)
|
38,065
|
|
38,000
|
4/23/13 due 7/22/13 (Collateralized by Corporate Obligations valued at $14,050,078, 0.32%
- 5.73%, 6/11/17 - 4/15/49)
|
13,022
|
|
13,000
|
4/26/13 due 7/25/13 (Collateralized by Corporate Obligations valued at $14,049,439, 0.28%
- 8.06%, 11/15/18 - 6/10/49)
|
13,022
|
|
13,000
|
0.69%, dated 4/2/13 due 7/2/13 (Collateralized by Mortgage Loan Obligations valued at
$14,057,530, 0.48% - 5.75%, 6/25/33 - 11/25/52)
|
13,023
|
|
13,000
|
0.72%, dated 5/2/13 due 11/4/13 (Collateralized by Mortgage Loan Obligations valued at
$28,096,376, 0.32% - 53.97%, 6/5/30 - 8/15/56)
|
26,097
|
|
26,000
|
Other Repurchase Agreement - continued
|
|
Maturity Amount (000s)
|
|
Value (000s)
|
Other Repurchase Agreement - continued
|
With: - continued
|
|
|
|
Credit Suisse Securities (USA) LLC at:
|
|
|
|
0.77%, dated 5/16/13 due 11/12/13 (Collateralized by Mortgage Loan Obligations valued at
$34,571,089, 0.36% - 5.73%, 10/15/21 - 4/15/49)
|
$ 32,123
|
|
$ 32,000
|
Deutsche Bank Securities, Inc. at 0.3%, dated:
|
|
|
|
5/23/13 due 6/6/13 (Collateralized by Equity Securities valued at $35,643,278)
|
33,004
|
|
33,000
|
5/28/13 due 6/7/13 (Collateralized by Equity Securities valued at $10,800,555)
|
10,001
|
|
10,000
|
5/30/13 due 6/7/13 (Collateralized by Equity Securities valued at $21,876,574)
|
20,002
|
|
20,000
|
ING Financial Markets LLC at:
|
|
|
|
0.27%, dated 5/20/13 due 6/3/13 (Collateralized by Corporate Obligations valued at
$7,350,666, 0.47% - 8.88%, 7/15/13 - 10/1/37)
|
7,001
|
|
7,000
|
0.39%, dated 5/20/13 due 6/3/13 (Collateralized by Corporate Obligations valued at
$3,240,464, 5.88% - 9.38%, 6/15/15 - 5/1/22)
|
3,000
|
|
3,000
|
0.45%, dated:
|
|
|
|
5/3/13 due 6/3/13 (Collateralized by Corporate Obligations valued at $7,562,336, 7.13% -
8.88%, 12/15/15 - 6/30/66)
|
7,003
|
|
7,000
|
5/30/13 due 6/7/13 (Collateralized by Corporate Obligations valued at $14,040,194, 4.63%
- 10%, 4/1/14 - 1/15/23)
|
13,005
|
|
13,000
|
0.5%, dated 5/13/13 due 6/7/13 (Collateralized by Corporate Obligations valued at
$5,401,416, 0.65% - 9.38%, 6/15/15 - 11/15/18)
|
5,004
|
|
5,000
|
J.P. Morgan Clearing Corp. at:
|
|
|
|
0.6%, dated 4/17/13 due 11/1/13 (Collateralized by Equity Securities valued at $27,194,313)
|
25,083
|
|
25,000
|
0.62%, dated 4/11/13 due 8/9/13 (Collateralized by Corporate Obligations valued at
$27,197,884, 2.5% - 4.75%, 10/1/14 - 1/31/18)
|
25,052
|
|
25,000
|
0.64%, dated 2/19/13 due 6/19/13 (Collateralized by Equity Securities valued at $37,023,581)
|
34,073
|
|
34,000
|
0.65%, dated 5/10/13 due 8/29/13 (Collateralized by Equity Securities valued at $10,873,947)
|
10,044
|
|
10,000
|
0.67%, dated 3/21/13 due 8/19/13 (Collateralized by Equity Securities valued at $67,481,640)
|
62,174
|
|
62,000
|
J.P. Morgan Securities, Inc. at:
|
|
|
|
0.21%, dated 5/29/13 due 6/5/13 (Collateralized by U.S. Government Obligations valued at
$105,061,420, 5.30% - 7.1%, 10/15/33 - 12/15/42)
|
102,004
|
|
102,000
|
Other Repurchase Agreement - continued
|
|
Maturity Amount (000s)
|
|
Value (000s)
|
Other Repurchase Agreement - continued
|
With: - continued
|
|
|
|
J.P. Morgan Securities, Inc. at:
|
|
|
|
0.55%, dated 3/18/13 due 7/5/13 (Collateralized by Mortgage Loan Obligations valued at
$28,114,214, 0% - 13.92%, 8/25/21 - 2/12/51)
|
$ 26,046
|
|
$ 26,000
|
0.57%, dated 3/20/13 due 6/18/13 (Collateralized by Mortgage Loan Obligations valued at
$19,465,118, 0.46% - 7.29%, 7/15/19 - 12/10/49)
|
18,026
|
|
18,000
|
0.62%, dated 3/18/13 due 7/16/13 (Collateralized by Mortgage Loan Obligations valued at
$28,119,869, 1.18% - 5.42%, 10/10/45 - 5/15/47)
|
26,054
|
|
26,000
|
Merrill Lynch, Pierce, Fenner & Smith at:
|
|
|
|
0.58%, dated 5/28/13 due 6/4/13 (Collateralized by Commercial Paper Obligations valued at
$55,990,516) (c)(d)
|
53,006
|
|
53,000
|
0.73%, dated 5/23/13 due 7/22/13 (Collateralized by Corporate Obligations valued at
$54,013,454, 1.75%, 8/1/13)
|
50,061
|
|
50,000
|
0.85%, dated 5/7/13 due 7/10/13 (Collateralized by Mortgage Loan Obligations valued at
$12,968,141, 0.33% - 5.16%, 6/25/13 - 1/25/41)
|
12,018
|
|
12,000
|
Mitsubishi UFJ Securities (USA), Inc. at:
|
|
|
|
0.31%, dated 5/15/13 due 6/7/13 (Collateralized by Corporate Obligations valued at
$19,953,264, 1.10% - 6.88%, 6/24/14 - 11/15/21)
|
19,005
|
|
19,000
|
0.33%, dated:
|
|
|
|
5/7/13 due 6/7/13 (Collateralized by Equity Securities valued at $10,802,711)
|
10,003
|
|
10,000
|
5/8/13 due 6/7/13 (Collateralized by Equity Securities valued at $10,802,678)
|
10,003
|
|
10,000
|
0.48%, dated 5/15/13 due 6/7/13 (Collateralized by Corporate Obligations valued at
$34,568,783, 3.25% - 10.25%, 6/1/13 - 2/15/23)
|
32,015
|
|
32,000
|
Mizuho Securities USA, Inc. at:
|
|
|
|
0.21%, dated 5/31/13 due 6/3/13 (Collateralized by U.S. Government Obligations valued at
$38,812,890, 0% - 6.5%, 6/3/13 - 1/1/49)
|
38,001
|
|
38,000
|
0.31%, dated:
|
|
|
|
5/30/13 due 6/7/13 (Collateralized by Corporate Obligations valued at $10,523,567, 2.13%
- 5.13%, 6/1/16 - 12/15/23)
|
10,001
|
|
10,000
|
5/31/13 due 6/7/13 (Collateralized by Equity Securities valued at $10,801,789)
|
10,001
|
|
10,000
|
0.32%, dated:
|
|
|
|
5/20/13 due 6/3/13 (Collateralized by Equity Securities valued at $10,801,383)
|
10,001
|
|
10,000
|
Other Repurchase Agreement - continued
|
|
Maturity Amount (000s)
|
|
Value (000s)
|
Other Repurchase Agreement - continued
|
With: - continued
|
|
|
|
Mizuho Securities USA, Inc. at:
|
|
|
|
0.32%, dated:
|
|
|
|
5/24/13 due 6/7/13 (Collateralized by Equity Securities valued at $10,801,006)
|
$ 10,001
|
|
$ 10,000
|
5/28/13 due 6/7/13 (Collateralized by Equity Securities valued at $10,800,607)
|
10,001
|
|
10,000
|
0.52%, dated 5/29/13 due 6/7/13 (Collateralized by Mortgage Loan Obligations valued at
$11,108,805, 3% - 5.96%, 12/1/32 - 9/11/42)
|
10,004
|
|
10,000
|
0.95%, dated:
|
|
|
|
3/4/13 due 6/4/13 (Collateralized by Corporate Obligations valued at $19,315,369,
1.69%,10/1/37)
|
15,036
|
|
15,000
|
5/3/13 due 8/1/13 (Collateralized by Corporate Obligations valued at $18,079,641, 0.69% -
1.69%, 9/25/36 - 10/1/37)
|
15,036
|
|
15,000
|
5/13/13 due 8/12/13 (Collateralized by Mortgage Loan Obligations valued at $10,709,397,
0.47% - 7.66%, 7/15/14 - 12/10/49)
|
10,024
|
|
10,000
|
1.1%, dated 5/8/13 due 9/9/13 (Collateralized by U.S. Government Obligations valued at
$10,222,796, 0.47% - 6.62%, 4/1/27 - 11/16/47)
|
10,038
|
|
10,000
|
1.4%, dated 5/3/13 due 10/30/13 (Collateralized by U.S. Government Obligations valued at
$10,433,148, 0.65% - 9.25%, 2/28/17 - 9/16/50)
|
10,070
|
|
10,000
|
RBC Capital Markets Co. at 0.22%, dated 5/28/13 due 6/4/13 (Collateralized by U.S. Government
Obligations valued at $13,390,442, 3.5% - 5.94%, 7/15/37 - 1/15/43)
|
13,001
|
|
13,000
|
RBS Securities, Inc. at 1.1%, dated 3/11/13 due 7/5/13 (Collateralized by U.S. Government
Obligations valued at $69,184,088, 2.5% - 3.5%, 2/15/33 - 11/15/42)
|
67,364
|
|
67,000
|
Royal Bank of Scotland PLC at 0.8%, dated 5/8/13 due 6/7/13 (Collateralized by U.S. Government
Obligations valued at $16,329,292, 4.88%, 11/15/13)
|
16,011
|
|
16,000
|
UBS Securities LLC at 0.48%, dated:
|
|
|
|
4/9/13 due 6/7/13 (Collateralized by Corporate Obligations valued at $18,372,134, 1.25% -
4.25%, 7/15/14 - 12/15/35)
|
17,021
|
|
17,000
|
4/18/13 due 6/7/13 (Collateralized by Corporate Obligations valued at $13,011,944, 2.13% -
6%, 5/1/15 - 12/15/37)
|
12,014
|
|
12,000
|
Other Repurchase Agreement - continued
|
|
Maturity Amount (000s)
|
|
Value (000s)
|
Other Repurchase Agreement - continued
|
With: - continued
|
|
|
|
Wells Fargo Securities, LLC at:
|
|
|
|
0.4%, dated 5/30/13 due 6/6/13 (Collateralized by Corporate Obligations valued at
$21,141,210, 1.5% - 10%, 1/10/18 - 11/1/40)
|
$ 20,002
|
|
$ 20,000
|
0.56%, dated 4/4/13 due:
|
|
|
|
7/3/13 (Collateralized by Corporate Obligations valued at $17,885,812, 0.88% - 11%,
8/1/13 - 8/25/45)
|
17,024
|
|
17,000
|
7/8/13 (Collateralized by Corporate Obligations valued at $18,021,739, 0% - 12%, 6/1/13 -
05/15/68)
|
17,025
|
|
17,000
|
TOTAL OTHER REPURCHASE AGREEMENT
(Cost $1,438,000)
|
1,438,000
|
TOTAL INVESTMENT PORTFOLIO - 100.0%
(Cost $13,990,837)
|
|
13,990,837
|
NET OTHER ASSETS (LIABILITIES) - 0.0%
|
|
691
|
NET ASSETS - 100%
|
$ 13,991,528
|