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:
Goldman Sachs & Co.
Item 27. The title of the issue (including coupon or yield):
Goldman Sachs & Co., REPO, 0.200%, 11/2/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
381905009
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FNMA FNRM CL024A R05F024
|
2032-07-25
|
4.5
|
Government Agency Debt
|
$2,394,894.39
|
$2,483,761.74
|
FMAC FGRM 03628A 06/15/38
|
2038-06-15
|
5
|
Government Agency Debt
|
$11,342,410.26
|
$11,784,499.60
|
FMAC FGRM 2569LC 06/15/32
|
2032-06-15
|
5.5
|
Government Agency Debt
|
$732,088.15
|
$754,679.90
|
FMAC FGRM 2718VU 08/15/22
|
2022-08-15
|
5.5
|
Government Agency Debt
|
$3,989,407.04
|
$4,076,987.83
|
FMAC FGRM 2887EA 12/15/18
|
2018-12-15
|
4.5
|
Government Agency Debt
|
$311,659.70
|
$318,673.61
|
FMAC FGRM 3061HK 03/15/33
|
2033-03-15
|
5.5
|
Government Agency Debt
|
$211,364.57
|
$212,791.77
|
FMAC FGRM 3349MY 07/15/37
|
2037-07-15
|
5.5
|
Government Agency Debt
|
$5,567,094.91
|
$6,286,320.89
|
FMAC FGRM 3368NC 08/15/35
|
2035-08-15
|
4.5
|
Government Agency Debt
|
$463,736.22
|
$480,617.14
|
FMAC FGRM 3455KA 10/15/34
|
2034-10-15
|
5
|
Government Agency Debt
|
$445,717.01
|
$449,951.62
|
FMAC FGRM 3540TB 03/15/39
|
2039-03-15
|
5
|
Government Agency Debt
|
$45,800.69
|
$49,563.29
|
FMAC FGRM 3573KA 12/15/22
|
2022-12-15
|
4
|
Government Agency Debt
|
$465,425.89
|
$477,229.71
|
FMAC FGRM 3573KB 12/15/22
|
2022-12-15
|
4
|
Government Agency Debt
|
$1,192,007.42
|
$1,222,238.32
|
FMAC FGRM 3589CA 10/15/21
|
2021-10-15
|
4
|
Government Agency Debt
|
$675,140.70
|
$695,871.12
|
FMAC FGRM 3641VA 10/15/22
|
2022-10-15
|
5.5
|
Government Agency Debt
|
$4,389,724.93
|
$4,602,263.70
|
FMAC FGRM 3649BW 03/15/25
|
2025-03-15
|
4
|
Government Agency Debt
|
$110,515.58
|
$116,574.52
|
FMAC FGRM 3688CA 04/15/28
|
2028-04-15
|
3.5
|
Government Agency Debt
|
$1,488,877.42
|
$1,539,105.69
|
FMAC FGRM 3697BP 09/15/31
|
2031-09-15
|
5
|
Government Agency Debt
|
$45,358.59
|
$46,941.82
|
FMAC FGRM 3721CG 12/15/27
|
2027-12-15
|
3
|
Government Agency Debt
|
$5,651,771.30
|
$5,780,320.84
|
FMAC FGRM 3738CG 12/15/27
|
2027-12-15
|
3
|
Government Agency Debt
|
$1,872,404.88
|
$1,912,219.70
|
FMAC FGRM 3769KA 11/15/24
|
2024-11-15
|
3.5
|
Government Agency Debt
|
$4,688,011.27
|
$4,875,253.57
|
FMAC FGRM 3772MB 12/15/40
|
2040-12-15
|
4
|
Government Agency Debt
|
$4,411,993.10
|
$4,857,672.05
|
FMAC FGRM 3793AN 04/15/25
|
2025-04-15
|
3.25
|
Government Agency Debt
|
$631,677.49
|
$640,358.21
|
FMAC FGRM 3796NA 02/15/25
|
2025-02-15
|
2.5
|
Government Agency Debt
|
$14,439,699.39
|
$14,739,602.32
|
FMAC FGRM 3859JB 05/15/41
|
2041-05-15
|
5
|
Government Agency Debt
|
$6,767,157.03
|
$7,721,493.10
|
FMAC FGRM 3870WK 11/15/29
|
2029-11-15
|
3.5
|
Government Agency Debt
|
$115,457.77
|
$120,556.93
|
FMAC FGRM 3871KA 12/15/38
|
2038-12-15
|
5.5
|
Government Agency Debt
|
$149,430.08
|
$157,109.80
|
FMAC FGRM 3871KV 01/15/24
|
2024-01-15
|
5.5
|
Government Agency Debt
|
$7,179,121.86
|
$8,182,521.40
|
FMAC FGRM 3889KV 02/15/26
|
2026-02-15
|
4
|
Government Agency Debt
|
$4,208,030.41
|
$4,388,013.49
|
FMAC FGRM 3919VJ 08/15/24
|
2024-08-15
|
4
|
Government Agency Debt
|
$8,418,648.56
|
$9,016,350.16
|
FMAC FGRM 3947HM 10/15/41
|
2041-10-15
|
2.5
|
Government Agency Debt
|
$7,261,356.41
|
$7,450,451.81
|
FMAC FGRM 3958VB 03/15/39
|
2039-03-15
|
4
|
Government Agency Debt
|
$4,201,898.19
|
$4,576,137.45
|
FMAC FGRM 4001KW 12/15/31
|
2031-12-15
|
3.5
|
Government Agency Debt
|
$7,252,689.73
|
$7,820,819.51
|
FMAC FGRM 4016NA 04/15/40
|
2040-04-15
|
3.5
|
Government Agency Debt
|
$5,586,365.40
|
$6,017,820.88
|
FMAC FGRM 4016VE 06/15/23
|
2023-06-15
|
3.5
|
Government Agency Debt
|
$831,104.08
|
$903,624.28
|
FMAC FGRM 4016VG 07/15/32
|
2032-07-15
|
3.5
|
Government Agency Debt
|
$989,666.36
|
$1,054,257.59
|
FMAC FGRM 4016VK 02/15/31
|
2031-02-15
|
4
|
Government Agency Debt
|
$5,132,088.36
|
$5,691,328.61
|
FMAC FGRM 4061BK 01/15/41
|
2041-01-15
|
4
|
Government Agency Debt
|
$8,021,241.28
|
$8,844,608.33
|
FMAC FGRM 4073MK 08/15/39
|
2039-08-15
|
4
|
Government Agency Debt
|
$8,578,460.91
|
$9,132,786.76
|
FMAC FGRM 4073VY 03/15/35
|
2035-03-15
|
4
|
Government Agency Debt
|
$7,872,404.16
|
$8,698,922.63
|
FMAC FGRM 4093AD 08/15/27
|
2027-08-15
|
1.5
|
Government Agency Debt
|
$10,387,637.83
|
$10,447,231.71
|
FMAC FGRM 4102BC 08/15/27
|
2027-08-15
|
3
|
Government Agency Debt
|
$2,776,842.91
|
$2,921,222.08
|
FMAC FGRM 4116BA 12/15/41
|
2041-12-15
|
3.2
|
Government Agency Debt
|
$4,973,594.02
|
$5,426,567.41
|
FMAC FGRM 4116DV 12/15/25
|
2025-12-15
|
3
|
Government Agency Debt
|
$2,983,533.86
|
$3,192,891.41
|
FMAC FGRM 4116VD 07/15/31
|
2031-07-15
|
3
|
Government Agency Debt
|
$1,670,193.60
|
$1,716,671.75
|
FNMA FNRA CL0121A R12M012
|
2022-08-25
|
2.84
|
Government Agency Debt
|
$1,751,854.75
|
$1,788,298.00
|
FNMA FNRM CL001KA R05F001
|
2033-08-25
|
5
|
Government Agency Debt
|
$529,034.62
|
$541,888.40
|
FNMA FNRM CL005A2 R10M005
|
2020-07-25
|
2.806
|
Government Agency Debt
|
$4,048,528.90
|
$4,366,995.63
|
FNMA FNRM CL005A2 R12M005
|
2022-02-25
|
2.715
|
Government Agency Debt
|
$5,042,277.83
|
$5,293,320.23
|
FNMA FNRM CL008A2 R11M008
|
2021-08-25
|
2.922
|
Government Agency Debt
|
$294,132.87
|
$315,607.51
|
FNMA FNRM CL009CA R10F009
|
2037-03-25
|
5
|
Government Agency Debt
|
$1,032,651.31
|
$1,064,527.88
|
FNMA FNRM CL017DA R10F017
|
2021-06-25
|
4.5
|
Government Agency Debt
|
$2,244,214.63
|
$2,395,005.66
|
FNMA FNRM CL017MB R12F017
|
2027-03-25
|
3
|
Government Agency Debt
|
$183,833.05
|
$193,875.29
|
FNMA FNRM CL017QV R12F017
|
2025-01-25
|
4
|
Government Agency Debt
|
$2,758,469.15
|
$3,013,953.97
|
FNMA FNRM CL017VQ R12F017
|
2031-02-25
|
4
|
Government Agency Debt
|
$2,800,845.41
|
$3,106,337.35
|
FNMA FNRM CL039QV R10F039
|
2021-06-25
|
4.5
|
Government Agency Debt
|
$1,711,068.81
|
$1,728,619.24
|
FNMA FNRM CL047QB R12F047
|
2039-02-25
|
4
|
Government Agency Debt
|
$3,751,634.96
|
$4,143,044.29
|
FNMA FNRM CL060JV R12F060
|
2041-09-25
|
4.5
|
Government Agency Debt
|
$9,872,253.18
|
$11,135,111.80
|
FNMA FNRM CL060VJ R12F060
|
2041-09-25
|
4.5
|
Government Agency Debt
|
$7,533,252.99
|
$8,602,379.79
|
FNMA FNRM CL064TA R09F064
|
2027-01-25
|
4
|
Government Agency Debt
|
$1,348,302.87
|
$1,384,425.70
|
FNMA FNRM CL065BE R07F065
|
2032-10-25
|
5.5
|
Government Agency Debt
|
$822,246.11
|
$840,236.30
|
FNMA FNRM CL066JA R11F066
|
2038-11-25
|
5
|
Government Agency Debt
|
$6,864,032.93
|
$7,154,990.13
|
FNMA FNRM CL081UQ R09F081
|
2039-06-25
|
5.5
|
Government Agency Debt
|
$299,129.27
|
$323,037.88
|
FNMA FNRM CL084QB R12F084
|
2032-08-25
|
3
|
Government Agency Debt
|
$4,437,410.80
|
$4,503,332.97
|
FNMA FNRM CL094VC R11F094
|
2024-08-25
|
4
|
Government Agency Debt
|
$5,350,900.89
|
$5,785,641.97
|
FNMA FNRM CL097MD R10F097
|
2025-05-25
|
2
|
Government Agency Debt
|
$21,008,546.20
|
$21,321,923.69
|
FNMA FNRM CL098CP R12F098
|
2041-12-25
|
4
|
Government Agency Debt
|
$3,782,851.29
|
$4,046,025.51
|
FNMA FNRM CL098QB R12F098
|
2032-09-25
|
3.5
|
Government Agency Debt
|
$732,376.15
|
$774,860.31
|
FNMA FNRM CL098VB R12F098
|
2031-08-25
|
4
|
Government Agency Debt
|
$5,344,388.42
|
$5,897,876.45
|
FNMA FNRM CL099CV R11F099
|
2026-03-25
|
4.5
|
Government Agency Debt
|
$854,608.58
|
$953,962.81
|
FNMA FNRM CL099DV R11F099
|
2026-01-25
|
5
|
Government Agency Debt
|
$352,285.74
|
$393,015.13
|
FNMA FNRM CL100AD R10F100
|
2025-04-25
|
2
|
Government Agency Debt
|
$10,435,106.24
|
$10,596,575.59
|
FNMA FNRM CL107AE R12F107
|
2032-10-25
|
3
|
Government Agency Debt
|
$1,235,294.62
|
$1,249,460.98
|
FNMA FNRM CL111BA R09F111
|
2036-07-25
|
4.5
|
Government Agency Debt
|
$864,881.15
|
$870,668.07
|
FNMA FNRM CL111CA R11F111
|
2037-05-25
|
4
|
Government Agency Debt
|
$749,493.82
|
$763,352.21
|
FNMA FNRM CL112CE R10F112
|
2023-12-25
|
2
|
Government Agency Debt
|
$20,810,813.69
|
$20,970,987.58
|
FNMA FNRM CL112DA R12F112
|
2042-10-25
|
3
|
Government Agency Debt
|
$20,972,779.59
|
$21,837,256.58
|
FNMA FNRM CL113LA R11F113
|
2037-06-25
|
4
|
Government Agency Debt
|
$1,182,956.99
|
$1,220,309.25
|
FNMA FNRM CL120AB R12F120
|
2032-11-25
|
3
|
Government Agency Debt
|
$1,938,132.68
|
$1,919,673.91
|
FNMA FNRM CL120BM R12F120
|
2039-11-25
|
3.5
|
Government Agency Debt
|
$483,214.93
|
$535,778.41
|
FNMA FNRM CL120CB R12F120
|
2032-11-25
|
3
|
Government Agency Debt
|
$2,420,368.57
|
$2,491,641.16
|
FNMA FNRM CL120DB R12F120
|
2032-11-25
|
3
|
Government Agency Debt
|
$2,702,012.14
|
$2,681,039.12
|
FNMA FNRM CL120GY R12F120
|
2039-11-25
|
3
|
Government Agency Debt
|
$2,030,655.54
|
$2,179,445.73
|
FNMA FNRM CL120VA R12F120
|
2025-12-25
|
3
|
Government Agency Debt
|
$2,438,039.23
|
$2,604,213.55
|
FNMA FNRM CL120VC R12F120
|
2031-08-25
|
3
|
Government Agency Debt
|
$1,379,729.83
|
$1,430,792.25
|
FNMA FNRM CL121AE R06F121
|
2034-02-25
|
5.47
|
Government Agency Debt
|
$1,092,684.51
|
$1,106,335.79
|
FNMA FNRM RC008AL R09F008
|
2045-09-25
|
5
|
Government Agency Debt
|
$412,361.36
|
$415,243.21
|
FNMA FNRM RC013WE R10F013
|
2025-03-25
|
4.5
|
Government Agency Debt
|
$4,583,063.02
|
$4,871,938.07
|
FNMA FNRM RC017BV R12F017
|
2024-02-25
|
2.5
|
Government Agency Debt
|
$2,416,471.01
|
$2,489,352.58
|
FNMA FNRM RC017NY R11F017
|
2031-03-25
|
3.5
|
Government Agency Debt
|
$158,831.75
|
$169,927.84
|
FNMA FNRM RC019GH R12F019
|
2030-11-25
|
3
|
Government Agency Debt
|
$4,474,496.72
|
$4,645,422.49
|
FNMA FNRM RC021CA R06F021
|
2029-03-25
|
5.5
|
Government Agency Debt
|
$558,158.65
|
$569,246.66
|
FNMA FNRM RC021UB R06F021
|
2033-10-25
|
5.5
|
Government Agency Debt
|
$1,531,120.11
|
$1,547,863.42
|
FNMA FNRM RC037NG R10F037
|
2028-01-25
|
4
|
Government Agency Debt
|
$665,051.65
|
$685,801.48
|
FNMA FNRM RC045MJ R11F045
|
2038-04-25
|
4
|
Government Agency Debt
|
$1,240,302.57
|
$1,275,117.04
|
FNMA FNRM RC052DC R09F052
|
2023-11-25
|
4.5
|
Government Agency Debt
|
$341,299.54
|
$351,132.72
|
FNMA FNRM RC053QT R11F053
|
2041-06-25
|
5.8
|
Government Agency Debt
|
$20,919,241.70
|
$23,136,018.87
|
FNMA FNRM RC055GC R02F055
|
2017-09-25
|
5.5
|
Government Agency Debt
|
$1,437,658.20
|
$1,539,328.43
|
FNMA FNRM RC076EJ R11F076
|
2040-08-25
|
4
|
Government Agency Debt
|
$511,944.06
|
$522,099.67
|
FNMA FNRM RC098KY R12F098
|
2027-09-25
|
3.5
|
Government Agency Debt
|
$1,950,023.63
|
$2,128,239.54
|
FNMA FNRM RC098WB R12F098
|
2042-09-25
|
4
|
Government Agency Debt
|
$3,385,305.92
|
$3,695,343.52
|
FNMA FNRM RC099AB R11F099
|
2038-12-25
|
4
|
Government Agency Debt
|
$9,865,846.03
|
$10,169,105.69
|
FNMA FNRM RC102DB R10F102
|
2029-06-25
|
4
|
Government Agency Debt
|
$1,027,364.11
|
$1,098,522.77
|
FNMA FNRM RC107AB R12F107
|
2042-10-25
|
3.5
|
Government Agency Debt
|
$6,094,955.01
|
$6,401,395.12
|
FNMA FNRM RC107GE R12F107
|
2027-10-25
|
3.5
|
Government Agency Debt
|
$13,590,171.17
|
$14,495,666.15
|
FNMA FNRM RC119AB R10F119
|
2040-04-25
|
3.5
|
Government Agency Debt
|
$22,080,968.96
|
$22,676,728.22
|
FNMA FNRM RC120AH R12F120
|
2032-02-25
|
2.5
|
Government Agency Debt
|
$23,200,380.82
|
$23,847,284.77
|
FNMA FNRM RC120DH R12F120
|
2031-03-25
|
2.5
|
Government Agency Debt
|
$17,046,909.34
|
$17,551,043.28
|
FNMA FNRM RC120EN R12F120
|
2039-11-25
|
3.5
|
Government Agency Debt
|
$792,667.08
|
$879,134.11
|
FNMA FNRM RC129MA R11F129
|
2038-01-25
|
4
|
Government Agency Debt
|
$1,035,041.73
|
$1,055,054.61
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-02
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Goldman Sachs & Co.
|
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:
$487,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$487,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.51%
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:
$487,000,000.00
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:
$487,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.280%, 8/2/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313376W68
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-02
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:
$73,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$73,042,513.33
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:
$73,038,398.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$73,038,398.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Deutsche Bank Securities, Inc.
Item 27. The title of the issue (including coupon or yield):
Deutsche Bank Securities, Inc., REPO, 0.200%, 11/5/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
25199K004
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FMAC FMAR 2B0317 G
|
2042-03-01
|
2.958
|
Government Agency Debt
|
$6,939,322.84
|
$7,347,903.23
|
FMAC FMAR 2B0384 G
|
2042-04-01
|
2.852
|
Government Agency Debt
|
$2,483,285.72
|
$2,625,683.94
|
FMAC FMAR 848855 G
|
2042-08-01
|
2.585
|
Government Agency Debt
|
$9,823,472.72
|
$10,310,836.49
|
FNMA FNRM CL056B R12F056
|
2042-06-25
|
7
|
Government Agency Debt
|
$4,726,857.72
|
$5,416,318.76
|
FNMA FNRM CL068B R12F068
|
2042-07-25
|
6.5
|
Government Agency Debt
|
$12,026,922.34
|
$13,766,504.41
|
FMAC 03.500 FGPC G07106 G
|
2042-08-01
|
3.5
|
Government Agency Debt
|
$2,244,199.80
|
$2,406,970.86
|
FMAC 07.000 FGPC G03442 G
|
2037-10-01
|
7
|
Government Agency Debt
|
$729,984.32
|
$845,527.22
|
FMAC FGRA 01368F 08/15/22
|
2022-08-15
|
.75
|
Government Agency Debt
|
$18,998.38
|
$19,061.88
|
FMAC FGRA 03372F 10/15/37
|
2037-10-15
|
.8207
|
Government Agency Debt
|
$122,176.02
|
$123,273.01
|
FMAC FGRA 2661FG 03/15/17
|
2017-03-15
|
.664
|
Government Agency Debt
|
$265,704.17
|
$266,547.01
|
FMAC FGRA 2752FM 12/15/30
|
2030-12-15
|
.5707
|
Government Agency Debt
|
$3,065.59
|
$3,066.91
|
FMAC FGRA 3069FO 11/15/35
|
2035-11-15
|
.614
|
Government Agency Debt
|
$152,987.47
|
$152,880.05
|
FMAC FGRA 3174FH 04/15/36
|
2036-04-15
|
.464
|
Government Agency Debt
|
$523,964.39
|
$523,896.91
|
FMAC FGRA 3195FB 07/15/36
|
2036-07-15
|
.814
|
Government Agency Debt
|
$905,069.05
|
$903,827.10
|
FMAC FGRA 3271FT 02/15/37
|
2037-02-15
|
.5507
|
Government Agency Debt
|
$555,591.50
|
$555,113.55
|
FMAC FGRA 3330KF 06/15/37
|
2037-06-15
|
.6707
|
Government Agency Debt
|
$545,401.37
|
$548,702.19
|
FMAC FGRA 3597FC 11/15/39
|
2039-11-15
|
1.064
|
Government Agency Debt
|
$169,934.34
|
$172,117.98
|
FMAC FGRA 3608FA 12/15/39
|
2039-12-15
|
1.0707
|
Government Agency Debt
|
$69,689.29
|
$70,335.09
|
FMAC FGRA 3807FN 02/15/41
|
2041-02-15
|
.7207
|
Government Agency Debt
|
$80,982.66
|
$81,670.07
|
FMAC FGRA 3828FP 03/15/41
|
2041-03-15
|
.664
|
Government Agency Debt
|
$525,625.39
|
$526,820.19
|
FMAC FGRA 3828KF 02/15/36
|
2036-02-15
|
.6207
|
Government Agency Debt
|
$79,622.79
|
$79,693.80
|
FMAC FGRA 3845JF 05/15/37
|
2037-05-15
|
.564
|
Government Agency Debt
|
$165,024.72
|
$165,165.77
|
FMAC FGRA 3867PF 03/15/41
|
2041-03-15
|
.614
|
Government Agency Debt
|
$228,905.82
|
$229,878.41
|
FMAC FGRA 3919FL 10/15/40
|
2040-10-15
|
.564
|
Government Agency Debt
|
$6,549,116.57
|
$6,558,676.10
|
FMAC FGRA 3996TF 02/15/39
|
2039-02-15
|
.664
|
Government Agency Debt
|
$64,544.57
|
$64,868.66
|
FMAC FGRA 4097FN 08/15/42
|
2042-08-15
|
.7207
|
Government Agency Debt
|
$8,918,428.39
|
$8,962,113.63
|
FMAC FGRA 4097FP 08/15/42
|
2042-08-15
|
.664
|
Government Agency Debt
|
$3,337,735.64
|
$3,348,103.01
|
FMAC FGRA 4097TF 05/15/39
|
2039-05-15
|
.614
|
Government Agency Debt
|
$2,031,242.44
|
$2,036,598.60
|
FMAC FGRM 03306A 05/15/34
|
2034-05-15
|
6
|
Government Agency Debt
|
$1,624,937.27
|
$1,723,683.09
|
FMAC FGRM 03406B 01/15/38
|
2038-01-15
|
6
|
Government Agency Debt
|
$1,466,475.71
|
$1,615,428.58
|
FMAC FGRM 2103PS 12/15/28
|
2028-12-15
|
6.5
|
Government Agency Debt
|
$883,898.21
|
$1,009,582.94
|
FMAC FGRM 2500MC 09/15/32
|
2032-09-15
|
6
|
Government Agency Debt
|
$1,296,846.31
|
$1,460,778.06
|
FMAC FGRM 2559PB 08/15/30
|
2030-08-15
|
5.5
|
Government Agency Debt
|
$208.57
|
$227.08
|
FMAC FGRM 2575PE 02/15/33
|
2033-02-15
|
5.5
|
Government Agency Debt
|
$2,370,652.99
|
$2,634,806.16
|
FMAC FGRM 2631MC 02/15/32
|
2032-02-15
|
5
|
Government Agency Debt
|
$13,691.01
|
$13,923.54
|
FMAC FGRM 2645PE 07/15/33
|
2033-07-15
|
5
|
Government Agency Debt
|
$736,744.76
|
$821,481.95
|
FMAC FGRM 2733PE 01/15/34
|
2034-01-15
|
5
|
Government Agency Debt
|
$972,503.08
|
$1,099,186.85
|
FMAC FGRM 2827PG 07/15/34
|
2034-07-15
|
6
|
Government Agency Debt
|
$1,532,429.10
|
$1,844,630.88
|
FMAC FGRM 2857MG 09/15/34
|
2034-09-15
|
5
|
Government Agency Debt
|
$825,154.13
|
$935,391.15
|
FMAC FGRM 2866DB 04/15/34
|
2034-04-15
|
6
|
Government Agency Debt
|
$884,093.71
|
$1,075,041.16
|
FMAC FGRM 2962GB 04/15/35
|
2035-04-15
|
6
|
Government Agency Debt
|
$755,605.43
|
$919,860.44
|
FMAC FGRM 3110CQ 02/15/36
|
2036-02-15
|
5.5
|
Government Agency Debt
|
$781,592.18
|
$939,852.35
|
FMAC FGRM 3159TE 05/15/36
|
2036-05-15
|
5.5
|
Government Agency Debt
|
$1,031,442.66
|
$1,189,957.18
|
FMAC FGRM 3162OD 06/15/35
|
2035-06-15
|
6
|
Government Agency Debt
|
$1,299,667.85
|
$1,411,358.71
|
FMAC FGRM 3184AD 04/15/34
|
2034-04-15
|
6
|
Government Agency Debt
|
$586,448.83
|
$641,575.60
|
FMAC FGRM 3184LC 09/15/35
|
2035-09-15
|
6
|
Government Agency Debt
|
$1,178,791.62
|
$1,286,730.03
|
FMAC FGRM 3210PE 09/15/36
|
2036-09-15
|
6
|
Government Agency Debt
|
$4,628,973.22
|
$5,522,989.96
|
FMAC FGRM 3303PD 04/15/37
|
2037-04-15
|
5.5
|
Government Agency Debt
|
$376,329.22
|
$449,213.03
|
FMAC FGRM 3304KA 08/15/33
|
2033-08-15
|
6
|
Government Agency Debt
|
$818,367.91
|
$843,230.75
|
FMAC FGRM 3312LC 05/15/27
|
2027-05-15
|
5.5
|
Government Agency Debt
|
$766,214.55
|
$879,695.78
|
FMAC FGRM 3373BA 12/15/35
|
2035-12-15
|
6
|
Government Agency Debt
|
$1,004,886.23
|
$1,030,948.96
|
FMAC FGRM 3409DB 01/15/38
|
2038-01-15
|
6
|
Government Agency Debt
|
$1,031,442.66
|
$1,154,348.34
|
FMAC FGRM 3667PL 05/15/40
|
2040-05-15
|
5
|
Government Agency Debt
|
$194,795.31
|
$220,613.03
|
FMAC FGRM 3695JG 07/15/40
|
2040-07-15
|
4.5
|
Government Agency Debt
|
$1,773,786.68
|
$2,028,300.24
|
FMAC FGRM 3708PL 08/15/40
|
2040-08-15
|
4.5
|
Government Agency Debt
|
$428,490.75
|
$488,779.40
|
FMAC FGRM 3721DL 09/15/30
|
2030-09-15
|
5
|
Government Agency Debt
|
$476,526.51
|
$569,647.73
|
FMAC FGRM 3721PL 09/15/40
|
2040-09-15
|
4.5
|
Government Agency Debt
|
$354,226.88
|
$410,138.05
|
FMAC FGRM 3740KE 10/15/40
|
2040-10-15
|
4
|
Government Agency Debt
|
$884,093.71
|
$974,835.62
|
FMAC FGRM 3755HA 04/15/39
|
2039-04-15
|
4
|
Government Agency Debt
|
$485,043.49
|
$502,895.19
|
FMAC FGRM 3780ML 12/15/40
|
2040-12-15
|
4
|
Government Agency Debt
|
$307,664.61
|
$326,363.65
|
FMAC FGRM 3784CA 05/15/25
|
2025-05-15
|
4
|
Government Agency Debt
|
$889,384.08
|
$926,373.87
|
FMAC FGRM 3845QL 02/15/26
|
2026-02-15
|
4
|
Government Agency Debt
|
$191,002.55
|
$210,092.37
|
FMAC FGRM 3867LD 05/15/41
|
2041-05-15
|
4
|
Government Agency Debt
|
$145,875.46
|
$161,055.60
|
FMAC FGRM 3867PL 05/15/41
|
2041-05-15
|
4
|
Government Agency Debt
|
$244,599.26
|
$265,766.96
|
FMAC FGRM 3870PG 07/15/40
|
2040-07-15
|
2.75
|
Government Agency Debt
|
$469,595.04
|
$480,618.63
|
FMAC FGRM 3888WL 02/15/26
|
2026-02-15
|
4
|
Government Agency Debt
|
$49,391.07
|
$55,987.52
|
FMAC FGRM 3919BG 08/15/39
|
2039-08-15
|
3
|
Government Agency Debt
|
$550,550.71
|
$568,488.20
|
FMAC FGRM 3919BY 09/15/41
|
2041-09-15
|
4
|
Government Agency Debt
|
$4,541,662.78
|
$4,931,111.87
|
FMAC FGRM 3919DL 08/15/30
|
2030-08-15
|
4
|
Government Agency Debt
|
$294,108.51
|
$320,126.62
|
FMAC FGRM 3926NY 09/15/41
|
2041-09-15
|
4
|
Government Agency Debt
|
$583,207.15
|
$636,036.00
|
FMAC FGRM 3933DP 10/15/41
|
2041-10-15
|
4
|
Government Agency Debt
|
$4,764,086.31
|
$5,169,206.74
|
FMAC FGRM 3946BY 10/15/26
|
2026-10-15
|
3
|
Government Agency Debt
|
$74,263.87
|
$77,633.22
|
FMAC FGRM 3946JL 10/15/26
|
2026-10-15
|
3
|
Government Agency Debt
|
$474,750.07
|
$505,421.78
|
FMAC FGRM 3960AL 10/15/30
|
2030-10-15
|
3.5
|
Government Agency Debt
|
$1,095,568.93
|
$1,184,679.95
|
FMAC FGRM 3960JY 11/15/41
|
2041-11-15
|
3.5
|
Government Agency Debt
|
$366,299.18
|
$371,784.02
|
FMAC FGRM 3960LY 11/15/41
|
2041-11-15
|
3.5
|
Government Agency Debt
|
$471,516.65
|
$486,451.78
|
FMAC FGRM 4013PL 03/15/42
|
2042-03-15
|
3.5
|
Government Agency Debt
|
$377,508.01
|
$392,386.61
|
FMAC FGRM 4020PG 03/15/27
|
2027-03-15
|
2.5
|
Government Agency Debt
|
$278,985.53
|
$289,624.74
|
FMAC FGRM 4039PB 05/15/27
|
2027-05-15
|
1.5
|
Government Agency Debt
|
$570,709.43
|
$577,357.62
|
FMAC FGRM 4056QY 05/15/42
|
2042-05-15
|
3.5
|
Government Agency Debt
|
$116,786.13
|
$120,450.02
|
FMAC FGRM 4057EL 06/15/42
|
2042-06-15
|
3
|
Government Agency Debt
|
$696,150.12
|
$705,353.92
|
FMAC FGRM 4057LV 04/15/31
|
2031-04-15
|
3.5
|
Government Agency Debt
|
$2,418,291.00
|
$2,592,549.82
|
FMAC FGRM 4059CY 06/15/42
|
2042-06-15
|
4
|
Government Agency Debt
|
$3,679,118.55
|
$4,037,120.09
|
FMAC FGRM 4076NW 11/15/39
|
2039-11-15
|
7
|
Government Agency Debt
|
$6,405,462.87
|
$7,586,062.27
|
FMAC FGRM 4076QP 07/15/42
|
2042-07-15
|
4
|
Government Agency Debt
|
$1,229,685.67
|
$1,244,014.38
|
FMAC FGRM 4076QY 07/15/42
|
2042-07-15
|
3.5
|
Government Agency Debt
|
$1,103,348.95
|
$1,130,708.33
|
FMAC FGRM 4097BL 08/15/42
|
2042-08-15
|
3.5
|
Government Agency Debt
|
$1,897,265.10
|
$1,981,021.14
|
FMAC FGRM 4097BW 08/15/42
|
2042-08-15
|
6.5
|
Government Agency Debt
|
$8,751,783.57
|
$9,829,203.97
|
FMAC FGRM 4097EW 08/15/42
|
2042-08-15
|
6.5
|
Government Agency Debt
|
$581,263.12
|
$663,547.69
|
FMAC FGRM 4097GW 09/15/30
|
2030-09-15
|
6.5
|
Government Agency Debt
|
$740,719.45
|
$832,320.27
|
FMAC FGRM 4097HD 08/15/27
|
2027-08-15
|
3
|
Government Agency Debt
|
$557,363.03
|
$576,540.22
|
FMAC FGRM 4097KG 09/15/31
|
2031-09-15
|
2.25
|
Government Agency Debt
|
$367,416.64
|
$376,302.98
|
FMAC FGRM 4097LY 08/15/42
|
2042-08-15
|
3
|
Government Agency Debt
|
$2,977,627.62
|
$2,922,848.20
|
FMAC FGRM 4097NY 08/15/42
|
2042-08-15
|
3.5
|
Government Agency Debt
|
$3,796,108.02
|
$3,991,207.73
|
FMAC FGRM 4097PL 08/15/42
|
2042-08-15
|
3.5
|
Government Agency Debt
|
$5,697,689.27
|
$6,007,875.28
|
FMAC FGRM 4097PW 11/15/40
|
2040-11-15
|
6.5
|
Government Agency Debt
|
$8,646,844.66
|
$10,148,132.89
|
FMAC FGRM 4097QY 08/15/42
|
2042-08-15
|
2.5
|
Government Agency Debt
|
$157,663.38
|
$140,441.86
|
FMAC FGRM 4097VW 08/15/42
|
2042-08-15
|
6.5
|
Government Agency Debt
|
$86,794.44
|
$98,739.67
|
FMAC FGRM 4097VY 08/15/42
|
2042-08-15
|
1.5
|
Government Agency Debt
|
$203,789.79
|
$159,512.79
|
FMAC FGRM 4109CK 06/15/32
|
2032-06-15
|
2.5
|
Government Agency Debt
|
$2,761,196.80
|
$2,884,186.95
|
FMAC FGRM 4109CW 06/15/32
|
2032-06-15
|
6.5
|
Government Agency Debt
|
$1,416,983.61
|
$1,643,353.35
|
FMAC FGRM 4109CY 09/15/32
|
2032-09-15
|
2.5
|
Government Agency Debt
|
$813,071.52
|
$751,586.51
|
FMAC FGRM 4109EM 12/15/41
|
2041-12-15
|
4.5
|
Government Agency Debt
|
$1,999,747.44
|
$2,093,833.56
|
FMAC FGRM 4109HC 09/15/32
|
2032-09-15
|
2.5
|
Government Agency Debt
|
$5,597,768.05
|
$5,506,352.77
|
FMAC FGRM 4109HM 09/15/32
|
2032-09-15
|
2.5
|
Government Agency Debt
|
$991,832.69
|
$1,012,383.80
|
FMAC FGRM 4109MG 10/15/41
|
2041-10-15
|
4.5
|
Government Agency Debt
|
$2,629,243.69
|
$2,887,246.11
|
FMAC FGRM 4109ML 03/15/27
|
2027-03-15
|
3.5
|
Government Agency Debt
|
$4,287,854.50
|
$4,673,219.71
|
FMAC FGRM R003VA 08/15/16
|
2016-08-15
|
5.5
|
Government Agency Debt
|
$70,827.43
|
$71,599.40
|
FNMA FNAR XX.XXX LB933257
|
2037-11-01
|
5.126
|
Government Agency Debt
|
$2,510,594.96
|
$2,712,119.58
|
FNMA FNAR XX.XXX LB933593
|
2038-05-01
|
2.705
|
Government Agency Debt
|
$2,428,978.38
|
$2,609,529.60
|
FNMA FNAR XX.XXX LB933594
|
2038-05-01
|
2.717
|
Government Agency Debt
|
$1,916,818.48
|
$2,058,519.60
|
FNMA FNAR XX.XXX LB966240
|
2036-10-01
|
5.846
|
Government Agency Debt
|
$992,859.38
|
$1,084,340.12
|
FNMA FNAR XX.XXX LBAD0898
|
2040-03-01
|
3.957
|
Government Agency Debt
|
$2,952,716.14
|
$3,138,723.97
|
FNMA FNAR XX.XXX LBAD1302
|
2040-02-01
|
3.552
|
Government Agency Debt
|
$2,304,358.06
|
$2,442,061.89
|
FNMA FNAR XX.XXX LBAE0275
|
2040-07-01
|
4.122
|
Government Agency Debt
|
$2,527,112.43
|
$2,706,231.64
|
FNMA FNAR XX.XXX LBAH3822
|
2041-02-01
|
3.558
|
Government Agency Debt
|
$168,978.47
|
$179,585.41
|
FNMA FNAR XX.XXX LBAH8846
|
2041-05-01
|
3.198
|
Government Agency Debt
|
$1,807,589.16
|
$1,907,678.98
|
FNMA FNAR XX.XXX LBAI4102
|
2041-12-01
|
2.597
|
Government Agency Debt
|
$2,703,918.41
|
$2,834,672.25
|
FNMA FNAR XX.XXX LBAI6919
|
2042-03-01
|
2.5
|
Government Agency Debt
|
$8,379,680.39
|
$8,782,050.30
|
FNMA FNAR XX.XXX LBAK9483
|
2042-04-01
|
2.722
|
Government Agency Debt
|
$3,643,710.48
|
$3,831,960.35
|
FNMA FNAR XX.XXX LBAL1670
|
2041-08-01
|
3.17
|
Government Agency Debt
|
$789,760.37
|
$833,112.42
|
FNMA FNAR XX.XXX S1888041
|
2036-11-01
|
2.459
|
Government Agency Debt
|
$2,617,582.60
|
$2,811,168.97
|
FNMA FNAR XX.XXX S1909377
|
2037-02-01
|
2.78
|
Government Agency Debt
|
$636,060.73
|
$683,583.16
|
FNMA FNMS 02.500 CIAO4073
|
2027-05-01
|
2.5
|
Government Agency Debt
|
$10,471.39
|
$10,976.56
|
FNMA FNMS 02.500 CIMA1240
|
2027-10-01
|
2.5
|
Government Agency Debt
|
$654,171.59
|
$685,731.00
|
FNMA FNMS 03.000 CIAJ9355
|
2027-01-01
|
3
|
Government Agency Debt
|
$32,020.53
|
$33,866.32
|
FNMA FNMS 03.500 CLAO6443
|
2042-07-01
|
3.5
|
Government Agency Debt
|
$3,651,709.92
|
$3,902,194.09
|
FNMA FNMS 03.500 CLAP0083
|
2042-08-01
|
3.5
|
Government Agency Debt
|
$27,594.92
|
$29,487.76
|
FNMA FNMS 04.000 CI932332
|
2025-01-01
|
4
|
Government Agency Debt
|
$1,305,607.73
|
$1,430,976.54
|
FNMA FNMS 04.000 CLAO8010
|
2042-07-01
|
4
|
Government Agency Debt
|
$1,313,197.14
|
$1,427,454.92
|
FNMA FNMS 04.500 CLAH2644
|
2041-01-01
|
4.5
|
Government Agency Debt
|
$838,392.33
|
$939,114.27
|
FNMA FNRM CL058AT R11F058
|
2041-07-25
|
4
|
Government Agency Debt
|
$384,613.18
|
$409,309.70
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-05
Item 37. Does the security have a Demand Feature?
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.
|
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:
$239,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$239,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.72%
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:
$238,992,830.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$238,992,830.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.500%, 8/28/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313374Y61
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-28
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:
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$5,012,217.39
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:
$5,011,995.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$5,011,995.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Societe Generale, Paris
Item 27. The title of the issue (including coupon or yield):
Societe Generale, Paris, REPO, 0.290%, 11/1/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
8336P1001
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FMAC 02.000 FGPC E04090 G
|
2027-10-01
|
2
|
Government Agency Debt
|
$9,750,310.00
|
$9,993,440.48
|
FMAC 02.500 FGPC J20939 G
|
2022-11-01
|
2.5
|
Government Agency Debt
|
$9,666,987.50
|
$10,112,416.51
|
FMAC 03.000 FGPC J17861 G
|
2027-02-01
|
3
|
Government Agency Debt
|
$9,446,253.05
|
$10,005,537.35
|
FMAC 03.000 FGPC Q11792 G
|
2042-10-01
|
3
|
Government Agency Debt
|
$7,169,762.50
|
$7,520,435.59
|
FMAC 03.500 FGPC C91457 G
|
2032-05-01
|
3.5
|
Government Agency Debt
|
$9,360,981.73
|
$10,010,677.55
|
FMAC 03.500 FGPC J14198 G
|
2026-01-01
|
3.5
|
Government Agency Debt
|
$9,625,691.95
|
$10,178,992.77
|
FMAC 03.500 FGPC Q11727 G
|
2042-10-01
|
3.5
|
Government Agency Debt
|
$9,492,376.00
|
$10,124,498.63
|
FMAC 03.500 FGPC Q11896 G
|
2042-10-01
|
3.5
|
Government Agency Debt
|
$9,332,589.00
|
$10,067,807.25
|
FMAC 04.000 FGPC G13864 G
|
2025-07-01
|
4
|
Government Agency Debt
|
$9,164,331.84
|
$9,981,316.75
|
FMAC 04.000 FGPC Q06723 G
|
2042-03-01
|
4
|
Government Agency Debt
|
$9,229,047.71
|
$10,017,257.61
|
FMAC 04.000 FGPC Q09410 G
|
2042-07-01
|
4
|
Government Agency Debt
|
$9,104,187.10
|
$10,153,438.59
|
FMAC 04.000 FGPC Q10280 G
|
2042-08-01
|
4
|
Government Agency Debt
|
$9,234,329.16
|
$10,126,876.32
|
FMAC 04.500 FGPC A94284 G
|
2040-10-01
|
4.5
|
Government Agency Debt
|
$9,463,612.19
|
$10,206,562.53
|
FMAC 04.500 FGPC J10400 G
|
2024-07-01
|
4.5
|
Government Agency Debt
|
$9,488,896.24
|
$10,164,192.52
|
FMAC 05.000 FGPC G07021 G
|
2039-09-01
|
5
|
Government Agency Debt
|
$9,421,772.07
|
$10,232,738.54
|
FNMA FNMS 02.500 CIAQ0694
|
2027-10-01
|
2.5
|
Government Agency Debt
|
$9,462,511.50
|
$9,919,014.60
|
FNMA FNMS 02.500 CIAQ0882
|
2027-10-01
|
2.5
|
Government Agency Debt
|
$9,589,995.00
|
$10,052,648.33
|
FNMA FNMS 02.500 CIAQ2055
|
2027-10-01
|
2.5
|
Government Agency Debt
|
$9,623,699.50
|
$10,087,978.85
|
FNMA FNMS 03.000 CLAP2318
|
2042-10-01
|
3
|
Government Agency Debt
|
$9,697,618.50
|
$10,193,525.62
|
FNMA FNMS 03.000 CLAQ2124
|
2042-11-01
|
3
|
Government Agency Debt
|
$9,650,327.50
|
$10,143,816.30
|
FNMA FNMS 03.000 CLAQ2125
|
2042-11-01
|
3
|
Government Agency Debt
|
$9,473,874.00
|
$9,958,339.50
|
FNMA FNMS 03.500 CIAH2390
|
2026-01-01
|
3.5
|
Government Agency Debt
|
$9,102,020.05
|
$9,909,302.48
|
FNMA FNMS 03.500 CIAJ6503
|
2026-12-01
|
3.5
|
Government Agency Debt
|
$9,548,640.13
|
$10,162,776.84
|
FNMA FNMS 03.500 CLAB2071
|
2041-01-01
|
3.5
|
Government Agency Debt
|
$9,353,528.10
|
$9,989,256.22
|
FNMA FNMS 03.500 CLAB5594
|
2042-07-01
|
3.5
|
Government Agency Debt
|
$9,496,676.02
|
$10,189,635.80
|
FNMA FNMS 03.500 CLAB5795
|
2042-08-01
|
3.5
|
Government Agency Debt
|
$9,372,750.84
|
$10,015,662.19
|
FNMA FNMS 03.500 CLAO6682
|
2042-06-01
|
3.5
|
Government Agency Debt
|
$9,212,001.86
|
$9,907,219.36
|
FNMA FNMS 03.500 CLAP2380
|
2042-07-01
|
3.5
|
Government Agency Debt
|
$9,364,616.86
|
$10,006,970.27
|
FNMA FNMS 03.500 CLAP3968
|
2042-09-01
|
3.5
|
Government Agency Debt
|
$9,327,599.74
|
$10,150,328.24
|
FNMA FNMS 03.500 CTAK9302
|
2032-04-01
|
3.5
|
Government Agency Debt
|
$9,222,626.60
|
$9,908,565.60
|
FNMA FNMS 04.000 CIAD7788
|
2025-07-01
|
4
|
Government Agency Debt
|
$9,239,598.92
|
$10,178,788.76
|
FNMA FNMS 04.000 CLAK0684
|
2042-01-01
|
4
|
Government Agency Debt
|
$8,959,551.57
|
$10,047,082.84
|
FNMA FNMS 04.000 CLAK6864
|
2042-04-01
|
4
|
Government Agency Debt
|
$9,159,474.95
|
$10,043,000.96
|
FNMA FNMS 04.000 CLAO9119
|
2042-07-01
|
4
|
Government Agency Debt
|
$9,139,469.85
|
$10,153,158.91
|
FNMA FNMS 04.000 CLAP3837
|
2042-09-01
|
4
|
Government Agency Debt
|
$9,033,977.31
|
$9,905,397.77
|
FNMA FNMS 04.500 CIAD7156
|
2025-07-01
|
4.5
|
Government Agency Debt
|
$9,261,950.44
|
$10,037,231.27
|
FNMA FNMS 04.500 CIAH5621
|
2026-02-01
|
4.5
|
Government Agency Debt
|
$9,205,188.96
|
$10,188,588.50
|
FNMA FNMS 04.500 CIAH6830
|
2026-03-01
|
4.5
|
Government Agency Debt
|
$9,221,878.43
|
$10,114,842.14
|
FNMA FNMS 04.500 CKMA0738
|
2041-04-01
|
4.5
|
Government Agency Debt
|
$9,623,444.64
|
$10,208,184.39
|
FNMA FNMS 04.500 CLAE6393
|
2041-03-01
|
4.5
|
Government Agency Debt
|
$8,873,332.01
|
$9,897,758.20
|
FNMA FNMS 04.500 CLAI8477
|
2041-07-01
|
4.5
|
Government Agency Debt
|
$8,888,889.84
|
$9,978,996.63
|
FNMA FNMS 05.000 CKAC8817
|
2040-01-01
|
5
|
Government Agency Debt
|
$9,474,346.71
|
$10,111,057.55
|
FNMA FNMS 05.000 CL850566
|
2036-01-01
|
5
|
Government Agency Debt
|
$9,298,199.62
|
$10,202,018.71
|
FNMA FNMS 05.000 CL888405
|
2036-12-01
|
5
|
Government Agency Debt
|
$9,140,379.07
|
$10,028,857.43
|
FNMA FNMS 05.000 CTAL0289
|
2031-05-01
|
5
|
Government Agency Debt
|
$9,209,864.49
|
$10,096,467.44
|
FNMA FNMS 05.000 ZL310088
|
2038-06-01
|
5
|
Government Agency Debt
|
$9,193,347.15
|
$10,063,990.83
|
FNMA FNMS 05.500 CL880622
|
2036-04-01
|
5.5
|
Government Agency Debt
|
$8,579,816.59
|
$9,460,203.01
|
FNMA FNMS 05.500 CLAD8537
|
2040-08-01
|
5.5
|
Government Agency Debt
|
$8,612,149.18
|
$9,902,243.38
|
FNMA FNMS 06.000 CLAD0223
|
2039-05-01
|
6
|
Government Agency Debt
|
$8,931,967.00
|
$9,947,111.85
|
FNMA FNMS 06.000 NP936974
|
2037-06-01
|
6
|
Government Agency Debt
|
$9,017,991.28
|
$9,949,919.52
|
FNMA FNMS 06.500 CL950797
|
2037-10-01
|
6.5
|
Government Agency Debt
|
$8,756,663.78
|
$9,997,979.24
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$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:
3.6%
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:
$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:
Federal Farm Credit System
Item 27. The title of the issue (including coupon or yield):
Federal Farm Credit System Floating Rate Notes, 0.278%, 4/16/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133EAXN3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$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:
.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:
$50,021,450.00
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:
$50,021,450.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.180%, 11/23/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313376F26
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-23
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:
$86,400,000.00
Item 41. The total current amortized cost, to the nearest cent:
$86,399,284.21
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:
$86,401,036.80
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:
$86,401,036.80
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Farm Credit System
Item 27. The title of the issue (including coupon or yield):
Federal Farm Credit System Floating Rate Notes, 0.193%, 7/16/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133EALK2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-16
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:
$69,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$68,982,374.69
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:
$68,979,300.00
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:
$68,979,300.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.180%, 6/17/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313380QZ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-06-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-17
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:
$57,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$56,995,715.61
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:
$56,989,284.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$56,989,284.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Citigroup Global Markets, Inc.
Item 27. The title of the issue (including coupon or yield):
Citigroup Global Markets, Inc., REPO, 0.270%, 11/1/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
99CBF2906
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
USTR 5 1/4 BOND 28
|
2028-11-15
|
5.25
|
Treasury Debt
|
$30,743,933.33
|
$43,453,784.48
|
USTR BILL 02/07/13
|
2013-02-07
|
0
|
Treasury Debt
|
$75,589,333.33
|
$75,564,162.09
|
USTR 0 1/8 TRIN A 22
|
2022-01-15
|
.125
|
Treasury Debt
|
$55,648,066.67
|
$61,597,701.77
|
USTR 1 7/8 TRIN D 15
|
2015-07-15
|
1.875
|
Treasury Debt
|
$57,268,166.67
|
$74,386,268.06
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$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:
1.8%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using 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:
United States Treasury
Item 27. The title of the issue (including coupon or yield):
United States Treasury Notes, 0.750%, 3/31/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828QL7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Treasury Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-03-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-03-31
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:
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$30,064,952.76
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:
$30,072,660.00
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:
$30,072,660.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Barclays Capital, Inc.
Item 27. The title of the issue (including coupon or yield):
Barclays Capital, Inc., REPO, 0.200%, 12/3/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
068992007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
GNMA GNRM 2010-006 NA
|
2039-10-16
|
5
|
Government Agency Debt
|
$1,010,742.90
|
$1,017,070.82
|
FMAC 03.000 FGPC C04266 G
|
2042-10-01
|
3
|
Government Agency Debt
|
$17,243,790.90
|
$18,086,512.21
|
FMAC 03.000 FGPC Q12279 G
|
2042-11-01
|
3
|
Government Agency Debt
|
$16,173,145.80
|
$16,963,543.61
|
FMAC 03.500 FGPC U90174 G
|
2042-06-01
|
3.5
|
Government Agency Debt
|
$15,702,195.73
|
$17,037,348.20
|
FMAC 04.500 FGPC G05624 G
|
2039-09-01
|
4.5
|
Government Agency Debt
|
$11,727,297.19
|
$12,853,188.09
|
FNMA FNMS 03.000 CIAB5632
|
2027-07-01
|
3
|
Government Agency Debt
|
$15,963,261.83
|
$17,008,169.06
|
FNMA FNMS 03.000 CIAQ0438
|
2027-10-01
|
3
|
Government Agency Debt
|
$16,938,475.04
|
$17,925,463.04
|
FNMA FNMS 03.000 CLAQ2107
|
2042-11-01
|
3
|
Government Agency Debt
|
$16,273,637.70
|
$17,105,822.71
|
FNMA FNMS 03.500 CLAB4682
|
2042-03-01
|
3.5
|
Government Agency Debt
|
$15,844,879.22
|
$17,028,280.43
|
FNMA FNMS 03.500 CLAL2168
|
2042-06-01
|
3.5
|
Government Agency Debt
|
$15,597,494.99
|
$16,901,346.79
|
FNMA FNMS 03.500 CRAP4715
|
2042-08-01
|
3.5
|
Government Agency Debt
|
$10,394,981.88
|
$11,296,420.85
|
FNMA FNMS 03.500 CRMA1177
|
2042-08-01
|
3.5
|
Government Agency Debt
|
$16,586,638.24
|
$18,024,976.22
|
FNMA FNMS 04.000 CLAJ8067
|
2041-12-01
|
4
|
Government Agency Debt
|
$15,781,014.24
|
$16,976,478.68
|
FNMA FNMS 04.000 CLAL2161
|
2042-06-01
|
4
|
Government Agency Debt
|
$15,390,742.60
|
$17,167,516.61
|
FNMA FNMS 04.000 CRMA1253
|
2042-10-01
|
4
|
Government Agency Debt
|
$16,059,285.00
|
$17,404,673.01
|
FNMA FNRM CL013CG R03F013
|
2033-03-25
|
5
|
Government Agency Debt
|
$2,628,423.88
|
$2,908,986.22
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Barclays Capital, Inc.
|
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:
$231,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$231,000,000.00
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:
$230,981,496.90
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$230,981,496.90
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Citigroup Global Markets, Inc.
Item 27. The title of the issue (including coupon or yield):
Citigroup Global Markets, Inc., REPO, 0.230%, 11/1/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
99CBF2906
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
GNMA GNMI SF AA5514 X
|
2042-08-15
|
3.5
|
Government Agency Debt
|
$106,964.88
|
$116,807.55
|
FMAC 03.000 FGPC E03049 G
|
2027-02-01
|
3
|
Government Agency Debt
|
$11,948,944.70
|
$12,615,325.40
|
FMAC 03.500 FGPC Q06305 G
|
2042-02-01
|
3.5
|
Government Agency Debt
|
$11,674,716.92
|
$12,622,676.69
|
FMAC 03.500 FGPC Q11181 G
|
2042-09-01
|
3.5
|
Government Agency Debt
|
$11,524,088.67
|
$12,454,470.61
|
FMAC 04.500 FGPC C03517 G
|
2040-09-01
|
4.5
|
Government Agency Debt
|
$7,893,252.86
|
$8,512,920.57
|
FMAC 05.000 FGPC A92289 G
|
2040-05-01
|
5
|
Government Agency Debt
|
$11,445,842.44
|
$12,684,976.97
|
FNMA FNMS 03.000 CIAK7377
|
2027-03-01
|
3
|
Government Agency Debt
|
$11,907,347.47
|
$12,668,155.53
|
FNMA FNMS 03.500 CLAP9855
|
2037-10-01
|
3.5
|
Government Agency Debt
|
$11,772,351.46
|
$12,574,350.75
|
FNMA FNMS 04.000 CIAB3614
|
2026-10-01
|
4
|
Government Agency Debt
|
$11,227,463.98
|
$12,368,716.98
|
FNMA FNMS 04.000 CLAJ5319
|
2041-11-01
|
4
|
Government Agency Debt
|
$6,654,467.96
|
$7,296,360.16
|
FNMA FNMS 04.500 CL931765
|
2039-08-01
|
4.5
|
Government Agency Debt
|
$11,126,921.70
|
$12,585,382.96
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Citigroup Global Markets, Inc.
|
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:
$114,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$114,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.82%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$114,000,000.00
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:
$114,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.240%, 4/16/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313378YY1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-04-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-04-16
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:
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$30,006,515.34
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:
$30,009,660.00
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:
$30,009,660.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.250%, 9/6/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313379R76
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-06
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:
$60,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$60,023,850.04
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$60,020,280.00
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:
$60,020,280.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association Floating Rate Notes, 0.410%, 10/17/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3135G0EV1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$65,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$64,987,335.72
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:
$65,112,905.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$65,112,905.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.180%, 6/14/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313380QV2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-06-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-14
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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$24,998,144.37
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:
$24,995,350.00
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:
$24,995,350.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Floating Rate Notes, 0.360%, 6/28/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313376PG4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$24,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$24,000,000.00
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:
$24,024,432.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$24,024,432.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.230%, 5/13/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313379FH7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-05-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-05-13
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:
$48,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$48,008,481.13
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:
$48,009,936.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$48,009,936.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.170%, 2/6/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313376ZL2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-02-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-02-06
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:
$8,800,000.00
Item 41. The total current amortized cost, to the nearest cent:
$8,799,423.32
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:
$8,800,228.80
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:
$8,800,228.80
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Barclays Capital, Inc.
Item 27. The title of the issue (including coupon or yield):
Barclays Capital, Inc., REPO, 0.200%, 12/21/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
068992007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
GNMA GNII SF MA0392 M
|
2042-09-20
|
3.5
|
Government Agency Debt
|
$34,776,762.80
|
$37,902,590.98
|
GNMA GNII SP 783298 M
|
2041-04-20
|
4.5
|
Government Agency Debt
|
$30,764,844.82
|
$34,134,549.03
|
GNMA GNII SP 783470 M
|
2041-02-20
|
4.5
|
Government Agency Debt
|
$7,969,721.92
|
$8,842,653.53
|
GNMA GNMI SF AB2873 X
|
2042-09-15
|
3
|
Government Agency Debt
|
$8,338,890.92
|
$8,899,155.99
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Barclays Capital, Inc.
|
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:
$88,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$88,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$87,989,000.00
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:
$87,989,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Barclays Capital, Inc.
Item 27. The title of the issue (including coupon or yield):
Barclays Capital, Inc., REPO, 0.350%, 11/7/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
068992007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
GNMA GNII SF 003664 M
|
2035-01-20
|
5
|
Government Agency Debt
|
$3,222,390.19
|
$3,592,954.32
|
GNMA GNII SF 004292 M
|
2038-11-20
|
6.5
|
Government Agency Debt
|
$3,701,535.31
|
$4,253,484.81
|
GNMA GNII SF 004577 M
|
2039-11-20
|
4.5
|
Government Agency Debt
|
$4,112,485.46
|
$4,562,925.99
|
GNMA GNII SF 004846 M
|
2025-11-20
|
3.5
|
Government Agency Debt
|
$3,451,479.57
|
$3,703,667.68
|
GNMA GNII SF 004945 M
|
2041-02-20
|
4
|
Government Agency Debt
|
$3,647,469.35
|
$4,012,403.53
|
GNMA GNII SF 005207 M
|
2039-09-20
|
6
|
Government Agency Debt
|
$3,963,147.97
|
$4,514,837.98
|
GNMA GNII SF 757207 C
|
2040-12-20
|
4.5
|
Government Agency Debt
|
$4,310,705.99
|
$4,836,745.76
|
GNMA GNII SF AB2900 C
|
2042-09-20
|
3
|
Government Agency Debt
|
$3,935,911.74
|
$4,204,455.07
|
GNMA GNII SP 783038 M
|
2040-07-20
|
5.5
|
Government Agency Debt
|
$3,405,841.45
|
$3,779,640.50
|
GNMA GNII SP 783554 M
|
2041-05-20
|
4.5
|
Government Agency Debt
|
$3,486,225.96
|
$3,868,075.77
|
GNMA GNII SP 783576 M
|
2041-12-20
|
4.5
|
Government Agency Debt
|
$3,435,778.92
|
$3,812,103.22
|
GNMA GNII SP 783624 M
|
2042-04-20
|
4.5
|
Government Agency Debt
|
$3,947,769.83
|
$4,355,499.45
|
GNMA GNMI JP 783100 X
|
2025-09-15
|
4.5
|
Government Agency Debt
|
$3,645,060.25
|
$3,980,978.06
|
GNMA GNMI SF 605197 X
|
2040-06-15
|
4.5
|
Government Agency Debt
|
$1,301,624.23
|
$1,429,819.90
|
GNMA GNMI SF 658389 X
|
2040-06-15
|
5
|
Government Agency Debt
|
$3,696,139.86
|
$4,088,853.48
|
GNMA GNMI SF 778065 X
|
2027-08-15
|
3
|
Government Agency Debt
|
$3,760,249.39
|
$4,021,936.42
|
GNMA GNMI SF 779584 X
|
2041-11-15
|
4
|
Government Agency Debt
|
$3,469,318.06
|
$3,812,452.12
|
GNMA GNMI SF AB3031 X
|
2042-10-15
|
3
|
Government Agency Debt
|
$3,928,159.20
|
$4,192,080.43
|
GNMA GNMI SP 783379 X
|
2041-08-15
|
4
|
Government Agency Debt
|
$4,013,736.98
|
$4,410,708.94
|
FMAC 02.500 FGPC J20463 G
|
2027-09-01
|
2.5
|
Government Agency Debt
|
$21,239,903.65
|
$22,252,905.46
|
FMAC 03.500 FGPC G07145 G
|
2042-08-01
|
3.5
|
Government Agency Debt
|
$19,526,016.35
|
$20,942,231.80
|
FNMA FNMS 02.500 CIAB5628
|
2027-07-01
|
2.5
|
Government Agency Debt
|
$19,504,625.51
|
$20,460,807.27
|
FNMA FNMS 02.500 CIAQ0437
|
2027-10-01
|
2.5
|
Government Agency Debt
|
$20,056,761.98
|
$21,024,367.03
|
FNMA FNMS 03.500 CIAJ9359
|
2027-01-01
|
3.5
|
Government Agency Debt
|
$18,809,953.43
|
$20,313,671.27
|
FNMA FNMS 03.500 CLAL2157
|
2042-05-01
|
3.5
|
Government Agency Debt
|
$16,978,983.44
|
$18,398,318.92
|
FNMA FNMS 03.500 CRAP4715
|
2042-08-01
|
3.5
|
Government Agency Debt
|
$6,126,615.52
|
$6,657,907.45
|
FNMA FNMS 04.500 CLAD0392
|
2039-10-01
|
4.5
|
Government Agency Debt
|
$16,090,926.07
|
$17,898,339.34
|
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
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Barclays Capital, Inc.
|
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:
$219,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$219,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.58%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$218,998,664.10
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:
$218,998,664.10
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.300%, 8/8/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133803D7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-08
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:
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$35,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$35,004,970.00
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:
$35,004,970.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association Notes, 1.250%, 8/20/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
31398AX31
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-20
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:
$32,173,000.00
Item 41. The total current amortized cost, to the nearest cent:
$32,445,166.20
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:
$32,430,834.42
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$32,430,834.42
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Floating Rate Notes, 0.280%, 5/1/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133804Z7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$24,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$24,000,000.00
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:
$24,010,728.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$24,010,728.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Goldman Sachs & Co.
Item 27. The title of the issue (including coupon or yield):
Goldman Sachs & Co., REPO, 0.260%, 11/5/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
381905009
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FMAC FGRM 3871KA 12/15/38
|
2038-12-15
|
5.5
|
Government Agency Debt
|
$21,111,950.02
|
$22,196,963.51
|
FMAC FGRM 3901LA 06/15/38
|
2038-06-15
|
4
|
Government Agency Debt
|
$25,605,225.88
|
$26,162,532.15
|
FMAC FGRM 3947BH 10/15/41
|
2041-10-15
|
2.5
|
Government Agency Debt
|
$22,025,355.10
|
$22,598,924.71
|
FNMA FNRM CL067MA R12F067
|
2038-11-25
|
3.5
|
Government Agency Debt
|
$27,365,429.69
|
$28,795,182.17
|
FNMA FNRM CL134EA R10F134
|
2025-12-25
|
2.25
|
Government Agency Debt
|
$42,509,829.54
|
$43,618,996.01
|
FNMA FNRM RC059NA R11F059
|
2039-01-25
|
5.5
|
Government Agency Debt
|
$30,529,335.39
|
$32,007,423.34
|
FNMA FNRM RC099CB R11F099
|
2041-10-25
|
4.5
|
Government Agency Debt
|
$29,366,106.08
|
$33,195,534.41
|
FNMA FNRM RC120GD R12F120
|
2039-02-25
|
3
|
Government Agency Debt
|
$23,822,882.08
|
$25,239,509.76
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-05
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Goldman Sachs & Co.
|
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:
$227,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$227,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$227,000,000.00
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:
$227,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 3.375%, 2/27/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133XP2W3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-02-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-02-27
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:
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$30,305,513.74
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:
$30,310,530.00
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:
$30,310,530.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association Floating Rate Notes, 0.345%, 5/17/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3135G0CL5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-19
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$45,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$44,992,441.13
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:
$45,006,390.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$45,006,390.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.170%, 2/27/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313376TZ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-02-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-02-27
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:
$38,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$37,994,701.80
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:
$38,001,216.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$38,001,216.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association Floating Rate Notes, 0.204%, 8/12/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3135G0CE1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-12
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:
$150,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$149,964,533.01
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.08%
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:
$150,031,950.00
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:
$150,031,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.125%, 3/5/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313378JN2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-03-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-03-05
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:
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$39,984,621.23
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:
$39,995,160.00
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:
$39,995,160.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association Notes, 1.750%, 5/7/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
31398AJ94
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-05-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-05-07
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:
$93,200,000.00
Item 41. The total current amortized cost, to the nearest cent:
$93,946,785.08
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$93,923,604.80
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:
$93,923,604.80
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. Floating Rate Notes, 0.164%, 5/3/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3134G2GJ5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$92,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$91,981,335.29
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$92,004,416.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$92,004,416.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Goldman Sachs & Co.
Item 27. The title of the issue (including coupon or yield):
Goldman Sachs & Co., REPO, 0.240%, 11/7/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
381905009
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FMAC FGRM 3871LA 12/15/38
|
2038-12-15
|
5.5
|
Government Agency Debt
|
$77,354,086.35
|
$80,761,946.40
|
FMAC FGRM 3872CA 10/15/38
|
2038-10-15
|
5
|
Government Agency Debt
|
$96,062,983.63
|
$100,126,319.75
|
FNMA FNRM RC052LA R11F052
|
2040-04-25
|
5.5
|
Government Agency Debt
|
$49,610,579.37
|
$52,923,292.73
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Goldman Sachs & Co.
|
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:
$227,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$227,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$227,000,000.00
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:
$227,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.210%, 9/24/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313380SE8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-24
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:
$14,800,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,798,276.31
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:
$14,800,000.00
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:
$14,800,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association Notes, 4.625%, 10/15/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
31359MTG8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-15
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:
$17,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$17,710,287.66
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:
$17,716,074.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$17,716,074.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association Notes, 3.250%, 4/9/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
31398AMW9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-04-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-04-09
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:
$120,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$121,586,971.44
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:
$121,659,360.00
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:
$121,659,360.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
TD Securities (USA) LLC
Item 27. The title of the issue (including coupon or yield):
TD Securities (USA) LLC, REPO, 0.190%, 11/1/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
891960007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
USTR 6 BOND 26
|
2026-02-15
|
6
|
Treasury Debt
|
$24,564.00
|
$35,983.67
|
USTR 1 NOTE Z 14
|
2014-05-15
|
1
|
Treasury Debt
|
$95,496.00
|
$97,008.89
|
USTR 2 NOTE S 13
|
2013-11-30
|
2
|
Treasury Debt
|
$225,823.20
|
$232,051.32
|
USTR 2 NOTE T 16
|
2016-01-31
|
2
|
Treasury Debt
|
$209,760.00
|
$221,231.35
|
USTR 2 NOTE X 16
|
2016-04-30
|
2
|
Treasury Debt
|
$121,164.00
|
$127,506.21
|
USTR 2 TRIN A 14
|
2014-01-15
|
2
|
Treasury Debt
|
$823,860.00
|
$1,070,967.29
|
USTR 3 NOTE H 17
|
2017-02-28
|
3
|
Treasury Debt
|
$287,316.00
|
$317,904.02
|
USTR 3 NOTE N 16
|
2016-08-31
|
3
|
Treasury Debt
|
$255,300.00
|
$280,365.42
|
USTR 4 NOTE B 15
|
2015-02-15
|
4
|
Treasury Debt
|
$117,300.00
|
$128,069.03
|
USTR 4 NOTE E 12
|
2012-11-15
|
4
|
Treasury Debt
|
$1,465,863.60
|
$1,495,077.62
|
USTR 4 NOTE E 18
|
2018-08-15
|
4
|
Treasury Debt
|
$10,212.00
|
$12,097.33
|
USTR 1 NOTE AB 16
|
2016-08-31
|
1
|
Treasury Debt
|
$1,137,258.00
|
$1,158,721.57
|
USTR 1 NOTE AD 16
|
2016-10-31
|
1
|
Treasury Debt
|
$110,400.00
|
$112,263.00
|
FHLB FHOR 12-21 FW
|
2021-12-28
|
0
|
Government Agency Debt
|
$138,000.00
|
$139,956.84
|
FMAC FMDN 01/22/13
|
2013-01-22
|
0
|
Government Agency Debt
|
$13,800,000.00
|
$13,796,826.00
|
FMAC FMDN 04/22/13
|
2013-04-22
|
0
|
Government Agency Debt
|
$3,560,400.00
|
$3,557,978.93
|
FMAC FMDN 04/29/13
|
2013-04-29
|
0
|
Government Agency Debt
|
$411,792.00
|
$411,503.75
|
FNMA FNNT DM 13-27
|
2027-07-23
|
2
|
Government Agency Debt
|
$552.00
|
$556.08
|
USTR 0 3/4 TRIB 42
|
2042-02-15
|
.75
|
Treasury Debt
|
$19,044.00
|
$21,402.01
|
USTR 2 1/8 TRIB 40
|
2040-02-15
|
2.125
|
Treasury Debt
|
$100,188.00
|
$157,972.99
|
USTR 2 1/8 TRIB 41
|
2041-02-15
|
2.125
|
Treasury Debt
|
$702,309.60
|
$1,101,618.53
|
USTR 2 3/8 TRIB 27
|
2027-01-15
|
2.375
|
Treasury Debt
|
$754,308.00
|
$1,202,477.92
|
USTR 3 3/4 BOND 41
|
2041-08-15
|
3.75
|
Treasury Debt
|
$16,808.40
|
$20,031.45
|
USTR 4 1/2 BOND 36
|
2036-02-15
|
4.5
|
Treasury Debt
|
$248,510.40
|
$331,150.24
|
USTR 4 1/4 BOND 39
|
2039-05-15
|
4.25
|
Treasury Debt
|
$141,864.00
|
$184,953.30
|
USTR 4 3/8 BOND 38
|
2038-02-15
|
4.375
|
Treasury Debt
|
$114,954.00
|
$151,048.89
|
USTR 4 3/8 BOND 39
|
2039-11-15
|
4.375
|
Treasury Debt
|
$134,605.20
|
$178,974.13
|
USTR 4 3/8 BOND 40
|
2040-05-15
|
4.375
|
Treasury Debt
|
$13,938.00
|
$18,547.53
|
USTR 4 5/8 BOND 40
|
2040-02-15
|
4.625
|
Treasury Debt
|
$327,115.20
|
$448,042.27
|
USTR 5 1/2 BOND 28
|
2028-08-15
|
5.5
|
Treasury Debt
|
$186,852.00
|
$267,670.75
|
USTR 5 1/4 BOND 29
|
2029-02-15
|
5.25
|
Treasury Debt
|
$547,860.00
|
$768,699.66
|
USTR 5 3/8 BOND 31
|
2031-02-15
|
5.375
|
Treasury Debt
|
$2,179,848.00
|
$3,152,597.76
|
USTR 6 1/4 BOND 30
|
2030-05-15
|
6.25
|
Treasury Debt
|
$219,420.00
|
$347,427.53
|
USTR 6 1/8 BOND 29
|
2029-08-15
|
6.125
|
Treasury Debt
|
$652,740.00
|
$1,002,827.89
|
USTR 6 3/4 BOND 26
|
2026-08-15
|
6.75
|
Treasury Debt
|
$138,000.00
|
$216,162.32
|
USTR 6 3/8 BOND 27
|
2027-08-15
|
6.375
|
Treasury Debt
|
$55,200.00
|
$84,795.42
|
USTR 6 5/8 BOND 27
|
2027-02-15
|
6.625
|
Treasury Debt
|
$2,760.00
|
$4,303.54
|
USTR 7 1/2 BOND 16
|
2016-11-15
|
7.5
|
Treasury Debt
|
$107,088.00
|
$140,359.49
|
USTR 7 1/4 BOND 16
|
2016-05-15
|
7.25
|
Treasury Debt
|
$70,104.00
|
$89,043.99
|
USTR 7 1/8 BOND 23
|
2023-02-15
|
7.125
|
Treasury Debt
|
$62,652.00
|
$95,719.62
|
USTR 7 5/8 BOND 25
|
2025-02-15
|
7.625
|
Treasury Debt
|
$138,000.00
|
$225,676.16
|
USTR 8 3/4 BOND 20
|
2020-05-15
|
8.75
|
Treasury Debt
|
$193,200.00
|
$306,046.08
|
USTR 8 7/8 BOND 19
|
2019-02-15
|
8.875
|
Treasury Debt
|
$269,376.00
|
$404,604.90
|
USTR 9 1/4 BOND 16
|
2016-02-15
|
9.25
|
Treasury Debt
|
$47,251.20
|
$61,735.71
|
USTR 9 1/8 BOND 18
|
2018-05-15
|
9.125
|
Treasury Debt
|
$2,760.00
|
$4,116.80
|
USTR 9 7/8 BOND 15
|
2015-11-15
|
9.875
|
Treasury Debt
|
$364,596.00
|
$485,097.12
|
USTR BILL 01/03/13
|
2013-01-03
|
0
|
Treasury Debt
|
$62,790.00
|
$62,778.63
|
USTR BILL 01/10/13
|
2013-01-10
|
0
|
Treasury Debt
|
$73,968.00
|
$73,954.69
|
USTR BILL 01/24/13
|
2013-01-24
|
0
|
Treasury Debt
|
$8,694.00
|
$8,691.50
|
USTR BILL 01/31/13
|
2013-01-31
|
0
|
Treasury Debt
|
$26,606.40
|
$26,598.15
|
USTR BILL 02/21/13
|
2013-02-21
|
0
|
Treasury Debt
|
$9,660,000.00
|
$9,656,020.08
|
USTR BILL 02/28/13
|
2013-02-28
|
0
|
Treasury Debt
|
$246,468.00
|
$246,360.29
|
USTR BILL 03/07/13
|
2013-03-07
|
0
|
Treasury Debt
|
$6,273,093.60
|
$6,269,969.60
|
USTR BILL 03/21/13
|
2013-03-21
|
0
|
Treasury Debt
|
$124,476.00
|
$124,402.31
|
USTR BILL 04/11/13
|
2013-04-11
|
0
|
Treasury Debt
|
$46,782.00
|
$46,748.13
|
USTR BILL 05/02/13
|
2013-05-02
|
0
|
Treasury Debt
|
$92,460.00
|
$92,384.37
|
USTR BILL 11/15/12
|
2012-11-15
|
0
|
Treasury Debt
|
$149,260.80
|
$149,253.04
|
USTR BILL 11/29/12
|
2012-11-29
|
0
|
Treasury Debt
|
$83,214.00
|
$83,206.84
|
USTR BILL 12/13/12
|
2012-12-13
|
0
|
Treasury Debt
|
$220.80
|
$220.77
|
USTR BILL 12/20/12
|
2012-12-20
|
0
|
Treasury Debt
|
$139,683.60
|
$139,659.43
|
USTR BILL 12/27/12
|
2012-12-27
|
0
|
Treasury Debt
|
$184,368.00
|
$184,328.73
|
USTR TINT 11/15/12
|
2012-11-15
|
0
|
Treasury Debt
|
$4,692.00
|
$4,691.86
|
FCSB 0.50 FCDB 15 B
|
2015-06-23
|
.5
|
Government Agency Debt
|
$64,860.00
|
$65,132.92
|
USTR 10 5/8 BOND 15
|
2015-08-15
|
10.625
|
Treasury Debt
|
$295,044.00
|
$385,276.03
|
USTR 11 1/4 BOND 15
|
2015-02-15
|
11.25
|
Treasury Debt
|
$90,942.00
|
$115,690.36
|
FCSB 0.25 FCSB 13 DN
|
2013-11-19
|
.25
|
Government Agency Debt
|
$248,400.00
|
$248,603.27
|
FCSB 0.30 FCSB 14 DJ
|
2014-04-23
|
.3
|
Government Agency Debt
|
$56,580.00
|
$56,578.11
|
FCSB 0.33 FCSB 13 DB
|
2013-09-30
|
.33
|
Government Agency Debt
|
$55,200.00
|
$55,270.89
|
FCSB 2.35 FCSB 15 BT
|
2015-12-22
|
2.35
|
Government Agency Debt
|
$118,680.00
|
$127,654.68
|
FHLB 1.75 FHLB 13 12
|
2013-03-08
|
1.75
|
Government Agency Debt
|
$16,560.00
|
$16,690.27
|
FHLB 4.25 FHLB 13 VT
|
2013-06-14
|
4.25
|
Government Agency Debt
|
$69,000.00
|
$71,843.74
|
FHLB 4.75 FHLB 15 NU
|
2015-02-13
|
4.75
|
Government Agency Debt
|
$27,600.00
|
$30,619.93
|
FHLB 5.00 FHLB 13 57
|
2013-03-08
|
5
|
Government Agency Debt
|
$6,900.00
|
$7,069.40
|
USTR 0 1/4 NOTE W 15
|
2015-02-15
|
.25
|
Treasury Debt
|
$3,588.00
|
$3,582.59
|
USTR 0 1/4 NOTE Z 15
|
2015-05-15
|
.25
|
Treasury Debt
|
$1,316,520.00
|
$1,314,329.44
|
USTR 0 1/8 TRIN W 16
|
2016-04-15
|
.125
|
Treasury Debt
|
$2,577,840.00
|
$2,830,698.29
|
USTR 0 3/8 NOTE X 15
|
2015-03-15
|
.375
|
Treasury Debt
|
$1,104.00
|
$1,105.39
|
USTR 0 3/8 NOTE Y 15
|
2015-04-15
|
.375
|
Treasury Debt
|
$158,148.00
|
$158,248.24
|
USTR 0 5/8 TRIN D 21
|
2021-07-15
|
.625
|
Treasury Debt
|
$962,301.60
|
$1,121,129.93
|
USTR 0 7/8 NOTE U 17
|
2017-01-31
|
.875
|
Treasury Debt
|
$1,466,112.00
|
$1,485,241.10
|
USTR 0 7/8 NOTE V 17
|
2017-02-28
|
.875
|
Treasury Debt
|
$1,250,776.80
|
$1,266,104.38
|
USTR 0 7/8 NOTE Y 17
|
2017-04-30
|
.875
|
Treasury Debt
|
$49,128.00
|
$49,588.58
|
USTR 1 1/2 NOTE P 18
|
2018-08-31
|
1.5
|
Treasury Debt
|
$196,098.00
|
$202,906.06
|
USTR 1 1/2 NOTE T 13
|
2013-12-31
|
1.5
|
Treasury Debt
|
$1,123,596.00
|
$1,145,824.76
|
USTR 1 1/2 NOTE Z 16
|
2016-06-30
|
1.5
|
Treasury Debt
|
$194,028.00
|
$201,913.02
|
USTR 1 1/4 NOTE G 19
|
2019-01-31
|
1.25
|
Treasury Debt
|
$947,784.00
|
$964,441.30
|
USTR 1 1/4 NOTE K 19
|
2019-04-30
|
1.25
|
Treasury Debt
|
$57,960.00
|
$58,621.32
|
USTR 1 1/4 NOTE Q 15
|
2015-08-31
|
1.25
|
Treasury Debt
|
$1,261,099.20
|
$1,294,101.35
|
USTR 1 1/4 NOTE R 15
|
2015-09-30
|
1.25
|
Treasury Debt
|
$81,420.00
|
$83,516.77
|
USTR 1 1/4 NOTE S 15
|
2015-10-31
|
1.25
|
Treasury Debt
|
$231,343.20
|
$237,162.87
|
USTR 1 1/4 NOTE Y 14
|
2014-04-15
|
1.25
|
Treasury Debt
|
$1,485,708.00
|
$1,507,881.38
|
USTR 1 1/8 NOTE L 19
|
2019-05-31
|
1.125
|
Treasury Debt
|
$110.40
|
$111.18
|
USTR 1 1/8 NOTE Z 13
|
2013-06-15
|
1.125
|
Treasury Debt
|
$304,152.00
|
$307,175.82
|
USTR 1 1/8 TRIN A 21
|
2021-01-15
|
1.125
|
Treasury Debt
|
$314,364.00
|
$390,736.88
|
USTR 1 3/4 NOTE J 14
|
2014-03-31
|
1.75
|
Treasury Debt
|
$372,186.00
|
$380,591.59
|
USTR 1 3/4 NOTE R 18
|
2018-10-31
|
1.75
|
Treasury Debt
|
$27,710.40
|
$28,985.63
|
USTR 1 3/4 NOTE X 13
|
2013-04-15
|
1.75
|
Treasury Debt
|
$103,776.00
|
$104,601.77
|
USTR 1 3/4 NOTE Y 16
|
2016-05-31
|
1.75
|
Treasury Debt
|
$141,312.00
|
$148,550.22
|
USTR 1 3/8 NOTE V 13
|
2013-02-15
|
1.375
|
Treasury Debt
|
$2,794,500.00
|
$2,812,376.52
|
USTR 1 3/8 NOTE W 13
|
2013-03-15
|
1.375
|
Treasury Debt
|
$672,336.00
|
$676,556.41
|
USTR 1 3/8 TRIN A 20
|
2020-01-15
|
1.375
|
Treasury Debt
|
$165,600.00
|
$210,277.55
|
USTR 1 7/8 NOTE N 15
|
2015-06-30
|
1.875
|
Treasury Debt
|
$247,848.00
|
$259,275.52
|
USTR 1 7/8 NOTE P 17
|
2017-08-31
|
1.875
|
Treasury Debt
|
$160,024.80
|
$169,406.82
|
USTR 1 7/8 NOTE Q 17
|
2017-09-30
|
1.875
|
Treasury Debt
|
$1,333,908.00
|
$1,409,611.07
|
USTR 1 7/8 NOTE R 17
|
2017-10-31
|
1.875
|
Treasury Debt
|
$96,600.00
|
$101,943.24
|
USTR 2 1/2 NOTE H 13
|
2013-03-31
|
2.5
|
Treasury Debt
|
$76,176.00
|
$77,076.18
|
USTR 2 1/2 NOTE J 15
|
2015-03-31
|
2.5
|
Treasury Debt
|
$104,052.00
|
$109,671.24
|
USTR 2 1/2 NOTE L 15
|
2015-04-30
|
2.5
|
Treasury Debt
|
$39,744.00
|
$41,867.84
|
USTR 2 1/2 NOTE M 17
|
2017-06-30
|
2.5
|
Treasury Debt
|
$160,632.00
|
$175,402.11
|
USTR 2 1/4 NOTE N 18
|
2018-07-31
|
2.25
|
Treasury Debt
|
$1,032,240.00
|
$1,115,629.51
|
USTR 2 1/4 NOTE V 16
|
2016-03-31
|
2.25
|
Treasury Debt
|
$130,272.00
|
$138,358.27
|
USTR 2 1/8 NOTE M 15
|
2015-05-31
|
2.125
|
Treasury Debt
|
$268,548.00
|
$283,039.71
|
USTR 2 1/8 NOTE T 14
|
2014-11-30
|
2.125
|
Treasury Debt
|
$215,362.80
|
$225,334.78
|
USTR 2 1/8 NOTE U 15
|
2015-12-31
|
2.125
|
Treasury Debt
|
$396,612.00
|
$420,312.97
|
USTR 2 1/8 NOTE U 16
|
2016-02-29
|
2.125
|
Treasury Debt
|
$2,996,532.00
|
$3,172,071.25
|
USTR 2 3/4 NOTE L 17
|
2017-05-31
|
2.75
|
Treasury Debt
|
$69,000.00
|
$76,315.86
|
USTR 2 3/4 NOTE R 13
|
2013-10-31
|
2.75
|
Treasury Debt
|
$31,160.40
|
$31,949.07
|
USTR 2 3/4 NOTE R 16
|
2016-11-30
|
2.75
|
Treasury Debt
|
$1,206,258.00
|
$1,325,484.42
|
USTR 2 3/4 NOTE T 17
|
2017-12-31
|
2.75
|
Treasury Debt
|
$106,260.00
|
$117,862.70
|
USTR 2 3/8 NOTE H 16
|
2016-03-31
|
2.375
|
Treasury Debt
|
$222,097.20
|
$236,843.94
|
USTR 2 3/8 NOTE L 18
|
2018-05-31
|
2.375
|
Treasury Debt
|
$1,083,300.00
|
$1,182,495.92
|
USTR 2 3/8 NOTE N 17
|
2017-07-31
|
2.375
|
Treasury Debt
|
$207,000.00
|
$224,400.94
|
USTR 2 3/8 NOTE Q 14
|
2014-08-31
|
2.375
|
Treasury Debt
|
$2,355,384.00
|
$2,454,241.99
|
USTR 2 5/8 NOTE F 20
|
2020-11-15
|
2.625
|
Treasury Debt
|
$159,114.00
|
$176,197.28
|
USTR 2 5/8 NOTE G 16
|
2016-02-29
|
2.625
|
Treasury Debt
|
$209,760.00
|
$225,698.90
|
USTR 2 5/8 NOTE G 18
|
2018-01-31
|
2.625
|
Treasury Debt
|
$13,800.00
|
$15,186.52
|
USTR 2 5/8 NOTE J 16
|
2016-04-30
|
2.625
|
Treasury Debt
|
$1,324.80
|
$1,422.92
|
USTR 2 5/8 NOTE K 18
|
2018-04-30
|
2.625
|
Treasury Debt
|
$6,348.00
|
$6,952.08
|
USTR 2 5/8 NOTE P 14
|
2014-07-31
|
2.625
|
Treasury Debt
|
$183,622.80
|
$192,316.15
|
USTR 2 5/8 TRIN D 17
|
2017-07-15
|
2.625
|
Treasury Debt
|
$221,076.00
|
$296,253.56
|
USTR 2 7/8 NOTE F 13
|
2013-01-31
|
2.875
|
Treasury Debt
|
$604,688.40
|
$613,098.10
|
USTR 2 7/8 NOTE J 18
|
2018-03-31
|
2.875
|
Treasury Debt
|
$1,086,060.00
|
$1,206,067.99
|
USTR 3 1/2 NOTE B 18
|
2018-02-15
|
3.5
|
Treasury Debt
|
$121,440.00
|
$139,198.58
|
USTR 3 1/2 NOTE C 20
|
2020-05-15
|
3.5
|
Treasury Debt
|
$100,464.00
|
$118,309.76
|
USTR 3 1/2 NOTE L 13
|
2013-05-31
|
3.5
|
Treasury Debt
|
$114,540.00
|
$118,435.06
|
USTR 3 1/4 NOTE J 17
|
2017-03-31
|
3.25
|
Treasury Debt
|
$138,552.00
|
$154,674.17
|
USTR 3 1/4 NOTE K 16
|
2016-05-31
|
3.25
|
Treasury Debt
|
$274,896.00
|
$305,433.11
|
USTR 3 1/4 NOTE M 16
|
2016-07-31
|
3.25
|
Treasury Debt
|
$124,752.00
|
$138,377.29
|
USTR 3 1/4 NOTE S 16
|
2016-12-31
|
3.25
|
Treasury Debt
|
$270,507.60
|
$303,032.83
|
USTR 3 1/8 NOTE C 19
|
2019-05-15
|
3.125
|
Treasury Debt
|
$3,036.00
|
$3,477.80
|
USTR 3 1/8 NOTE C 21
|
2021-05-15
|
3.125
|
Treasury Debt
|
$147,936.00
|
$169,833.67
|
USTR 3 1/8 NOTE G 17
|
2017-01-31
|
3.125
|
Treasury Debt
|
$187,956.00
|
$209,218.62
|
USTR 3 1/8 NOTE K 13
|
2013-04-30
|
3.125
|
Treasury Debt
|
$195,132.00
|
$198,014.10
|
USTR 3 1/8 NOTE P 13
|
2013-08-31
|
3.125
|
Treasury Debt
|
$253,092.00
|
$260,554.64
|
USTR 3 1/8 NOTE Q 16
|
2016-10-31
|
3.125
|
Treasury Debt
|
$27,876.00
|
$30,689.75
|
USTR 3 3/4 NOTE F 18
|
2018-11-15
|
3.75
|
Treasury Debt
|
$248,317.20
|
$293,526.19
|
USTR 3 3/8 NOTE F 19
|
2019-11-15
|
3.375
|
Treasury Debt
|
$2,284,093.20
|
$2,661,926.34
|
USTR 3 3/8 NOTE M 13
|
2013-06-30
|
3.375
|
Treasury Debt
|
$49,238.40
|
$50,836.21
|
USTR 3 3/8 NOTE S 12
|
2012-11-30
|
3.375
|
Treasury Debt
|
$178,158.00
|
$181,144.75
|
USTR 3 5/8 NOTE B 13
|
2013-05-15
|
3.625
|
Treasury Debt
|
$162,012.00
|
$167,720.88
|
USTR 3 5/8 NOTE B 20
|
2020-02-15
|
3.625
|
Treasury Debt
|
$28,428.00
|
$33,436.30
|
USTR 3 5/8 NOTE B 21
|
2021-02-15
|
3.625
|
Treasury Debt
|
$3,312.00
|
$3,913.62
|
USTR 3 5/8 NOTE E 19
|
2019-08-15
|
3.625
|
Treasury Debt
|
$17,664.00
|
$20,719.43
|
USTR 3 5/8 NOTE T 12
|
2012-12-31
|
3.625
|
Treasury Debt
|
$1,228,200.00
|
$1,250,181.30
|
USTR 3 7/8 NOTE C 18
|
2018-05-15
|
3.875
|
Treasury Debt
|
$172,224.00
|
$203,504.27
|
USTR 4 1/2 NOTE C 17
|
2017-05-15
|
4.5
|
Treasury Debt
|
$828.00
|
$987.29
|
USTR 4 1/2 NOTE F 15
|
2015-11-15
|
4.5
|
Treasury Debt
|
$57,408.00
|
$65,644.66
|
USTR 4 1/4 NOTE E 15
|
2015-08-15
|
4.25
|
Treasury Debt
|
$70,600.80
|
$78,774.09
|
USTR 4 1/4 NOTE F 14
|
2014-11-15
|
4.25
|
Treasury Debt
|
$2,109,219.60
|
$2,319,124.20
|
USTR 4 1/4 NOTE F 17
|
2017-11-15
|
4.25
|
Treasury Debt
|
$51,612.00
|
$61,530.67
|
USTR 4 1/8 NOTE C 15
|
2015-05-15
|
4.125
|
Treasury Debt
|
$332,580.00
|
$370,475.37
|
USTR 4 3/4 NOTE E 17
|
2017-08-15
|
4.75
|
Treasury Debt
|
$146,280.00
|
$175,641.30
|
USTR 4 5/8 NOTE B 17
|
2017-02-15
|
4.625
|
Treasury Debt
|
$7,010.40
|
$8,265.63
|
USTR 4 5/8 NOTE F 16
|
2016-11-15
|
4.625
|
Treasury Debt
|
$71,235.60
|
$84,268.78
|
USTR 4 7/8 NOTE E 16
|
2016-08-15
|
4.875
|
Treasury Debt
|
$6,072.00
|
$7,121.58
|
USTR 5 1/8 NOTE C 16
|
2016-05-15
|
5.125
|
Treasury Debt
|
$179,676.00
|
$213,046.15
|
FHLB 3.875 FHLB 15 7K
|
2015-12-11
|
3.875
|
Government Agency Debt
|
$11,040.00
|
$12,318.10
|
FHLB 4.875 FHLB 12 C8
|
2012-12-14
|
4.875
|
Government Agency Debt
|
$6,900.00
|
$7,067.13
|
USTR 0 1/2 NOTE AB 17
|
2017-07-31
|
.5
|
Treasury Debt
|
$130,824.00
|
$129,740.65
|
USTR 0 1/2 NOTE AC 14
|
2014-08-15
|
.5
|
Treasury Debt
|
$438,288.00
|
$440,390.12
|
USTR 0 1/2 NOTE AE 14
|
2014-10-15
|
.5
|
Treasury Debt
|
$62,100.00
|
$62,351.49
|
USTR 0 1/2 NOTE AL 13
|
2013-05-31
|
.5
|
Treasury Debt
|
$250,387.20
|
$251,361.25
|
USTR 0 1/4 NOTE AD 14
|
2014-09-15
|
.25
|
Treasury Debt
|
$211,140.00
|
$211,025.49
|
USTR 0 1/4 NOTE AE 15
|
2015-10-15
|
.25
|
Treasury Debt
|
$42,559.20
|
$42,377.68
|
USTR 0 1/4 NOTE AG 14
|
2014-12-15
|
.25
|
Treasury Debt
|
$678,270.00
|
$677,952.99
|
USTR 0 1/4 NOTE AH 14
|
2014-01-31
|
.25
|
Treasury Debt
|
$268,548.00
|
$268,757.74
|
USTR 0 1/4 NOTE AK 14
|
2014-03-31
|
.25
|
Treasury Debt
|
$112,332.00
|
$112,355.92
|
USTR 0 1/4 NOTE AM 14
|
2014-05-31
|
.25
|
Treasury Debt
|
$94,944.00
|
$95,013.60
|
USTR 0 1/4 NOTE AN 14
|
2014-06-30
|
.25
|
Treasury Debt
|
$58,512.00
|
$58,533.39
|
USTR 0 1/4 NOTE AS 13
|
2013-11-30
|
.25
|
Treasury Debt
|
$233,220.00
|
$233,536.03
|
USTR 0 1/8 NOTE AQ 13
|
2013-09-30
|
.125
|
Treasury Debt
|
$219,558.00
|
$219,392.55
|
USTR 0 1/8 NOTE AT 13
|
2013-12-31
|
.125
|
Treasury Debt
|
$604,164.00
|
$603,661.21
|
USTR 0 3/4 NOTE AA 14
|
2014-06-15
|
.75
|
Treasury Debt
|
$1,143,468.00
|
$1,155,455.97
|
USTR 0 3/4 NOTE AB 13
|
2013-08-15
|
.75
|
Treasury Debt
|
$117,852.00
|
$118,543.71
|
USTR 0 3/4 NOTE AJ 13
|
2013-03-31
|
.75
|
Treasury Debt
|
$209,760.00
|
$210,384.82
|
USTR 0 3/8 NOTE AA 15
|
2015-06-15
|
.375
|
Treasury Debt
|
$140,484.00
|
$140,682.63
|
USTR 0 3/8 NOTE AM 13
|
2013-06-30
|
.375
|
Treasury Debt
|
$270,204.00
|
$270,880.43
|
USTR 0 5/8 NOTE AG 13
|
2013-01-31
|
.625
|
Treasury Debt
|
$279,036.00
|
$279,798.47
|
USTR 0 5/8 NOTE AH 13
|
2013-02-28
|
.625
|
Treasury Debt
|
$210,864.00
|
$211,398.16
|
USTR 0 5/8 NOTE AK 13
|
2013-04-30
|
.625
|
Treasury Debt
|
$260,268.00
|
$260,837.47
|
USTR 0 5/8 NOTE AT 12
|
2012-12-31
|
.625
|
Treasury Debt
|
$69,000.00
|
$69,192.44
|
USTR 0 7/8 NOTE AE 16
|
2016-11-30
|
.875
|
Treasury Debt
|
$175,784.40
|
$178,487.40
|
USTR 0 7/8 NOTE AF 16
|
2016-12-31
|
.875
|
Treasury Debt
|
$2,928,360.00
|
$2,969,411.49
|
USTR 1 1/2 NOTE AA 16
|
2016-07-31
|
1.5
|
Treasury Debt
|
$104,052.00
|
$108,181.62
|
USTR 1 3/8 NOTE AE 12
|
2012-11-15
|
1.375
|
Treasury Debt
|
$191,626.80
|
$192,926.71
|
USTR 8 1/8 BOND 21/08
|
2021-08-15
|
8.125
|
Treasury Debt
|
$138.00
|
$216.61
|
FNMA 0.50 FNSM F 13-15
|
2015-09-25
|
.5
|
Government Agency Debt
|
$82,800.00
|
$82,887.77
|
FNMA 1.50 FNSM A 06/13
|
2013-06-26
|
1.5
|
Government Agency Debt
|
$12,696.00
|
$12,869.25
|
FNMA 2.50 FNSM A 05/14
|
2014-05-15
|
2.5
|
Government Agency Debt
|
$204,240.00
|
$213,456.90
|
FNMA 2.75 FNSM A 02/14
|
2014-02-05
|
2.75
|
Government Agency Debt
|
$65,412.00
|
$67,865.44
|
FNMA 2.75 FNSM A 03/14
|
2014-03-13
|
2.75
|
Government Agency Debt
|
$4,171,740.00
|
$4,326,531.02
|
FNMA 3.00 FNSM A 09/14
|
2014-09-16
|
3
|
Government Agency Debt
|
$4,140.00
|
$4,366.21
|
FNMA 3.25 FNSM A 04/13
|
2013-04-09
|
3.25
|
Government Agency Debt
|
$13,800.00
|
$14,012.85
|
FNMA 4.25 FNSM B 08-13
|
2013-02-25
|
4.25
|
Government Agency Debt
|
$69,000.00
|
$70,438.08
|
FNMA 4.75 FNSM A 11/12
|
2012-11-19
|
4.75
|
Government Agency Debt
|
$12,420.00
|
$12,715.54
|
FCSB 0.29 FCOR 12-14 NQ
|
2014-02-03
|
.29
|
Government Agency Debt
|
$172,500.00
|
$172,624.01
|
FCSB 0.30 FCOR 12-14 OI
|
2014-09-18
|
.3
|
Government Agency Debt
|
$82,800.00
|
$82,755.15
|
FCSB 0.35 FCOR 12-14 NW
|
2014-06-19
|
.35
|
Government Agency Debt
|
$276,000.00
|
$276,359.72
|
FCSB 0.42 FCOR 12-14 NC
|
2014-11-07
|
.42
|
Government Agency Debt
|
$13,800.00
|
$13,828.29
|
FCSB FCFR 01LI AP 14/07
|
2014-07-23
|
0
|
Government Agency Debt
|
$99,360.00
|
$99,328.20
|
FHLB 0.15 FHLB 13 G2693
|
2013-02-06
|
.15
|
Government Agency Debt
|
$19,320.00
|
$19,326.26
|
FHLB 1.00 FHLB 13 G2275
|
2013-03-27
|
1
|
Government Agency Debt
|
$13,800.00
|
$13,860.37
|
FMAC 1.00 FMNT GB 14 V9
|
2014-08-27
|
1
|
Government Agency Debt
|
$38,640.00
|
$39,210.24
|
FMAC 1.00 FMNT GB 17 J5
|
2017-07-28
|
1
|
Government Agency Debt
|
$15,180.00
|
$15,369.60
|
FMAC 1.25 FMNT GB 19 K2
|
2019-08-01
|
1.25
|
Government Agency Debt
|
$158,700.00
|
$158,833.26
|
FMAC 3.75 FMNT GB 13 M0
|
2013-06-28
|
3.75
|
Government Agency Debt
|
$35,880.00
|
$37,180.67
|
FMAC 5.00 FMNT GB 17 M1
|
2017-02-16
|
5
|
Government Agency Debt
|
$276,000.00
|
$328,695.76
|
FNMA 0.625 FNSM B 13-15
|
2015-09-04
|
.625
|
Government Agency Debt
|
$24,125,160.00
|
$24,168,092.73
|
FNMA 0.875 FNSM A 08/14
|
2014-08-28
|
.875
|
Government Agency Debt
|
$55,200.00
|
$55,827.14
|
FNMA 1.125 FNSM A 04/17
|
2017-04-27
|
1.125
|
Government Agency Debt
|
$276,000.00
|
$280,306.98
|
FNMA 1.125 FNSM A 06/14
|
2014-06-27
|
1.125
|
Government Agency Debt
|
$11,040.00
|
$11,232.81
|
FNMA 2.375 FNSM A 07/15
|
2015-07-28
|
2.375
|
Government Agency Debt
|
$952,476.00
|
$1,008,696.29
|
FNMA 2.625 FNSM A 11/14
|
2014-11-20
|
2.625
|
Government Agency Debt
|
$2,760.00
|
$2,922.87
|
FNMA 2.875 FNSM A 12/13
|
2013-12-11
|
2.875
|
Government Agency Debt
|
$196,236.00
|
$204,133.23
|
FNMA 3.875 FNSM A 07/13
|
2013-07-12
|
3.875
|
Government Agency Debt
|
$89,700.00
|
$93,069.37
|
FNMA 5.375 FNSM A 06/17
|
2017-06-12
|
5.375
|
Government Agency Debt
|
$335,616.00
|
$411,738.23
|
FMAC 0.625 FMNT GB 14 A4
|
2014-12-29
|
.625
|
Government Agency Debt
|
$14,628.00
|
$14,740.32
|
FMAC 3.00 FMNT GB13-19B9
|
2019-07-31
|
3
|
Government Agency Debt
|
$110,400.00
|
$113,402.88
|
FNMA FNFR LIBR C 12/20/12
|
2012-12-20
|
.2407
|
Government Agency Debt
|
$276,000.00
|
$276,072.74
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
TD Securities (USA) LLC
|
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:
$138,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$138,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.99%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$138,000,000.00
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:
$138,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.220%, 5/3/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133796A2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-05-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-05-03
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:
$56,250,000.00
Item 41. The total current amortized cost, to the nearest cent:
$56,254,975.45
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:
$56,260,968.75
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$56,260,968.75
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Farm Credit System
Item 27. The title of the issue (including coupon or yield):
Federal Farm Credit System Floating Rate Notes, 0.354%, 11/20/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
31331KDL1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-20
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:
$28,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$27,999,853.06
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:
$28,002,604.00
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:
$28,002,604.00
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. Floating Rate Notes, 0.165%, 2/4/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3134G2DM1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$74,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$73,990,200.89
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:
$74,005,328.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$74,005,328.00
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. Floating Rate Notes, 0.185%, 11/4/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3134G25F5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$278,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$277,962,114.49
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:
$277,971,644.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$277,971,644.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Farm Credit System
Item 27. The title of the issue (including coupon or yield):
Federal Farm Credit System Floating Rate Notes, 0.420%, 5/19/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
31331K3P3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$86,250,000.00
Item 41. The total current amortized cost, to the nearest cent:
$86,432,495.24
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:
$86,467,695.00
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:
$86,467,695.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Floating Rate Notes, 0.270%, 1/23/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133806W2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$30,011,220.00
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:
$30,011,220.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Floating Rate Notes, 0.163%, 5/16/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313379LW7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-19
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$49,960,859.65
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:
$50,006,950.00
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:
$50,006,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.200%, 2/25/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313378FD8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-02-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-02-25
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:
$45,550,000.00
Item 41. The total current amortized cost, to the nearest cent:
$45,546,544.65
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:
$45,555,739.30
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$45,555,739.30
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Farm Credit System
Item 27. The title of the issue (including coupon or yield):
Federal Farm Credit System Floating Rate Notes, 0.370%, 1/13/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
31331K5Y2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$35,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$35,054,810.00
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:
$35,054,810.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Farm Credit System
Item 27. The title of the issue (including coupon or yield):
Federal Farm Credit System Notes, 0.170%, 10/9/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133EA3R7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-10-09
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:
$38,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$38,484,577.88
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:
$38,484,600.00
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:
$38,484,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 5.375%, 6/14/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133XFLF1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-06-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-14
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:
$22,340,000.00
Item 41. The total current amortized cost, to the nearest cent:
$23,049,976.14
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:
$23,053,852.36
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$23,053,852.36
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.370%, 5/1/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133766L4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-05-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-05-01
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:
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$100,083,332.26
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:
$100,095,100.00
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:
$100,095,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.240%, 8/9/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133785C1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-09
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:
$19,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$18,995,011.54
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:
$19,004,389.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$19,004,389.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.300%, 6/5/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313379JZ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-06-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$50,004,900.00
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:
$50,004,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
ING Financial Markets LLC
Item 27. The title of the issue (including coupon or yield):
ING Financial Markets LLC, REPO, 0.260%, 1/22/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
461997009
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FMAR 848825 G
|
2042-06-01
|
2.708
|
Government Agency Debt
|
$1,015,301.41
|
$1,069,148.39
|
03.500 FGPC D98900 G
|
2032-01-01
|
3.5
|
Government Agency Debt
|
$379,402.57
|
$405,735.28
|
FGRM 3913PT 08/15/41
|
2041-08-15
|
4
|
Government Agency Debt
|
$1,749,796.30
|
$1,865,460.87
|
FNAR XX.XXX LBAL1239
|
2041-11-01
|
3.17
|
Government Agency Debt
|
$8,602,564.88
|
$9,109,164.41
|
FNAR XX.XXX LBAL1322
|
2042-01-01
|
2.882
|
Government Agency Debt
|
$1,714,005.74
|
$1,808,228.15
|
FNAR XX.XXX LBAL1687
|
2041-07-01
|
3.205
|
Government Agency Debt
|
$2,788,516.81
|
$2,944,522.93
|
FNAR XX.XXX LBAO0976
|
2042-05-01
|
2.164
|
Government Agency Debt
|
$1,151,027.72
|
$1,195,181.41
|
FNAR XX.XXX LBAO2775
|
2042-05-01
|
2.306
|
Government Agency Debt
|
$7,866,735.50
|
$8,205,053.00
|
FNAR XX.XXX LBAO4268
|
2042-05-01
|
2.697
|
Government Agency Debt
|
$9,771,222.84
|
$10,275,067.00
|
FNAR XX.XXX LBAO4570
|
2042-05-01
|
2.635
|
Government Agency Debt
|
$4,737,343.58
|
$4,979,269.60
|
FNAR XX.XXX LBAO5823
|
2042-06-01
|
2.543
|
Government Agency Debt
|
$2,009,079.95
|
$2,108,057.17
|
FNAR XX.XXX LBAO6478
|
2042-07-01
|
2.662
|
Government Agency Debt
|
$560,922.60
|
$589,620.66
|
FNAR XX.XXX LBAO7669
|
2042-07-01
|
2.166
|
Government Agency Debt
|
$1,247,544.61
|
$1,295,779.98
|
FNAR XX.XXX LBAO7994
|
2042-06-01
|
2.115
|
Government Agency Debt
|
$583,622.49
|
$605,936.73
|
FNAR XX.XXX LBAO8669
|
2042-07-01
|
2.311
|
Government Agency Debt
|
$3,045,964.08
|
$3,180,702.96
|
FNAR XX.XXX LBAP0477
|
2042-07-01
|
2.289
|
Government Agency Debt
|
$354,000.90
|
$369,224.71
|
FNAR XX.XXX LBAP3630
|
2042-09-01
|
2.399
|
Government Agency Debt
|
$11,340,979.09
|
$11,848,747.78
|
FNAR XX.XXX LBAP3633
|
2042-09-01
|
2.755
|
Government Agency Debt
|
$2,824,296.19
|
$2,974,112.10
|
FNAR XX.XXX S1AE0017
|
2036-09-01
|
2.296
|
Government Agency Debt
|
$6,129.75
|
$6,493.03
|
FNMS 02.500 CIAP3414
|
2027-08-01
|
2.5
|
Government Agency Debt
|
$1,756,816.90
|
$1,842,944.82
|
FNMS 02.500 CIAP6606
|
2027-09-01
|
2.5
|
Government Agency Debt
|
$367,982.52
|
$385,735.37
|
FNMS 03.000 CIAO2647
|
2027-06-01
|
3
|
Government Agency Debt
|
$800,565.08
|
$852,967.90
|
FNMS 03.000 CIAO6429
|
2027-07-01
|
3
|
Government Agency Debt
|
$3,056,084.88
|
$3,234,161.99
|
FNMS 03.000 CIAP1608
|
2027-08-01
|
3
|
Government Agency Debt
|
$2,014,775.17
|
$2,143,508.71
|
FNMS 03.500 CLAO2993
|
2042-05-01
|
3.5
|
Government Agency Debt
|
$31,065,910.98
|
$33,410,441.12
|
FNMS 03.500 CLAO3045
|
2042-05-01
|
3.5
|
Government Agency Debt
|
$2,822,155.04
|
$3,058,071.74
|
FNMS 03.500 CLAO4304
|
2042-08-01
|
3.5
|
Government Agency Debt
|
$2,608,379.51
|
$2,787,299.85
|
FNMS 03.500 CLAO4392
|
2042-07-01
|
3.5
|
Government Agency Debt
|
$11,851,463.75
|
$12,664,408.51
|
FNMS 03.500 CLAO6517
|
2042-06-01
|
3.5
|
Government Agency Debt
|
$979,553.74
|
$1,065,954.20
|
FNMS 03.500 CLAO7368
|
2042-09-01
|
3.5
|
Government Agency Debt
|
$460,792.45
|
$501,544.09
|
FNMS 03.500 CLAO7539
|
2042-08-01
|
3.5
|
Government Agency Debt
|
$814,017.58
|
$882,064.89
|
FNMS 03.500 CLAP0487
|
2042-08-01
|
3.5
|
Government Agency Debt
|
$5,278,774.36
|
$5,744,382.52
|
FNMS 03.500 CLAP0508
|
2042-07-01
|
3.5
|
Government Agency Debt
|
$3,025,854.87
|
$3,233,412.00
|
FNMS 03.500 CLAP2975
|
2042-08-01
|
3.5
|
Government Agency Debt
|
$849,458.70
|
$924,583.37
|
FNMS 03.500 CLAP5781
|
2042-09-01
|
3.5
|
Government Agency Debt
|
$763,546.24
|
$830,655.34
|
FNMS 03.500 CLAP9744
|
2042-10-01
|
3.5
|
Government Agency Debt
|
$45,242,785.75
|
$48,657,235.89
|
FNMS 04.000 CIAL2339
|
2026-03-01
|
4
|
Government Agency Debt
|
$14,283,121.50
|
$15,551,984.99
|
FNMS 04.000 CIAO9166
|
2027-06-01
|
4
|
Government Agency Debt
|
$517,876.78
|
$567,605.39
|
FNMS 04.000 CLAO1743
|
2042-05-01
|
4
|
Government Agency Debt
|
$1,359,832.16
|
$1,517,455.36
|
FNMS 04.000 CLAO1791
|
2042-06-01
|
4
|
Government Agency Debt
|
$5,731,796.89
|
$6,375,592.02
|
FNMS 04.000 CLAO1798
|
2042-06-01
|
4
|
Government Agency Debt
|
$7,159,178.95
|
$7,953,229.88
|
FNMS 04.000 CLAO7215
|
2042-07-01
|
4
|
Government Agency Debt
|
$13,590,285.57
|
$14,901,212.05
|
FNMS 05.000 CLAD2273
|
2040-04-01
|
5
|
Government Agency Debt
|
$207,699.69
|
$232,172.80
|
FNMS 05.500 CLAD7180
|
2036-06-01
|
5.5
|
Government Agency Debt
|
$38,510.84
|
$44,279.74
|
FNMS 05.500 CLAH8733
|
2041-06-01
|
5.5
|
Government Agency Debt
|
$19,728.58
|
$22,320.16
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-07
Item 37. Does the security have a Demand Feature?
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 Financial Markets LLC
|
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:
$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:
1.65%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$228,967,940.00
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:
$228,967,940.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.230%, 5/14/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313379FZ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-05-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-05-14
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$6,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$6,001,061.90
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:
$6,001,212.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$6,001,212.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Barclays Capital, Inc.
Item 27. The title of the issue (including coupon or yield):
Barclays Capital, Inc., REPO, 0.200%, 12/17/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
068992007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
GNMA GNII SF 004713 M
|
2040-06-20
|
4.5
|
Government Agency Debt
|
$4,091,403.05
|
$4,552,586.00
|
GNMA GNII SF 004853 M
|
2040-11-20
|
4
|
Government Agency Debt
|
$20,201,406.72
|
$22,222,584.40
|
GNMA GNII SF 005017 M
|
2041-04-20
|
4.5
|
Government Agency Debt
|
$13,527,804.94
|
$15,009,505.41
|
GNMA GNII SF 762808 C
|
2041-03-20
|
4.5
|
Government Agency Debt
|
$12,293,137.77
|
$13,639,617.44
|
GNMA GNMI SF 745242 X
|
2040-07-15
|
4.5
|
Government Agency Debt
|
$273,762.17
|
$300,724.73
|
GNMA GNRA 2007-059 FA
|
2037-10-20
|
.7185
|
Government Agency Debt
|
$237,045.05
|
$239,020.95
|
GNMA GNRA 2012-076 NF
|
2034-08-16
|
.614
|
Government Agency Debt
|
$1,069,188.84
|
$1,076,600.28
|
GNMA GNRM 2009-061 KA
|
2039-06-20
|
3.5
|
Government Agency Debt
|
$938,203.75
|
$991,985.03
|
GNMA GNRM 2009-061 PK
|
2038-03-16
|
5
|
Government Agency Debt
|
$201,756.40
|
$216,648.98
|
GNMA GNRM 2009-067 GK
|
2037-01-16
|
4.5
|
Government Agency Debt
|
$339,569.06
|
$359,057.27
|
GNMA GNRM 2010-158 AM
|
2039-11-16
|
3.25
|
Government Agency Debt
|
$24,550,118.53
|
$25,716,208.24
|
GNMA GNRM 2010-162 WH
|
2039-06-16
|
3.5
|
Government Agency Debt
|
$7,277.89
|
$7,683.23
|
FMAC 03.000 FGPC Q11168 G
|
2042-09-01
|
3
|
Government Agency Debt
|
$7,085,191.02
|
$7,438,373.62
|
FMAC 04.000 FGPC C91339 G
|
2030-10-01
|
4
|
Government Agency Debt
|
$2,053,359.44
|
$2,218,140.17
|
FMAC FGRA 3206AF 08/15/36
|
2036-08-15
|
.5707
|
Government Agency Debt
|
$96,003.55
|
$96,284.23
|
FMAC FGRM 3770EA 01/15/38
|
2038-01-15
|
4
|
Government Agency Debt
|
$1,300,139.14
|
$1,368,753.11
|
FMAC FGRM 3927DP 07/15/41
|
2041-07-15
|
2.25
|
Government Agency Debt
|
$100,856.59
|
$101,817.85
|
FNMA FNMS 02.500 CIAP9625
|
2027-10-01
|
2.5
|
Government Agency Debt
|
$2,543,644.87
|
$2,666,358.78
|
FNMA FNMS 03.500 CLAB5744
|
2042-07-01
|
3.5
|
Government Agency Debt
|
$7,606,187.00
|
$8,127,923.26
|
FNMA FNMS 03.500 CLAK1283
|
2042-06-01
|
3.5
|
Government Agency Debt
|
$3,493,199.86
|
$3,732,811.25
|
FNMA FNMS 03.500 CLAL2035
|
2042-06-01
|
3.5
|
Government Agency Debt
|
$1,455,767.71
|
$1,584,171.75
|
FNMA FNMS 04.000 CIAD5852
|
2025-07-01
|
4
|
Government Agency Debt
|
$68,967.75
|
$73,909.18
|
FNMA FNMS 04.000 CKAI9535
|
2041-09-01
|
4
|
Government Agency Debt
|
$799,701.72
|
$842,291.71
|
FNMA FNMS 05.000 CLAD7849
|
2040-06-01
|
5
|
Government Agency Debt
|
$720,815.15
|
$792,683.06
|
FNMA FNMS 05.000 CT257101
|
2028-02-01
|
5
|
Government Agency Debt
|
$780,542.47
|
$861,048.93
|
FNMA FNRM CL0032A2 R12M00
|
2019-01-25
|
2.43
|
Government Agency Debt
|
$136,435.23
|
$145,143.62
|
FNMA FNRM CL013CG R03F013
|
2033-03-25
|
5
|
Government Agency Debt
|
$32,771.37
|
$36,269.44
|
FNMA FNRM CL050GY R12F050
|
2042-05-25
|
3.5
|
Government Agency Debt
|
$496,944.60
|
$524,952.73
|
FNMA FNRM RC089PA R12F089
|
2042-08-25
|
3
|
Government Agency Debt
|
$3,544,782.47
|
$3,699,377.52
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Barclays Capital, Inc.
|
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:
$116,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$116,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$115,980,732.40
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:
$115,980,732.40
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 Floating Rate Notes, 0.189%, 11/8/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3135G0FQ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-08
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-08
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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,005,334.30
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:
$24,997,450.00
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:
$24,997,450.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Farm Credit System
Item 27. The title of the issue (including coupon or yield):
Federal Farm Credit System Notes, 0.250%, 8/19/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
31331KUY4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-19
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:
$2,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,000,509.49
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:
$2,000,638.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$2,000,638.00
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. Notes, 1.625%, 4/15/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3137EACJ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-04-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-04-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$69,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$69,444,147.15
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:
$69,454,365.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$69,454,365.00
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. Notes, 0.625%, 12/28/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3137EACQ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-12-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-12-28
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:
$170,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$170,115,622.88
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:
$170,125,120.00
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:
$170,125,120.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association Floating Rate Notes, 0.175%, 10/3/2013
Item 28. The CUSIP. 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
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$70,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$69,973,877.03
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:
$69,991,180.00
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:
$69,991,180.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.125%, 9/24/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313380TF4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-24
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:
$29,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$28,974,599.07
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:
$28,977,902.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$28,977,902.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.300%, 6/21/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313379MZ9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-06-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-21
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:
$43,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$43,000,000.00
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:
$43,005,117.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$43,005,117.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association Notes, 0.375%, 12/28/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
31398A6F4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-12-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-12-28
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:
$301,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$301,088,224.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.17%
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:
$301,135,751.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$301,135,751.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Discount Notes, 0.180%, 2/12/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313385BU9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-02-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-02-12
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$13,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$12,993,305.00
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:
$12,995,541.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$12,995,541.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.220%, 3/18/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313378MG3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-03-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-03-18
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:
$75,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$74,994,203.73
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:
$75,017,100.00
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:
$75,017,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 1.875%, 6/21/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133XXYX9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-06-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-21
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:
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$40,422,178.95
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:
$40,427,520.00
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:
$40,427,520.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Floating Rate Notes, 0.230%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313380CE5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$95,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$94,939,636.07
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$94,987,745.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$94,987,745.00
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. Floating Rate Notes, 0.164%, 6/17/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3134G2MJ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-19
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$49,982,641.12
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:
$50,030,400.00
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:
$50,030,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.125%, 4/3/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313378WE7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-04-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-04-03
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:
$22,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$22,487,927.67
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:
$22,496,557.50
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:
$22,496,557.50
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.170%, 2/15/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313376XA8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-02-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-02-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$34,999,631.54
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:
$35,001,015.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$35,001,015.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Farm Credit System
Item 27. The title of the issue (including coupon or yield):
Federal Farm Credit System Floating Rate Notes, 0.199%, 5/6/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133EAF52
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-06
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:
$32,650,000.00
Item 41. The total current amortized cost, to the nearest cent:
$32,644,924.97
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:
$32,644,906.60
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:
$32,644,906.60
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Deutsche Bank Securities, Inc.
Item 27. The title of the issue (including coupon or yield):
Deutsche Bank Securities, Inc., REPO, 0.250%, 11/7/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
25199K004
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
USTR 4 1/4 BOND 40
|
2040-11-15
|
4.25
|
Treasury Debt
|
$15,990,280.00
|
$20,882,085.03
|
USTR 9 1/8 BOND 18
|
2018-05-15
|
9.125
|
Treasury Debt
|
$3,933,680.00
|
$5,867,451.80
|
USTR 0 7/8 NOTE Y 17
|
2017-04-30
|
.875
|
Treasury Debt
|
$20,950,466.67
|
$21,146,877.29
|
USTR 1 7/8 NOTE H 14
|
2014-02-28
|
1.875
|
Treasury Debt
|
$36,013.33
|
$36,909.29
|
USTR 2 1/8 NOTE T 14
|
2014-11-30
|
2.125
|
Treasury Debt
|
$21,776,800.00
|
$22,785,135.45
|
USTR 2 3/4 NOTE R 16
|
2016-11-30
|
2.75
|
Treasury Debt
|
$19,549,466.67
|
$21,481,734.03
|
USTR 3 1/4 NOTE K 16
|
2016-05-31
|
3.25
|
Treasury Debt
|
$20,413,333.33
|
$22,680,970.22
|
USTR 3 5/8 NOTE E 19
|
2019-08-15
|
3.625
|
Treasury Debt
|
$19,369,360.00
|
$22,719,773.47
|
USTR 4 1/4 NOTE E 15
|
2015-08-15
|
4.25
|
Treasury Debt
|
$19,872,706.67
|
$22,173,323.48
|
USTR 4 5/8 NOTE F 16
|
2016-11-15
|
4.625
|
Treasury Debt
|
$18,425,253.33
|
$21,796,315.75
|
USTR 0 1/4 NOTE AD 14
|
2014-09-15
|
.25
|
Treasury Debt
|
$22,443,013.33
|
$22,430,842.03
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-07
Item 37. Does the security have a Demand Feature?
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.
|
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:
$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:
1.44%
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:
$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:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.170%, 7/9/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313380XE2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-07-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-09
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:
$43,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$42,990,483.77
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:
$42,988,175.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$42,988,175.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 1.000%, 7/15/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313372U69
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-07-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-15
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:
$1,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,508,300.09
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:
$1,508,349.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$1,508,349.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Goldman Sachs & Co.
Item 27. The title of the issue (including coupon or yield):
Goldman Sachs & Co., REPO, 0.260%, 11/6/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
381905009
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FMAC FGRM 3859NA 03/15/40
|
2040-03-15
|
5.5
|
Government Agency Debt
|
$56,119,125.97
|
$59,786,978.50
|
FNMA FNRM RC052GA R11F052
|
2038-10-25
|
5
|
Government Agency Debt
|
$66,193,294.83
|
$68,727,085.89
|
FNMA FNRM RC052LA R11F052
|
2040-04-25
|
5.5
|
Government Agency Debt
|
$20,281,328.70
|
$21,635,600.90
|
FNMA FNRM RC059NA R11F059
|
2039-01-25
|
5.5
|
Government Agency Debt
|
$24,417,471.55
|
$25,599,651.57
|
FNMA FNRM RC120BA R12F120
|
2039-11-25
|
3.5
|
Government Agency Debt
|
$53,974,836.90
|
$58,064,060.50
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-06
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
|
Goldman Sachs & Co.
|
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:
$227,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$227,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.63%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$227,000,000.00
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:
$227,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Deutsche Bank Securities, Inc.
Item 27. The title of the issue (including coupon or yield):
Deutsche Bank Securities, Inc., REPO, 0.220%, 11/13/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
25199K004
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FMAC FMAR 1B8146 G
|
2041-04-01
|
3.168
|
Government Agency Debt
|
$1,796,538.51
|
$1,890,651.98
|
FMAC FMAR 848367 G
|
2036-10-01
|
5.706
|
Government Agency Debt
|
$6,631,586.58
|
$7,218,846.73
|
GNMA GNRM 2012-51 AL
|
2041-03-20
|
3.5
|
Government Agency Debt
|
$84,744.59
|
$90,324.22
|
GNMA GNRM 2012-51 BL
|
2041-10-20
|
3.5
|
Government Agency Debt
|
$70,401.11
|
$74,806.93
|
GNMA GNRM 2010-167 EA
|
2037-11-16
|
2.75
|
Government Agency Debt
|
$22,269,934.01
|
$23,053,850.53
|
GNMA GNRM 2011-064 AB
|
2038-11-16
|
3.15
|
Government Agency Debt
|
$293,935.64
|
$316,185.10
|
FNMA FNRM CL056B R12F056
|
2042-06-25
|
7
|
Government Agency Debt
|
$49,019,757.80
|
$56,169,796.01
|
FNMA FNRM CL068D R12F068
|
2042-07-25
|
7
|
Government Agency Debt
|
$3,351,470.08
|
$3,848,748.92
|
FMAC 03.500 FGPC G07106 G
|
2042-08-01
|
3.5
|
Government Agency Debt
|
$1,898,858.52
|
$2,036,582.10
|
FMAC 04.000 FGPC U61653 G
|
2042-10-01
|
4
|
Government Agency Debt
|
$5,880,072.32
|
$6,542,129.27
|
FMAC 04.500 FGPC A97057 G
|
2041-02-01
|
4.5
|
Government Agency Debt
|
$6,090,569.74
|
$6,779,979.60
|
FMAC 04.500 FGPC Q02206 G
|
2041-07-01
|
4.5
|
Government Agency Debt
|
$606,222.20
|
$675,789.84
|
FMAC 04.500 FGPC U90231 G
|
2042-09-01
|
4.5
|
Government Agency Debt
|
$5,885,397.84
|
$6,551,583.67
|
FMAC FGRA 3370FM 10/15/47
|
2047-10-15
|
.8407
|
Government Agency Debt
|
$4,940,988.16
|
$4,993,439.93
|
FMAC FGRA 3404FB 01/15/38
|
2038-01-15
|
1.221
|
Government Agency Debt
|
$3,215,249.46
|
$3,260,043.24
|
FMAC FGRA 3571FD 09/15/39
|
2039-09-15
|
1.121
|
Government Agency Debt
|
$4,335,638.20
|
$4,382,841.26
|
FMAC FGRA 3867PF 03/15/41
|
2041-03-15
|
.614
|
Government Agency Debt
|
$3,139,565.60
|
$3,152,905.27
|
FMAC FGRA 3877FE 08/15/38
|
2038-08-15
|
.614
|
Government Agency Debt
|
$1,693,181.90
|
$1,694,561.65
|
FMAC FGRA 3877FQ 08/15/38
|
2038-08-15
|
.6207
|
Government Agency Debt
|
$2,062,593.09
|
$2,064,432.65
|
FMAC FGRA 3960FJ 08/15/40
|
2040-08-15
|
.5707
|
Government Agency Debt
|
$5,530,346.11
|
$5,539,093.15
|
FMAC FGRM 2054PE 05/15/28
|
2028-05-15
|
6.25
|
Government Agency Debt
|
$1,489,074.15
|
$1,664,066.17
|
FMAC FGRM 2102PE 12/15/28
|
2028-12-15
|
6.5
|
Government Agency Debt
|
$1,412,281.05
|
$1,613,493.91
|
FMAC FGRM 2693MD 10/15/33
|
2033-10-15
|
5.5
|
Government Agency Debt
|
$8,586,741.96
|
$9,957,455.02
|
FMAC FGRM 2719GH 12/15/33
|
2033-12-15
|
5
|
Government Agency Debt
|
$3,350,866.34
|
$3,750,734.15
|
FMAC FGRM 2882AB 11/15/34
|
2034-11-15
|
6
|
Government Agency Debt
|
$1,954,672.03
|
$2,395,798.50
|
FMAC FGRM 3184AE 07/15/36
|
2036-07-15
|
6
|
Government Agency Debt
|
$3,527,227.72
|
$4,154,425.25
|
FMAC FGRM 3242NH 11/15/36
|
2036-11-15
|
5.75
|
Government Agency Debt
|
$3,898,077.80
|
$4,688,068.74
|
FMAC FGRM 3349PE 07/15/37
|
2037-07-15
|
6
|
Government Agency Debt
|
$1,199,257.43
|
$1,391,204.57
|
FMAC FGRM 3683GD 02/15/28
|
2028-02-15
|
4
|
Government Agency Debt
|
$2,464,030.03
|
$2,544,631.74
|
FMAC FGRM 3708BP 02/15/35
|
2035-02-15
|
4.5
|
Government Agency Debt
|
$1,469,678.22
|
$1,641,636.45
|
FMAC FGRM 3747KA 10/15/40
|
2040-10-15
|
4.5
|
Government Agency Debt
|
$17,783,550.37
|
$17,997,664.31
|
FMAC FGRM 3803EC 12/15/22
|
2022-12-15
|
2.5
|
Government Agency Debt
|
$13,158,136.14
|
$13,312,814.41
|
FMAC FGRM 3828TJ 04/15/29
|
2029-04-15
|
4
|
Government Agency Debt
|
$3,357,016.85
|
$3,514,854.83
|
FMAC FGRM 3919JV 08/15/30
|
2030-08-15
|
4
|
Government Agency Debt
|
$4,524,845.30
|
$4,911,187.15
|
FMAC FGRM 3934CB 10/15/41
|
2041-10-15
|
4
|
Government Agency Debt
|
$2,408,802.60
|
$2,649,515.05
|
FMAC FGRM 3969BL 02/15/30
|
2030-02-15
|
3.5
|
Government Agency Debt
|
$1,968,084.90
|
$2,136,538.54
|
FMAC FGRM 3990GL 01/15/42
|
2042-01-15
|
3.5
|
Government Agency Debt
|
$1,791,734.39
|
$1,894,969.94
|
FMAC FGRM 3996KV 12/15/30
|
2030-12-15
|
3.5
|
Government Agency Debt
|
$2,169,832.92
|
$2,337,176.22
|
FMAC FGRM 4013AV 02/15/31
|
2031-02-15
|
4
|
Government Agency Debt
|
$2,733,601.49
|
$3,030,692.94
|
FMAC FGRM 4028PL 04/15/32
|
2032-04-15
|
3.5
|
Government Agency Debt
|
$1,393,842.82
|
$1,454,827.16
|
FMAC FGRM 4056QY 05/15/42
|
2042-05-15
|
3.5
|
Government Agency Debt
|
$1,194,762.86
|
$1,232,245.75
|
FMAC FGRM 4057KL 12/15/41
|
2041-12-15
|
3.5
|
Government Agency Debt
|
$2,002,866.89
|
$2,125,389.60
|
FMAC FGRM 4076GW 07/15/42
|
2042-07-15
|
7
|
Government Agency Debt
|
$4,634,532.79
|
$5,625,846.99
|
FMAC FGRM 4076GY 07/15/42
|
2042-07-15
|
3
|
Government Agency Debt
|
$11,035,062.44
|
$11,179,003.79
|
FMAC FGRM 4076MW 07/15/40
|
2040-07-15
|
7
|
Government Agency Debt
|
$7,480,238.58
|
$8,907,687.52
|
FMAC FGRM 4076PY 07/15/42
|
2042-07-15
|
3
|
Government Agency Debt
|
$3,181,434.19
|
$3,200,545.06
|
FMAC FGRM 4076QP 07/15/42
|
2042-07-15
|
4
|
Government Agency Debt
|
$107,671.42
|
$108,926.04
|
FMAC FGRM 4076QT 11/15/41
|
2041-11-15
|
5
|
Government Agency Debt
|
$13,056,087.62
|
$14,961,580.09
|
FMAC FGRM 4076TL 04/15/42
|
2042-04-15
|
3.5
|
Government Agency Debt
|
$1,694,979.89
|
$1,757,895.28
|
FMAC FGRM 4097WQ 08/15/42
|
2042-08-15
|
6.5
|
Government Agency Debt
|
$15,873,606.26
|
$17,847,499.78
|
FNMA FNAR XX.XXX HY468667
|
2021-07-01
|
3.94
|
Government Agency Debt
|
$2,113,697.39
|
$2,417,969.06
|
FNMA FNAR XX.XXX LB735863
|
2035-01-01
|
2.63
|
Government Agency Debt
|
$786,517.57
|
$840,330.84
|
FNMA FNAR XX.XXX LB745129
|
2035-11-01
|
3.598
|
Government Agency Debt
|
$1,831,820.97
|
$1,966,207.63
|
FNMA FNAR XX.XXX LB745476
|
2036-03-01
|
2.807
|
Government Agency Debt
|
$1,782,201.81
|
$1,913,270.57
|
FNMA FNAR XX.XXX LB898724
|
2035-10-01
|
3.01
|
Government Agency Debt
|
$1,574,676.10
|
$1,696,999.04
|
FNMA FNAR XX.XXX LB935846
|
2040-03-01
|
3.817
|
Government Agency Debt
|
$2,646,882.77
|
$2,825,152.53
|
FNMA FNAR XX.XXX LB995436
|
2038-11-01
|
4.835
|
Government Agency Debt
|
$1,826,436.13
|
$1,966,228.21
|
FNMA FNAR XX.XXX LBAJ4334
|
2041-11-01
|
2.841
|
Government Agency Debt
|
$3,978,261.76
|
$4,199,268.12
|
FNMA FNAR XX.XXX LBAJ8398
|
2042-02-01
|
2.837
|
Government Agency Debt
|
$261,894.06
|
$276,277.85
|
FNMA FNAR XX.XXX LBAK8595
|
2042-04-01
|
2.842
|
Government Agency Debt
|
$1,972,158.09
|
$2,079,440.20
|
FNMA FNAR XX.XXX S1872319
|
2036-05-01
|
2.5
|
Government Agency Debt
|
$313,926.41
|
$335,842.66
|
FNMA FNAR XX.XXX S1886124
|
2036-07-01
|
2.845
|
Government Agency Debt
|
$1,837,316.02
|
$1,977,377.99
|
FNMA FNAR XX.XXX S1964347
|
2038-07-01
|
5.063
|
Government Agency Debt
|
$94,172.64
|
$101,866.84
|
FNMA FNAR XX.XXX WDAL0285
|
2035-03-01
|
2.319
|
Government Agency Debt
|
$547,363.82
|
$587,693.86
|
FNMA FNAR XX.XXX WS735641
|
2042-05-01
|
2.344
|
Government Agency Debt
|
$1,811,924.65
|
$1,900,852.71
|
FNMA FNMS 02.500 CIAB6643
|
2027-10-01
|
2.5
|
Government Agency Debt
|
$7,493,930.09
|
$7,869,513.37
|
FNMA FNMS 02.500 CIAJ8854
|
2027-10-01
|
2.5
|
Government Agency Debt
|
$3,362,087.62
|
$3,524,285.94
|
FNMA FNMS 02.500 CIAK4141
|
2027-09-01
|
2.5
|
Government Agency Debt
|
$3,394,494.01
|
$3,558,255.72
|
FNMA FNMS 02.500 CIAO6358
|
2027-08-01
|
2.5
|
Government Agency Debt
|
$3,377,953.95
|
$3,540,917.70
|
FNMA FNMS 02.500 CIAO9990
|
2027-07-01
|
2.5
|
Government Agency Debt
|
$1,502,310.88
|
$1,574,787.37
|
FNMA FNMS 02.500 CIAP5060
|
2027-09-01
|
2.5
|
Government Agency Debt
|
$3,340,788.87
|
$3,501,959.67
|
FNMA FNMS 02.500 CIMA1240
|
2027-10-01
|
2.5
|
Government Agency Debt
|
$940,763.37
|
$986,148.93
|
FNMA FNMS 03.000 CIAB5446
|
2027-06-01
|
3
|
Government Agency Debt
|
$1,327,580.32
|
$1,404,937.09
|
FNMA FNMS 03.500 CLAE0311
|
2040-08-01
|
3.5
|
Government Agency Debt
|
$3,551,455.75
|
$3,783,265.19
|
FNMA FNMS 03.500 CLAO0428
|
2042-08-01
|
3.5
|
Government Agency Debt
|
$2,306,023.75
|
$2,464,202.38
|
FNMA FNMS 03.500 CLAP2658
|
2042-08-01
|
3.5
|
Government Agency Debt
|
$3,328,740.64
|
$3,557,071.16
|
FNMA FNMS 04.000 CIAE3830
|
2025-10-01
|
4
|
Government Agency Debt
|
$3,231,479.75
|
$3,541,777.21
|
FNMA FNMS 04.500 CL995243
|
2038-08-01
|
4.5
|
Government Agency Debt
|
$3,221,506.09
|
$3,487,721.68
|
FNMA FNMS 04.500 CLAH9406
|
2041-04-01
|
4.5
|
Government Agency Debt
|
$3,283,918.44
|
$3,571,711.21
|
FNMA FNMS 06.000 CL956029
|
2037-12-01
|
6
|
Government Agency Debt
|
$3,115,051.55
|
$3,475,899.12
|
FNMA FNMS 06.500 CL889072
|
2037-12-01
|
6.5
|
Government Agency Debt
|
$3,133,021.67
|
$3,517,182.34
|
FNMA FNMS 07.000 CL889538
|
2038-05-01
|
7
|
Government Agency Debt
|
$2,982,003.83
|
$3,567,070.99
|
FNMA FNRM CL044QA R10F044
|
2040-05-25
|
4.5
|
Government Agency Debt
|
$4,981,050.89
|
$5,314,806.21
|
FNMA FNRM CL058AT R11F058
|
2041-07-25
|
4
|
Government Agency Debt
|
$4,066,991.13
|
$4,328,138.06
|
FNMA FNRM CL101CB R11F101
|
2041-10-25
|
4
|
Government Agency Debt
|
$1,573,488.06
|
$1,736,108.57
|
FNMA FNRM RC065C R11F065
|
2041-07-25
|
4
|
Government Agency Debt
|
$9,464,727.72
|
$10,245,835.93
|
FNMA FNRM RC073PG R02F073
|
2032-11-25
|
5.5
|
Government Agency Debt
|
$5,878,712.87
|
$6,569,351.90
|
FNMA FNRM RC111CW R12F111
|
2042-10-25
|
7
|
Government Agency Debt
|
$59,273,298.71
|
$69,047,307.60
|
FNMA FNRM RC111MJ R12F111
|
2042-04-25
|
4
|
Government Agency Debt
|
$12,363,957.24
|
$13,513,005.73
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-07
Item 37. Does the security have a Demand Feature?
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.
|
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:
$475,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$475,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.42%
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:
$474,981,000.00
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:
$474,981,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Deutsche Bank Securities, Inc.
Item 27. The title of the issue (including coupon or yield):
Deutsche Bank Securities, Inc., REPO, 0.220%, 11/13/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
25199K004
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FMAC FMAR 1B3104 G
|
2036-10-01
|
6.22
|
Government Agency Debt
|
$166,417.79
|
$180,921.49
|
FMAC FMAR 1B8615 G
|
2041-08-01
|
3.553
|
Government Agency Debt
|
$1,175,795.11
|
$1,249,407.91
|
FMAC FMAR 1H1383 G
|
2037-02-01
|
5.81
|
Government Agency Debt
|
$767,429.84
|
$830,962.03
|
FMAC FMAR 1J0633 G
|
2037-09-01
|
6.132
|
Government Agency Debt
|
$622,770.14
|
$683,129.03
|
FMAC FMAR 1J1722 G
|
2036-07-01
|
2.963
|
Government Agency Debt
|
$319,755.39
|
$344,765.11
|
GNMA GNRM 2010-167 EA
|
2037-11-16
|
2.75
|
Government Agency Debt
|
$9,725,560.28
|
$10,067,906.48
|
FNMA FNRA CL014F R07F014
|
2037-03-25
|
.5765
|
Government Agency Debt
|
$243,846.80
|
$244,503.01
|
FNMA FNRA CL020F R97F020
|
2027-03-25
|
.641
|
Government Agency Debt
|
$143,237.38
|
$141,270.04
|
FNMA FNRA CL038F R99F038
|
2029-06-25
|
.7165
|
Government Agency Debt
|
$278,857.71
|
$279,747.39
|
FNMA FNRM CL028A R07F028
|
2033-01-25
|
6
|
Government Agency Debt
|
$5,002,855.10
|
$5,197,105.95
|
FNMA FNRM CL056B R12F056
|
2042-06-25
|
7
|
Government Agency Debt
|
$5,826,808.18
|
$6,676,708.37
|
FNMA FNRM CL090B R07F090
|
2037-09-25
|
6
|
Government Agency Debt
|
$606,003.01
|
$671,934.92
|
FNMA FNRM CL111A R12F111
|
2028-10-25
|
7
|
Government Agency Debt
|
$8,318,145.54
|
$8,451,330.14
|
FNMA FNRM CL21KA RT93-21
|
2023-03-25
|
7.7
|
Government Agency Debt
|
$17,535.10
|
$20,328.12
|
FNMA FXRM CL075C R97F075
|
2027-11-18
|
6.5
|
Government Agency Debt
|
$30,128.23
|
$33,737.46
|
FMAC 03.000 FGPC G06977 G
|
2042-04-01
|
3
|
Government Agency Debt
|
$660,140.78
|
$692,325.28
|
FMAC 03.500 FGPC G08479 G
|
2042-03-01
|
3.5
|
Government Agency Debt
|
$5,682,767.60
|
$6,061,198.25
|
FMAC FMRA 00196A 12/15/21
|
2021-12-15
|
1.05
|
Government Agency Debt
|
$17,753.40
|
$18,135.08
|
FMAC FMRA 00205A 05/15/23
|
2023-05-15
|
.7
|
Government Agency Debt
|
$21,623.13
|
$22,104.30
|
FNMA FNAR XX.XXX HY463212
|
2019-08-01
|
4.68
|
Government Agency Debt
|
$2,521,430.80
|
$2,953,248.52
|
FNMA FNAR XX.XXX LB830615
|
2035-06-01
|
2.57
|
Government Agency Debt
|
$344,752.63
|
$368,119.50
|
FNMA FNAR XX.XXX LB993464
|
2039-09-01
|
4.287
|
Government Agency Debt
|
$782,496.49
|
$836,475.06
|
FNMA FNAR XX.XXX LBAD4493
|
2040-05-01
|
3.518
|
Government Agency Debt
|
$2,428,195.58
|
$2,565,162.00
|
FNMA FNAR XX.XXX LBAJ8081
|
2041-12-01
|
3.149
|
Government Agency Debt
|
$783,405.24
|
$827,553.39
|
FNMA FNAR XX.XXX LBAL0596
|
2041-08-01
|
3.012
|
Government Agency Debt
|
$336,414.37
|
$353,953.33
|
FNMA FNAR XX.XXX LBAL2114
|
2039-10-01
|
5.258
|
Government Agency Debt
|
$1,195,805.37
|
$1,293,557.27
|
FNMA FNAR XX.XXX S1872413
|
2036-05-01
|
2.875
|
Government Agency Debt
|
$349,323.84
|
$370,428.18
|
FNMA FNMS 02.500 CIAO9990
|
2027-07-01
|
2.5
|
Government Agency Debt
|
$632,682.30
|
$663,205.00
|
FNMA FNMS 03.000 CQAB6547
|
2042-10-01
|
3
|
Government Agency Debt
|
$7,957,169.55
|
$8,373,401.13
|
FNMA FNMS 03.500 CLAE0311
|
2040-08-01
|
3.5
|
Government Agency Debt
|
$3,552,698.57
|
$3,784,589.12
|
FNMA FNMS 04.000 CI932332
|
2025-01-01
|
4
|
Government Agency Debt
|
$28,902.36
|
$31,677.66
|
FNMA FNMS 04.500 CLAL2122
|
2042-01-01
|
4.5
|
Government Agency Debt
|
$2,674,833.94
|
$2,904,233.05
|
FNMA FNRA CL014FB R07F014
|
2037-03-25
|
.5607
|
Government Agency Debt
|
$89,212.24
|
$89,426.75
|
FNMA FNRA CL016FC R06F016
|
2036-03-25
|
.5107
|
Government Agency Debt
|
$155,710.46
|
$155,995.43
|
FNMA FNRA CL017KF R11F017
|
2041-03-25
|
.8665
|
Government Agency Debt
|
$2,525,993.74
|
$2,542,191.46
|
FNMA FNRA CL020FB R97F020
|
2027-03-25
|
.626
|
Government Agency Debt
|
$63,120.89
|
$62,312.10
|
FNMA FNRA CL030KF R06F030
|
2036-05-25
|
.6507
|
Government Agency Debt
|
$198,472.31
|
$199,482.43
|
FNMA FNRA CL032FT R06F032
|
2036-05-25
|
.5107
|
Government Agency Debt
|
$896,296.30
|
$886,125.23
|
FNMA FNRA CL034FA R06F034
|
2036-05-25
|
.5264
|
Government Agency Debt
|
$1,376,913.70
|
$1,379,015.88
|
FNMA FNRA CL038PF R12F038
|
2041-09-25
|
.6165
|
Government Agency Debt
|
$146,479.64
|
$147,433.48
|
FNMA FNRA CL051GF R12F051
|
2040-11-25
|
.6107
|
Government Agency Debt
|
$201,661.59
|
$201,867.84
|
FNMA FNRA CL058FL R08F058
|
2038-07-25
|
1.2607
|
Government Agency Debt
|
$1,670,065.96
|
$1,695,796.86
|
FNMA FNRA CL058FY R06F058
|
2036-07-25
|
.7865
|
Government Agency Debt
|
$1,606,220.62
|
$1,612,237.66
|
FNMA FNRA CL062EF R10F062
|
2040-03-25
|
.7107
|
Government Agency Debt
|
$4,886,888.04
|
$4,902,484.30
|
FNMA FNRA CL062FB R08F062
|
2038-07-25
|
1.1607
|
Government Agency Debt
|
$4,732,212.80
|
$4,826,201.41
|
FNMA FNRA CL063FQ R11F063
|
2041-06-25
|
.6165
|
Government Agency Debt
|
$249,972.12
|
$251,552.88
|
FNMA FNRA CL068AF R12F068
|
2039-02-25
|
.6607
|
Government Agency Debt
|
$1,048,308.56
|
$1,054,154.05
|
FNMA FNRA CL072XF R06F072
|
2036-08-25
|
.7107
|
Government Agency Debt
|
$1,825,462.05
|
$1,839,548.13
|
FNMA FNRA CL081F R02F081
|
2032-04-25
|
.7107
|
Government Agency Debt
|
$342,469.35
|
$342,907.86
|
FNMA FNRA CL087FB R07F087
|
2037-03-25
|
.7365
|
Government Agency Debt
|
$678,184.69
|
$683,903.65
|
FNMA FNRA CL088FA R08F088
|
2038-10-25
|
1.4365
|
Government Agency Debt
|
$684,066.67
|
$700,243.08
|
FNMA FNRA CL093DF R12F093
|
2031-08-25
|
.5164
|
Government Agency Debt
|
$247,630.51
|
$248,018.06
|
FNMA FNRA CL093UF R12F093
|
2042-07-25
|
.5665
|
Government Agency Debt
|
$1,242,964.60
|
$1,245,158.95
|
FNMA FNRA CL093WF R12F093
|
2042-01-25
|
.5164
|
Government Agency Debt
|
$185,453.10
|
$185,639.31
|
FNMA FNRA CL111CF R12F111
|
2039-07-25
|
.6107
|
Government Agency Debt
|
$1,957,756.95
|
$1,962,786.01
|
FNMA FNRA CL111EF R12F111
|
2041-12-25
|
.5607
|
Government Agency Debt
|
$185,982.47
|
$186,159.98
|
FNMA FNRA CL111KF R12F111
|
2040-01-25
|
.575
|
Government Agency Debt
|
$1,435,840.89
|
$1,437,343.98
|
FNMA FNRA CL111NF R12F111
|
2042-05-25
|
.578
|
Government Agency Debt
|
$394,711.42
|
$395,345.86
|
FNMA FNRA CL111QF R12F111
|
2042-06-25
|
.5107
|
Government Agency Debt
|
$59,920.60
|
$60,019.18
|
FNMA FNRA CL116LF R06F116
|
2036-12-25
|
.5607
|
Government Agency Debt
|
$1,046,401.88
|
$1,050,504.24
|
FNMA FNRA CL123FK R10F123
|
2040-11-25
|
.6607
|
Government Agency Debt
|
$114,095.32
|
$114,496.26
|
FNMA FNRA CL150FE R10F150
|
2040-12-25
|
.6107
|
Government Agency Debt
|
$285,769.14
|
$285,962.54
|
FNMA FNRA CL165FE RT93165
|
2023-09-25
|
1.3687
|
Government Agency Debt
|
$19,375.06
|
$19,709.98
|
FNMA FNRA CL179FJ RT93179
|
2023-10-25
|
1.3687
|
Government Agency Debt
|
$15,784.00
|
$15,825.03
|
FNMA FNRA RC062FC R01F062
|
2031-11-25
|
.8665
|
Government Agency Debt
|
$56,802.84
|
$57,420.65
|
FNMA FNRA RC117KF R03F117
|
2033-08-25
|
.6165
|
Government Agency Debt
|
$25,529.35
|
$25,600.75
|
FNMA FNRM CL003K RT93-G03
|
2023-02-25
|
7
|
Government Agency Debt
|
$8,228.59
|
$9,411.76
|
FNMA FNRM CL011QC R02F011
|
2017-03-25
|
5.5
|
Government Agency Debt
|
$12,853.20
|
$13,593.60
|
FNMA FNRM CL019PE R02F019
|
2017-04-25
|
6
|
Government Agency Debt
|
$7,893.97
|
$8,415.48
|
FNMA FNRM CL020KV R12F020
|
2031-01-25
|
3.5
|
Government Agency Debt
|
$156,751.17
|
$169,815.70
|
FNMA FNRM CL022DB R05F022
|
2035-04-25
|
5.5
|
Government Agency Debt
|
$409,308.64
|
$479,811.78
|
FNMA FNRM CL024AJ R02F024
|
2017-04-25
|
6
|
Government Agency Debt
|
$34,409.41
|
$37,214.23
|
FNMA FNRM CL030HP R03F030
|
2017-07-25
|
4.25
|
Government Agency Debt
|
$20,677.03
|
$20,827.26
|
FNMA FNRM CL032CY R12F032
|
2042-04-25
|
3.5
|
Government Agency Debt
|
$5,455,568.23
|
$5,723,702.13
|
FNMA FNRM CL041KA R07F041
|
2033-11-25
|
6
|
Government Agency Debt
|
$818,976.53
|
$853,568.47
|
FNMA FNRM CL042HE R03F042
|
2017-12-25
|
4
|
Government Agency Debt
|
$10,331.76
|
$10,507.34
|
FNMA FNRM CL044QA R10F044
|
2040-05-25
|
4.5
|
Government Agency Debt
|
$8,219,603.74
|
$8,770,358.29
|
FNMA FNRM CL045PA R10F045
|
2039-03-25
|
4.5
|
Government Agency Debt
|
$2,980,676.24
|
$3,109,969.03
|
FNMA FNRM CL045TL R11F045
|
2025-03-25
|
3
|
Government Agency Debt
|
$127,318.89
|
$134,725.67
|
FNMA FNRM CL047PE R03F047
|
2033-06-25
|
5.75
|
Government Agency Debt
|
$29,876.54
|
$33,979.75
|
FNMA FNRM CL051NY R12F051
|
2042-05-25
|
3.5
|
Government Agency Debt
|
$1,307,955.03
|
$1,359,650.21
|
FNMA FNRM CL053NC R04F053
|
2024-07-25
|
5.5
|
Government Agency Debt
|
$22,891.32
|
$25,121.70
|
FNMA FNRM CL058AT R11F058
|
2041-07-25
|
4
|
Government Agency Debt
|
$6,099,604.94
|
$6,491,268.70
|
FNMA FNRM CL063VH R12F063
|
2029-02-25
|
4
|
Government Agency Debt
|
$3,058,760.49
|
$3,405,368.02
|
FNMA FNRM CL065GB R07F065
|
2033-10-25
|
5
|
Government Agency Debt
|
$3,975,442.48
|
$4,121,785.14
|
FNMA FNRM CL068AD R07F068
|
2037-06-25
|
5.5
|
Government Agency Debt
|
$74,160.52
|
$81,449.19
|
FNMA FNRM CL068CY R12F068
|
2032-07-25
|
3
|
Government Agency Debt
|
$3,312,190.06
|
$3,370,183.20
|
FNMA FNRM CL071TA R03F071
|
2032-09-25
|
7
|
Government Agency Debt
|
$72,411.85
|
$83,927.09
|
FNMA FNRM CL071UA R03F071
|
2018-08-25
|
4
|
Government Agency Debt
|
$14,230.28
|
$14,588.50
|
FNMA FNRM CL074UY R11F074
|
2026-03-25
|
4
|
Government Agency Debt
|
$183,895.20
|
$209,766.56
|
FNMA FNRM CL076AB R12F076
|
2030-10-25
|
6.5
|
Government Agency Debt
|
$3,530,099.14
|
$3,579,293.42
|
FNMA FNRM CL076VB R12F076
|
2029-03-25
|
4
|
Government Agency Debt
|
$1,753,454.32
|
$1,951,679.41
|
FNMA FNRM CL081LC R03F081
|
2018-09-25
|
4.5
|
Government Agency Debt
|
$19,591.96
|
$20,802.29
|
FNMA FNRM CL089XC R03F089
|
2014-09-25
|
6
|
Government Agency Debt
|
$47,351.56
|
$48,570.25
|
FNMA FNRM CL092BW R04F092
|
2034-12-25
|
5.5
|
Government Agency Debt
|
$265,049.75
|
$318,133.47
|
FNMA FNRM CL093A1 R02F093
|
2032-03-25
|
6.5
|
Government Agency Debt
|
$486,033.50
|
$545,681.31
|
FNMA FNRM CL093CY R12F093
|
2027-09-25
|
1.5
|
Government Agency Debt
|
$1,119,450.47
|
$1,019,355.93
|
FNMA FNRM CL093KG R12F093
|
2039-05-25
|
2
|
Government Agency Debt
|
$205,515.45
|
$207,423.80
|
FNMA FNRM CL093MC R12F093
|
2042-09-25
|
2.5
|
Government Agency Debt
|
$1,452,324.02
|
$1,459,103.95
|
FNMA FNRM CL093QN R12F093
|
2042-09-25
|
3.5
|
Government Agency Debt
|
$4,372,351.25
|
$4,480,849.69
|
FNMA FNRM CL093UY R12F093
|
2027-09-25
|
1.5
|
Government Agency Debt
|
$667,372.66
|
$603,859.47
|
FNMA FNRM CL099MB R11F099
|
2041-10-25
|
4
|
Government Agency Debt
|
$3,314,897.48
|
$3,603,632.78
|
FNMA FNRM CL101CB R11F101
|
2041-10-25
|
4
|
Government Agency Debt
|
$3,180,904.17
|
$3,509,651.67
|
FNMA FNRM CL101NB R11F101
|
2041-10-25
|
4
|
Government Agency Debt
|
$308,599.30
|
$338,386.94
|
FNMA FNRM CL105D RT93-105
|
2023-06-25
|
6.5
|
Government Agency Debt
|
$44,708.68
|
$49,441.43
|
FNMA FNRM CL111AV R12F111
|
2031-08-25
|
3.5
|
Government Agency Debt
|
$838,933.33
|
$899,801.86
|
FNMA FNRM CL115MQ R12F115
|
2042-10-25
|
2.5
|
Government Agency Debt
|
$1,973,593.91
|
$2,007,108.17
|
FNMA FNRM CL123EB RT91123
|
2021-09-25
|
8
|
Government Agency Debt
|
$62,884.37
|
$72,662.68
|
FNMA FNRM CL127JY R11F127
|
2041-12-25
|
3.5
|
Government Agency Debt
|
$250,246.82
|
$256,349.01
|
FNMA FNRM CL127UV R11F127
|
2030-10-25
|
3.5
|
Government Agency Debt
|
$478,011.84
|
$517,790.40
|
FNMA FNRM CL127YK R11F127
|
2041-12-25
|
3.5
|
Government Agency Debt
|
$296,103.43
|
$298,924.01
|
FNMA FNRM CL136BL R11F136
|
2042-01-25
|
3.5
|
Government Agency Debt
|
$1,122,644.27
|
$1,178,889.50
|
FNMA FNRM CL139PM RT91139
|
2021-10-25
|
8.5
|
Government Agency Debt
|
$119,585.58
|
$137,759.28
|
FNMA FNRM CL162GB RT91162
|
2021-12-25
|
8.5
|
Government Agency Debt
|
$72,313.68
|
$83,135.73
|
FNMA FNRM CL39H RT1996-39
|
2023-11-25
|
8
|
Government Agency Debt
|
$8,989.98
|
$10,424.48
|
FNMA FNRM CL93G RT1990-93
|
2020-08-25
|
5.5
|
Government Agency Debt
|
$14,989.97
|
$16,436.52
|
FNMA FNRM RC003OG R02F003
|
2017-02-25
|
6
|
Government Agency Debt
|
$26,480.16
|
$28,235.00
|
FNMA FNRM RC018KY R11F018
|
2041-03-25
|
4
|
Government Agency Debt
|
$811,148.15
|
$896,215.96
|
FNMA FNRM RC021MT R07F021
|
2037-03-25
|
5.75
|
Government Agency Debt
|
$217,527.33
|
$239,631.95
|
FNMA FNRM RC034TN R03F034
|
2017-10-25
|
4.5
|
Government Agency Debt
|
$36,310.98
|
$36,828.48
|
FNMA FNRM RC042HC R03F042
|
2017-12-25
|
4.5
|
Government Agency Debt
|
$12,373.37
|
$12,653.47
|
FNMA FNRM RC045VA R11F045
|
2024-03-25
|
4
|
Government Agency Debt
|
$3,045,597.42
|
$3,357,674.71
|
FNMA FNRM RC051EY R12F051
|
2042-05-25
|
3.5
|
Government Agency Debt
|
$8,962,365.43
|
$9,493,248.16
|
FNMA FNRM RC053GB R01F053
|
2016-09-25
|
5
|
Government Agency Debt
|
$22,339.22
|
$23,328.03
|
FNMA FNRM RC062PM R12F062
|
2042-06-25
|
4
|
Government Agency Debt
|
$4,520,320.99
|
$5,098,435.39
|
FNMA FNRM RC069CT R04F069
|
2018-06-25
|
4.5
|
Government Agency Debt
|
$13,320.99
|
$13,487.69
|
FNMA FNRM RC074UB R11F074
|
2040-07-25
|
4
|
Government Agency Debt
|
$1,178,198.51
|
$1,239,910.58
|
FNMA FNRM RC093AC R12F093
|
2032-09-25
|
6.5
|
Government Agency Debt
|
$7,024,294.81
|
$8,132,880.72
|
FNMA FNRM RC093AE R12F093
|
2032-09-25
|
3
|
Government Agency Debt
|
$10,742,911.20
|
$10,920,298.16
|
FNMA FNRM RC093BY R12F093
|
2027-09-25
|
1.5
|
Government Agency Debt
|
$1,474,326.14
|
$1,332,608.02
|
FNMA FNRM RC093GW R12F093
|
2040-07-25
|
7
|
Government Agency Debt
|
$8,924,058.02
|
$10,411,942.41
|
FNMA FNRM RC093TU R12F093
|
2042-09-25
|
6.5
|
Government Agency Debt
|
$343,833.71
|
$382,760.39
|
FNMA FNRM RC107AG R12F107
|
2031-12-25
|
3
|
Government Agency Debt
|
$805,461.69
|
$844,682.04
|
FNMA FNRM RC111CW R12F111
|
2042-10-25
|
7
|
Government Agency Debt
|
$1,238,026.41
|
$1,442,173.66
|
FNMA FNRM RC111KY R12F111
|
2042-10-25
|
3.5
|
Government Agency Debt
|
$3,348,294.37
|
$3,521,999.42
|
FNMA FNRM RC111LD R12F111
|
2041-05-25
|
4.5
|
Government Agency Debt
|
$6,930,180.89
|
$7,788,241.24
|
FNMA FNRM RC111PY R12F111
|
2042-10-25
|
2.5
|
Government Agency Debt
|
$3,251,762.96
|
$3,003,560.23
|
FNMA FNRM RC118AC R07F118
|
2038-01-25
|
5
|
Government Agency Debt
|
$8,955,195.06
|
$9,913,568.10
|
FNMA FNRM RC128KE R03F128
|
2014-01-25
|
4.5
|
Government Agency Debt
|
$30,858.30
|
$31,387.25
|
FNMA FNRM RC141G R10F141
|
2030-05-25
|
3.5
|
Government Agency Debt
|
$5,217,344.64
|
$5,411,031.61
|
FNMA FXRM RG079PL R97F079
|
2027-12-18
|
6.85
|
Government Agency Debt
|
$12,387.42
|
$14,280.38
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-07
Item 37. Does the security have a Demand Feature?
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.
|
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:
$242,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$242,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.74%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$241,990,320.00
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:
$241,990,320.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.230%, 6/6/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313379QM4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-06-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-06
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:
$16,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$16,497,185.14
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:
$16,501,963.50
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:
$16,501,963.50
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield):
BNP Paribas Securities Corp., REPO, 0.230%, 11/16/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
69999A006
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FMAC FMAR 1H2671 G
|
2036-12-01
|
2.465
|
Government Agency Debt
|
$437,039.27
|
$470,698.79
|
FMAC FMAR 1Q1369 G
|
2039-05-01
|
3.636
|
Government Agency Debt
|
$825,156.13
|
$889,997.72
|
FMAC FMAR 847850 G
|
2032-12-01
|
2.839
|
Government Agency Debt
|
$822,472.94
|
$882,624.36
|
FMAC 03.500 FGPC J13677 G
|
2025-11-01
|
3.5
|
Government Agency Debt
|
$849,467.89
|
$914,755.16
|
FMAC 03.500 FGPC J17944 G
|
2027-02-01
|
3.5
|
Government Agency Debt
|
$872,491.63
|
$922,643.90
|
FMAC 04.000 FGPC J15161 G
|
2026-04-01
|
4
|
Government Agency Debt
|
$841,574.89
|
$896,875.90
|
FMAC 04.000 FGPC J15826 G
|
2026-06-01
|
4
|
Government Agency Debt
|
$848,203.87
|
$903,940.47
|
FMAC 04.500 FGPC A97942 G
|
2041-04-01
|
4.5
|
Government Agency Debt
|
$824,616.01
|
$892,185.04
|
FMAC 04.500 FGPC G14388 G
|
2026-07-01
|
4.5
|
Government Agency Debt
|
$869,379.10
|
$934,238.25
|
FMAC 04.500 FGPC Q05600 G
|
2042-01-01
|
4.5
|
Government Agency Debt
|
$793,416.75
|
$883,225.97
|
FMAC 05.000 FGPC A92771 G
|
2040-07-01
|
5
|
Government Agency Debt
|
$807,678.68
|
$891,332.92
|
FMAC 05.000 FGPC B17046 G
|
2019-10-01
|
5
|
Government Agency Debt
|
$803,435.15
|
$873,250.18
|
FMAC 05.000 FGPC C03626 G
|
2040-11-01
|
5
|
Government Agency Debt
|
$777,774.19
|
$864,407.09
|
FMAC 05.000 FGPC C91161 G
|
2028-02-01
|
5
|
Government Agency Debt
|
$796,280.09
|
$866,220.29
|
FMAC 05.000 FGPC C91186 G
|
2028-06-01
|
5
|
Government Agency Debt
|
$834,137.34
|
$907,402.69
|
FMAC 05.000 FGPC G01960 G
|
2035-12-01
|
5
|
Government Agency Debt
|
$848,646.91
|
$921,888.25
|
FMAC 05.000 FGPC Q00204 G
|
2041-04-01
|
5
|
Government Agency Debt
|
$795,723.20
|
$881,868.72
|
FMAC 05.000 FGPC Q00238 G
|
2041-04-01
|
5
|
Government Agency Debt
|
$810,480.43
|
$888,346.25
|
FMAC 05.500 FGPC A73264 G
|
2038-02-01
|
5.5
|
Government Agency Debt
|
$800,478.52
|
$883,517.22
|
FMAC 05.500 FGPC A93321 G
|
2040-08-01
|
5.5
|
Government Agency Debt
|
$792,036.37
|
$889,396.91
|
FMAC 05.500 FGPC G05587 G
|
2038-01-01
|
5.5
|
Government Agency Debt
|
$795,985.23
|
$875,672.37
|
FMAC 05.500 FGPC G12827 G
|
2021-02-01
|
5.5
|
Government Agency Debt
|
$578,687.97
|
$627,744.12
|
FMAC 05.500 FGPC U60183 G
|
2040-07-01
|
5.5
|
Government Agency Debt
|
$785,961.50
|
$887,241.55
|
FMAC 06.000 FGPC A48249 G
|
2036-02-01
|
6
|
Government Agency Debt
|
$775,127.64
|
$865,698.98
|
FMAC 06.000 FGPC A72610 G
|
2038-02-01
|
6
|
Government Agency Debt
|
$807,939.70
|
$908,213.09
|
FNMA FNAR XX.XXX LBAH4647
|
2041-01-01
|
2.89
|
Government Agency Debt
|
$827,983.27
|
$868,709.56
|
FNMA FNAR XX.XXX LBAO7994
|
2042-06-01
|
2.115
|
Government Agency Debt
|
$862,132.74
|
$895,095.09
|
FNMA FNMS 02.500 CIAP1972
|
2027-08-01
|
2.5
|
Government Agency Debt
|
$865,783.34
|
$907,551.62
|
FNMA FNMS 03.000 CIAJ7615
|
2026-11-01
|
3
|
Government Agency Debt
|
$864,767.59
|
$921,372.68
|
FNMA FNMS 03.000 CLAP6379
|
2042-09-01
|
3
|
Government Agency Debt
|
$869,483.16
|
$913,945.92
|
FNMA FNMS 03.500 CIMA1158
|
2027-07-01
|
3.5
|
Government Agency Debt
|
$829,508.21
|
$888,822.75
|
FNMA FNMS 03.500 CLAE1260
|
2041-08-01
|
3.5
|
Government Agency Debt
|
$867,693.08
|
$935,888.27
|
FNMA FNMS 03.500 CLAO6723
|
2042-06-01
|
3.5
|
Government Agency Debt
|
$821,075.20
|
$877,395.76
|
FNMA FNMS 03.500 CNMA0504
|
2020-08-01
|
3.5
|
Government Agency Debt
|
$849,604.99
|
$903,984.53
|
FNMA FNMS 03.500 CQMA1176
|
2042-08-01
|
3.5
|
Government Agency Debt
|
$820,790.15
|
$896,710.51
|
FNMA FNMS 04.000 CIAJ6964
|
2026-11-01
|
4
|
Government Agency Debt
|
$838,952.88
|
$899,325.05
|
FNMA FNMS 04.000 CIAJ6969
|
2026-11-01
|
4
|
Government Agency Debt
|
$830,592.95
|
$890,363.52
|
FNMA FNMS 04.000 CIAJ6978
|
2026-11-01
|
4
|
Government Agency Debt
|
$817,033.39
|
$875,828.20
|
FNMA FNMS 04.000 CLAO5996
|
2042-06-01
|
4
|
Government Agency Debt
|
$795,019.60
|
$866,676.58
|
FNMA FNMS 04.500 CI747873
|
2018-12-01
|
4.5
|
Government Agency Debt
|
$860,298.39
|
$932,038.67
|
FNMA FNMS 04.500 CIAI2021
|
2026-04-01
|
4.5
|
Government Agency Debt
|
$828,758.37
|
$898,648.40
|
FNMA FNMS 04.500 CLAB1545
|
2040-10-01
|
4.5
|
Government Agency Debt
|
$853,325.50
|
$926,506.70
|
FNMA FNMS 04.500 CLAJ6826
|
2041-11-01
|
4.5
|
Government Agency Debt
|
$825,776.24
|
$898,360.32
|
FNMA FNMS 04.500 CLAP1702
|
2042-08-01
|
4.5
|
Government Agency Debt
|
$789,652.08
|
$882,544.38
|
FNMA FNMS 05.500 CL804785
|
2035-01-01
|
5.5
|
Government Agency Debt
|
$779,435.78
|
$873,785.96
|
FNMA FNMS 05.500 CLAD6952
|
2040-06-01
|
5.5
|
Government Agency Debt
|
$833,693.48
|
$932,787.40
|
FNMA FNMS 06.000 CL896353
|
2036-11-01
|
6
|
Government Agency Debt
|
$826,155.98
|
$934,431.16
|
FNMA FNMS 06.000 CL922626
|
2036-12-01
|
6
|
Government Agency Debt
|
$809,859.03
|
$903,673.91
|
FNMA FNMS 06.500 CLAL1798
|
2039-10-01
|
6.5
|
Government Agency Debt
|
$771,023.56
|
$880,313.58
|
FNMA FNRM CL136BA R10F136
|
2030-12-25
|
3.5
|
Government Agency Debt
|
$70,163,137.26
|
$74,121,998.73
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
BNP Paribas Securities Corp.
|
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:
$115,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$115,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$114,995,400.00
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:
$114,995,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.250%, 7/1/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313379YQ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-07-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-01
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:
$33,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$33,492,533.61
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:
$33,508,911.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$33,508,911.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Farm Credit System
Item 27. The title of the issue (including coupon or yield):
Federal Farm Credit System Floating Rate Notes, 0.244%, 6/20/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133EAY44
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-12-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-12-20
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:
$12,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$11,993,946.58
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:
$11,984,412.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$11,984,412.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Farm Credit System
Item 27. The title of the issue (including coupon or yield):
Federal Farm Credit System Floating Rate Notes, 0.212%, 8/19/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
31331KUZ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-19
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$24,998,981.90
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:
$25,007,050.00
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:
$25,007,050.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.240%, 4/11/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313378MJ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-04-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-04-11
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:
$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:
.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:
$50,016,350.00
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:
$50,016,350.00
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. Floating Rate Notes, 0.154%, 11/2/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3134G16A7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-02
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$120,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$119,999,832.51
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.86%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$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:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Floating Rate Notes, 0.151%, 1/24/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313376VV4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-26
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$39,994,922.73
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:
$39,979,680.00
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:
$39,979,680.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 4.000%, 9/6/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133XRX88
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-09-06
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:
$24,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$24,766,660.97
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:
$24,771,576.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$24,771,576.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Floating Rate Notes, 0.289%, 12/20/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313374EK2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-12-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-12-20
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:
$85,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$84,995,960.63
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:
$84,998,895.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$84,998,895.00
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, REPO, 0.250%, 11/1/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
973ZMF009
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
USTR 2 NOTE B 22
|
2022-02-15
|
2
|
Treasury Debt
|
$122,716,875.00
|
$127,237,860.71
|
USTR 2 TRIN A 14
|
2014-01-15
|
2
|
Treasury Debt
|
$83,145,000.00
|
$108,083,381.65
|
USTR 1 1/2 NOTE Z 16
|
2016-06-30
|
1.5
|
Treasury Debt
|
$105,000,000.00
|
$109,267,051.63
|
USTR 1 3/4 NOTE G 14
|
2014-01-31
|
1.75
|
Treasury Debt
|
$116,039,437.50
|
$118,740,951.65
|
USTR 1 5/8 NOTE E 22
|
2022-08-15
|
1.625
|
Treasury Debt
|
$14,278,293.75
|
$14,206,333.09
|
USTR 0 3/4 NOTE AE 17
|
2017-10-31
|
.75
|
Treasury Debt
|
$133,666,875.00
|
$133,729,564.76
|
USTR 0 3/4 NOTE AF 13
|
2013-12-15
|
.75
|
Treasury Debt
|
$31,331,250.00
|
$31,600,976.62
|
USTR 0 5/8 NOTE AC 17
|
2017-08-31
|
.625
|
Treasury Debt
|
$122,507,812.50
|
$122,139,208.15
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$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:
5.4%
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:
$750,000,000.00
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:
$750,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.240%, 8/14/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313376XT7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-14
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:
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$35,008,925.38
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:
$35,008,225.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$35,008,225.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.250%, 7/18/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133803J4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-07-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-18
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:
$18,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$18,006,105.83
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:
$18,005,130.00
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:
$18,005,130.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
RBC Capital Markets, LLC
Item 27. The title of the issue (including coupon or yield):
RBC Capital Markets, LLC, REPO, 0.220%, 11/14/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
15499K002
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FMAC FMAR 2B0473 G
|
2042-06-01
|
2.54
|
Government Agency Debt
|
$24,419,020.16
|
$25,588,267.97
|
FMAC FMAR 2B0552 G
|
2042-06-01
|
2.473
|
Government Agency Debt
|
$8,902,354.83
|
$9,327,574.33
|
FMAC FMAR 2B0561 G
|
2042-07-01
|
2.535
|
Government Agency Debt
|
$24,332,776.92
|
$25,497,380.12
|
GNMA GNII SF 005115 M
|
2041-07-20
|
4.5
|
Government Agency Debt
|
$849,435.90
|
$939,756.43
|
GNMA GNII SP 783059 M
|
2040-08-20
|
5
|
Government Agency Debt
|
$9,439,240.38
|
$10,512,950.83
|
FNMA FNAR XX.XXX LBAE0632
|
2036-06-01
|
2.69
|
Government Agency Debt
|
$29,912,123.49
|
$31,982,780.27
|
FNMA FNAR XX.XXX LBAE0634
|
2036-04-01
|
2.241
|
Government Agency Debt
|
$387,382.11
|
$412,175.54
|
FNMA FNMS 04.000 CLAB5193
|
2042-05-01
|
4
|
Government Agency Debt
|
$27,524,664.01
|
$30,082,925.56
|
FNMA FNMS 04.000 CLAO2985
|
2042-05-01
|
4
|
Government Agency Debt
|
$95,718,304.49
|
$104,046,498.92
|
FNMA FNMS 05.000 CLAL1173
|
2041-08-01
|
5
|
Government Agency Debt
|
$15,341,259.02
|
$17,537,232.41
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
RBC Capital Markets, LLC
|
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:
$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:
1.8%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$249,992,500.00
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:
$249,992,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield):
BNP Paribas Securities Corp., REPO, 0.230%, 11/19/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
69999A006
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FMAC FMAR 1B8783 G
|
2041-10-01
|
3.263
|
Government Agency Debt
|
$6,376,832.57
|
$6,761,847.65
|
FMAC FMAR 1Q0284 G
|
2037-05-01
|
2.993
|
Government Agency Debt
|
$6,882,258.28
|
$7,386,894.14
|
FMAC FMAR 1Q1445 G
|
2040-07-01
|
3.813
|
Government Agency Debt
|
$8,176,703.29
|
$8,698,667.24
|
FMAC FMAR 2B0207 G
|
2042-02-01
|
2.628
|
Government Agency Debt
|
$10,760,867.57
|
$11,334,906.05
|
FMAC FMAR 2B0321 G
|
2042-03-01
|
2.548
|
Government Agency Debt
|
$10,084,916.07
|
$10,620,640.25
|
FMAC FMAR 2B0604 G
|
2042-06-01
|
2.357
|
Government Agency Debt
|
$7,526,318.20
|
$7,865,553.20
|
FMAC FMAR 2B0882 G
|
2042-10-01
|
2.2569
|
Government Agency Debt
|
$9,059,492.43
|
$9,427,142.48
|
FMAC FMAR 848863 G
|
2042-06-01
|
2.918
|
Government Agency Debt
|
$7,130,881.04
|
$7,530,557.41
|
FMAC FMAR 848877 G
|
2042-03-01
|
3.322
|
Government Agency Debt
|
$8,918,513.07
|
$9,444,958.03
|
GNMA GNII SF 005280 M
|
2042-01-20
|
4
|
Government Agency Debt
|
$7,970,340.20
|
$8,725,444.91
|
GNMA GNMI SF 697936 X
|
2039-03-15
|
4.5
|
Government Agency Debt
|
$11,301,426.95
|
$12,372,112.84
|
GNMA GNMI SF 719256 X
|
2040-07-15
|
4.5
|
Government Agency Debt
|
$10,604,586.92
|
$11,649,022.09
|
GNMA GNMI SF 743669 X
|
2040-07-15
|
4.5
|
Government Agency Debt
|
$11,365,768.90
|
$12,485,172.11
|
GNMA GNMI SP 782988 X
|
2040-04-15
|
5.5
|
Government Agency Debt
|
$10,421,020.76
|
$11,557,155.18
|
FMAC 03.500 FGPC Q10682 G
|
2042-09-01
|
3.5
|
Government Agency Debt
|
$11,428,336.42
|
$12,189,379.81
|
FMAC 03.500 FGPC Z50006 G
|
2026-06-01
|
3.5
|
Government Agency Debt
|
$11,394,623.33
|
$12,093,816.40
|
FMAC 04.000 FGPC E02860 G
|
2026-03-01
|
4
|
Government Agency Debt
|
$6,190,352.16
|
$6,597,128.45
|
FMAC 04.000 FGPC Q09824 G
|
2042-08-01
|
4
|
Government Agency Debt
|
$10,999,463.22
|
$12,267,144.03
|
FMAC 04.500 FGPC Q01212 G
|
2041-06-01
|
4.5
|
Government Agency Debt
|
$10,597,828.27
|
$11,797,428.24
|
FMAC 05.000 FGPC G01838 G
|
2035-07-01
|
5
|
Government Agency Debt
|
$10,415,680.33
|
$11,364,274.52
|
FNMA FNAR XX.XXX LBAC6797
|
2040-01-01
|
3.633
|
Government Agency Debt
|
$9,433,507.83
|
$10,038,257.01
|
FNMA FNAR XX.XXX LBAC6979
|
2039-12-01
|
3.456
|
Government Agency Debt
|
$9,983,291.33
|
$10,622,890.85
|
FNMA FNAR XX.XXX LBAD0604
|
2040-01-01
|
3.829
|
Government Agency Debt
|
$8,490,082.41
|
$9,067,542.44
|
FNMA FNAR XX.XXX LBAD7084
|
2040-08-01
|
3.665
|
Government Agency Debt
|
$7,906,782.16
|
$8,409,884.12
|
FNMA FNAR XX.XXX LBAI6939
|
2042-04-01
|
2.604
|
Government Agency Debt
|
$8,634,405.87
|
$9,063,682.63
|
FNMA FNAR XX.XXX LBAI7114
|
2041-09-01
|
3.001
|
Government Agency Debt
|
$11,573,430.70
|
$12,194,239.17
|
FNMA FNAR XX.XXX LBAK0065
|
2042-07-01
|
2.426
|
Government Agency Debt
|
$10,327,778.34
|
$10,797,575.21
|
FNMA FNAR XX.XXX LBAK7774
|
2042-03-01
|
2.533
|
Government Agency Debt
|
$8,558,103.32
|
$8,988,369.09
|
FNMA FNAR XX.XXX LBAL1134
|
2041-12-01
|
2.575
|
Government Agency Debt
|
$6,508,470.31
|
$6,815,460.76
|
FNMA FNAR XX.XXX LBAL1643
|
2042-03-01
|
3.213
|
Government Agency Debt
|
$7,691,277.48
|
$8,173,039.87
|
FNMA FNAR XX.XXX LBAL1811
|
2041-11-01
|
3.396
|
Government Agency Debt
|
$10,311,223.59
|
$10,947,178.62
|
FNMA FNAR XX.XXX LBAL1935
|
2039-08-01
|
5.399
|
Government Agency Debt
|
$6,732,630.80
|
$7,308,770.06
|
FNMA FNAR XX.XXX LBAL2208
|
2034-11-01
|
4.582
|
Government Agency Debt
|
$7,636,231.69
|
$8,215,839.50
|
FNMA FNAR XX.XXX LBAL2210
|
2038-08-01
|
5.299
|
Government Agency Debt
|
$6,394,323.22
|
$6,952,591.33
|
FNMA FNAR XX.XXX LBAL2427
|
2039-12-01
|
3.795
|
Government Agency Debt
|
$6,963,776.92
|
$7,415,548.46
|
FNMA FNAR XX.XXX LBAL2429
|
2042-06-01
|
3.257
|
Government Agency Debt
|
$8,428,778.08
|
$8,996,449.26
|
FNMA FNAR XX.XXX LBAO5214
|
2042-08-01
|
2.452
|
Government Agency Debt
|
$11,468,161.43
|
$12,001,503.57
|
FNMA FNAR XX.XXX LBAO5975
|
2042-06-01
|
2.707
|
Government Agency Debt
|
$7,468,913.68
|
$7,857,841.17
|
FNMA FNAR XX.XXX LBAP6162
|
2042-09-01
|
2.303
|
Government Agency Debt
|
$1,428,097.00
|
$1,488,851.34
|
FNMA FNAR XX.XXX LBAP6163
|
2042-09-01
|
2.417
|
Government Agency Debt
|
$11,780,963.78
|
$12,318,507.55
|
FNMA FNAR XX.XXX S1905945
|
2037-01-01
|
2.632
|
Government Agency Debt
|
$7,319,172.85
|
$7,856,270.83
|
FNMA FNAR XX.XXX S1AL2082
|
2038-12-01
|
3.706
|
Government Agency Debt
|
$6,692,531.04
|
$7,222,059.72
|
FNMA FNAR XX.XXX WSAL1929
|
2040-09-01
|
4.447
|
Government Agency Debt
|
$9,121,346.41
|
$9,862,654.96
|
FNMA FNMS 03.000 CIAP1271
|
2027-08-01
|
3
|
Government Agency Debt
|
$11,440,952.69
|
$12,107,605.56
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
BNP Paribas Securities Corp.
|
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:
$406,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$406,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.92%
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:
$405,988,023.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$405,988,023.00
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. Notes, 0.625%, 11/1/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3134G22J0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$24,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$24,000,000.00
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:
$24,000,000.00
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:
$24,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.280%, 8/13/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313376WB7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-13
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:
$45,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$45,003,876.57
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:
$45,024,615.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$45,024,615.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Farm Credit System
Item 27. The title of the issue (including coupon or yield):
Federal Farm Credit System Floating Rate Notes, 0.181%, 2/11/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
31331KDU1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-11
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:
$70,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$69,999,089.25
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:
$70,008,540.00
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:
$70,008,540.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Farm Credit System
Item 27. The title of the issue (including coupon or yield):
Federal Farm Credit System Floating Rate Notes, 0.191%, 7/23/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133EAMQ8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-23
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:
$43,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$42,989,120.89
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:
$42,986,412.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$42,986,412.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of America N.A.
Item 27. The title of the issue (including coupon or yield):
Bank of America N.A., REPO, 0.330%, 11/1/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
03199U009
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
GNMA GNRA 2004-02 FG
|
2034-01-16
|
.514
|
Government Agency Debt
|
$477,672.36
|
$480,257.12
|
GNMA GNRA 2005-41 FC
|
2035-05-20
|
.5107
|
Government Agency Debt
|
$264,252.08
|
$263,242.38
|
GNMA GNRA 2005-45 DA
|
2035-06-16
|
.401
|
Government Agency Debt
|
$585,484.57
|
$584,554.87
|
GNMA GNRA 2007-026 GF
|
2037-05-16
|
.404
|
Government Agency Debt
|
$390,398.40
|
$390,087.77
|
GNMA GNRA 2007-035 PF
|
2037-06-16
|
.464
|
Government Agency Debt
|
$741,786.43
|
$743,036.59
|
GNMA GNRA 2008-006 FB
|
2038-02-20
|
.7385
|
Government Agency Debt
|
$234,250.63
|
$236,357.63
|
GNMA GNRA 2008-007 FA
|
2038-02-20
|
.6985
|
Government Agency Debt
|
$737,789.29
|
$743,223.42
|
GNMA GNRA 2008-015 BF
|
2038-02-20
|
.7285
|
Government Agency Debt
|
$391,082.89
|
$394,616.95
|
GNMA GNRA 2010-020 FC
|
2040-02-20
|
1.0685
|
Government Agency Debt
|
$4,143,800.17
|
$4,179,045.20
|
GNMA GNRA 2010-046 FC
|
2035-03-20
|
1.0185
|
Government Agency Debt
|
$200,420.91
|
$204,175.04
|
GNMA GNRA 2010-046 FD
|
2038-02-20
|
.7185
|
Government Agency Debt
|
$447,925.55
|
$451,535.63
|
GNMA GNRA 2010-046 FJ
|
2037-06-20
|
.7185
|
Government Agency Debt
|
$1,183,421.27
|
$1,192,862.06
|
GNMA GNRA 2010-046 FM
|
2034-05-16
|
.614
|
Government Agency Debt
|
$1,676,193.96
|
$1,685,667.53
|
GNMA GNRM 2010-020 UK
|
2040-02-20
|
6.25
|
Government Agency Debt
|
$4,221,112.93
|
$4,800,124.39
|
GNMA GNRM 2010-035 AL
|
2040-03-20
|
6.25
|
Government Agency Debt
|
$4,883,924.93
|
$5,515,447.35
|
GNMA GNRM 2010-035 CM
|
2040-03-20
|
6.5
|
Government Agency Debt
|
$2,995,884.59
|
$3,425,343.65
|
GNMA GNRM 2010-035 DM
|
2040-03-20
|
6.5
|
Government Agency Debt
|
$5,128,021.22
|
$5,838,194.04
|
GNMA GNRM 2010-046 AL
|
2040-04-16
|
6.25
|
Government Agency Debt
|
$2,352,816.03
|
$2,697,379.66
|
FMAC FGRA 03380F 10/15/37
|
2037-10-15
|
.8507
|
Government Agency Debt
|
$452,529.32
|
$456,559.13
|
FMAC FGRA 3386FB 11/15/37
|
2037-11-15
|
.5957
|
Government Agency Debt
|
$425,434.94
|
$427,040.85
|
FMAC FGRA 3386HF 11/15/37
|
2037-11-15
|
.884
|
Government Agency Debt
|
$425,434.94
|
$429,257.42
|
FMAC FGRA 3408BF 01/15/38
|
2038-01-15
|
.9607
|
Government Agency Debt
|
$343,246.29
|
$346,830.80
|
FMAC FGRA 3415DF 08/15/35
|
2035-08-15
|
.9207
|
Government Agency Debt
|
$338,467.38
|
$341,343.40
|
FMAC FGRA 3415YF 08/15/35
|
2035-08-15
|
.934
|
Government Agency Debt
|
$338,467.38
|
$341,379.93
|
FMAC FGRA 3416BF 02/15/38
|
2038-02-15
|
.964
|
Government Agency Debt
|
$539,744.91
|
$545,360.66
|
FMAC FGRM 3871JA 12/15/38
|
2038-12-15
|
5.5
|
Government Agency Debt
|
$4,490,108.45
|
$4,688,563.76
|
FNMA FNRA CL001DF R08F001
|
2038-02-25
|
.9507
|
Government Agency Debt
|
$375,128.09
|
$378,974.07
|
FNMA FNRA CL005MF R08F005
|
2038-02-25
|
.9665
|
Government Agency Debt
|
$256,329.74
|
$258,938.94
|
FNMA FNRA CL015FD R08F015
|
2038-03-25
|
.9365
|
Government Agency Debt
|
$353,523.59
|
$356,695.43
|
FNMA FNRA CL092FB R05F092
|
2035-10-25
|
.5265
|
Government Agency Debt
|
$253,566.29
|
$254,076.15
|
FNMA FNRA CL109DF R07F109
|
2037-12-25
|
.8165
|
Government Agency Debt
|
$530,561.17
|
$535,919.88
|
FNMA FNRA CL117FM R07F117
|
2038-01-25
|
.9107
|
Government Agency Debt
|
$357,380.31
|
$360,962.97
|
FNMA FNRA CL117MF R07F117
|
2038-01-25
|
.9165
|
Government Agency Debt
|
$357,380.31
|
$360,963.31
|
FNMA FNRM CL066JA R11F066
|
2038-11-25
|
5
|
Government Agency Debt
|
$1,661,378.96
|
$1,731,802.60
|
FNMA FNRM RC035DL R10F035
|
2040-04-25
|
6
|
Government Agency Debt
|
$2,839,862.90
|
$3,089,614.64
|
FNMA FNRM RC064DT R11F064
|
2041-07-25
|
5.8
|
Government Agency Debt
|
$2,060,623.74
|
$2,283,344.88
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$49,618,000.00
Item 41. The total current amortized cost, to the nearest cent:
$49,618,000.00
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:
$49,618,000.00
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:
$49,618,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
J.P. Morgan Securities LLC
Item 27. The title of the issue (including coupon or yield):
J.P. Morgan Securities LLC, REPO, 0.220%, 11/19/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
466999000
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
GNRA 2003-64 E
|
2039-04-16
|
5.14573
|
Government Agency Debt
|
$7,221.14
|
$7,251.32
|
GNRA 2004-51 D
|
2033-11-16
|
4.95722
|
Government Agency Debt
|
$2,526.77
|
$2,660.83
|
GNRA 2006-08 C
|
2036-02-16
|
5.313
|
Government Agency Debt
|
$15,272.89
|
$15,719.75
|
GNRM 2002-51 D
|
2032-07-20
|
6
|
Government Agency Debt
|
$477.10
|
$536.94
|
GNRA 1999-18 FD
|
2029-05-16
|
.614
|
Government Agency Debt
|
$294,259.57
|
$296,139.23
|
GNRA 2001-49 FL
|
2030-05-16
|
.614
|
Government Agency Debt
|
$269,230.00
|
$271,098.52
|
GNRA 2002-13 FB
|
2032-02-16
|
.664
|
Government Agency Debt
|
$238,661.94
|
$240,758.86
|
GNRA 2002-21 FV
|
2032-03-16
|
.614
|
Government Agency Debt
|
$516,672.00
|
$520,322.98
|
GNRA 2002-24 FR
|
2032-04-16
|
.764
|
Government Agency Debt
|
$156,531.72
|
$158,369.26
|
GNRA 2002-72 FA
|
2032-10-20
|
.6107
|
Government Agency Debt
|
$1,119,223.68
|
$1,127,742.65
|
GNRA 2004-050 E
|
2030-08-16
|
5.36302
|
Government Agency Debt
|
$5,979.07
|
$6,008.83
|
GNRA 2005-18 FL
|
2035-02-20
|
.5107
|
Government Agency Debt
|
$537,712.00
|
$538,404.94
|
GNRA 2008-048 D
|
2039-10-16
|
5.243
|
Government Agency Debt
|
$2,845.78
|
$2,938.72
|
GNRA 2008-09 FK
|
2038-02-20
|
.7307
|
Government Agency Debt
|
$673,701.36
|
$680,075.90
|
GNRA 2010-083 D
|
2044-06-16
|
4.3
|
Government Agency Debt
|
$1,100,000.00
|
$1,237,917.26
|
GNRA 2010-52 AE
|
2036-06-16
|
4.115
|
Government Agency Debt
|
$115,525.90
|
$122,741.56
|
GNRA 2011-001 B
|
2041-06-16
|
4.34416
|
Government Agency Debt
|
$3,600,000.00
|
$3,962,178.47
|
GNRA 2011-067 B
|
2047-10-16
|
3.86323
|
Government Agency Debt
|
$964,000.00
|
$1,065,220.36
|
GNRM 2005-16 EY
|
2035-02-20
|
5
|
Government Agency Debt
|
$2,000.00
|
$2,320.05
|
GNRM 2006-005 A
|
2029-07-16
|
4.241
|
Government Agency Debt
|
$754.09
|
$758.37
|
GNRM 2006-067 A
|
2030-11-16
|
3.947
|
Government Agency Debt
|
$115,262.83
|
$116,042.03
|
GNRM 2008-039 A
|
2023-02-16
|
4.5
|
Government Agency Debt
|
$3,746.27
|
$3,788.26
|
GNRM 2009-111 A
|
2039-08-16
|
3.48564
|
Government Agency Debt
|
$17,427.84
|
$18,051.02
|
GNRM 2009-89 GC
|
2030-08-20
|
4
|
Government Agency Debt
|
$590,790.36
|
$608,910.08
|
GNRM 2010-083 C
|
2051-11-16
|
3.43695
|
Government Agency Debt
|
$800,000.00
|
$863,766.58
|
GNRM 2010-132 C
|
2051-02-16
|
3.94567
|
Government Agency Debt
|
$40,000.00
|
$44,090.16
|
GNRM 2011-162 N
|
2039-06-20
|
4
|
Government Agency Debt
|
$2,356,358.28
|
$2,525,132.17
|
GNRA 2004-032 FT
|
2034-01-20
|
.5107
|
Government Agency Debt
|
$3,056,324.40
|
$3,079,411.39
|
GNRA 2004-032 FX
|
2031-09-16
|
.564
|
Government Agency Debt
|
$3,893,159.94
|
$3,925,439.45
|
GNRA 2004-039 FA
|
2034-05-16
|
.514
|
Government Agency Debt
|
$7,106,568.82
|
$7,163,100.80
|
GNRA 2007-063 FA
|
2037-10-20
|
.7107
|
Government Agency Debt
|
$630,446.64
|
$635,688.42
|
GNRA 2007-065 IO
|
2048-09-16
|
2.45934
|
Government Agency Debt
|
$144,757,224.67
|
$2,090,359.84
|
GNRA 2009-092 FJ
|
2039-10-16
|
.894
|
Government Agency Debt
|
$6,029,836.56
|
$6,099,936.48
|
GNRA 2010-111 PF
|
2039-10-20
|
.5107
|
Government Agency Debt
|
$739,342.08
|
$739,912.66
|
GNRA 2010-131 CF
|
2040-10-16
|
.594
|
Government Agency Debt
|
$2,676,047.56
|
$2,678,435.32
|
GNRA 2011-103 BA
|
2046-02-16
|
4.16787
|
Government Agency Debt
|
$600,000.00
|
$678,391.31
|
GNRA 2012-013 FC
|
2042-01-20
|
.5607
|
Government Agency Debt
|
$1,077,938.54
|
$1,077,606.31
|
GNRM 2009-090 AE
|
2037-03-16
|
3.7
|
Government Agency Debt
|
$303,174.80
|
$318,788.11
|
GNRM 2009-117 PN
|
2037-04-20
|
5
|
Government Agency Debt
|
$463,187.20
|
$513,791.10
|
GNRM 2010-015 PD
|
2039-10-20
|
4
|
Government Agency Debt
|
$4,229,447.92
|
$4,502,213.96
|
GNRM 2010-024 EK
|
2038-12-20
|
3.25
|
Government Agency Debt
|
$1,173,505.47
|
$1,218,066.31
|
GNRM 2010-102 AD
|
2039-11-16
|
3.581
|
Government Agency Debt
|
$500,000.00
|
$535,825.07
|
GNRM 2010-132 AD
|
2040-05-16
|
3.14695
|
Government Agency Debt
|
$200,000.00
|
$211,952.69
|
GNRM 2010-145 CG
|
2035-11-20
|
2.5
|
Government Agency Debt
|
$749,672.26
|
$766,708.85
|
GNRM 2010-147 PH
|
2040-05-20
|
2.75
|
Government Agency Debt
|
$331,804.04
|
$346,955.42
|
GNRM 2010-156 AC
|
2039-03-16
|
2.76
|
Government Agency Debt
|
$14,000.00
|
$14,761.84
|
GNRM 2010-169 CD
|
2025-12-16
|
3
|
Government Agency Debt
|
$1,674,059.73
|
$1,750,345.04
|
GNRM 2011-038 AD
|
2043-02-16
|
3.62406
|
Government Agency Debt
|
$4,000,000.00
|
$4,376,883.98
|
GNRM 2011-128 BG
|
2026-09-16
|
3
|
Government Agency Debt
|
$3,137,449.52
|
$3,276,429.18
|
GNRM 2011-140 KA
|
2037-03-20
|
4
|
Government Agency Debt
|
$1,330,639.32
|
$1,369,353.30
|
GNRM 2012-056 GC
|
2040-06-20
|
3.5
|
Government Agency Debt
|
$1,970,382.75
|
$1,978,234.44
|
GNRM 2012-056 GN
|
2040-06-20
|
3.5
|
Government Agency Debt
|
$4,405,223.75
|
$4,693,826.75
|
GNRM 2012-056 HZ
|
2040-06-20
|
3.5
|
Government Agency Debt
|
$352,811.66
|
$362,002.80
|
GNRM 2012-067 AC
|
2044-04-16
|
1.723
|
Government Agency Debt
|
$150,966.40
|
$154,402.32
|
FANNIE MAE 2003-W13
|
2033-06-25
|
.4907
|
Government Agency Debt
|
$50,688.00
|
$50,623.49
|
FNRM CL118B R07F118
|
2036-06-25
|
5.5
|
Government Agency Debt
|
$1,110,315.84
|
$1,150,115.49
|
FNRM CL145A R10F145
|
2025-08-25
|
3.5
|
Government Agency Debt
|
$454,817.86
|
$466,941.80
|
FGRA 01482U 03/15/23
|
2023-03-15
|
1
|
Government Agency Debt
|
$31,398.00
|
$31,699.98
|
FGRA 03317F 07/15/36
|
2036-07-15
|
.614
|
Government Agency Debt
|
$2,762,551.49
|
$2,774,449.26
|
FGRA 2450FW 03/15/32
|
2032-03-15
|
.714
|
Government Agency Debt
|
$257,836.56
|
$259,998.77
|
FGRA 2516FD 02/15/32
|
2032-02-15
|
1.214
|
Government Agency Debt
|
$339,606.50
|
$345,749.30
|
FGRA 2727FA 01/15/34
|
2034-01-15
|
.964
|
Government Agency Debt
|
$16,849.86
|
$16,859.61
|
FGRA 2922FX 02/15/35
|
2035-02-15
|
0
|
Government Agency Debt
|
$19,305.14
|
$19,303.74
|
FGRA 2990FE 06/15/35
|
2035-06-15
|
.514
|
Government Agency Debt
|
$1,321,300.20
|
$1,324,053.64
|
FGRA 2990FT 06/15/35
|
2035-06-15
|
.514
|
Government Agency Debt
|
$1,140,525.12
|
$1,142,965.20
|
FGRA 3008SM 07/15/35
|
2035-07-15
|
0
|
Government Agency Debt
|
$199,330.33
|
$185,365.47
|
FGRA 3009BC 07/15/35
|
2035-07-15
|
0
|
Government Agency Debt
|
$447,934.22
|
$399,453.62
|
FGRA 3034FC 09/15/35
|
2035-09-15
|
0
|
Government Agency Debt
|
$7,398.95
|
$7,395.89
|
FGRA 3042FA 09/15/35
|
2035-09-15
|
.514
|
Government Agency Debt
|
$1,412,671.84
|
$1,415,686.84
|
FGRA 3055MF 10/15/35
|
2035-10-15
|
.614
|
Government Agency Debt
|
$1,183,092.92
|
$1,188,519.48
|
FGRA 3102FB 01/15/36
|
2036-01-15
|
.514
|
Government Agency Debt
|
$1,241,030.87
|
$1,246,000.20
|
FGRA 3117FD 02/15/36
|
2036-02-15
|
.514
|
Government Agency Debt
|
$911,328.88
|
$912,761.63
|
FGRA 3128JF 03/15/36
|
2036-03-15
|
.584
|
Government Agency Debt
|
$1,383,583.40
|
$1,389,738.32
|
FGRA 3146FC 02/15/36
|
2036-02-15
|
.664
|
Government Agency Debt
|
$1,967,657.62
|
$1,962,129.88
|
FGRA 3160FD 05/15/36
|
2036-05-15
|
.544
|
Government Agency Debt
|
$910,027.96
|
$911,885.08
|
FGRA 3172FK 08/15/33
|
2033-08-15
|
.664
|
Government Agency Debt
|
$2,946,055.36
|
$2,957,994.46
|
FGRA 3225HF 10/15/36
|
2036-10-15
|
.724
|
Government Agency Debt
|
$2,054,306.40
|
$2,065,692.66
|
FGRA 3267FB 11/15/36
|
2036-11-15
|
.464
|
Government Agency Debt
|
$3,075,353.78
|
$3,080,081.47
|
FGRA 3382FL 11/15/37
|
2037-11-15
|
.914
|
Government Agency Debt
|
$2,278,269.00
|
$2,299,736.74
|
FGRA 3417MT 11/15/37
|
2037-11-15
|
2.214
|
Government Agency Debt
|
$351,322.62
|
$352,838.93
|
FGRA 3584FA 12/15/36
|
2036-12-15
|
.914
|
Government Agency Debt
|
$3,984,638.18
|
$4,021,710.53
|
FGRA 3624DF 05/15/36
|
2036-05-15
|
.994
|
Government Agency Debt
|
$7,411,623.62
|
$7,487,794.78
|
FGRA 3758FA 11/15/40
|
2040-11-15
|
.684
|
Government Agency Debt
|
$1,735,070.19
|
$1,743,740.29
|
FGRA 3939DS 09/15/41
|
2041-09-15
|
14.2065
|
Government Agency Debt
|
$608,245.43
|
$634,864.88
|
FGRM 04011J 12/15/41
|
2041-12-15
|
4
|
Government Agency Debt
|
$886,810.51
|
$950,309.61
|
FGRM 2559PB 08/15/30
|
2030-08-15
|
5.5
|
Government Agency Debt
|
$49.09
|
$53.42
|
FGRM 2579DA 03/15/23
|
2023-03-15
|
4
|
Government Agency Debt
|
$1,851,174.20
|
$1,959,865.39
|
FGRM 2595TG 04/15/23
|
2023-04-15
|
5.5
|
Government Agency Debt
|
$4,400,000.00
|
$5,004,397.01
|
FGRM 2656BG 10/15/32
|
2032-10-15
|
5
|
Government Agency Debt
|
$326,553.75
|
$348,671.46
|
FGRM 2656PD 07/15/18
|
2018-07-15
|
4.5
|
Government Agency Debt
|
$290,861.57
|
$295,510.72
|
FGRM 2825VQ 07/15/26
|
2026-07-15
|
5.5
|
Government Agency Debt
|
$2,000,000.00
|
$2,174,788.71
|
FGRM 2849PG 08/15/34
|
2034-08-15
|
5.5
|
Government Agency Debt
|
$1,080,000.00
|
$1,267,267.03
|
FGRM 2968JA 02/15/35
|
2035-02-15
|
5.5
|
Government Agency Debt
|
$961,427.25
|
$974,705.14
|
FGRM 2971PA 01/15/34
|
2034-01-15
|
5.5
|
Government Agency Debt
|
$242,452.24
|
$253,289.95
|
FGRM 2982PE 05/15/35
|
2035-05-15
|
5.5
|
Government Agency Debt
|
$4,867,200.00
|
$5,736,381.32
|
FGRM 3003LD 12/15/34
|
2034-12-15
|
5
|
Government Agency Debt
|
$457,889.74
|
$490,874.10
|
FGRM 3074BC 10/15/35
|
2035-10-15
|
5.5
|
Government Agency Debt
|
$1,868,832.10
|
$1,967,054.76
|
FGRM 3287GC 08/15/34
|
2034-08-15
|
5.5
|
Government Agency Debt
|
$361,816.08
|
$364,690.66
|
FGRM 3316PD 05/15/37
|
2037-05-15
|
5.5
|
Government Agency Debt
|
$2,137,200.00
|
$2,495,679.89
|
FGRM 3317PG 04/15/36
|
2036-04-15
|
5
|
Government Agency Debt
|
$1,400,000.00
|
$1,487,990.83
|
FGRM 3331NV 06/15/29
|
2029-06-15
|
5
|
Government Agency Debt
|
$1,440,000.00
|
$1,596,292.53
|
FGRM 3459JB 06/15/38
|
2038-06-15
|
5
|
Government Agency Debt
|
$3,947,849.42
|
$4,314,159.26
|
FGRM 3641PA 03/15/39
|
2039-03-15
|
4.5
|
Government Agency Debt
|
$4,197,903.26
|
$4,394,289.62
|
FGRM 3650PA 01/15/40
|
2040-01-15
|
5
|
Government Agency Debt
|
$2,757,934.89
|
$2,977,195.07
|
FGRM 3653AE 04/15/40
|
2040-04-15
|
4
|
Government Agency Debt
|
$4,261,061.48
|
$4,549,107.49
|
FGRM 3653AU 04/15/40
|
2040-04-15
|
4
|
Government Agency Debt
|
$4,734,512.76
|
$5,054,563.88
|
FGRM 3721PE 09/15/40
|
2040-09-15
|
3.5
|
Government Agency Debt
|
$3,854,787.00
|
$4,049,286.53
|
FGRM 3740PD 02/15/38
|
2038-02-15
|
4
|
Government Agency Debt
|
$4,270,800.00
|
$4,579,755.83
|
FGRM 3741PB 10/15/37
|
2037-10-15
|
4
|
Government Agency Debt
|
$307,600.00
|
$335,484.99
|
FGRM 3752UA 05/15/39
|
2039-05-15
|
2
|
Government Agency Debt
|
$492,292.63
|
$499,177.11
|
FGRM 3753CA 11/15/40
|
2040-11-15
|
3.5
|
Government Agency Debt
|
$2,308,589.42
|
$2,318,117.27
|
FGRM 3755HA 04/15/39
|
2039-04-15
|
4
|
Government Agency Debt
|
$2,776,922.42
|
$2,879,125.20
|
FGRM 3770CH 12/15/40
|
2040-12-15
|
4.75
|
Government Agency Debt
|
$3,755,258.88
|
$3,781,450.75
|
FGRM 3804PL 03/15/39
|
2039-03-15
|
2.65
|
Government Agency Debt
|
$4,644,925.16
|
$4,727,374.18
|
FGRM 3810LC 02/15/40
|
2040-02-15
|
4
|
Government Agency Debt
|
$2,000,000.00
|
$2,203,590.63
|
FGRM 3834EA 06/15/29
|
2029-06-15
|
3.5
|
Government Agency Debt
|
$3,141,348.64
|
$3,306,585.79
|
FGRM 3995PA 05/15/39
|
2039-05-15
|
2
|
Government Agency Debt
|
$2,094,027.50
|
$2,127,177.36
|
FGRM 4011BA 09/15/41
|
2041-09-15
|
4
|
Government Agency Debt
|
$1,412,758.50
|
$1,521,477.82
|
FGRM 4011NP 07/15/39
|
2039-07-15
|
3
|
Government Agency Debt
|
$3,172,999.72
|
$3,252,705.34
|
FGRM 4017MA 03/15/41
|
2041-03-15
|
3
|
Government Agency Debt
|
$4,945,426.53
|
$5,042,070.07
|
FGRM 4030BC 01/15/42
|
2042-01-15
|
2
|
Government Agency Debt
|
$1,874,452.20
|
$1,873,066.42
|
FGRM 4032AG 10/15/41
|
2041-10-15
|
2.5
|
Government Agency Debt
|
$1,957,281.35
|
$1,995,214.08
|
FGRM 4036PA 04/15/41
|
2041-04-15
|
2.75
|
Government Agency Debt
|
$195,303.57
|
$199,665.61
|
FGRM 4057NC 12/15/41
|
2041-12-15
|
2
|
Government Agency Debt
|
$9,795,209.70
|
$9,878,730.18
|
FMRM 00012A 11/15/19
|
2019-11-15
|
9.25
|
Government Agency Debt
|
$914.22
|
$1,034.86
|
FNRA CL001CF R08F001
|
2038-02-25
|
.9107
|
Government Agency Debt
|
$1,668,085.87
|
$1,684,030.14
|
FNRA CL003FL R09F003
|
2037-01-25
|
1.2107
|
Government Agency Debt
|
$4,534,173.83
|
$4,596,102.01
|
FNRA CL008FY R10F008
|
2040-02-25
|
.9607
|
Government Agency Debt
|
$1,519,912.68
|
$1,535,252.25
|
FNRA CL017F RT92-G17
|
2022-03-25
|
1.26875
|
Government Agency Debt
|
$61,609.63
|
$62,611.11
|
FNRA CL019FM R11F019
|
2040-05-25
|
.7607
|
Government Agency Debt
|
$1,164,765.76
|
$1,172,553.23
|
FNRA CL024FD R07F024
|
2037-03-25
|
.4607
|
Government Agency Debt
|
$1,281,372.60
|
$1,281,990.05
|
FNRA CL033FM R04F033
|
2031-03-25
|
1.0145
|
Government Agency Debt
|
$201,339.74
|
$201,516.87
|
FNRA CL033FP R06F033
|
2036-05-25
|
.5107
|
Government Agency Debt
|
$816,701.76
|
$817,774.83
|
FNRA CL044FG R03F044
|
2033-06-25
|
.9607
|
Government Agency Debt
|
$1,650,595.40
|
$1,666,268.41
|
FNRA CL045FV R05F045
|
2035-06-25
|
.5807
|
Government Agency Debt
|
$1,262,886.56
|
$1,267,693.04
|
FNRA CL046WF R10F046
|
2040-05-25
|
.9607
|
Government Agency Debt
|
$3,612,894.00
|
$3,633,640.77
|
FNRA CL051WF R05F051
|
2035-06-25
|
.5807
|
Government Agency Debt
|
$1,296,868.36
|
$1,301,484.23
|
FNRA CL052FJ R02F052
|
2032-09-25
|
1.2107
|
Government Agency Debt
|
$1,021,285.50
|
$1,040,004.75
|
FNRA CL053FB R07F053
|
2037-06-25
|
.6107
|
Government Agency Debt
|
$1,029.15
|
$1,032.56
|
FNRA CL059KF R05F059
|
2035-07-25
|
.5107
|
Government Agency Debt
|
$841,243.20
|
$842,900.34
|
FNRA CL066FH R05F066
|
2035-07-25
|
.5807
|
Government Agency Debt
|
$1,440,627.32
|
$1,445,594.07
|
FNRA CL067FA R03F067
|
2031-10-25
|
.7107
|
Government Agency Debt
|
$461,985.26
|
$465,936.61
|
FNRA CL068FC R01F068
|
2031-11-25
|
.8107
|
Government Agency Debt
|
$209,006.03
|
$211,088.24
|
FNRA CL069AF R05F069
|
2035-08-25
|
.5107
|
Government Agency Debt
|
$914,568.04
|
$916,427.91
|
FNRA CL069FG R06F069
|
2036-08-25
|
.6607
|
Government Agency Debt
|
$1,810,652.00
|
$1,821,410.66
|
FNRA CL071QD R06F071
|
2036-07-25
|
6.5
|
Government Agency Debt
|
$335,156.48
|
$364,664.90
|
FNRA CL074BF R05F074
|
2035-09-25
|
0
|
Government Agency Debt
|
$470,183.08
|
$403,855.60
|
FNRA CL075FA R02F075
|
2032-11-25
|
1.2107
|
Government Agency Debt
|
$389,534.82
|
$396,674.64
|
FNRA CL081FB R06F081
|
2036-09-25
|
.5607
|
Government Agency Debt
|
$1,304,607.96
|
$1,310,181.14
|
FNRA CL086PF R07F086
|
2037-09-25
|
.6607
|
Government Agency Debt
|
$3,394,937.34
|
$3,413,376.50
|
FNRA CL094FN R06F094
|
2036-10-25
|
.7107
|
Government Agency Debt
|
$1,995,209.20
|
$2,001,996.49
|
FNRA CL101NF R09F101
|
2039-12-25
|
1.0507
|
Government Agency Debt
|
$4,570,432.13
|
$4,618,956.18
|
FNRA CL101TF R09F101
|
2039-12-25
|
1.0607
|
Government Agency Debt
|
$4,023,263.57
|
$4,063,642.18
|
FNRA CL106JF R05F106
|
2035-12-25
|
.6307
|
Government Agency Debt
|
$4,127,602.56
|
$4,149,193.29
|
FNRA CL111FC R09F111
|
2038-03-25
|
.9607
|
Government Agency Debt
|
$395,377.55
|
$398,966.18
|
FNRA CL112FM R09F112
|
2040-01-25
|
.9607
|
Government Agency Debt
|
$7,321,245.58
|
$7,387,864.71
|
FNRA CL112FT R09F112
|
2040-01-25
|
.9607
|
Government Agency Debt
|
$796,287.64
|
$804,354.36
|
FNRA CL112FW R09F112
|
2040-01-25
|
.9607
|
Government Agency Debt
|
$509,070.93
|
$514,228.02
|
FNRA CL112MT R07F112
|
2037-06-25
|
1.6307
|
Government Agency Debt
|
$262,762.36
|
$258,732.29
|
FNRA CL204FA RT92204
|
2022-10-25
|
.96875
|
Government Agency Debt
|
$35,251.47
|
$35,584.48
|
FNRA RC001HF R07F001
|
2037-02-25
|
0
|
Government Agency Debt
|
$197,541.58
|
$176,535.71
|
FNRA RC088AF R07F088
|
2037-09-25
|
.7807
|
Government Agency Debt
|
$1,973,586.61
|
$1,994,243.07
|
FNRM CL001CK R04F001
|
2031-11-25
|
5.5
|
Government Agency Debt
|
$95,992.18
|
$97,014.44
|
FNRM CL002WA R10F002
|
2049-12-25
|
4.5
|
Government Agency Debt
|
$1,644,392.12
|
$1,755,240.68
|
FNRM CL003C R02M003
|
2020-08-25
|
4.92
|
Government Agency Debt
|
$9,921.77
|
$10,045.92
|
FNRM CL004BD R09F004
|
2039-02-25
|
4.5
|
Government Agency Debt
|
$97,527.10
|
$104,103.72
|
FNRM CL005A2 R12M005
|
2022-02-25
|
2.715
|
Government Agency Debt
|
$3,524,000.00
|
$3,699,451.22
|
FNRM CL005LQ R12F005
|
2040-12-25
|
4
|
Government Agency Debt
|
$773,344.22
|
$785,350.44
|
FNRM CL007A2 R10M007
|
2020-11-25
|
3.655
|
Government Agency Debt
|
$103,200.00
|
$114,711.32
|
FNRM CL009ASQ2 R12M0
|
2017-12-25
|
1.513
|
Government Agency Debt
|
$2,010,000.00
|
$2,051,431.80
|
FNRM CL014QD R07F014
|
2035-11-25
|
5.5
|
Government Agency Debt
|
$4,000,000.00
|
$4,247,189.52
|
FNRM CL023LC R06F023
|
2036-04-25
|
1
|
Government Agency Debt
|
$154,370.59
|
$154,502.89
|
FNRM CL026DA R11F026
|
2024-06-25
|
3
|
Government Agency Debt
|
$7,059,318.70
|
$7,268,775.70
|
FNRM CL027PA R10F027
|
2039-01-25
|
4.5
|
Government Agency Debt
|
$1,031,611.02
|
$1,071,115.54
|
FNRM CL034BC R03F034
|
2023-05-25
|
5.5
|
Government Agency Debt
|
$5,666,133.90
|
$6,195,749.07
|
FNRM CL040NC R12F040
|
2027-04-25
|
2
|
Government Agency Debt
|
$1,324,998.88
|
$1,352,066.77
|
FNRM CL044PA R10F044
|
2039-09-25
|
4.5
|
Government Agency Debt
|
$1,790,903.46
|
$1,870,500.26
|
FNRM CL044QA R10F044
|
2040-05-25
|
4.5
|
Government Agency Debt
|
$4,192,406.15
|
$4,473,316.73
|
FNRM CL045BC R10F045
|
2033-12-25
|
4.5
|
Government Agency Debt
|
$827,914.96
|
$841,913.35
|
FNRM CL047PA R09F047
|
2039-07-25
|
4.5
|
Government Agency Debt
|
$3,156,970.75
|
$3,368,647.21
|
FNRM CL048KA R03F048
|
2031-07-25
|
4
|
Government Agency Debt
|
$147,072.35
|
$148,154.99
|
FNRM CL051CI R05F051
|
2034-02-25
|
5.5
|
Government Agency Debt
|
$636,868.40
|
$669,020.26
|
FNRM CL062DA R10F062
|
2040-02-25
|
5
|
Government Agency Debt
|
$2,399,651.36
|
$2,551,661.49
|
FNRM CL064AP R10F064
|
2035-04-25
|
5
|
Government Agency Debt
|
$229,188.10
|
$236,312.78
|
FNRM CL073PD R06F073
|
2035-04-25
|
6
|
Government Agency Debt
|
$2,138,014.00
|
$2,248,666.81
|
FNRM CL074YU R11F074
|
2026-03-25
|
4
|
Government Agency Debt
|
$1,400,140.52
|
$1,506,320.65
|
FNRM CL077PC R09F077
|
2038-12-25
|
4
|
Government Agency Debt
|
$1,984,646.12
|
$2,051,119.88
|
FNRM CL083GA R11F083
|
2041-09-25
|
4
|
Government Agency Debt
|
$1,363,191.46
|
$1,454,081.30
|
FNRM CL093BA R06F093
|
2033-07-25
|
5.5
|
Government Agency Debt
|
$1,212,744.65
|
$1,266,860.16
|
FNRM CL096DA R09F096
|
2027-03-25
|
4
|
Government Agency Debt
|
$1,969,981.90
|
$2,004,821.75
|
FNRM CL096GC R11F096
|
2026-10-25
|
2
|
Government Agency Debt
|
$6,748,946.61
|
$6,877,716.00
|
FNRM CL096LA R10F096
|
2023-11-25
|
2
|
Government Agency Debt
|
$2,558,054.66
|
$2,575,725.10
|
FNRM CL099KE R10F099
|
2025-02-25
|
2
|
Government Agency Debt
|
$18,825,629.91
|
$19,154,187.97
|
FNRM CL107QD R06F107
|
2035-06-25
|
5
|
Government Agency Debt
|
$800,000.00
|
$847,542.95
|
FNRM CL115AG R07F115
|
2022-01-25
|
5
|
Government Agency Debt
|
$1,182,408.08
|
$1,231,004.60
|
FNRM CL128MA R10F128
|
2038-04-25
|
4.5
|
Government Agency Debt
|
$311,422.41
|
$317,755.81
|
FNRM CL155PL R10F155
|
2040-07-25
|
5
|
Government Agency Debt
|
$2,222,353.76
|
$2,390,305.76
|
FNRM RC001KB R11F001
|
2041-02-25
|
4
|
Government Agency Debt
|
$1,140,000.00
|
$1,230,482.23
|
FNRM RC002GA R09F002
|
2045-11-25
|
5.5
|
Government Agency Debt
|
$1,169,418.98
|
$1,176,286.17
|
FNRM RC015AB R04F015
|
2017-09-25
|
4
|
Government Agency Debt
|
$203,716.91
|
$204,418.56
|
FNRM RC022AB R08F022
|
2048-04-25
|
5
|
Government Agency Debt
|
$1,476,629.12
|
$1,577,799.32
|
FNRM RC027EC R09F027
|
2018-07-25
|
4
|
Government Agency Debt
|
$2,921,683.60
|
$3,065,006.14
|
FNRM RC032PK R12F032
|
2041-10-25
|
3
|
Government Agency Debt
|
$273,034.73
|
$285,816.13
|
FNRM RC033PA R11F033
|
2038-02-25
|
4.5
|
Government Agency Debt
|
$1,978,576.92
|
$2,057,094.22
|
FNRM RC036AB R09F036
|
2023-05-25
|
4
|
Government Agency Debt
|
$285,055.90
|
$292,710.60
|
FNRM RC042QH R09F042
|
2039-05-25
|
4.5
|
Government Agency Debt
|
$2,338,278.48
|
$2,499,415.16
|
FNRM RC043AH R10F043
|
2040-05-25
|
3.25
|
Government Agency Debt
|
$5,767,091.61
|
$6,050,361.69
|
FNRM RC057PA R09F057
|
2039-07-25
|
4.5
|
Government Agency Debt
|
$18,670.80
|
$19,731.78
|
FNRM RC060LB R04F060
|
2034-04-25
|
5
|
Government Agency Debt
|
$406,926.76
|
$445,205.12
|
FNRM RC066EL R09F066
|
2039-05-25
|
4
|
Government Agency Debt
|
$2,021,461.13
|
$2,130,709.02
|
FNRM RC072MC R12F072
|
2042-04-25
|
5
|
Government Agency Debt
|
$1,175,669.25
|
$1,293,642.56
|
FNRM RC074LA R08F074
|
2037-02-25
|
6
|
Government Agency Debt
|
$216,411.85
|
$226,634.44
|
FNRM RC081QA R05F081
|
2035-01-25
|
5
|
Government Agency Debt
|
$2,297,311.60
|
$2,439,009.10
|
FNRM RC089PA R12F089
|
2042-08-25
|
3
|
Government Agency Debt
|
$1,363,905.95
|
$1,423,388.03
|
FNRM RC096CD R12F096
|
2039-04-25
|
1.75
|
Government Agency Debt
|
$1,990,008.82
|
$1,995,748.64
|
FNRM RC096CG R12F096
|
2039-04-25
|
2
|
Government Agency Debt
|
$7,960,035.28
|
$8,041,606.90
|
FNRM RC100KA R11F100
|
2038-08-25
|
4
|
Government Agency Debt
|
$1,086,005.59
|
$1,094,674.17
|
FNRM RC104AB R07F104
|
2035-05-25
|
5.5
|
Government Agency Debt
|
$258,859.08
|
$264,845.79
|
FNRM RC110BH R11F110
|
2041-10-25
|
3
|
Government Agency Debt
|
$1,891,201.20
|
$1,940,620.06
|
FNRM RC111KE R12F111
|
2040-01-25
|
2
|
Government Agency Debt
|
$1,856,351.29
|
$1,873,258.17
|
FNRM RC114A R11F114
|
2037-09-25
|
3.5
|
Government Agency Debt
|
$4,063,458.36
|
$4,185,271.22
|
FNRM RC123WG R12F123
|
2022-11-25
|
2.5
|
Government Agency Debt
|
$5,346,480.00
|
$5,589,511.78
|
FNRM RC127GH R10F127
|
2040-10-25
|
4.5
|
Government Agency Debt
|
$887,650.07
|
$942,358.12
|
FRRA 0G017F 07/25/23
|
2023-07-25
|
1.68
|
Government Agency Debt
|
$197,154.00
|
$198,358.34
|
FRRA G017FA 07/25/23
|
2023-07-25
|
1.65
|
Government Agency Debt
|
$164,295.00
|
$163,612.28
|
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
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
J.P. Morgan Securities LLC
|
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:
$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:
2.88%
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:
$399,988,000.00
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:
$399,988,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Barclays Capital, Inc.
Item 27. The title of the issue (including coupon or yield):
Barclays Capital, Inc., REPO, 0.220%, 11/1/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
068992007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FNMA FNDN 03/27/13
|
2013-03-27
|
0
|
Government Agency Debt
|
$7,500,000.00
|
$7,496,025.00
|
REFC RFIN 01/15/20
|
2020-01-15
|
0
|
Government Agency Debt
|
$282,900.00
|
$252,143.11
|
REFC RFIN 01/15/21
|
2021-01-15
|
0
|
Government Agency Debt
|
$582,000.00
|
$499,548.06
|
REFC RFIN 01/15/22
|
2022-01-15
|
0
|
Government Agency Debt
|
$2,190,600.00
|
$1,800,563.67
|
REFC RFIN 04/15/13
|
2013-04-15
|
0
|
Government Agency Debt
|
$1,500,000.00
|
$1,498,275.00
|
REFC RFIN 04/15/19
|
2019-04-15
|
0
|
Government Agency Debt
|
$1,733,700.00
|
$1,580,146.19
|
REFC RFIN 04/15/20
|
2020-04-15
|
0
|
Government Agency Debt
|
$230,400.00
|
$204,360.19
|
REFC RFIN 04/15/21
|
2021-04-15
|
0
|
Government Agency Debt
|
$563,700.00
|
$478,259.99
|
REFC RFIN 10/15/20
|
2020-10-15
|
0
|
Government Agency Debt
|
$64,500.00
|
$55,970.52
|
REFC RFIN 10/15/22
|
2022-10-15
|
0
|
Government Agency Debt
|
$299,400.00
|
$240,100.84
|
FHLB 2.85 FHLB 14 NR
|
2014-11-25
|
2.85
|
Government Agency Debt
|
$1,965,000.00
|
$2,090,170.50
|
REFC 8.125 RFPR 19 A
|
2019-10-15
|
0
|
Government Agency Debt
|
$30,719,100.00
|
$27,731,974.72
|
REFC 8.625 RFPR 21 A
|
2021-01-15
|
0
|
Government Agency Debt
|
$93,000.00
|
$80,116.71
|
REFC 8.875 RFPR 20 A
|
2020-07-15
|
0
|
Government Agency Debt
|
$10,290,000.00
|
$9,038,324.40
|
REFC 9.375 RFPR 20 B
|
2020-10-15
|
0
|
Government Agency Debt
|
$6,300.00
|
$5,482.01
|
FMAC 4.50 FMNT GB 13 B
|
2013-07-15
|
4.5
|
Government Agency Debt
|
$6,191,400.00
|
$6,461,115.96
|
FHLB 0.25 FHLB 14 G3026
|
2014-04-11
|
.25
|
Government Agency Debt
|
$399,000.00
|
$398,756.17
|
FHLB 0.29 FHLB 13 G2839
|
2013-12-06
|
.29
|
Government Agency Debt
|
$15,552,000.00
|
$15,577,630.56
|
FMAC 0.75 FMNT GB 14 Y3
|
2014-11-25
|
.75
|
Government Agency Debt
|
$8,700,000.00
|
$8,802,225.00
|
FMAC 3.75 FMNT GB 13 M0
|
2013-06-28
|
3.75
|
Government Agency Debt
|
$8,530,800.00
|
$8,840,045.77
|
FMAC 0.60 FMNT GB12-13U0
|
2013-12-27
|
.6
|
Government Agency Debt
|
$18,137,100.00
|
$18,181,475.44
|
FMAC 1.00 FMNT GB14-17H6
|
2017-07-25
|
1
|
Government Agency Debt
|
$2,214,900.00
|
$2,217,639.09
|
FMAC 1.375 FMNT GB 14 R8
|
2014-02-25
|
1.375
|
Government Agency Debt
|
$8,728,200.00
|
$8,875,364.72
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Barclays Capital, Inc.
|
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:
$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:
.86%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$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:
Federal Home Loan Mortgage Corp.
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Mortgage Corp. Notes, 4.125%, 12/21/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3137EABE8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-12-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-12-21
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:
$17,300,000.00
Item 41. The total current amortized cost, to the nearest cent:
$17,393,024.40
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:
$17,394,458.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$17,394,458.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
United States Treasury
Item 27. The title of the issue (including coupon or yield):
United States Treasury Notes, 3.375%, 7/31/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828JG6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Treasury Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-07-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-31
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:
$65,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$66,542,095.90
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:
$66,536,145.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$66,536,145.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Citigroup Global Markets, Inc.
Item 27. The title of the issue (including coupon or yield):
Citigroup Global Markets, Inc., REPO, 0.300%, 11/7/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
99CBF2906
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
GNMA GNPL PN 791886
|
2047-10-15
|
2.9
|
Government Agency Debt
|
$11,505,440.03
|
$12,338,257.47
|
GNMA GNRM 2011-66 PC
|
2041-12-20
|
4
|
Government Agency Debt
|
$79,933,330.85
|
$86,118,039.10
|
GNMA GNII JM 004796 M
|
2040-09-20
|
4.5
|
Government Agency Debt
|
$12,178,209.39
|
$12,936,168.96
|
GNMA GNII JM MA0083 M
|
2042-05-20
|
4
|
Government Agency Debt
|
$12,614,371.41
|
$13,424,445.32
|
GNMA GNII SF MA0394 M
|
2042-07-20
|
4.5
|
Government Agency Debt
|
$11,593,901.35
|
$12,863,781.37
|
GNMA GNMI JP 783453 X
|
2026-10-15
|
3
|
Government Agency Debt
|
$11,650,192.36
|
$12,480,734.57
|
GNMA GNMI SF 487673 X
|
2039-02-15
|
4.5
|
Government Agency Debt
|
$12,210,095.41
|
$13,366,867.64
|
GNMA GNMI SF 710681 X
|
2039-07-15
|
4.5
|
Government Agency Debt
|
$11,303,520.37
|
$12,558,086.79
|
GNMA GNMI SF 765058 X
|
2042-09-15
|
3
|
Government Agency Debt
|
$11,856,403.82
|
$12,649,300.83
|
GNMA GNMI SF AA0977 X
|
2042-05-15
|
3.5
|
Government Agency Debt
|
$11,348,535.68
|
$12,392,790.10
|
GNMA GNMI SP 783189 X
|
2040-07-15
|
5.5
|
Government Agency Debt
|
$11,160,606.36
|
$12,376,781.36
|
FMAC 03.000 FGPC E02802 G
|
2025-12-01
|
3
|
Government Agency Debt
|
$12,139,081.74
|
$12,759,170.31
|
FMAC 03.000 FGPC J17523 G
|
2026-12-01
|
3
|
Government Agency Debt
|
$12,325,000.61
|
$13,116,351.93
|
FMAC 03.000 FGPC J17926 G
|
2022-02-01
|
3
|
Government Agency Debt
|
$11,592,705.86
|
$12,272,363.01
|
FMAC 03.000 FGPC J20512 G
|
2027-09-01
|
3
|
Government Agency Debt
|
$11,807,711.84
|
$12,466,216.13
|
FMAC 03.500 FGPC J16098 G
|
2026-07-01
|
3.5
|
Government Agency Debt
|
$12,021,592.96
|
$12,712,614.16
|
FMAC 03.500 FGPC J17236 G
|
2026-11-01
|
3.5
|
Government Agency Debt
|
$12,167,851.15
|
$13,061,210.73
|
FMAC 03.500 FGPC Q06621 G
|
2042-03-01
|
3.5
|
Government Agency Debt
|
$12,475,475.37
|
$13,392,019.43
|
FMAC 03.500 FGPC Q08961 G
|
2042-06-01
|
3.5
|
Government Agency Debt
|
$11,888,735.55
|
$12,762,173.21
|
FMAC 03.500 FGPC Q10552 G
|
2042-09-01
|
3.5
|
Government Agency Debt
|
$11,554,899.88
|
$12,569,011.82
|
FMAC 03.500 FGPC U90235 G
|
2042-10-01
|
3.5
|
Government Agency Debt
|
$11,435,439.78
|
$12,407,757.11
|
FMAC 04.000 FGPC A94604 G
|
2040-10-01
|
4
|
Government Agency Debt
|
$11,533,346.29
|
$12,352,563.73
|
FMAC 04.000 FGPC A95147 G
|
2040-11-01
|
4
|
Government Agency Debt
|
$11,792,625.35
|
$12,881,772.58
|
FMAC 04.000 FGPC G06056 G
|
2040-10-01
|
4
|
Government Agency Debt
|
$12,061,140.76
|
$13,175,087.62
|
FMAC 04.000 FGPC J12073 G
|
2025-04-01
|
4
|
Government Agency Debt
|
$12,322,245.38
|
$13,094,891.23
|
FMAC 04.000 FGPC Q05809 G
|
2042-01-01
|
4
|
Government Agency Debt
|
$11,787,321.32
|
$12,631,922.18
|
FMAC 04.500 FGPC G06184 G
|
2040-12-01
|
4.5
|
Government Agency Debt
|
$11,811,562.43
|
$12,738,840.96
|
FMAC 04.500 FGPC G08485 G
|
2042-03-01
|
4.5
|
Government Agency Debt
|
$11,962,685.94
|
$12,942,944.31
|
FMAC 04.500 FGPC Q00942 G
|
2041-05-01
|
4.5
|
Government Agency Debt
|
$11,923,183.50
|
$13,291,440.34
|
FMAC 05.000 FGPC A87063 G
|
2039-06-01
|
5
|
Government Agency Debt
|
$11,410,149.01
|
$12,645,419.35
|
FMAC 05.000 FGPC Q00927 G
|
2041-05-01
|
5
|
Government Agency Debt
|
$11,797,973.04
|
$12,931,447.57
|
FMAC 05.500 FGPC G05404 G
|
2039-04-01
|
5.5
|
Government Agency Debt
|
$12,002,597.94
|
$13,099,171.29
|
FMAC FGRM 3714KA 11/15/39
|
2039-11-15
|
2.75
|
Government Agency Debt
|
$135,360,488.42
|
$138,490,383.86
|
FMAC FGRM 3943NC 10/15/41
|
2041-10-15
|
4
|
Government Agency Debt
|
$82,087,379.57
|
$88,527,654.39
|
FNMA FNMS 02.500 CIAB5697
|
2027-07-01
|
2.5
|
Government Agency Debt
|
$12,246,536.27
|
$12,845,004.08
|
FNMA FNMS 02.500 CIAJ8860
|
2027-10-01
|
2.5
|
Government Agency Debt
|
$11,967,251.20
|
$12,544,591.29
|
FNMA FNMS 02.500 CIAP4742
|
2027-08-01
|
2.5
|
Government Agency Debt
|
$12,352,399.05
|
$12,948,319.95
|
FNMA FNMS 03.000 CIAO9735
|
2027-08-01
|
3
|
Government Agency Debt
|
$11,572,395.48
|
$12,329,889.77
|
FNMA FNMS 03.500 CIAI7836
|
2026-07-01
|
3.5
|
Government Agency Debt
|
$11,380,475.92
|
$12,389,840.68
|
FNMA FNMS 03.500 CLAP7956
|
2042-09-01
|
3.5
|
Government Agency Debt
|
$11,330,854.30
|
$12,268,308.76
|
FNMA FNMS 03.500 CLAQ1544
|
2042-10-01
|
3.5
|
Government Agency Debt
|
$11,286,693.85
|
$12,278,688.90
|
FNMA FNMS 03.500 CLAQ1576
|
2042-11-01
|
3.5
|
Government Agency Debt
|
$11,959,197.86
|
$13,010,299.73
|
FNMA FNMS 03.500 CLAQ1819
|
2042-11-01
|
3.5
|
Government Agency Debt
|
$12,259,519.45
|
$13,100,444.83
|
FNMA FNMS 03.500 CLAQ1833
|
2042-11-01
|
3.5
|
Government Agency Debt
|
$11,543,944.03
|
$12,335,785.48
|
FNMA FNMS 04.000 CIAB1152
|
2025-06-01
|
4
|
Government Agency Debt
|
$11,442,710.49
|
$12,262,561.62
|
FNMA FNMS 04.000 CIAE3628
|
2025-09-01
|
4
|
Government Agency Debt
|
$12,551,153.95
|
$13,450,423.21
|
FNMA FNMS 04.000 CLAB4618
|
2042-03-01
|
4
|
Government Agency Debt
|
$12,232,700.11
|
$13,369,660.27
|
FNMA FNMS 04.000 CLAH7592
|
2041-03-01
|
4
|
Government Agency Debt
|
$11,991,466.89
|
$12,899,908.44
|
FNMA FNMS 04.000 CLAJ3358
|
2041-10-01
|
4
|
Government Agency Debt
|
$11,871,338.97
|
$13,016,452.28
|
FNMA FNMS 04.000 CLAK6958
|
2037-03-01
|
4
|
Government Agency Debt
|
$12,221,764.65
|
$13,400,680.14
|
FNMA FNMS 04.000 CLAL1620
|
2042-04-01
|
4
|
Government Agency Debt
|
$12,042,538.45
|
$13,432,781.27
|
FNMA FNMS 04.000 CLAO2099
|
2042-05-01
|
4
|
Government Agency Debt
|
$11,784,077.35
|
$12,676,760.49
|
FNMA FNMS 04.000 CLAP3337
|
2042-08-01
|
4
|
Government Agency Debt
|
$11,727,519.62
|
$12,729,557.99
|
FNMA FNMS 04.500 CKAE7593
|
2040-11-01
|
4.5
|
Government Agency Debt
|
$12,455,638.84
|
$13,212,468.37
|
FNMA FNMS 04.500 CLAB1343
|
2040-08-01
|
4.5
|
Government Agency Debt
|
$11,766,006.81
|
$13,124,392.30
|
FNMA FNMS 04.500 CLAD6986
|
2040-07-01
|
4.5
|
Government Agency Debt
|
$11,333,728.13
|
$12,642,207.04
|
FNMA FNMS 04.500 CLAH5014
|
2041-02-01
|
4.5
|
Government Agency Debt
|
$11,916,425.79
|
$13,254,938.31
|
FNMA FNMS 04.500 CLAI6575
|
2041-07-01
|
4.5
|
Government Agency Debt
|
$11,786,688.27
|
$12,819,638.26
|
FNMA FNMS 04.500 CLMA1111
|
2042-06-01
|
4.5
|
Government Agency Debt
|
$6,940,506.49
|
$7,570,426.86
|
FNMA FNMS 04.500 CTAD5222
|
2030-05-01
|
4.5
|
Government Agency Debt
|
$11,935,322.73
|
$12,971,607.12
|
FNMA FNMS 05.000 CL745355
|
2036-03-01
|
5
|
Government Agency Debt
|
$11,479,565.55
|
$12,623,638.18
|
FNMA FNMS 05.000 CLAL0187
|
2041-05-01
|
5
|
Government Agency Debt
|
$10,382,644.55
|
$11,365,919.06
|
FNMA FNMS 05.000 CTMA0268
|
2029-12-01
|
5
|
Government Agency Debt
|
$11,270,782.40
|
$12,355,783.05
|
FNMA FNMS 05.000 CTMA0443
|
2030-05-01
|
5
|
Government Agency Debt
|
$12,128,105.49
|
$13,295,637.78
|
FNMA FNMS 05.500 NP256576
|
2037-01-01
|
5.5
|
Government Agency Debt
|
$11,389,116.70
|
$12,394,016.42
|
FNMA FNMS 05.500 NP913248
|
2037-03-01
|
5.5
|
Government Agency Debt
|
$12,020,459.42
|
$13,081,100.69
|
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
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Citigroup Global Markets, Inc.
|
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:
$1,089,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,089,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
7.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$1,089,000,000.00
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:
$1,089,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.170%, 7/24/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313380YP6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-07-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-24
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:
$28,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$27,995,510.22
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:
$27,991,824.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$27,991,824.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association Floating Rate Notes, 0.191%, 6/20/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3135G0MH3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-20
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:
$96,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$95,973,368.42
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:
$95,977,536.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$95,977,536.00
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. Floating Rate Notes, 0.165%, 6/3/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3134G2KM3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$112,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$111,973,455.35
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.81%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$112,001,904.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$112,001,904.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.200%, 2/15/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313378BW0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-02-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-02-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$55,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$54,996,254.90
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:
$55,006,325.00
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:
$55,006,325.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.190%, 2/12/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313378BD2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-02-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-02-12
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$13,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$12,997,656.75
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:
$13,001,092.00
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:
$13,001,092.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.420%, 6/21/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313376LB9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-06-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-21
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:
$45,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$45,059,183.05
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:
$45,080,415.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$45,080,415.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal National Mortgage Association
Item 27. The title of the issue (including coupon or yield):
Federal National Mortgage Association Notes, 0.500%, 8/9/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3135G0BR3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-08-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-09
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:
$134,267,000.00
Item 41. The total current amortized cost, to the nearest cent:
$134,575,778.19
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.97%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$134,556,882.45
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$134,556,882.45
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 Notes, 3.875%, 7/12/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
31398ASD5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-07-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-12
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:
$15,250,000.00
Item 41. The total current amortized cost, to the nearest cent:
$15,640,064.50
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:
$15,643,511.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$15,643,511.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 1.625%, 6/14/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133XYHD0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-06-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-14
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:
$3,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$3,026,265.69
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:
$3,026,262.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$3,026,262.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 1.625%, 3/20/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133XX7F8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-03-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-03-20
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$6,950,000.00
Item 41. The total current amortized cost, to the nearest cent:
$6,988,307.23
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:
$6,989,281.40
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:
$6,989,281.40
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield):
BNP Paribas Securities Corp., REPO, 0.220%, 11/14/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
69999A006
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FMAC FMAR 1B7790 G
|
2040-11-01
|
3.059
|
Government Agency Debt
|
$3,895,217.11
|
$4,096,090.21
|
FMAC FMAR 1B7986 G
|
2041-02-01
|
2.973
|
Government Agency Debt
|
$3,400,986.22
|
$3,570,054.34
|
FMAC FMAR 1G2103 G
|
2037-08-01
|
6.005
|
Government Agency Debt
|
$3,639,313.24
|
$3,977,336.90
|
FMAC FMAR 1J0448 G
|
2037-06-01
|
5.794
|
Government Agency Debt
|
$3,424,133.59
|
$3,721,822.05
|
FMAC FMAR 1J0918 G
|
2038-03-01
|
5.086
|
Government Agency Debt
|
$3,109,815.85
|
$3,363,630.72
|
FMAC FMAR 1Q0761 G
|
2037-06-01
|
2.615
|
Government Agency Debt
|
$4,323,291.87
|
$4,639,666.76
|
FMAC FMAR 1Q1442 G
|
2038-06-01
|
3.037
|
Government Agency Debt
|
$4,696,451.38
|
$5,056,067.27
|
FMAC FMAR 1Q1443 G
|
2038-05-01
|
5.066
|
Government Agency Debt
|
$3,275,364.41
|
$3,518,172.63
|
FMAC FMAR 1Q1447 G
|
2039-05-01
|
5.6
|
Government Agency Debt
|
$4,174,318.99
|
$4,511,423.08
|
FMAC FMAR 848808 G
|
2038-05-01
|
3.463
|
Government Agency Debt
|
$3,054,921.73
|
$3,296,904.63
|
FMAC FMAR 848809 G
|
2037-11-01
|
5.981
|
Government Agency Debt
|
$5,310,740.69
|
$5,744,289.21
|
FMAC FMAR 848878 G
|
2042-08-01
|
2.574
|
Government Agency Debt
|
$5,113,311.22
|
$5,368,797.81
|
FMAC FMAR 848879 G
|
2042-10-01
|
2.789
|
Government Agency Debt
|
$5,637,948.31
|
$5,933,400.30
|
FMAC FMAR 848889 G
|
2041-10-01
|
3.43
|
Government Agency Debt
|
$3,889,282.54
|
$4,108,180.44
|
FNMA FNAR XX.XXX HY468861
|
2021-08-01
|
3.84
|
Government Agency Debt
|
$3,322,776.01
|
$3,765,323.26
|
FNMA FNAR XX.XXX LB881954
|
2036-03-01
|
2.613
|
Government Agency Debt
|
$5,467,477.01
|
$5,887,015.66
|
FNMA FNAR XX.XXX LB935916
|
2040-07-01
|
3.711
|
Government Agency Debt
|
$3,822,501.65
|
$4,066,662.03
|
FNMA FNAR XX.XXX LB966226
|
2037-12-01
|
5.595
|
Government Agency Debt
|
$3,492,015.38
|
$3,792,536.48
|
FNMA FNAR XX.XXX LB975060
|
2038-06-01
|
5.077
|
Government Agency Debt
|
$3,488,180.13
|
$3,766,225.87
|
FNMA FNAR XX.XXX LB995475
|
2035-11-01
|
2.606
|
Government Agency Debt
|
$4,559,962.05
|
$4,845,628.48
|
FNMA FNAR XX.XXX LBAC5279
|
2039-11-01
|
3.827
|
Government Agency Debt
|
$3,488,650.02
|
$3,728,725.54
|
FNMA FNAR XX.XXX LBAC6124
|
2039-11-01
|
3.974
|
Government Agency Debt
|
$4,211,602.04
|
$4,492,034.37
|
FNMA FNAR XX.XXX LBAC6125
|
2039-10-01
|
3.913
|
Government Agency Debt
|
$5,484,874.12
|
$5,855,678.12
|
FNMA FNAR XX.XXX LBAC6271
|
2039-12-01
|
3.818
|
Government Agency Debt
|
$5,252,120.13
|
$5,609,094.48
|
FNMA FNAR XX.XXX LBAC6646
|
2039-12-01
|
3.862
|
Government Agency Debt
|
$4,254,167.81
|
$4,542,074.29
|
FNMA FNAR XX.XXX LBAE6684
|
2041-04-01
|
3.749
|
Government Agency Debt
|
$4,856,392.86
|
$5,162,623.24
|
FNMA FNAR XX.XXX LBAH0219
|
2040-12-01
|
3.067
|
Government Agency Debt
|
$3,805,359.90
|
$4,002,827.00
|
FNMA FNAR XX.XXX LBAH3447
|
2041-02-01
|
3.312
|
Government Agency Debt
|
$3,953,350.67
|
$4,197,272.40
|
FNMA FNAR XX.XXX LBAH6743
|
2041-03-01
|
3.228
|
Government Agency Debt
|
$5,365,833.97
|
$5,668,778.23
|
FNMA FNAR XX.XXX LBAH8394
|
2041-04-01
|
3.52
|
Government Agency Debt
|
$3,990,203.77
|
$4,229,996.39
|
FNMA FNAR XX.XXX LBAH9303
|
2041-04-01
|
3.521
|
Government Agency Debt
|
$4,086,814.26
|
$4,332,514.21
|
FNMA FNAR XX.XXX LBAH9319
|
2041-04-01
|
3.422
|
Government Agency Debt
|
$5,003,149.04
|
$5,305,947.96
|
FNMA FNAR XX.XXX LBAH9329
|
2041-04-01
|
3.379
|
Government Agency Debt
|
$4,231,087.07
|
$4,465,179.72
|
FNMA FNAR XX.XXX LBAI4128
|
2041-06-01
|
3.313
|
Government Agency Debt
|
$3,254,185.40
|
$3,436,123.11
|
FNMA FNAR XX.XXX LBAI7864
|
2041-09-01
|
3.164
|
Government Agency Debt
|
$4,575,298.99
|
$4,846,315.30
|
FNMA FNAR XX.XXX LBAK6052
|
2042-03-01
|
2.843
|
Government Agency Debt
|
$3,757,878.45
|
$3,961,548.57
|
FNMA FNAR XX.XXX LBAL1266
|
2041-11-01
|
3.128
|
Government Agency Debt
|
$3,519,433.70
|
$3,730,447.22
|
FNMA FNAR XX.XXX LBAL1420
|
2042-01-01
|
2.958
|
Government Agency Debt
|
$4,436,952.65
|
$4,700,751.66
|
FNMA FNAR XX.XXX LBAL1655
|
2042-04-01
|
3.306
|
Government Agency Debt
|
$3,853,302.78
|
$4,110,803.59
|
FNMA FNAR XX.XXX LBAL1927
|
2039-11-01
|
5.291
|
Government Agency Debt
|
$3,532,062.15
|
$3,833,810.34
|
FNMA FNAR XX.XXX LBAL2087
|
2041-09-01
|
3.558
|
Government Agency Debt
|
$4,575,309.06
|
$4,851,474.72
|
FNMA FNAR XX.XXX LBAO2277
|
2042-09-01
|
2.156
|
Government Agency Debt
|
$3,537,973.66
|
$3,677,588.00
|
FNMA FNAR XX.XXX LBAO5937
|
2042-06-01
|
2.714
|
Government Agency Debt
|
$3,196,764.84
|
$3,363,219.32
|
FNMA FNAR XX.XXX LBAP6162
|
2042-09-01
|
2.303
|
Government Agency Debt
|
$4,529,477.93
|
$4,722,171.73
|
FNMA FNAR XX.XXX S1963695
|
2038-06-01
|
4.923
|
Government Agency Debt
|
$4,354,625.32
|
$4,691,888.88
|
FNMA FNAR XX.XXX S1AL0341
|
2038-03-01
|
2.847
|
Government Agency Debt
|
$5,298,599.60
|
$5,740,945.24
|
FNMA FNAR XX.XXX WS915646
|
2037-02-01
|
5.709
|
Government Agency Debt
|
$4,530,663.48
|
$4,915,726.83
|
FNMA FNAR XX.XXX WS981261
|
2038-04-01
|
5.087
|
Government Agency Debt
|
$3,064,026.50
|
$3,325,725.51
|
FNMA FNAR XX.XXX WSAL2426
|
2036-11-01
|
2.855
|
Government Agency Debt
|
$3,108,888.48
|
$3,329,875.00
|
FNMA FNAR XX.XXX WSAL2553
|
2039-09-01
|
2.911
|
Government Agency Debt
|
$4,801,816.97
|
$5,174,518.80
|
FNMA FNAR XX.XXX WSAL2555
|
2038-05-01
|
2.369
|
Government Agency Debt
|
$3,284,985.15
|
$3,528,419.53
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
BNP Paribas Securities Corp.
|
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:
$218,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$218,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$217,993,460.00
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:
$217,993,460.00
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, Edinburgh
Item 27. The title of the issue (including coupon or yield):
Royal Bank of Scotland plc, Edinburgh, REPO, 0.250%, 11/1/2012
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
972TXJ004
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
2 TRIB 26
|
2026-01-15
|
2
|
Treasury Debt
|
$19,861,380.00
|
$26,344,523.93
|
2 TRIN A 14
|
2014-01-15
|
2
|
Treasury Debt
|
$58,184,466.67
|
$60,685,211.82
|
2 TRIN A 16
|
2016-01-15
|
2
|
Treasury Debt
|
$37,659,240.00
|
$42,049,164.30
|
2 TRIN D 14
|
2014-07-15
|
2
|
Treasury Debt
|
$43,184,046.67
|
$45,991,424.40
|
3 NOTE H 17
|
2017-02-28
|
3
|
Treasury Debt
|
$16,666,666.67
|
$18,443,586.43
|
4 NOTE B 15
|
2015-02-15
|
4
|
Treasury Debt
|
$14,888,888.89
|
$16,255,832.28
|
1 3/4 TRIB 28
|
2028-01-15
|
1.75
|
Treasury Debt
|
$5,376,213.33
|
$7,037,280.35
|
2 1/2 TRIB 29
|
2029-01-15
|
2.5
|
Treasury Debt
|
$37,736,795.94
|
$54,579,368.92
|
2 1/8 TRIB 40
|
2040-02-15
|
2.125
|
Treasury Debt
|
$6,229,476.44
|
$9,218,604.98
|
2 1/8 TRIB 41
|
2041-02-15
|
2.125
|
Treasury Debt
|
$3,844,709.33
|
$5,734,600.72
|
2 3/4 BOND 42
|
2042-08-15
|
2.75
|
Treasury Debt
|
$12,444,444.44
|
$12,190,379.88
|
2 3/8 TRIB 25
|
2025-01-15
|
2.375
|
Treasury Debt
|
$68,985,835.56
|
$94,317,448.99
|
3 3/4 BOND 41
|
2041-08-15
|
3.75
|
Treasury Debt
|
$16,666,666.67
|
$19,870,442.15
|
3 5/8 TRIB 28
|
2028-04-15
|
3.625
|
Treasury Debt
|
$30,386,773.33
|
$48,626,841.23
|
3 7/8 TRIB 29
|
2029-04-15
|
3.875
|
Treasury Debt
|
$72,872,280.00
|
$121,980,418.20
|
4 1/4 BOND 40
|
2040-11-15
|
4.25
|
Treasury Debt
|
$14,222,222.22
|
$18,576,465.18
|
4 3/8 BOND 40
|
2040-05-15
|
4.375
|
Treasury Debt
|
$16,444,444.44
|
$21,886,761.14
|
0 1/2 TRIN K 15
|
2015-04-15
|
.5
|
Treasury Debt
|
$29,529,444.44
|
$30,821,055.17
|
0 1/8 TRIN A 22
|
2022-01-15
|
.125
|
Treasury Debt
|
$12,779,923.33
|
$13,902,854.02
|
0 1/8 TRIN D 22
|
2022-07-15
|
.125
|
Treasury Debt
|
$2,226,244.44
|
$2,423,772.02
|
0 1/8 TRIN W 16
|
2016-04-15
|
.125
|
Treasury Debt
|
$28,991,944.44
|
$30,513,296.52
|
0 1/8 TRIN X 17
|
2017-04-15
|
.125
|
Treasury Debt
|
$7,889,000.00
|
$8,438,586.00
|
0 5/8 TRIN D 21
|
2021-07-15
|
.625
|
Treasury Debt
|
$16,581,706.67
|
$18,906,366.43
|
1 1/4 TRIN D 20
|
2020-07-15
|
1.25
|
Treasury Debt
|
$11,972,193.33
|
$14,260,898.91
|
1 3/4 NOTE C 22
|
2022-05-15
|
1.75
|
Treasury Debt
|
$13,377,777.78
|
$13,575,189.36
|
1 3/4 NOTE G 14
|
2014-01-31
|
1.75
|
Treasury Debt
|
$10,728,888.89
|
$10,979,462.17
|
1 3/4 NOTE P 15
|
2015-07-31
|
1.75
|
Treasury Debt
|
$14,933,333.33
|
$15,557,472.23
|
1 3/8 NOTE T 15
|
2015-11-30
|
1.375
|
Treasury Debt
|
$1,138,888.89
|
$1,178,360.45
|
1 3/8 TRIN D 18
|
2018-07-15
|
1.375
|
Treasury Debt
|
$20,892,177.78
|
$24,409,070.76
|
1 5/8 TRIN A 15
|
2015-01-15
|
1.625
|
Treasury Debt
|
$10,724,622.22
|
$11,463,646.36
|
1 5/8 TRIN A 18
|
2018-01-15
|
1.625
|
Treasury Debt
|
$12,218,666.67
|
$14,249,152.61
|
1 7/8 TRIN C 13
|
2013-07-15
|
1.875
|
Treasury Debt
|
$5,574,888.89
|
$5,736,241.34
|
1 7/8 TRIN D 15
|
2015-07-15
|
1.875
|
Treasury Debt
|
$55,009,264.44
|
$60,348,614.24
|
1 7/8 TRIN D 19
|
2019-07-15
|
1.875
|
Treasury Debt
|
$3,596,566.67
|
$4,406,487.15
|
2 1/2 TRIN D 16
|
2016-07-15
|
2.5
|
Treasury Debt
|
$15,210,133.33
|
$17,623,480.16
|
2 1/8 NOTE U 16
|
2016-02-29
|
2.125
|
Treasury Debt
|
$13,333,333.33
|
$14,115,478.20
|
2 1/8 TRIN A 19
|
2019-01-15
|
2.125
|
Treasury Debt
|
$42,289,304.56
|
$51,800,445.27
|
2 7/8 NOTE J 18
|
2018-03-31
|
2.875
|
Treasury Debt
|
$13,333,333.33
|
$14,806,647.30
|
4 5/8 NOTE F 16
|
2016-11-15
|
4.625
|
Treasury Debt
|
$14,111,111.11
|
$16,696,122.02
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$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:
7.2%
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:
$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:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.170%, 7/5/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313380V87
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-07-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-05
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:
$36,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$35,994,641.31
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:
$35,990,244.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$35,990,244.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.240%, 7/30/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133797K9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-07-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-30
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,996,840.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$15,003,360.00
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:
$15,003,360.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.375%, 11/27/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3133762C8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-11-27
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:
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$35,052,913.04
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:
$35,053,655.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$35,053,655.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
United States Treasury
Item 27. The title of the issue (including coupon or yield):
United States Treasury Notes, 0.500%, 11/15/2013
Item 28. The CUSIP. 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
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-11-15
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:
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$35,103,013.52
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:
$35,101,185.00
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:
$35,101,185.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.220%, 6/4/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313379JB6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-06-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-04
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:
$26,230,000.00
Item 41. The total current amortized cost, to the nearest cent:
$26,231,886.10
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:
$26,231,521.34
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$26,231,521.34
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Farm Credit System
Item 27. The title of the issue (including coupon or yield):
Federal Farm Credit System Floating Rate Notes, 0.370%, 11/27/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
31331K4N7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$38,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$38,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$38,055,176.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$38,055,176.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield):
Federal Home Loan Bank System Notes, 0.300%, 11/29/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
313379G60
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-11-29
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:
$36,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$36,025,724.22
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:
$36,026,100.00
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:
$36,026,100.00
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. Notes, 3.500%, 5/29/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3137EABJ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-05-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-05-29
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:
$28,181,000.00
Item 41. The total current amortized cost, to the nearest cent:
$28,714,319.81
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:
$28,716,551.72
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$28,716,551.72
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Barclays Capital, Inc.
Item 27. The title of the issue (including coupon or yield):
Barclays Capital, Inc., REPO, 0.180%, 1/22/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
068992007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
GNMA GNII SF 004028 M
|
2037-09-20
|
6
|
Government Agency Debt
|
$6,715,659.32
|
$7,650,512.68
|
GNMA GNII SF 004679 M
|
2040-04-20
|
5
|
Government Agency Debt
|
$4,488,864.68
|
$5,009,243.80
|
GNMA GNII SF 004747 M
|
2040-07-20
|
5
|
Government Agency Debt
|
$5,614,744.91
|
$6,283,610.75
|
GNMA GNII SF 004770 M
|
2040-08-20
|
4
|
Government Agency Debt
|
$4,451,787.91
|
$4,881,889.97
|
GNMA GNII SF 004771 M
|
2040-08-20
|
4.5
|
Government Agency Debt
|
$4,407,951.22
|
$4,904,815.48
|
GNMA GNII SF 004801 M
|
2040-09-20
|
4.5
|
Government Agency Debt
|
$4,882,553.06
|
$5,432,963.26
|
GNMA GNII SF 004854 M
|
2040-09-20
|
4.5
|
Government Agency Debt
|
$4,520,205.89
|
$5,017,699.75
|
GNMA GNII SF 004947 M
|
2041-02-20
|
5
|
Government Agency Debt
|
$4,623,073.27
|
$5,148,932.45
|
GNMA GNII SF 005233 M
|
2041-11-20
|
4
|
Government Agency Debt
|
$5,157,709.06
|
$5,646,346.98
|
GNMA GNII SF AB9359 C
|
2042-10-20
|
3.5
|
Government Agency Debt
|
$7,093,884.48
|
$7,762,530.38
|
GNMA GNII SF MA0028 M
|
2039-02-20
|
6.5
|
Government Agency Debt
|
$4,074,185.88
|
$4,686,795.40
|
GNMA GNII SF MA0089 M
|
2042-05-20
|
4
|
Government Agency Debt
|
$5,359,828.79
|
$5,867,669.00
|
GNMA GNII SF MA0155 M
|
2042-06-20
|
4
|
Government Agency Debt
|
$4,784,381.61
|
$5,237,650.74
|
GNMA GNII SF MA0220 M
|
2042-07-20
|
3.5
|
Government Agency Debt
|
$5,614,043.21
|
$6,118,648.38
|
GNMA GNII SF MA0319 M
|
2042-08-20
|
4
|
Government Agency Debt
|
$7,311,740.27
|
$8,004,449.67
|
GNMA GNII SP 783624 M
|
2042-04-20
|
4.5
|
Government Agency Debt
|
$456,937.86
|
$504,130.86
|
GNMA GNMI SF 487673 X
|
2039-02-15
|
4.5
|
Government Agency Debt
|
$3,212,475.21
|
$3,516,821.90
|
GNMA GNMI SF 733861 X
|
2040-08-15
|
4.5
|
Government Agency Debt
|
$7,340,243.42
|
$8,081,527.27
|
GNMA GNMI SF 737195 X
|
2040-04-15
|
5
|
Government Agency Debt
|
$5,601,815.68
|
$6,197,006.73
|
GNMA GNMI SF 737942 X
|
2026-02-15
|
3.5
|
Government Agency Debt
|
$5,298,353.19
|
$5,706,573.64
|
GNMA GNMI SF 738310 X
|
2041-05-15
|
4.5
|
Government Agency Debt
|
$6,240,701.55
|
$6,870,943.76
|
GNMA GNMI SF 745242 X
|
2040-07-15
|
4.5
|
Government Agency Debt
|
$7,044,213.57
|
$7,737,991.12
|
GNMA GNMI SF 759115 X
|
2026-01-15
|
3.5
|
Government Agency Debt
|
$7,522,403.84
|
$8,101,979.98
|
GNMA GNMI SF 778693 X
|
2041-12-15
|
4
|
Government Agency Debt
|
$5,909,089.19
|
$6,493,517.80
|
GNMA GNMI SF AA5648 X
|
2042-09-15
|
3
|
Government Agency Debt
|
$6,445,209.79
|
$6,880,261.45
|
GNMA GNMI SF AA5731 X
|
2042-10-15
|
3.5
|
Government Agency Debt
|
$4,690,698.84
|
$5,142,847.81
|
GNMA GNMI SF AA8261 X
|
2042-07-15
|
3.5
|
Government Agency Debt
|
$6,593,522.06
|
$7,257,935.90
|
GNMA GNMI SP 782384 X
|
2034-11-15
|
5
|
Government Agency Debt
|
$6,446,397.48
|
$7,141,394.34
|
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
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Barclays Capital, Inc.
|
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:
$164,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$164,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.18%
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:
$163,961,542.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$163,961,542.00
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. Floating Rate Notes, 0.169%, 5/6/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
3134G2GS5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-06
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:
$215,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$214,955,739.24
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.55%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$215,117,820.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$215,117,820.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Federal Farm Credit System
Item 27. The title of the issue (including coupon or yield):
Federal Farm Credit System Floating Rate Notes, 0.201%, 9/20/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
31331KZC7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-20
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:
$26,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,998,837.38
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:
$26,004,524.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$26,004,524.00