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:
Barclays Bank PLC Tri Party Repo
Item 27. The title of the issue (including coupon or yield):
Barclays Bank PLC Tri Party Repo 0.300000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
06799K008_0.3000_M121101_KE2S
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001484219
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Treasury Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
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
|
|
U.S. Treasury Note
|
2014-04-15
|
1.250000
|
Treasury Debt
|
$176,880,200.00
|
$179,520,039.80
|
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:
$176,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$176,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
4.84%
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:
$176,000,000.00
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:
$176,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNP Paribas Tri Party Repo
Item 27. The title of the issue (including coupon or yield):
BNP Paribas Tri Party Repo 0.280000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
06399K002_0.2800_M121101_KE2S
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001272025
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?
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
|
|
U.S. Treasury Note
|
2014-02-15
|
4.000000
|
Treasury Debt
|
$337,809,900.00
|
$357,000,057.93
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
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:
$350,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$350,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
9.62%
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:
$350,000,000.00
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:
$350,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Citigroup Global Markets, Inc., Tri Party Repo
Item 27. The title of the issue (including coupon or yield):
Citigroup Global Markets, Inc., Tri Party Repo 0.270000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
795993005_0.2700_M121101_KE2S
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000315030
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?
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
|
|
U.S. Treasury Bill
|
2012-11-01
|
0.00
|
Treasury Debt
|
$3,120,100.00
|
$3,120,068.80
|
|
U.S. Treasury Note
|
2041-11-15
|
3.125000
|
Treasury Debt
|
$348,326,500.00
|
$372,320,003.59
|
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:
$361,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$361,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
9.93%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$361,000,000.00
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:
$361,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Credit Suisse Securities U.S.A. Tri Party Repo
Item 27. The title of the issue (including coupon or yield):
Credit Suisse Securities U.S.A. Tri Party Repo 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
323999003_0.2500_M121101_KE2S
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001053092
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?
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
|
|
U.S. Treasury Note
|
2013-12-15
|
0.750000
|
Treasury Debt
|
$82,247,000.00
|
$82,961,549.91
|
|
U.S. Treasury Note
|
2015-08-15
|
0.250000
|
Treasury Debt
|
$364,639,700.00
|
$363,546,903.40
|
|
U.S. Treasury Note
|
2017-04-30
|
0.875000
|
Treasury Debt
|
$239,710,000.00
|
$241,994,452.50
|
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):
2012-11-01
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:
$675,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$675,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
18.56%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$675,000,000.00
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:
$675,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
JPMorgan Chase Securities, Inc., Tri Party Repo
Item 27. The title of the issue (including coupon or yield):
JPMorgan Chase Securities, Inc., Tri Party Repo 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
165999004_0.1800_M121105_KE2S
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001325347
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?
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
|
|
U.S. TREASURY
|
2019-05-15
|
0.00
|
Treasury Debt
|
$760,000.00
|
$705,926.00
|
|
U.S. TREASURY
|
2022-02-15
|
0.00
|
Treasury Debt
|
$908,800.00
|
$773,815.98
|
|
U.S. TREASURY
|
2023-05-15
|
0.00
|
Treasury Debt
|
$1,417,500.00
|
$1,150,329.57
|
|
U.S. TREASURY
|
2027-11-15
|
0.00
|
Treasury Debt
|
$1,571,100.00
|
$1,066,918.24
|
|
U.S. TREASURY
|
2038-02-15
|
0.00
|
Treasury Debt
|
$1,102,900.00
|
$516,190.29
|
|
U.S. Treasury Note
|
2013-02-15
|
0.00
|
Treasury Debt
|
$8,396,500.00
|
$8,393,729.40
|
|
U.S. Treasury Note
|
2013-05-15
|
0.00
|
Treasury Debt
|
$9,743.13
|
$9,742.06
|
|
U.S. Treasury Note
|
2014-02-15
|
0.00
|
Treasury Debt
|
$8,529,800.00
|
$8,501,225.00
|
|
U.S. Treasury Note
|
2014-08-15
|
0.00
|
Treasury Debt
|
$8,578,900.00
|
$8,533,088.84
|
|
U.S. Treasury Note
|
2015-05-15
|
0.00
|
Treasury Debt
|
$900.00
|
$891.23
|
|
U.S. Treasury Note
|
2015-08-15
|
0.00
|
Treasury Debt
|
$5,536,000.00
|
$5,472,225.12
|
|
U.S. Treasury Note
|
2015-11-15
|
0.00
|
Treasury Debt
|
$6,743.13
|
$6,650.95
|
|
U.S. Treasury Note
|
2016-02-15
|
0.00
|
Treasury Debt
|
$41,000.00
|
$40,350.97
|
|
U.S. Treasury Note
|
2016-05-15
|
0.00
|
Treasury Debt
|
$7,420,943.13
|
$7,286,995.00
|
|
U.S. Treasury Note
|
2016-08-15
|
0.00
|
Treasury Debt
|
$6,706,500.00
|
$6,562,712.84
|
|
U.S. Treasury Note
|
2017-08-15
|
0.00
|
Treasury Debt
|
$6,954,900.00
|
$6,702,993.42
|
|
U.S. Treasury Note
|
2018-05-15
|
0.00
|
Treasury Debt
|
$1,256,000.00
|
$1,193,476.38
|
|
U.S. Treasury Note
|
2018-08-15
|
0.00
|
Treasury Debt
|
$8,055,000.00
|
$7,615,760.65
|
|
U.S. Treasury Note
|
2018-11-15
|
0.00
|
Treasury Debt
|
$148,243.13
|
$139,422.67
|
|
U.S. Treasury Note
|
2023-08-15
|
0.00
|
Treasury Debt
|
$6,975,900.00
|
$5,605,205.06
|
|
U.S. Treasury Note
|
2023-11-15
|
0.00
|
Treasury Debt
|
$3,367,900.00
|
$2,681,151.53
|
|
U.S. Treasury Note
|
2024-11-15
|
0.00
|
Treasury Debt
|
$1,736,300.00
|
$1,327,870.10
|
|
U.S. Treasury Note
|
2026-05-15
|
0.00
|
Treasury Debt
|
$38,012.50
|
$27,384.21
|
|
U.S. Treasury Note
|
2026-11-15
|
0.00
|
Treasury Debt
|
$1,312.50
|
$926.60
|
|
U.S. Treasury Note
|
2027-02-15
|
0.00
|
Treasury Debt
|
$3,281,500.00
|
$2,293,768.50
|
|
U.S. Treasury Note
|
2028-11-15
|
0.00
|
Treasury Debt
|
$5,926,412.50
|
$3,876,644.46
|
|
U.S. Treasury Note
|
2029-11-15
|
0.00
|
Treasury Debt
|
$1,901,512.50
|
$1,200,006.57
|
|
U.S. Treasury Note
|
2030-11-15
|
0.00
|
Treasury Debt
|
$2,356,200.00
|
$1,435,137.93
|
|
U.S. Treasury Note
|
2031-11-15
|
0.00
|
Treasury Debt
|
$1,200,000.00
|
$704,843.97
|
|
U.S. Treasury Note
|
2032-11-15
|
0.00
|
Treasury Debt
|
$344,200.00
|
$194,841.28
|
|
U.S. Treasury Note
|
2033-11-15
|
0.00
|
Treasury Debt
|
$705,200.00
|
$385,173.20
|
|
U.S. Treasury Note
|
2034-05-15
|
0.00
|
Treasury Debt
|
$1,538,300.00
|
$825,051.82
|
|
U.S. Treasury Note
|
2034-11-15
|
0.00
|
Treasury Debt
|
$680,200.00
|
$358,023.24
|
|
U.S. Treasury Note
|
2035-02-15
|
0.00
|
Treasury Debt
|
$1,715,300.00
|
$894,426.08
|
|
U.S. Treasury Note
|
2035-05-15
|
0.00
|
Treasury Debt
|
$5,462,200.00
|
$2,820,898.75
|
|
U.S. Treasury Note
|
2035-08-15
|
0.00
|
Treasury Debt
|
$2,560,000.00
|
$1,310,822.30
|
|
U.S. Treasury Note
|
2035-11-15
|
0.00
|
Treasury Debt
|
$2,683,900.00
|
$1,361,274.09
|
|
U.S. Treasury Note
|
2036-02-15
|
0.00
|
Treasury Debt
|
$737,600.00
|
$371,875.79
|
|
U.S. Treasury Note
|
2036-05-15
|
0.00
|
Treasury Debt
|
$4,900.00
|
$2,447.21
|
|
U.S. Treasury Note
|
2036-11-15
|
0.00
|
Treasury Debt
|
$11,000.00
|
$5,391.65
|
|
U.S. Treasury Note
|
2037-05-15
|
0.00
|
Treasury Debt
|
$7,467,000.00
|
$3,594,762.99
|
|
U.S. Treasury Note
|
2037-08-15
|
0.00
|
Treasury Debt
|
$5,243,800.00
|
$2,500,243.81
|
|
U.S. Treasury Note
|
2037-11-15
|
0.00
|
Treasury Debt
|
$17,810,400.00
|
$8,413,098.62
|
|
U.S. Treasury Note
|
2038-05-15
|
0.00
|
Treasury Debt
|
$12,781,200.00
|
$5,924,597.29
|
|
U.S. Treasury Note
|
2038-08-15
|
0.00
|
Treasury Debt
|
$23,264,900.00
|
$10,683,008.99
|
|
U.S. Treasury Note
|
2038-11-15
|
0.00
|
Treasury Debt
|
$4,016,600.00
|
$1,829,119.50
|
|
U.S. Treasury Note
|
2039-02-15
|
0.00
|
Treasury Debt
|
$5,820,400.00
|
$2,624,476.58
|
|
U.S. Treasury Note
|
2039-05-15
|
0.00
|
Treasury Debt
|
$918,600.00
|
$410,540.72
|
|
U.S. Treasury Note
|
2039-08-15
|
0.00
|
Treasury Debt
|
$16,046,500.00
|
$7,113,574.27
|
|
U.S. Treasury Note
|
2039-11-15
|
0.00
|
Treasury Debt
|
$17,137,200.00
|
$7,524,601.77
|
|
U.S. Treasury Note
|
2040-02-15
|
0.00
|
Treasury Debt
|
$18,425,900.00
|
$8,032,402.29
|
|
U.S. Treasury Note
|
2040-05-15
|
0.00
|
Treasury Debt
|
$16,524,600.00
|
$7,121,772.06
|
|
U.S. Treasury Note
|
2040-11-15
|
0.00
|
Treasury Debt
|
$5,716,700.00
|
$2,426,110.25
|
|
U.S. Treasury Note
|
2041-05-15
|
0.00
|
Treasury Debt
|
$5,908,900.00
|
$2,458,220.61
|
|
U.S. Treasury Note
|
2041-11-15
|
0.00
|
Treasury Debt
|
$2,375,100.00
|
$970,655.85
|
|
U.S. Treasury Note
|
2042-02-15
|
0.00
|
Treasury Debt
|
$7,529,800.00
|
$3,046,180.71
|
|
U.S. Treasury Note
|
2042-05-15
|
0.00
|
Treasury Debt
|
$291,400.00
|
$116,624.11
|
|
U.S. Treasury Note
|
2042-08-15
|
0.00
|
Treasury Debt
|
$7,803,700.00
|
$3,092,294.11
|
|
USTR
|
2012-11-15
|
0.00
|
Treasury Debt
|
$900.00
|
$899.97
|
|
USTR
|
2014-11-15
|
0.00
|
Treasury Debt
|
$900.00
|
$894.05
|
|
USTR
|
2017-02-15
|
0.00
|
Treasury Debt
|
$6,181,700.00
|
$6,006,881.40
|
|
USTR
|
2017-05-15
|
0.00
|
Treasury Debt
|
$3,385,443.13
|
$3,279,309.43
|
|
USTR
|
2019-11-15
|
0.00
|
Treasury Debt
|
$2,073,000.00
|
$1,898,992.44
|
|
USTR
|
2020-02-15
|
0.00
|
Treasury Debt
|
$6,109,300.00
|
$5,552,681.73
|
|
USTR
|
2021-05-15
|
0.00
|
Treasury Debt
|
$22,800.00
|
$19,931.30
|
|
USTR
|
2022-11-15
|
0.00
|
Treasury Debt
|
$2,059,000.00
|
$1,704,069.64
|
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:
$185,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$185,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
5.09%
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:
$185,000,000.00
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:
$185,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
JPMorgan Chase Securities, Inc., Tri Party Repo
Item 27. The title of the issue (including coupon or yield):
JPMorgan Chase Securities, Inc., Tri Party Repo 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
165999004_0.2500_M121101_KE2S
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001325347
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?
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
|
|
U.S. TREASURY
|
2013-11-15
|
0.00
|
Treasury Debt
|
$10,335,443.13
|
$10,309,294.68
|
|
U.S. TREASURY
|
2022-02-15
|
0.00
|
Treasury Debt
|
$8,600,600.00
|
$7,323,153.34
|
|
U.S. TREASURY
|
2023-05-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$816,957.16
|
|
U.S. TREASURY
|
2027-11-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$683,639.87
|
|
U.S. TREASURY
|
2038-02-15
|
0.00
|
Treasury Debt
|
$8,600,600.00
|
$4,025,338.87
|
|
U.S. Treasury Note
|
2013-02-15
|
0.00
|
Treasury Debt
|
$8,682,000.00
|
$8,679,135.19
|
|
U.S. Treasury Note
|
2013-05-15
|
0.00
|
Treasury Debt
|
$501,600.00
|
$501,544.81
|
|
U.S. Treasury Note
|
2014-02-15
|
0.00
|
Treasury Debt
|
$8,682,000.00
|
$8,652,915.13
|
|
U.S. Treasury Note
|
2014-08-15
|
0.00
|
Treasury Debt
|
$8,682,000.00
|
$8,635,638.29
|
|
U.S. Treasury Note
|
2015-08-15
|
0.00
|
Treasury Debt
|
$8,682,000.00
|
$8,581,983.12
|
|
U.S. Treasury Note
|
2015-11-15
|
0.00
|
Treasury Debt
|
$559,600.00
|
$551,950.29
|
|
U.S. Treasury Note
|
2016-05-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$988,529.05
|
|
U.S. Treasury Note
|
2016-08-15
|
0.00
|
Treasury Debt
|
$8,600,600.00
|
$8,416,203.40
|
|
U.S. Treasury Note
|
2017-08-15
|
0.00
|
Treasury Debt
|
$8,600,600.00
|
$8,289,086.15
|
|
U.S. Treasury Note
|
2018-05-15
|
0.00
|
Treasury Debt
|
$1,007,600.00
|
$957,441.72
|
|
U.S. Treasury Note
|
2018-08-15
|
0.00
|
Treasury Debt
|
$8,635,600.00
|
$8,164,700.52
|
|
U.S. Treasury Note
|
2018-11-15
|
0.00
|
Treasury Debt
|
$501,600.00
|
$471,754.81
|
|
U.S. Treasury Note
|
2023-08-15
|
0.00
|
Treasury Debt
|
$8,600,600.00
|
$6,910,667.68
|
|
U.S. Treasury Note
|
2024-11-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$769,893.93
|
|
U.S. Treasury Note
|
2026-05-15
|
0.00
|
Treasury Debt
|
$948,900.00
|
$683,587.59
|
|
U.S. Treasury Note
|
2026-11-15
|
0.00
|
Treasury Debt
|
$501,600.00
|
$354,119.57
|
|
U.S. Treasury Note
|
2027-02-15
|
0.00
|
Treasury Debt
|
$8,600,600.00
|
$6,011,819.41
|
|
U.S. Treasury Note
|
2028-11-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$658,512.71
|
|
U.S. Treasury Note
|
2029-11-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$635,308.27
|
|
U.S. Treasury Note
|
2030-11-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$613,170.93
|
|
U.S. Treasury Note
|
2032-11-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$569,862.63
|
|
U.S. Treasury Note
|
2033-11-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$549,849.50
|
|
U.S. Treasury Note
|
2034-05-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$539,933.48
|
|
U.S. Treasury Note
|
2034-11-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$529,876.51
|
|
U.S. Treasury Note
|
2035-02-15
|
0.00
|
Treasury Debt
|
$8,600,600.00
|
$4,484,697.11
|
|
U.S. Treasury Note
|
2035-05-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$519,900.18
|
|
U.S. Treasury Note
|
2035-08-15
|
0.00
|
Treasury Debt
|
$15,224,700.00
|
$7,795,654.77
|
|
U.S. Treasury Note
|
2035-11-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$510,598.24
|
|
U.S. Treasury Note
|
2036-02-15
|
0.00
|
Treasury Debt
|
$8,600,600.00
|
$4,336,164.51
|
|
U.S. Treasury Note
|
2036-05-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$502,776.18
|
|
U.S. Treasury Note
|
2036-11-15
|
0.00
|
Treasury Debt
|
$948,900.00
|
$465,103.34
|
|
U.S. Treasury Note
|
2037-05-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$484,645.49
|
|
U.S. Treasury Note
|
2037-11-15
|
0.00
|
Treasury Debt
|
$2,548,000.00
|
$1,203,598.76
|
|
U.S. Treasury Note
|
2038-05-15
|
0.00
|
Treasury Debt
|
$941,700.00
|
$436,515.61
|
|
U.S. Treasury Note
|
2038-08-15
|
0.00
|
Treasury Debt
|
$8,600,600.00
|
$3,949,309.35
|
|
U.S. Treasury Note
|
2038-11-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$458,441.12
|
|
U.S. Treasury Note
|
2039-02-15
|
0.00
|
Treasury Debt
|
$8,600,600.00
|
$3,878,096.56
|
|
U.S. Treasury Note
|
2039-05-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$449,914.37
|
|
U.S. Treasury Note
|
2039-08-15
|
0.00
|
Treasury Debt
|
$7,725,600.00
|
$3,424,835.91
|
|
U.S. Treasury Note
|
2039-11-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$442,021.84
|
|
U.S. Treasury Note
|
2040-02-15
|
0.00
|
Treasury Debt
|
$7,725,600.00
|
$3,367,820.68
|
|
U.S. Treasury Note
|
2040-05-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$433,867.56
|
|
U.S. Treasury Note
|
2040-11-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$427,233.40
|
|
U.S. Treasury Note
|
2041-05-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$418,807.34
|
|
U.S. Treasury Note
|
2041-11-15
|
0.00
|
Treasury Debt
|
$781,300.00
|
$319,301.68
|
|
U.S. Treasury Note
|
2042-02-15
|
0.00
|
Treasury Debt
|
$390,600.00
|
$158,017.24
|
|
USTR
|
2014-11-15
|
0.00
|
Treasury Debt
|
$11,805,343.13
|
$11,727,309.39
|
|
USTR
|
2017-02-15
|
0.00
|
Treasury Debt
|
$8,600,600.00
|
$8,357,374.86
|
|
USTR
|
2017-05-15
|
0.00
|
Treasury Debt
|
$1,007,600.00
|
$976,011.72
|
|
USTR
|
2019-11-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$922,197.63
|
|
USTR
|
2020-02-15
|
0.00
|
Treasury Debt
|
$8,600,600.00
|
$7,816,999.41
|
|
USTR
|
2020-05-15
|
0.00
|
Treasury Debt
|
$12,298,752.50
|
$11,095,319.26
|
|
USTR
|
2020-11-15
|
0.00
|
Treasury Debt
|
$11,930,452.50
|
$10,617,148.24
|
|
USTR
|
2021-05-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$880,037.03
|
|
USTR
|
2022-11-15
|
0.00
|
Treasury Debt
|
$1,006,700.00
|
$833,165.08
|
|
USTR
|
2029-05-15
|
0.00
|
Treasury Debt
|
$7,600,000.00
|
$4,883,684.35
|
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:
$197,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$197,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
5.43%
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:
$197,500,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$197,500,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Merrill Lynch & Co., Inc., Tri Party Repo
Item 27. The title of the issue (including coupon or yield):
Merrill Lynch & Co., Inc., Tri Party Repo 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
599999000_0.2500_M121101_KE2S
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000065100
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
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?
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
|
|
U.S. Treasury Note
|
2013-01-10
|
0.00
|
Treasury Debt
|
$29,241,400.00
|
$29,236,136.55
|
|
U.S. Treasury Note
|
2013-01-10
|
0.00
|
Treasury Debt
|
$57,200.00
|
$57,189.70
|
|
U.S. Treasury Note
|
2042-05-15
|
3.000000
|
Treasury Debt
|
$33,290,300.00
|
$34,622,816.63
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$62,662,798.00
Item 41. The total current amortized cost, to the nearest cent:
$62,662,798.00
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:
$62,662,798.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$62,662,798.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Toronto-Dominion Bank Tri Party Repo
Item 27. The title of the issue (including coupon or yield):
Toronto-Dominion Bank Tri Party Repo 0.230000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
89199M006_0.2300_M121101_KE2S
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000947263
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?
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
|
|
U.S. Treasury Note
|
2012-12-31
|
0.625000
|
Treasury Debt
|
$4,106,000.00
|
$4,117,451.61
|
|
U.S. Treasury Note
|
2013-05-15
|
1.375000
|
Treasury Debt
|
$159,216,900.00
|
$161,254,006.68
|
|
U.S. Treasury Note
|
2016-08-31
|
1.000000
|
Treasury Debt
|
$138,023,700.00
|
$140,628,632.73
|
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):
2012-11-01
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:
$300,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
8.25%
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:
$300,000,000.00
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:
$300,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Toronto-Dominion Bank Tri Party Repo
Item 27. The title of the issue (including coupon or yield):
Toronto-Dominion Bank Tri Party Repo 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
89199M006_0.2500_M121107_KE2S
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000947263
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?
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
|
|
U.S. Treasury Note
|
2015-01-15
|
0.250000
|
Treasury Debt
|
$199,041,000.00
|
$198,844,685.00
|
|
U.S. Treasury Note
|
2016-08-31
|
1.000000
|
Treasury Debt
|
$55,761,900.00
|
$56,814,298.96
|
|
U.S. Treasury Note
|
2020-08-15
|
2.625000
|
Treasury Debt
|
$45,698,900.00
|
$50,341,109.75
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2012-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-07
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$300,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
8.25%
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:
$300,000,000.00
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:
$300,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Bill
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Bill 0.142500%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
9127956L0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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):
2013-05-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-05-02
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:
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$199,855,916.72
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
5.5%
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:
$199,843,400.00
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:
$199,843,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Bill
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Bill 0.177500%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912795Z87
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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):
2013-10-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-17
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$34,300,000.00
Item 41. The total current amortized cost, to the nearest cent:
$34,240,808.69
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$34,242,581.80
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:
$34,242,581.80
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 4.000000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828AP5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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):
2012-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$175,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$175,256,041.93
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
4.82%
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:
$175,252,875.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$175,252,875.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 3.375000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828HK9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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):
2012-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2012-11-30
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$100,253,494.08
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.76%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$100,250,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$100,250,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 2.875000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828HQ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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):
2013-01-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-01-31
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$35,234,791.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$35,235,165.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$35,235,165.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 2.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828HV5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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:
$87,250,000.00
Item 41. The total current amortized cost, to the nearest cent:
$88,086,660.38
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.42%
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:
$88,088,385.25
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$88,088,385.25
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 1.375000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828MG2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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):
2013-01-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-01-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,059,835.13
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:
$25,062,500.00
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:
$25,062,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 1.375000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828MT4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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):
2013-03-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-03-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$60,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$60,260,725.06
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:
$60,269,520.00
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:
$60,269,520.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 1.125000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828NH9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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):
2013-06-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$100,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$100,560,408.72
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.77%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$100,574,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$100,574,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828PB0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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):
2013-10-15
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:
$110,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$110,306,599.13
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$110,300,740.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$110,300,740.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 0.625000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828QK9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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):
2013-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-02-28
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,035,082.55
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:
$25,038,075.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,038,075.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 0.500000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828QZ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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):
2013-05-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-05-31
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:
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$50,093,989.86
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$50,093,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$50,093,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
U.S. Treasury Note
Item 27. The title of the issue (including coupon or yield):
U.S. Treasury Note 0.250000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
912828RN2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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):
2013-10-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-31
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$20,007,623.99
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$20,007,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$20,007,040.00