|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM N-MFP MONTHLY SCHEDULE OF PORTFOLIO HOLDINGS OF MONEY MARKET FUNDS |
OMB APPROVAL
OMB Number: 3235-0657
Expires: May 31, 2013
Estimated Average burden hours per response: 10.9
|
1. Identity Information
Is this an electronic copy of an official filing submitted in paper format? No
Report date: July 31, 2013
CIK Number of Registrant: 0000856517
EDGAR Series Identifier: S000009529
Total number of share classes in the series: 1
Do you anticipate this will be the fund's final filing on Form N-MFP? No
If this is not a final filing, has the fund acquired or merged with another fund since the last filing? No
Part 1: Information about the Fund
A. Series-Level Information
Item 1. Securities Act File Number: 33-31602
Item 2. Investment Adviser
|
Adviser |
SEC file number |
|---|---|
|
FEDERATED INVESTMENT MGMT CO |
801-34612 |
Item 3. Sub-Adviser. If a fund has one or more sub-advisers, disclose the name of each sub-adviser
Item 4. Independent Public Accountant
|
Name |
City |
State |
|---|---|---|
|
ERNST & YOUNG |
BOSTON |
MA |
Item 5. Administrator. If a fund has one or more administrators, disclose the name of each administrator
|
Administrator |
|---|
| FEDERATED ADMINISTRATIVE SERVICES |
Item 6. Transfer Agent
|
Name |
CIK number |
SEC file number |
|---|---|---|
|
STATE STREET BANK AND TRUST CO |
0000839287 |
085-05003 |
Item 7. Master-Feeder Funds. Is this a feeder fund? No
a. Identify the master fund by CIK
b. Securities Act file number of the master fund
c. EDGAR series identifier of the master fund
Item 8. Master-Feeder Funds. Is this a master fund? No
a. If this is a master fund, identify all feeder funds by CIK or, if the fund does not have a CIK, by name
b. Securities Act file number of each feeder fund
c. EDGAR series identifier of each feeder fund
Item 9. Is this series primarily used to fund insurance company separate accounts? No
Item 10. Category. Indicate the category that most closely identifies the money market fund: Government/Agency
Item 11. Dollar weighted average portfolio maturity: 50 days
Item 12. Dollar weighted average life maturity. Calculate the dollar weighted average portfolio maturity without reference to the exceptions in rule 2a-7(d) regarding interest rate readjustments: 79 days
Item 13. Total value of portfolio securities at amortized cost, to the nearest cent: $12,153,390,539.60
Item 14. Total value of other assets, to the nearest cent: $4,374,927.95
Item 15. Total value of liabilities, to the nearest cent: $131,237,862.58
Item 16. Net assets of the series, to the nearest cent: $12,026,527,604.97
Item 17. 7-day gross yield: 0.1%
Item 18. Shadow Price of the Series
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 18a was calculated.
2013-07-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 18c was calculated.
2013-07-31
B. Class-Level Information. For each Class of the Series, disclose the following:
Item 19. EDGAR Class Identifier: C000026050
Item 20. Minimum Initial Investment: $500.00
Item 21. Net assets of the Class, to the nearest cent: $12,026,527,604.97
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$705,641,276.85
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$298,219,867.19
b. Gross redemptions for the month ended, to the nearest cent
$1,003,861,144.04
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2013-07-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-07-31
Part II - Schedule of Portfolio Securities
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Merrill Lynch, Pierce, Fenner & Smith, Inc.
Item 27. The title of the issue (including coupon or yield): Merrill Lynch, Pierce, Fenner & Smith, Inc., REPO, 0.080%, 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: 983JVMII0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
USTR BILL 11/14/13 |
2013-11-14 |
0 |
Treasury Debt |
$48,061,400.00 |
$48,055,680.69 |
|
USTR 0 1/8 TRIN W 16 |
2016-04-15 |
.125 |
Treasury Debt |
$54,348,800.00 |
$59,051,251.80 |
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): 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? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Merrill Lynch, Pierce, Fenner & Smith, 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: $105,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $105,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .87%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $105,000,000.00
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: $105,000,000.00
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. Discount Notes, 0.120%, 9/3/2013
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: 313397LF6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,996,700.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $29,999,400.00
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: $29,999,400.00
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%, 6/18/2014
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: 313383LH2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-06-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-18
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: $110,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $109,945,770.35
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .91%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $109,960,400.00
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: $109,960,400.00
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, 0.172%, 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
|
Principal amount
|
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: $81,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $80,987,793.59
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .67%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $81,026,730.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $81,026,730.00
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, 0.100%, 10/30/2013
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: 313382VS9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-10-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,997,295.08
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .42%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $50,001,500.00
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: $50,001,500.00
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, 0.150%, 12/13/2013
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: 313382ED1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-12-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-13
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $55,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $54,995,361.99
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .46%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $55,012,100.00
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: $55,012,100.00
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 Discount Notes, 0.150%, 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: 313385LY0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,989,583.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .42%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $49,998,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $49,998,500.00
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, 0.155%, 2/2/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3133ECND2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,996,742.04
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: $29,999,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,999,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank System Notes, 0.200%, 6/12/2014
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: 313383AC5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-06-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-12
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: $75,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $75,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $75,002,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $75,002,250.00
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
|
Principal amount
|
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: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $20,074,433.10
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: $20,076,000.00
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: $20,076,000.00
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, 0.110%, 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: 313383RU7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-01-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, 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: $34,997,902.85
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: $34,998,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $34,998,250.00
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, 0.375%, 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: 3137EACZ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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: $60,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $60,037,498.72
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $60,055,200.00
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: $60,055,200.00
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, 0.130%, 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: 3133EAT65
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-01
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: $19,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,000,754.81
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: $19,000,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,000,760.00
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
|
Principal amount
|
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: $48,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $48,002,222.92
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: $48,007,680.00
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: $48,007,680.00
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, 0.163%, 3/11/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3133ECHJ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-08-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-12
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: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,991,873.04
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: $25,001,500.00
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: $25,001,500.00
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
|
Principal amount
|
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: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $30,024,695.29
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: $30,037,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $30,037,500.00
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%, 9/5/2013
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: 313378HJ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $26,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $26,002,166.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $26,004,680.00
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: $26,004,680.00
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, 0.150%, 6/24/2014
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: 3133ECSV7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-06-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-24
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: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,990,055.62
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: $29,997,900.00
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: $29,997,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank System Floating Rate Notes, 0.150%, 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
|
Principal amount
|
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): 2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-01
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: $80,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $79,979,401.09
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .67%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $80,020,000.00
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: $80,020,000.00
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, 0.040%, 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: 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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FMAC FMAR 1B7746 G |
2040-10-01 |
3.379 |
Government Agency Debt |
$2,116,169.76 |
$2,232,031.82 |
|
FMAC FMAR 1J2847 G |
2037-05-01 |
2.115 |
Government Agency Debt |
$2,053,215.43 |
$2,165,293.27 |
|
FMAC 03.000 FGPC J23454 G |
2028-04-01 |
3 |
Government Agency Debt |
$2,160,837.66 |
$2,226,408.27 |
|
FMAC 03.000 FGPC K90496 G |
2033-05-01 |
3 |
Government Agency Debt |
$2,181,978.34 |
$2,177,450.73 |
|
FMAC 03.000 FGPC Q14323 G |
2042-12-01 |
3 |
Government Agency Debt |
$2,240,821.49 |
$2,169,906.22 |
|
FMAC 03.000 FGPC U40927 G |
2028-08-01 |
3 |
Government Agency Debt |
$2,117,781.00 |
$2,170,778.47 |
|
FMAC 03.500 FGPC J19305 G |
2027-05-01 |
3.5 |
Government Agency Debt |
$2,088,028.54 |
$2,190,671.15 |
|
FMAC 03.500 FGPC K90745 G |
2033-06-01 |
3.5 |
Government Agency Debt |
$2,158,645.55 |
$2,216,798.74 |
|
FMAC 03.500 FGPC Q13578 G |
2042-12-01 |
3.5 |
Government Agency Debt |
$2,189,715.77 |
$2,207,707.94 |
|
FMAC 03.500 FGPC U80362 G |
2033-05-01 |
3.5 |
Government Agency Debt |
$2,130,115.22 |
$2,163,150.47 |
|
FMAC 03.500 FGPC U91139 G |
2043-02-01 |
3.5 |
Government Agency Debt |
$2,222,860.57 |
$2,204,734.62 |
|
FMAC 04.000 FGPC C91414 G |
2031-12-01 |
4 |
Government Agency Debt |
$2,128,893.27 |
$2,232,971.31 |
|
FMAC 04.000 FGPC J12990 G |
2025-09-01 |
4 |
Government Agency Debt |
$2,007,256.97 |
$2,176,551.69 |
|
FMAC 04.000 FGPC J15961 G |
2021-07-01 |
4 |
Government Agency Debt |
$2,104,118.47 |
$2,229,099.60 |
|
FMAC 04.000 FGPC Q00475 G |
2041-05-01 |
4 |
Government Agency Debt |
$2,061,924.94 |
$2,145,872.77 |
|
FMAC 04.000 FGPC Q03465 G |
2041-09-01 |
4 |
Government Agency Debt |
$2,112,144.52 |
$2,203,525.04 |
|
FMAC 04.000 FGPC Q08533 G |
2042-05-01 |
4 |
Government Agency Debt |
$2,040,092.25 |
$2,145,359.65 |
|
FMAC 04.000 FGPC Q16128 G |
2043-03-01 |
4 |
Government Agency Debt |
$2,043,907.78 |
$2,135,675.83 |
|
FMAC 04.000 FGPC Q16444 G |
2043-03-01 |
4 |
Government Agency Debt |
$2,125,098.54 |
$2,217,679.16 |
|
FMAC 04.000 FGPC Q17061 G |
2043-04-01 |
4 |
Government Agency Debt |
$2,124,305.73 |
$2,224,580.04 |
|
FMAC 04.000 FGPC Q17591 G |
2043-04-01 |
4 |
Government Agency Debt |
$2,064,037.79 |
$2,159,622.00 |
|
FMAC 04.000 FGPC Q18563 G |
2043-05-01 |
4 |
Government Agency Debt |
$2,112,389.96 |
$2,202,437.62 |
|
FMAC 04.000 FGPC T65081 G |
2042-04-01 |
4 |
Government Agency Debt |
$2,172,158.34 |
$2,230,726.97 |
|
FMAC 04.500 FGPC J16346 G |
2026-08-01 |
4.5 |
Government Agency Debt |
$2,055,673.82 |
$2,211,097.15 |
|
FMAC 04.500 FGPC Q00836 G |
2041-05-01 |
4.5 |
Government Agency Debt |
$2,081,101.66 |
$2,201,847.18 |
|
FMAC 04.500 FGPC Q10522 G |
2042-08-01 |
4.5 |
Government Agency Debt |
$2,073,579.78 |
$2,227,217.53 |
|
FMAC 04.500 FGPC T60767 G |
2042-06-01 |
4.5 |
Government Agency Debt |
$2,133,465.88 |
$2,209,747.96 |
|
FMAC 05.000 FGPC A33035 G |
2035-01-01 |
5 |
Government Agency Debt |
$2,010,446.31 |
$2,168,036.48 |
|
FMAC 05.000 FGPC A86420 G |
2039-05-01 |
5 |
Government Agency Debt |
$178,344.49 |
$196,790.96 |
|
FMAC 05.000 FGPC A93297 G |
2040-08-01 |
5 |
Government Agency Debt |
$2,012,851.31 |
$2,173,584.86 |
|
FMAC 05.000 FGPC B17427 G |
2019-12-01 |
5 |
Government Agency Debt |
$2,027,277.30 |
$2,170,775.42 |
|
FMAC 05.000 FGPC D98623 G |
2031-06-01 |
5 |
Government Agency Debt |
$2,039,573.11 |
$2,191,532.87 |
|
FMAC 05.000 FGPC G06858 G |
2041-11-01 |
5 |
Government Agency Debt |
$1,995,642.02 |
$2,159,756.97 |
|
FMAC 05.000 FGPC G13749 G |
2022-09-01 |
5 |
Government Agency Debt |
$2,052,464.91 |
$2,183,356.07 |
|
FMAC 05.000 FGPC G14273 G |
2025-07-01 |
5 |
Government Agency Debt |
$1,995,603.98 |
$2,167,378.92 |
|
FMAC 05.500 FGPC A15862 G |
2033-12-01 |
5.5 |
Government Agency Debt |
$1,979,786.51 |
$2,154,515.21 |
|
FMAC 05.500 FGPC A89792 G |
2039-11-01 |
5.5 |
Government Agency Debt |
$1,982,443.34 |
$2,215,389.03 |
|
FMAC 05.500 FGPC A97124 G |
2041-02-01 |
5.5 |
Government Agency Debt |
$1,979,872.05 |
$2,186,333.77 |
|
FMAC 05.500 FGPC G05054 G |
2038-12-01 |
5.5 |
Government Agency Debt |
$1,955,296.98 |
$2,176,308.76 |
|
FMAC 05.500 FGPC Q01026 G |
2041-05-01 |
5.5 |
Government Agency Debt |
$2,016,896.65 |
$2,229,359.23 |
|
FMAC 06.000 FGPC G05804 G |
2039-05-01 |
6 |
Government Agency Debt |
$1,969,847.88 |
$2,197,341.67 |
|
FMAC 06.500 FGPC A51729 G |
2036-08-01 |
6.5 |
Government Agency Debt |
$1,946,409.37 |
$2,202,120.19 |
|
FMAC 07.000 FGPC G04373 G |
2038-05-01 |
7 |
Government Agency Debt |
$1,895,036.06 |
$2,219,144.70 |
|
FNMA FNAR XX.XXX HYAM3954 |
2023-07-01 |
3.53 |
Government Agency Debt |
$2,102,000.00 |
$2,135,854.11 |
|
FNMA FNAR XX.XXX WD781538 |
2034-09-01 |
2.222 |
Government Agency Debt |
$2,086,953.34 |
$2,196,087.78 |
|
FNMA FNMS 02.000 CIAT6763 |
2028-07-01 |
2 |
Government Agency Debt |
$2,235,554.00 |
$2,171,667.83 |
|
FNMA FNMS 03.000 CIAP8757 |
2027-10-01 |
3 |
Government Agency Debt |
$2,131,171.31 |
$2,197,256.80 |
|
FNMA FNMS 03.000 CIAQ1127 |
2027-10-01 |
3 |
Government Agency Debt |
$2,141,761.25 |
$2,207,990.94 |
|
FNMA FNMS 03.000 CNMA1080 |
2022-06-01 |
3 |
Government Agency Debt |
$2,099,328.54 |
$2,184,216.99 |
|
FNMA FNMS 03.000 CQAR8532 |
2033-05-01 |
3 |
Government Agency Debt |
$2,181,418.53 |
$2,150,459.84 |
|
FNMA FNMS 03.000 CQAT1524 |
2033-04-01 |
3 |
Government Agency Debt |
$2,187,034.90 |
$2,156,070.86 |
|
FNMA FNMS 03.000 CTAT9506 |
2033-07-01 |
3 |
Government Agency Debt |
$2,212,043.73 |
$2,201,908.14 |
|
FNMA FNMS 03.000 CWMA1420 |
2028-03-01 |
3 |
Government Agency Debt |
$2,115,761.21 |
$2,158,704.81 |
|
FNMA FNMS 03.500 CIAI4198 |
2026-06-01 |
3.5 |
Government Agency Debt |
$2,116,537.18 |
$2,231,690.92 |
|
FNMA FNMS 03.500 CIAO9035 |
2027-07-01 |
3.5 |
Government Agency Debt |
$2,071,564.00 |
$2,174,955.07 |
|
FNMA FNMS 03.500 CIAP2598 |
2027-08-01 |
3.5 |
Government Agency Debt |
$2,119,395.54 |
$2,230,112.06 |
|
FNMA FNMS 03.500 CIAT5440 |
2028-06-01 |
3.5 |
Government Agency Debt |
$2,059,373.07 |
$2,177,561.87 |
|
FNMA FNMS 03.500 CIAU0675 |
2028-08-01 |
3.5 |
Government Agency Debt |
$2,103,491.00 |
$2,221,031.27 |
|
FNMA FNMS 03.500 CIMA1559 |
2028-07-01 |
3.5 |
Government Agency Debt |
$2,039,580.00 |
$2,144,731.91 |
|
FNMA FNMS 03.500 CJMA0992 |
2027-01-01 |
3.5 |
Government Agency Debt |
$2,133,728.48 |
$2,204,290.17 |
|
FNMA FNMS 03.500 CLAJ4033 |
2041-10-01 |
3.5 |
Government Agency Debt |
$2,124,164.63 |
$2,148,710.77 |
|
FNMA FNMS 03.500 CLAR9539 |
2043-03-01 |
3.5 |
Government Agency Debt |
$2,160,943.50 |
$2,183,809.88 |
|
FNMA FNMS 03.500 CLAT4792 |
2043-06-01 |
3.5 |
Government Agency Debt |
$2,194,531.75 |
$2,218,602.84 |
|
FNMA FNMS 03.500 CQAR6427 |
2033-07-01 |
3.5 |
Government Agency Debt |
$2,176,185.00 |
$2,219,596.99 |
|
FNMA FNMS 03.500 CRAT6069 |
2033-06-01 |
3.5 |
Government Agency Debt |
$2,110,901.51 |
$2,140,037.58 |
|
FNMA FNMS 03.500 CRAT9560 |
2033-07-01 |
3.5 |
Government Agency Debt |
$2,178,840.19 |
$2,208,955.39 |
|
FNMA FNMS 03.500 CTAP7194 |
2032-10-01 |
3.5 |
Government Agency Debt |
$2,131,585.13 |
$2,187,118.61 |
|
FNMA FNMS 03.500 CTAT8939 |
2033-07-01 |
3.5 |
Government Agency Debt |
$2,112,062.19 |
$2,168,172.64 |
|
FNMA FNMS 03.500 CTAT9522 |
2033-07-01 |
3.5 |
Government Agency Debt |
$2,089,254.03 |
$2,144,760.63 |
|
FNMA FNMS 03.500 CTAU0717 |
2033-07-01 |
3.5 |
Government Agency Debt |
$2,125,406.00 |
$2,181,873.08 |
|
FNMA FNMS 04.000 CIAK1494 |
2027-02-01 |
4 |
Government Agency Debt |
$1,991,596.68 |
$2,140,301.90 |
|
FNMA FNMS 04.000 CKAJ1399 |
2041-09-01 |
4 |
Government Agency Debt |
$2,160,575.70 |
$2,223,431.89 |
|
FNMA FNMS 04.000 CLAE1217 |
2041-02-01 |
4 |
Government Agency Debt |
$2,048,860.27 |
$2,174,443.79 |
|
FNMA FNMS 04.000 CLAL1949 |
2042-06-01 |
4 |
Government Agency Debt |
$2,137,576.27 |
$2,229,584.68 |
|
FNMA FNMS 04.000 CLAO6084 |
2042-06-01 |
4 |
Government Agency Debt |
$2,061,349.85 |
$2,149,252.68 |
|
FNMA FNMS 04.000 CLAQ5140 |
2042-11-01 |
4 |
Government Agency Debt |
$2,092,850.89 |
$2,188,392.33 |
|
FNMA FNMS 04.000 CLAT1942 |
2043-04-01 |
4 |
Government Agency Debt |
$2,096,005.85 |
$2,195,751.27 |
|
FNMA FNMS 04.000 CLAT2744 |
2043-05-01 |
4 |
Government Agency Debt |
$2,064,547.72 |
$2,154,118.81 |
|
FNMA FNMS 04.000 CLAT2990 |
2043-04-01 |
4 |
Government Agency Debt |
$2,063,083.43 |
$2,148,561.79 |
|
FNMA FNMS 04.000 CLAT3063 |
2043-04-01 |
4 |
Government Agency Debt |
$2,085,082.97 |
$2,178,297.30 |
|
FNMA FNMS 04.000 CLAT3312 |
2043-04-01 |
4 |
Government Agency Debt |
$2,061,429.48 |
$2,159,991.23 |
|
FNMA FNMS 04.000 CLAT3493 |
2043-04-01 |
4 |
Government Agency Debt |
$2,133,550.16 |
$2,231,037.04 |
|
FNMA FNMS 04.000 CLAT7107 |
2043-05-01 |
4 |
Government Agency Debt |
$2,073,914.26 |
$2,163,196.96 |
|
FNMA FNMS 04.000 CLAT8150 |
2043-07-01 |
4 |
Government Agency Debt |
$2,070,231.00 |
$2,166,747.93 |
|
FNMA FNMS 04.000 CLAT8625 |
2043-07-01 |
4 |
Government Agency Debt |
$2,104,984.99 |
$2,199,560.56 |
|
FNMA FNMS 04.000 GLAB2958 |
2039-06-01 |
4 |
Government Agency Debt |
$2,063,497.71 |
$2,156,044.20 |
|
FNMA FNMS 04.000 REAC5805 |
2040-04-01 |
4 |
Government Agency Debt |
$2,089,459.72 |
$2,150,207.27 |
|
FNMA FNMS 04.500 CL890291 |
2040-11-01 |
4.5 |
Government Agency Debt |
$2,011,487.57 |
$2,140,088.00 |
|
FNMA FNMS 04.500 CL932602 |
2035-07-01 |
4.5 |
Government Agency Debt |
$2,035,991.81 |
$2,177,452.52 |
|
FNMA FNMS 04.500 CL932741 |
2040-04-01 |
4.5 |
Government Agency Debt |
$2,075,914.34 |
$2,225,899.15 |
|
FNMA FNMS 04.500 CLAB4904 |
2042-04-01 |
4.5 |
Government Agency Debt |
$2,053,621.27 |
$2,219,763.34 |
|
FNMA FNMS 04.500 CLAD1044 |
2040-02-01 |
4.5 |
Government Agency Debt |
$2,024,214.81 |
$2,170,642.46 |
|
FNMA FNMS 04.500 CLAE8628 |
2040-11-01 |
4.5 |
Government Agency Debt |
$2,064,228.78 |
$2,215,361.29 |
|
FNMA FNMS 04.500 CLAE8852 |
2040-12-01 |
4.5 |
Government Agency Debt |
$2,052,966.36 |
$2,199,718.55 |
|
FNMA FNMS 04.500 CLAH4123 |
2041-03-01 |
4.5 |
Government Agency Debt |
$2,054,670.47 |
$2,201,589.68 |
|
FNMA FNMS 04.500 CLAI1848 |
2041-05-01 |
4.5 |
Government Agency Debt |
$2,066,016.68 |
$2,198,103.32 |
|
FNMA FNMS 04.500 CLAI6061 |
2041-07-01 |
4.5 |
Government Agency Debt |
$2,061,786.50 |
$2,193,602.69 |
|
FNMA FNMS 04.500 CLAO0114 |
2042-04-01 |
4.5 |
Government Agency Debt |
$2,006,888.57 |
$2,169,552.91 |
|
FNMA FNMS 04.500 CLAP0658 |
2042-07-01 |
4.5 |
Government Agency Debt |
$2,059,736.95 |
$2,226,419.10 |
|
FNMA FNMS 04.500 CLAU3139 |
2043-08-01 |
4.5 |
Government Agency Debt |
$2,019,547.00 |
$2,161,961.42 |
|
FNMA FNMS 04.500 CTMA0816 |
2031-08-01 |
4.5 |
Government Agency Debt |
$1,980,299.03 |
$2,140,675.53 |
|
FNMA FNMS 05.000 CI988956 |
2023-08-01 |
5 |
Government Agency Debt |
$2,028,378.32 |
$2,199,142.76 |
|
FNMA FNMS 05.000 CLAH1570 |
2040-12-01 |
5 |
Government Agency Debt |
$1,957,666.86 |
$2,141,998.16 |
|
FNMA FNMS 05.000 CTAD5541 |
2030-05-01 |
5 |
Government Agency Debt |
$2,007,963.39 |
$2,213,718.73 |
|
FNMA FNMS 05.500 CLAD0650 |
2039-09-01 |
5.5 |
Government Agency Debt |
$1,966,608.20 |
$2,159,617.69 |
|
FNMA FNMS 05.500 CLAE5871 |
2040-10-01 |
5.5 |
Government Agency Debt |
$1,849,304.49 |
$2,152,091.73 |
|
FNMA FNMS 05.500 CLAI3342 |
2041-06-01 |
5.5 |
Government Agency Debt |
$1,862,761.57 |
$2,167,789.39 |
|
FNMA FNMS 05.500 CLAI6696 |
2041-09-01 |
5.5 |
Government Agency Debt |
$1,836,839.02 |
$2,136,694.42 |
|
FNMA FNMS 05.500 CT254522 |
2022-10-01 |
5.5 |
Government Agency Debt |
$2,022,400.50 |
$2,207,901.81 |
|
FNMA FNMS 06.000 CL828857 |
2035-10-01 |
6 |
Government Agency Debt |
$1,986,696.67 |
$2,193,114.45 |
|
FNMA FNMS 06.000 CL852380 |
2036-03-01 |
6 |
Government Agency Debt |
$1,989,703.91 |
$2,187,384.98 |
|
FNMA FNMS 06.500 CL555227 |
2032-12-01 |
6.5 |
Government Agency Debt |
$524,152.82 |
$606,154.78 |
|
FNMA FNMS 06.500 CL615136 |
2031-11-01 |
6.5 |
Government Agency Debt |
$1,929,531.50 |
$2,194,102.43 |
|
FNMA FNMS 06.500 CL651902 |
2032-08-01 |
6.5 |
Government Agency Debt |
$1,964,884.00 |
$2,174,605.24 |
|
FNMA FNMS 06.500 CL883201 |
2036-07-01 |
6.5 |
Government Agency Debt |
$1,912,027.35 |
$2,162,368.46 |
|
FNMA FNMS 06.500 CL898098 |
2036-08-01 |
6.5 |
Government Agency Debt |
$1,961,478.09 |
$2,223,081.74 |
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): 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? 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: $245,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $245,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.04%
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: $245,000,000.00
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: $245,000,000.00
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 Notes, 0.400%, 2/13/2014
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: 31331K6J4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-02-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-13
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: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $15,019,643.36
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: $15,022,350.00
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: $15,022,350.00
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 Discount Notes, 0.020%, 8/21/2013
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: 313385KS4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-08-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-21
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: $43,600,000.00
Item 41. The total current amortized cost, to the nearest cent: $43,599,515.55
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: $43,599,564.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $43,599,564.00
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, 0.375%, 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: 3134G2U42
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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: $25,900,000.00
Item 41. The total current amortized cost, to the nearest cent: $25,910,832.38
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: $25,915,281.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,915,281.00
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, 0.175%, 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
|
Principal amount
|
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): 2013-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-06
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: $27,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $26,997,882.56
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: $27,008,100.00
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: $27,008,100.00
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, 0.125%, 2/7/2014
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: 3133825G4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,995,523.62
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: $19,999,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,999,400.00
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%, 11/5/2013
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: 313381AA3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-11-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-05
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: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,991,478.36
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: $30,002,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $30,002,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan 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
|
Principal amount
|
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: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $30,006,545.60
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: $30,020,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $30,020,700.00
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, 0.198%, 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
|
Principal amount
|
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): 2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-01
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: $42,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $42,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $42,026,460.00
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: $42,026,460.00
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, 3.625%, 10/18/2013
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: 3133XSAE8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-10-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,150,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,158,418.45
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,158,636.50
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: $1,158,636.50
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, 0.100%, 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: 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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FMAC FMAR 1L2616 G |
2042-02-01 |
2.606 |
Government Agency Debt |
$7,789,272.38 |
$8,061,403.59 |
|
GNMA GNII SF 004504 M |
2024-08-20 |
4 |
Government Agency Debt |
$7,283,544.69 |
$7,759,621.45 |
|
GNMA GNII SF MA0854 M |
2043-03-20 |
4.5 |
Government Agency Debt |
$7,897,966.51 |
$8,475,299.96 |
|
GNMA GNMI JP 781845 X |
2019-12-15 |
4.5 |
Government Agency Debt |
$7,886,069.00 |
$8,444,426.34 |
|
GNMA GNMI SF 617740 X |
2037-10-15 |
6 |
Government Agency Debt |
$7,181,086.00 |
$7,945,469.52 |
|
GNMA GNMI SF 737720 X |
2025-12-15 |
3.5 |
Government Agency Debt |
$7,465,006.74 |
$7,878,617.88 |
|
GNMA GNMI SF AC8418 X |
2043-02-15 |
3 |
Government Agency Debt |
$8,409,650.15 |
$8,262,851.29 |
|
GNMA GNMI SF AE1983 X |
2043-06-15 |
3.5 |
Government Agency Debt |
$7,173,799.54 |
$7,327,947.75 |
|
GNMA GNMI SP 781961 X |
2035-07-15 |
5 |
Government Agency Debt |
$7,636,946.52 |
$8,336,343.17 |
|
FMAC 02.500 FGPC J22383 G |
2028-02-01 |
2.5 |
Government Agency Debt |
$7,525,906.23 |
$7,523,094.05 |
|
FMAC 03.000 FGPC G08497 G |
2042-06-01 |
3 |
Government Agency Debt |
$7,456,397.90 |
$7,220,402.91 |
|
FMAC 04.000 FGPC A94604 G |
2040-10-01 |
4 |
Government Agency Debt |
$7,395,413.94 |
$7,775,341.00 |
|
FMAC 04.000 FGPC Q07356 G |
2042-03-01 |
4 |
Government Agency Debt |
$7,564,709.84 |
$7,862,482.03 |
|
FMAC 04.000 FGPC Q10156 G |
2042-08-01 |
4 |
Government Agency Debt |
$6,975,214.03 |
$7,249,593.38 |
|
FMAC 04.500 FGPC A92640 G |
2040-06-01 |
4.5 |
Government Agency Debt |
$7,431,395.00 |
$7,860,929.63 |
|
FMAC 05.500 FGPC G04471 G |
2038-07-01 |
5.5 |
Government Agency Debt |
$6,606,297.12 |
$7,160,851.71 |
|
FNMA FNAR XX.XXX HXAM3934 |
2020-07-01 |
2.31 |
Government Agency Debt |
$8,925,000.00 |
$8,290,753.80 |
|
FNMA FNAR XX.XXX LBAI7112 |
2041-08-01 |
2.915 |
Government Agency Debt |
$7,884,822.87 |
$8,207,266.13 |
|
FNMA FNAR XX.XXX S1893614 |
2036-09-01 |
2.823 |
Government Agency Debt |
$7,819,674.86 |
$8,318,589.66 |
|
FNMA FNAR XX.XXX S1902819 |
2036-12-01 |
2.718 |
Government Agency Debt |
$7,877,106.42 |
$8,277,657.28 |
|
FNMA FNAR XX.XXX S1961857 |
2038-03-01 |
2.375 |
Government Agency Debt |
$2,699,133.26 |
$2,864,714.73 |
|
FNMA FNAR XX.XXX S1963644 |
2038-06-01 |
2.537 |
Government Agency Debt |
$7,264,427.24 |
$7,719,065.36 |
|
FNMA FNMS 02.500 CIAB5901 |
2027-08-01 |
2.5 |
Government Agency Debt |
$8,321,638.28 |
$8,328,889.20 |
|
FNMA FNMS 03.000 CIAB4089 |
2026-12-01 |
3 |
Government Agency Debt |
$7,301,202.45 |
$7,523,378.04 |
|
FNMA FNMS 03.000 CIAQ8321 |
2027-12-01 |
3 |
Government Agency Debt |
$8,080,941.86 |
$8,326,562.09 |
|
FNMA FNMS 03.000 CIAT1603 |
2028-07-01 |
3 |
Government Agency Debt |
$5,416,271.74 |
$5,584,896.53 |
|
FNMA FNMS 03.000 CIAT7731 |
2028-06-01 |
3 |
Government Agency Debt |
$7,534,847.80 |
$7,769,445.28 |
|
FNMA FNMS 03.000 CQAB6772 |
2042-10-01 |
3 |
Government Agency Debt |
$7,880,079.28 |
$7,532,008.30 |
|
FNMA FNMS 03.500 CLAB9754 |
2043-06-01 |
3.5 |
Government Agency Debt |
$7,753,756.45 |
$7,835,804.12 |
|
FNMA FNMS 03.500 CLAT5916 |
2043-06-01 |
3.5 |
Government Agency Debt |
$8,286,316.62 |
$8,373,999.66 |
|
FNMA FNMS 04.000 CLAH3765 |
2041-01-01 |
4 |
Government Agency Debt |
$8,055,252.15 |
$8,401,227.91 |
|
FNMA FNMS 04.000 CLAK4949 |
2042-03-01 |
4 |
Government Agency Debt |
$7,201,604.95 |
$7,502,079.91 |
|
FNMA FNMS 04.000 CLAL2901 |
2042-09-01 |
4 |
Government Agency Debt |
$7,100,626.40 |
$7,396,888.20 |
|
FNMA FNMS 04.000 CLAO8123 |
2042-08-01 |
4 |
Government Agency Debt |
$8,170,238.77 |
$8,524,421.35 |
|
FNMA FNMS 04.000 CLAO8642 |
2042-07-01 |
4 |
Government Agency Debt |
$7,939,238.99 |
$8,300,818.39 |
|
FNMA FNMS 04.000 CLAO9393 |
2042-07-01 |
4 |
Government Agency Debt |
$7,432,106.94 |
$7,748,590.83 |
|
FNMA FNMS 04.000 CLAO9860 |
2042-07-01 |
4 |
Government Agency Debt |
$6,907,023.62 |
$7,221,247.15 |
|
FNMA FNMS 04.500 CLAB5141 |
2042-05-01 |
4.5 |
Government Agency Debt |
$6,755,715.50 |
$7,281,654.70 |
|
FNMA FNMS 04.500 CLAJ1510 |
2041-09-01 |
4.5 |
Government Agency Debt |
$7,610,980.29 |
$8,166,482.90 |
|
FNMA FNMS 04.500 CLAP1703 |
2042-08-01 |
4.5 |
Government Agency Debt |
$6,891,688.67 |
$7,373,569.33 |
|
FNMA FNMS 05.000 CIAD0920 |
2023-08-01 |
5 |
Government Agency Debt |
$6,938,578.62 |
$7,422,334.00 |
|
FNMA FNMS 05.000 CL930952 |
2039-04-01 |
5 |
Government Agency Debt |
$7,217,845.91 |
$7,927,617.60 |
|
FNMA FNMS 05.000 CLAL3982 |
2043-07-01 |
5 |
Government Agency Debt |
$6,998,853.00 |
$7,541,513.73 |
|
FNMA FNMS 05.500 CLAC1255 |
2039-08-01 |
5.5 |
Government Agency Debt |
$6,859,640.20 |
$7,543,967.05 |
|
FNMA FNMS 06.000 CZ889124 |
2048-01-01 |
6 |
Government Agency Debt |
$7,273,292.41 |
$7,902,323.10 |
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): 2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-07
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: $339,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $339,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.82%
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: $339,004,508.70
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $339,004,508.70
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, 0.100%, 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: 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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
GNMA GNRM 2009-045 CE |
2038-06-20 |
5 |
Government Agency Debt |
$5,000,000.00 |
$5,567,518.33 |
|
GNMA GNRM 2009-100 PE |
2039-03-20 |
5 |
Government Agency Debt |
$5,000,000.00 |
$5,539,283.33 |
|
GNMA GNRM 2012-007 MD |
2038-11-20 |
3.5 |
Government Agency Debt |
$4,576,373.00 |
$4,541,742.06 |
|
FMAC FGRA 3385FN 11/15/37 |
2037-11-15 |
1.191 |
Government Agency Debt |
$8,674,254.01 |
$8,778,365.30 |
|
FMAC FGRM 2960JH 04/15/35 |
2035-04-15 |
5.5 |
Government Agency Debt |
$5,949,750.00 |
$6,744,477.94 |
|
FMAC FGRM 3754MB 01/15/39 |
2039-01-15 |
4 |
Government Agency Debt |
$9,000,000.00 |
$9,331,878.00 |
|
FMAC FGRM 3964MD 01/15/41 |
2041-01-15 |
2 |
Government Agency Debt |
$7,734,061.20 |
$7,719,271.10 |
|
FMAC FGRM 4073BE 05/15/39 |
2039-05-15 |
2 |
Government Agency Debt |
$7,971,279.69 |
$7,717,838.16 |
|
FMAC FGRM 4190DG 04/15/28 |
2028-04-15 |
2 |
Government Agency Debt |
$8,589,441.96 |
$8,357,962.22 |
|
FMAC FGRM 4210AC 03/15/40 |
2040-03-15 |
2 |
Government Agency Debt |
$8,668,550.01 |
$8,219,074.13 |
|
FMAC FGRM 4210PK 02/15/43 |
2043-02-15 |
3 |
Government Agency Debt |
$10,217,893.00 |
$9,293,684.58 |
|
FNMA FNRM CL031PB R11F031 |
2040-01-25 |
4 |
Government Agency Debt |
$9,983,000.00 |
$10,025,131.59 |
|
FNMA FNRM CL084MG R11F084 |
2026-09-25 |
2 |
Government Agency Debt |
$1,001,450.24 |
$1,070,652.12 |
|
FNMA FNRM RC020CB R12F020 |
2032-02-25 |
2 |
Government Agency Debt |
$7,132,091.36 |
$7,023,103.49 |
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): 2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-07
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: $97,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $97,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $97,003,230.10
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: $97,003,230.10
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, 0.170%, 9/5/2013
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: 313381GW9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $40,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $39,999,226.12
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: $40,003,200.00
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: $40,003,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank System Notes, 0.120%, 10/1/2013
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: 313382N41
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-10-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $34,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $33,998,591.49
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: $34,001,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $34,001,700.00
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, 0.750%, 12/18/2013
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: 31398A5W8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-12-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $61,372,000.00
Item 41. The total current amortized cost, to the nearest cent: $61,517,586.01
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $61,533,408.36
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: $61,533,408.36
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, 0.180%, 3/18/2014
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: 313382JY0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-03-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-18
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: $3,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,999,770.61
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: $3,000,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,000,840.00
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, 0.169%, 11/26/2014
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: 3133EC4G6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-08-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-26
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: $12,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $11,996,830.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $12,009,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $12,009,840.00
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%, 1/29/2014
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: 313376UF0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-01-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $12,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $12,010,848.45
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $12,014,640.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $12,014,640.00
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, 0.155%, 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
|
Principal amount
|
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): 2013-08-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-05
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: $73,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $72,994,892.03
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: $73,005,110.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $73,005,110.00
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, 0.171%, 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
|
Principal amount
|
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): 2013-08-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-23
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: $37,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $36,994,701.83
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: $37,011,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $37,011,840.00
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, 0.110%, 1/29/2014
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: 313385SK3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-01-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $43,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $42,976,218.61
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: $42,984,950.00
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: $42,984,950.00
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, 0.225%, 4/6/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3133EAR34
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-06
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: $35,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $35,022,490.73
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: $35,034,650.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $35,034,650.00
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
|
Principal amount
|
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: $140,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $140,009,156.39
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.16%
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: $140,012,600.00
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: $140,012,600.00
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, 0.160%, 12/18/2013
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: 313382FR9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-12-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-18
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $40,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $39,997,237.79
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: $40,010,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $40,010,800.00
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, 0.330%, 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
|
Principal amount
|
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): 2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-01
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: $85,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $84,996,356.59
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .71%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $85,040,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $85,040,800.00
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, 0.190%, 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
|
Principal amount
|
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): 2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-01
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: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $25,010,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,010,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Farm Credit System
Item 27. The title of the issue (including coupon or yield): Federal Farm Credit System Floating Rate Notes, 0.290%, 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
|
Principal amount
|
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): 2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-01
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: $25,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $25,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $25,515,555.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,515,555.00
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%, 12/9/2013
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: 313379L72
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-12-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $45,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $45,019,699.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $45,033,750.00
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: $45,033,750.00
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
|
Principal amount
|
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: $33,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $33,015,056.15
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: $33,030,360.00
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: $33,030,360.00
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, 0.090%, 8/1/2013
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: 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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FMAC FMAR 1B3482 G |
2037-07-01 |
6.035 |
Government Agency Debt |
$676,370.20 |
$718,385.75 |
|
FMAC FMAR 1B3576 G |
2037-09-01 |
5.954 |
Government Agency Debt |
$609,982.66 |
$641,696.68 |
|
FMAC FMAR 1G2128 G |
2037-08-01 |
5.682 |
Government Agency Debt |
$719,800.94 |
$771,596.37 |
|
FMAC FMAR 1H2667 G |
2036-11-01 |
2.23 |
Government Agency Debt |
$642,609.39 |
$652,248.75 |
|
FMAC FMAR 1J2948 G |
2037-09-01 |
6.652 |
Government Agency Debt |
$800,619.06 |
$846,727.78 |
|
FMAC FMAR 1N0242 G |
2036-09-01 |
6.105 |
Government Agency Debt |
$606,222.58 |
$639,674.85 |
|
FMAC FMAR 781498 G |
2034-01-01 |
4.084 |
Government Agency Debt |
$1,199,469.43 |
$1,260,762.72 |
|
FMAC FMAR 782422 G |
2034-09-01 |
2.494 |
Government Agency Debt |
$590,049.26 |
$630,055.98 |
|
FMAC FMAR 782985 G |
2035-02-01 |
2.737 |
Government Agency Debt |
$724,765.23 |
$770,142.66 |
|
FMAC FMAR 865643 G |
2030-04-01 |
3.834 |
Government Agency Debt |
$751,594.26 |
$795,158.17 |
|
GNMA GNCL CL AC5396 |
2049-03-15 |
2.61 |
Government Agency Debt |
$769,293.20 |
$746,662.91 |
|
GNMA GNCL CL AE4479 |
2054-12-15 |
3.32 |
Government Agency Debt |
$1,376,308.94 |
$1,492,982.32 |
|
GNMA GNPL PN 707807 |
2048-04-15 |
2.56 |
Government Agency Debt |
$870,079.98 |
$871,635.10 |
|
GNMA GNPL PN AA7748 |
2048-05-15 |
3.4 |
Government Agency Debt |
$871,604.11 |
$910,337.61 |
|
GNMA GNPL PN AA7754 |
2048-06-15 |
2.8 |
Government Agency Debt |
$872,500.51 |
$882,407.17 |
|
GNMA GNPL PN AA8497 |
2048-06-15 |
2.36 |
Government Agency Debt |
$872,391.83 |
$867,607.34 |
|
GNMA GNPL PN AB8087 |
2053-01-15 |
2.56 |
Government Agency Debt |
$868,050.82 |
$806,778.00 |
|
GNMA GNPL PN AB8107 |
2047-12-15 |
2.23 |
Government Agency Debt |
$867,050.68 |
$858,892.88 |
|
GNMA GNPL PN AB8110 |
2052-01-15 |
2.67 |
Government Agency Debt |
$868,607.07 |
$872,668.68 |
|
GNMA GNPL PN AB8140 |
2048-04-15 |
2.62 |
Government Agency Debt |
$870,028.81 |
$873,897.24 |
|
GNMA GNPL PN AC6799 |
2048-04-15 |
2.79 |
Government Agency Debt |
$589,492.65 |
$590,164.67 |
|
GNMA GNPL PN AC6800 |
2048-04-15 |
2.79 |
Government Agency Debt |
$870,209.03 |
$871,201.07 |
|
GNMA GNPL PN AC6808 |
2048-05-15 |
2.7 |
Government Agency Debt |
$871,283.31 |
$891,483.14 |
|
GNMA GNPL PN AC6872 |
2053-05-15 |
3.2 |
Government Agency Debt |
$887,916.60 |
$924,095.35 |
|
GNMA GNPL PN AC8878 |
2048-02-15 |
3.15 |
Government Agency Debt |
$868,211.06 |
$888,351.82 |
|
GNMA GNPL PN AC8882 |
2053-04-15 |
2.5 |
Government Agency Debt |
$870,692.21 |
$858,168.46 |
|
GNMA GNPL PN AD4278 |
2048-04-15 |
3.14 |
Government Agency Debt |
$870,395.81 |
$885,486.44 |
|
GNMA GNPL PN AD4291 |
2048-06-15 |
2.99 |
Government Agency Debt |
$872,545.15 |
$896,149.82 |
|
GNMA GNPL PN AD4551 |
2039-11-15 |
3.05 |
Government Agency Debt |
$868,624.58 |
$891,773.14 |
|
GNMA GNPL PN AD4552 |
2037-01-15 |
3.05 |
Government Agency Debt |
$867,699.38 |
$888,267.91 |
|
GNMA GNPL PN AD4562 |
2048-05-15 |
2.75 |
Government Agency Debt |
$871,307.43 |
$875,719.44 |
|
GNMA GNPL PN AD6651 |
2048-05-15 |
3.33 |
Government Agency Debt |
$871,573.64 |
$886,813.10 |
|
GNMA GNPL PN AD7917 |
2043-05-15 |
2.92 |
Government Agency Debt |
$870,750.70 |
$847,912.94 |
|
GNMA GNII SF 002796 M |
2029-08-20 |
7 |
Government Agency Debt |
$552,663.28 |
$650,248.87 |
|
GNMA GNII SF 002810 M |
2029-09-20 |
7.5 |
Government Agency Debt |
$656,016.70 |
$795,937.19 |
|
GNMA GNII SF 002946 M |
2030-07-20 |
8 |
Government Agency Debt |
$570,096.33 |
$712,410.43 |
|
GNMA GNII SF 003189 M |
2032-01-20 |
7 |
Government Agency Debt |
$576,996.92 |
$681,820.13 |
|
GNMA GNII SF 003474 M |
2033-11-20 |
6 |
Government Agency Debt |
$545,294.45 |
$615,019.62 |
|
GNMA GNII SF 003488 M |
2033-12-20 |
5.5 |
Government Agency Debt |
$430,046.63 |
$478,170.28 |
|
GNMA GNII SF 003489 M |
2033-12-20 |
6 |
Government Agency Debt |
$409,396.38 |
$473,020.67 |
|
GNMA GNII SF 003530 M |
2034-03-20 |
5.5 |
Government Agency Debt |
$876,052.46 |
$972,233.67 |
|
GNMA GNII SF 003555 M |
2034-05-20 |
5 |
Government Agency Debt |
$1,068,936.09 |
$1,168,407.72 |
|
GNMA GNII SF 003570 M |
2034-06-20 |
6 |
Government Agency Debt |
$1,379,559.49 |
$1,569,621.40 |
|
GNMA GNII SF 003586 M |
2034-07-20 |
6.5 |
Government Agency Debt |
$503,336.41 |
$579,439.20 |
|
GNMA GNII SF 003625 M |
2034-10-20 |
6 |
Government Agency Debt |
$793,984.42 |
$880,010.26 |
|
GNMA GNII SF 003678 M |
2035-02-20 |
5.5 |
Government Agency Debt |
$1,112,913.76 |
$1,235,159.91 |
|
GNMA GNII SF 003679 M |
2035-02-20 |
6 |
Government Agency Debt |
$846,600.94 |
$975,105.65 |
|
GNMA GNII SF 003735 M |
2035-07-20 |
5 |
Government Agency Debt |
$719,478.21 |
$786,408.87 |
|
GNMA GNII SF 003746 M |
2035-08-20 |
4.5 |
Government Agency Debt |
$606,031.58 |
$648,930.13 |
|
GNMA GNII SF 003773 M |
2035-07-20 |
5.45 |
Government Agency Debt |
$478,096.84 |
$526,828.13 |
|
GNMA GNII SF 003774 M |
2035-10-20 |
5.5 |
Government Agency Debt |
$410,868.08 |
$454,012.25 |
|
GNMA GNII SF 003786 M |
2035-11-20 |
5.5 |
Government Agency Debt |
$579,738.26 |
$640,496.76 |
|
GNMA GNII SF 003807 M |
2036-01-20 |
5.5 |
Government Agency Debt |
$666,838.23 |
$737,178.55 |
|
GNMA GNII SF 003830 M |
2036-03-20 |
5.5 |
Government Agency Debt |
$711,859.76 |
$785,560.26 |
|
GNMA GNII SF 003936 M |
2022-01-20 |
6 |
Government Agency Debt |
$433,374.99 |
$475,813.24 |
|
GNMA GNII SF 003940 M |
2037-01-20 |
5.5 |
Government Agency Debt |
$420,649.30 |
$463,531.27 |
|
GNMA GNII SF 004005 M |
2037-07-20 |
5.5 |
Government Agency Debt |
$1,478,470.10 |
$1,625,989.39 |
|
GNMA GNII SF 004223 M |
2038-08-20 |
6.5 |
Government Agency Debt |
$1,225,865.29 |
$1,386,437.30 |
|
GNMA GNII SF 004268 M |
2038-10-20 |
6 |
Government Agency Debt |
$514,298.18 |
$571,388.36 |
|
GNMA GNII SF 004269 M |
2038-10-20 |
6.5 |
Government Agency Debt |
$545,051.63 |
$616,448.31 |
|
GNMA GNII SF 004343 M |
2039-01-20 |
5.5 |
Government Agency Debt |
$417,495.00 |
$458,931.94 |
|
GNMA GNII SF 004348 M |
2024-02-20 |
4 |
Government Agency Debt |
$752,653.33 |
$801,913.24 |
|
GNMA GNII SF 004398 M |
2039-03-20 |
5 |
Government Agency Debt |
$661,994.85 |
$719,247.91 |
|
GNMA GNII SF 004504 M |
2024-08-20 |
4 |
Government Agency Debt |
$891,124.93 |
$949,371.82 |
|
GNMA GNII SF 004560 M |
2039-10-20 |
5.5 |
Government Agency Debt |
$1,023,815.27 |
$1,129,845.00 |
|
GNMA GNII SF 004566 M |
2024-11-20 |
4.5 |
Government Agency Debt |
$1,557,787.93 |
$1,666,287.85 |
|
GNMA GNII SF 004576 M |
2039-11-20 |
4 |
Government Agency Debt |
$986,576.42 |
$1,039,923.90 |
|
GNMA GNII SF 004577 M |
2039-11-20 |
4.5 |
Government Agency Debt |
$1,332,760.53 |
$1,446,106.48 |
|
GNMA GNII SF 004678 M |
2040-04-20 |
4.5 |
Government Agency Debt |
$596,823.22 |
$640,003.38 |
|
GNMA GNII SF 004680 M |
2040-04-20 |
5.5 |
Government Agency Debt |
$439,135.82 |
$489,040.68 |
|
GNMA GNII SF 004712 M |
2040-06-20 |
4 |
Government Agency Debt |
$561,113.92 |
$589,809.47 |
|
GNMA GNII SF 004748 M |
2040-07-20 |
5.5 |
Government Agency Debt |
$909,551.87 |
$999,662.38 |
|
GNMA GNII SF 004804 M |
2040-09-20 |
6 |
Government Agency Debt |
$637,452.96 |
$706,469.35 |
|
GNMA GNII SF 004835 M |
2040-10-20 |
5 |
Government Agency Debt |
$1,197,554.57 |
$1,317,545.55 |
|
GNMA GNII SF 004837 M |
2040-10-20 |
6 |
Government Agency Debt |
$480,013.27 |
$531,906.55 |
|
GNMA GNII SF 004855 M |
2040-11-20 |
5 |
Government Agency Debt |
$805,363.76 |
$878,431.72 |
|
GNMA GNII SF 004863 M |
2025-11-20 |
3 |
Government Agency Debt |
$709,486.86 |
$732,431.66 |
|
GNMA GNII SF 004975 M |
2026-03-20 |
4 |
Government Agency Debt |
$1,600,844.29 |
$1,705,897.03 |
|
GNMA GNII SF 004984 M |
2041-03-20 |
5.5 |
Government Agency Debt |
$462,806.25 |
$508,657.08 |
|
GNMA GNII SF 005016 M |
2041-04-20 |
4 |
Government Agency Debt |
$917,328.78 |
$965,498.94 |
|
GNMA GNII SF 005049 M |
2026-05-20 |
3.5 |
Government Agency Debt |
$630,680.31 |
$668,184.76 |
|
GNMA GNII SF 005082 M |
2041-06-20 |
4.5 |
Government Agency Debt |
$526,662.39 |
$563,586.16 |
|
GNMA GNII SF 005175 M |
2041-09-20 |
4.5 |
Government Agency Debt |
$1,308,311.62 |
$1,401,174.26 |
|
GNMA GNII SF 005235 M |
2041-11-20 |
5 |
Government Agency Debt |
$897,781.44 |
$973,568.26 |
|
GNMA GNII SF 005264 M |
2041-12-20 |
5.5 |
Government Agency Debt |
$1,441,989.40 |
$1,585,326.52 |
|
GNMA GNII SF 005269 M |
2038-10-20 |
6 |
Government Agency Debt |
$587,029.07 |
$656,378.34 |
|
GNMA GNII SF 005277 M |
2027-01-20 |
3.5 |
Government Agency Debt |
$837,968.66 |
$883,526.22 |
|
GNMA GNII SF 005301 M |
2027-02-20 |
3.5 |
Government Agency Debt |
$451,599.46 |
$476,650.43 |
|
GNMA GNII SF 005307 M |
2042-02-20 |
5 |
Government Agency Debt |
$1,603,277.44 |
$1,772,369.77 |
|
GNMA GNII SF 470537 C |
2041-10-20 |
4 |
Government Agency Debt |
$675,570.73 |
$714,825.67 |
|
GNMA GNII SF 485484 C |
2041-11-20 |
4 |
Government Agency Debt |
$1,459,581.70 |
$1,536,531.34 |
|
GNMA GNII SF 563040 C |
2041-08-20 |
4.5 |
Government Agency Debt |
$630,232.98 |
$686,081.71 |
|
GNMA GNII SF 698295 C |
2036-11-20 |
6.5 |
Government Agency Debt |
$526,640.17 |
$597,799.61 |
|
GNMA GNII SF 709030 C |
2041-12-20 |
4 |
Government Agency Debt |
$1,011,286.59 |
$1,068,651.15 |
|
GNMA GNII SF 711629 C |
2041-04-20 |
5 |
Government Agency Debt |
$1,352,174.46 |
$1,468,548.90 |
|
GNMA GNII SF 711744 C |
2028-04-20 |
3.5 |
Government Agency Debt |
$1,288,218.37 |
$1,363,087.91 |
|
GNMA GNII SF 711747 C |
2035-04-20 |
3.5 |
Government Agency Debt |
$1,147,941.91 |
$1,177,827.04 |
|
GNMA GNII SF 711750 C |
2039-04-20 |
3.5 |
Government Agency Debt |
$1,621,756.23 |
$1,664,023.52 |
|
GNMA GNII SF 721723 C |
2035-07-20 |
5.5 |
Government Agency Debt |
$1,564,587.87 |
$1,731,565.90 |
|
GNMA GNII SF 721725 C |
2034-12-20 |
6 |
Government Agency Debt |
$580,263.66 |
$644,618.38 |
|
GNMA GNII SF 722826 C |
2040-01-20 |
4.5 |
Government Agency Debt |
$747,160.33 |
$801,703.03 |
|
GNMA GNII SF 723411 C |
2037-05-20 |
6.5 |
Government Agency Debt |
$807,102.22 |
$902,217.33 |
|
GNMA GNII SF 723505 C |
2035-02-20 |
6 |
Government Agency Debt |
$975,227.78 |
$1,084,041.75 |
|
GNMA GNII SF 734441 C |
2041-05-20 |
4.5 |
Government Agency Debt |
$815,816.59 |
$888,310.87 |
|
GNMA GNII SF 734483 C |
2041-07-20 |
4 |
Government Agency Debt |
$559,971.18 |
$588,743.24 |
|
GNMA GNII SF 736234 C |
2040-02-20 |
5 |
Government Agency Debt |
$1,657,832.48 |
$1,803,280.20 |
|
GNMA GNII SF 736312 C |
2040-03-20 |
4.5 |
Government Agency Debt |
$828,431.48 |
$888,530.04 |
|
GNMA GNII SF 736313 C |
2040-03-20 |
5 |
Government Agency Debt |
$913,505.69 |
$994,280.30 |
|
GNMA GNII SF 736356 C |
2040-02-20 |
4.5 |
Government Agency Debt |
$1,585,242.17 |
$1,701,281.90 |
|
GNMA GNII SF 736360 C |
2040-02-20 |
5 |
Government Agency Debt |
$877,516.48 |
$954,667.43 |
|
GNMA GNII SF 737242 C |
2037-11-20 |
5.5 |
Government Agency Debt |
$494,079.85 |
$544,231.10 |
|
GNMA GNII SF 737482 C |
2035-10-20 |
5 |
Government Agency Debt |
$769,504.90 |
$840,870.06 |
|
GNMA GNII SF 737484 C |
2039-02-20 |
5 |
Government Agency Debt |
$469,797.05 |
$510,583.26 |
|
GNMA GNII SF 738672 C |
2034-04-20 |
5.5 |
Government Agency Debt |
$667,744.44 |
$739,869.07 |
|
GNMA GNII SF 738759 C |
2041-09-20 |
4.5 |
Government Agency Debt |
$729,473.52 |
$794,743.17 |
|
GNMA GNII SF 738966 C |
2041-11-20 |
4 |
Government Agency Debt |
$960,783.64 |
$1,017,678.68 |
|
GNMA GNII SF 742141 C |
2039-11-20 |
5 |
Government Agency Debt |
$521,508.88 |
$564,313.11 |
|
GNMA GNII SF 746176 C |
2040-12-20 |
4 |
Government Agency Debt |
$756,990.57 |
$792,407.38 |
|
GNMA GNII SF 746177 C |
2040-12-20 |
4.5 |
Government Agency Debt |
$631,610.48 |
$677,022.01 |
|
GNMA GNII SF 750521 C |
2040-11-20 |
4.5 |
Government Agency Debt |
$947,736.10 |
$1,017,679.98 |
|
GNMA GNII SF 757952 C |
2041-03-20 |
5 |
Government Agency Debt |
$1,552,936.31 |
$1,739,078.51 |
|
GNMA GNII SF 762501 C |
2031-03-20 |
4.5 |
Government Agency Debt |
$558,586.23 |
$603,818.31 |
|
GNMA GNII SF 762808 C |
2041-03-20 |
4.5 |
Government Agency Debt |
$771,984.40 |
$829,415.41 |
|
GNMA GNII SF 765259 C |
2041-04-20 |
5 |
Government Agency Debt |
$905,852.83 |
$1,005,543.44 |
|
GNMA GNII SF 779566 C |
2041-10-20 |
4 |
Government Agency Debt |
$900,117.22 |
$951,024.55 |
|
GNMA GNII SF AA0594 C |
2041-11-20 |
5 |
Government Agency Debt |
$1,393,387.24 |
$1,519,821.33 |
|
GNMA GNII SF AA1858 C |
2042-07-20 |
3.5 |
Government Agency Debt |
$1,108,046.79 |
$1,131,780.79 |
|
GNMA GNII SF AA6148 C |
2043-03-20 |
3 |
Government Agency Debt |
$819,721.86 |
$805,447.23 |
|
GNMA GNII SF AA9700 C |
2043-02-20 |
3 |
Government Agency Debt |
$889,844.88 |
$874,349.11 |
|
GNMA GNII SF AA9702 C |
2043-02-20 |
3 |
Government Agency Debt |
$609,392.31 |
$598,780.35 |
|
GNMA GNII SF AA9706 C |
2043-02-20 |
3 |
Government Agency Debt |
$939,043.67 |
$922,691.16 |
|
GNMA GNII SF AB2867 C |
2042-09-20 |
3.5 |
Government Agency Debt |
$1,317,736.09 |
$1,345,961.55 |
|
GNMA GNII SF AB4531 C |
2043-01-20 |
3.5 |
Government Agency Debt |
$538,584.54 |
$550,120.84 |
|
GNMA GNII SF AB4532 C |
2043-01-20 |
3.5 |
Government Agency Debt |
$1,587,246.13 |
$1,621,244.41 |
|
GNMA GNII SF AB5463 C |
2042-07-20 |
3.5 |
Government Agency Debt |
$1,070,520.76 |
$1,093,450.96 |
|
GNMA GNII SF AB5464 C |
2042-02-20 |
4 |
Government Agency Debt |
$753,912.12 |
$790,505.75 |
|
GNMA GNII SF AB5465 C |
2042-08-20 |
4 |
Government Agency Debt |
$974,488.03 |
$1,021,407.03 |
|
GNMA GNII SF AB5466 C |
2041-08-20 |
4.5 |
Government Agency Debt |
$726,450.60 |
$779,520.00 |
|
GNMA GNII SF AB5468 C |
2041-07-20 |
5 |
Government Agency Debt |
$1,113,716.06 |
$1,214,156.17 |
|
GNMA GNII SF AB7346 C |
2043-03-20 |
3.5 |
Government Agency Debt |
$931,522.94 |
$951,920.19 |
|
GNMA GNII SF AB7368 C |
2043-04-20 |
4 |
Government Agency Debt |
$1,169,994.74 |
$1,246,744.45 |
|
GNMA GNII SF AB9509 C |
2042-11-20 |
3.5 |
Government Agency Debt |
$785,958.59 |
$802,793.56 |
|
GNMA GNII SF AC0170 C |
2042-12-20 |
4.5 |
Government Agency Debt |
$893,250.28 |
$971,441.84 |
|
GNMA GNII SF AC0175 C |
2042-12-20 |
4 |
Government Agency Debt |
$1,089,565.62 |
$1,153,527.85 |
|
GNMA GNII SF AC0228 C |
2043-01-20 |
3.5 |
Government Agency Debt |
$906,403.00 |
$925,817.85 |
|
GNMA GNII SF AC1059 C |
2043-01-20 |
4 |
Government Agency Debt |
$995,977.42 |
$1,061,420.44 |
|
GNMA GNII SF AC7733 C |
2042-11-20 |
4 |
Government Agency Debt |
$934,428.51 |
$988,652.78 |
|
GNMA GNII SF AD2155 C |
2043-01-20 |
3.5 |
Government Agency Debt |
$1,729,126.98 |
$1,766,947.60 |
|
GNMA GNII SF AD2237 C |
2043-02-20 |
4 |
Government Agency Debt |
$1,696,252.73 |
$1,807,871.82 |
|
GNMA GNII SF AD2239 C |
2043-02-20 |
4 |
Government Agency Debt |
$1,041,876.10 |
$1,103,410.69 |
|
GNMA GNII SF AD2315 C |
2043-03-20 |
4 |
Government Agency Debt |
$1,170,776.66 |
$1,239,831.80 |
|
GNMA GNII SF AD2316 C |
2043-03-20 |
4 |
Government Agency Debt |
$1,680,468.12 |
$1,777,866.93 |
|
GNMA GNII SF AE2209 C |
2040-09-20 |
5 |
Government Agency Debt |
$1,197,314.44 |
$1,302,584.32 |
|
GNMA GNII SF AE4735 C |
2043-05-20 |
4 |
Government Agency Debt |
$1,393,476.00 |
$1,484,208.47 |
|
GNMA GNII SF AE4892 C |
2043-05-20 |
4 |
Government Agency Debt |
$1,621,227.13 |
$1,726,468.02 |
|
GNMA GNII SF AE9905 C |
2042-03-20 |
4.5 |
Government Agency Debt |
$988,908.34 |
$1,062,647.28 |
|
GNMA GNII SF MA0093 M |
2039-01-20 |
6 |
Government Agency Debt |
$427,018.30 |
$477,464.53 |
|
GNMA GNII SF MA0223 M |
2042-07-20 |
5 |
Government Agency Debt |
$1,553,336.75 |
$1,691,671.74 |
|
GNMA GNII SF MA0319 M |
2042-08-20 |
4 |
Government Agency Debt |
$1,391,550.46 |
$1,459,219.24 |
|
GNMA GNII SF MA0464 M |
2042-10-20 |
4.5 |
Government Agency Debt |
$1,235,603.06 |
$1,321,860.51 |
|
GNMA GNII SF MA0466 M |
2042-10-20 |
5.5 |
Government Agency Debt |
$409,612.43 |
$450,987.93 |
|
GNMA GNII SF MA0628 M |
2042-12-20 |
5 |
Government Agency Debt |
$1,493,087.98 |
$1,621,708.05 |
|
GNMA GNII SF MA0699 M |
2042-12-20 |
3.5 |
Government Agency Debt |
$1,379,782.34 |
$1,409,332.68 |
|
GNMA GNII SF MA0700 M |
2043-01-20 |
4 |
Government Agency Debt |
$708,964.66 |
$743,230.57 |
|
GNMA GNII SF MA1066 M |
2028-06-20 |
3.5 |
Government Agency Debt |
$1,011,758.70 |
$1,066,845.59 |
|
GNMA GNII SP 782156 M |
2037-05-20 |
5 |
Government Agency Debt |
$513,735.31 |
$560,365.35 |
|
GNMA GNII SP 783038 M |
2040-07-20 |
5.5 |
Government Agency Debt |
$407,007.24 |
$447,394.71 |
|
GNMA GNII SP 783050 M |
2040-07-20 |
5 |
Government Agency Debt |
$848,442.14 |
$927,760.17 |
|
GNMA GNII SP 783393 M |
2041-02-20 |
6.5 |
Government Agency Debt |
$1,625,797.98 |
$1,837,585.27 |
|
GNMA GNII SP 783530 M |
2041-12-20 |
5.5 |
Government Agency Debt |
$1,202,987.94 |
$1,322,279.04 |
|
GNMA GNMI JP 782675 X |
2024-06-15 |
4.5 |
Government Agency Debt |
$799,010.99 |
$855,961.30 |
|
GNMA GNMI MH 455985 X |
2027-09-15 |
6.25 |
Government Agency Debt |
$636,481.54 |
$718,914.39 |
|
GNMA GNMI SF 367098 X |
2041-07-15 |
4 |
Government Agency Debt |
$772,841.78 |
$808,997.89 |
|
GNMA GNMI SF 409368 X |
2040-08-15 |
5 |
Government Agency Debt |
$764,285.63 |
$829,692.94 |
|
GNMA GNMI SF 444207 X |
2041-04-15 |
4.5 |
Government Agency Debt |
$555,259.00 |
$590,478.52 |
|
GNMA GNMI SF 552649 X |
2041-12-15 |
4 |
Government Agency Debt |
$788,488.36 |
$825,376.47 |
|
GNMA GNMI SF 553295 X |
2033-06-15 |
5 |
Government Agency Debt |
$487,696.23 |
$532,489.51 |
|
GNMA GNMI SF 553457 X |
2041-11-15 |
4 |
Government Agency Debt |
$755,362.18 |
$792,952.27 |
|
GNMA GNMI SF 553459 X |
2042-01-15 |
4 |
Government Agency Debt |
$1,487,131.83 |
$1,555,305.43 |
|
GNMA GNMI SF 562431 X |
2034-01-15 |
5.5 |
Government Agency Debt |
$1,511,435.71 |
$1,728,490.47 |
|
GNMA GNMI SF 580837 X |
2034-06-15 |
5 |
Government Agency Debt |
$669,705.23 |
$730,091.66 |
|
GNMA GNMI SF 583001 X |
2034-06-15 |
5 |
Government Agency Debt |
$442,268.57 |
$489,908.27 |
|
GNMA GNMI SF 594090 X |
2033-08-15 |
5 |
Government Agency Debt |
$1,033,076.41 |
$1,127,961.03 |
|
GNMA GNMI SF 602552 X |
2036-03-15 |
5 |
Government Agency Debt |
$1,161,365.30 |
$1,259,092.64 |
|
GNMA GNMI SF 603841 X |
2032-12-15 |
5.5 |
Government Agency Debt |
$554,615.53 |
$613,639.56 |
|
GNMA GNMI SF 604285 X |
2033-05-15 |
5 |
Government Agency Debt |
$821,830.62 |
$897,313.02 |
|
GNMA GNMI SF 604491 X |
2033-07-15 |
5 |
Government Agency Debt |
$672,506.04 |
$734,273.47 |
|
GNMA GNMI SF 604580 X |
2033-08-15 |
5 |
Government Agency Debt |
$715,974.85 |
$781,734.76 |
|
GNMA GNMI SF 604712 X |
2033-10-15 |
5 |
Government Agency Debt |
$636,161.93 |
$694,591.28 |
|
GNMA GNMI SF 604871 X |
2033-12-15 |
5 |
Government Agency Debt |
$908,196.41 |
$991,611.22 |
|
GNMA GNMI SF 604960 X |
2034-01-15 |
5.5 |
Government Agency Debt |
$497,557.82 |
$569,289.91 |
|
GNMA GNMI SF 605813 X |
2034-12-15 |
5 |
Government Agency Debt |
$530,741.46 |
$578,596.65 |
|
GNMA GNMI SF 608317 X |
2033-10-15 |
5 |
Government Agency Debt |
$422,582.05 |
$461,395.65 |
|
GNMA GNMI SF 614309 X |
2042-11-15 |
4 |
Government Agency Debt |
$867,271.28 |
$908,218.92 |
|
GNMA GNMI SF 614591 X |
2033-07-15 |
5 |
Government Agency Debt |
$930,749.87 |
$1,038,301.44 |
|
GNMA GNMI SF 615271 X |
2033-07-15 |
4.5 |
Government Agency Debt |
$861,677.06 |
$947,450.11 |
|
GNMA GNMI SF 615459 X |
2033-08-15 |
5 |
Government Agency Debt |
$668,988.01 |
$730,432.33 |
|
GNMA GNMI SF 616349 X |
2034-04-15 |
5 |
Government Agency Debt |
$420,355.88 |
$455,880.86 |
|
GNMA GNMI SF 618453 X |
2026-09-15 |
3.5 |
Government Agency Debt |
$1,672,422.90 |
$1,764,969.20 |
|
GNMA GNMI SF 620449 X |
2033-08-15 |
5 |
Government Agency Debt |
$714,248.23 |
$779,849.54 |
|
GNMA GNMI SF 628046 X |
2034-04-15 |
5.5 |
Government Agency Debt |
$527,644.08 |
$597,487.97 |
|
GNMA GNMI SF 637829 X |
2035-02-15 |
5 |
Government Agency Debt |
$444,283.56 |
$483,010.28 |
|
GNMA GNMI SF 667426 X |
2039-09-15 |
5.5 |
Government Agency Debt |
$819,905.66 |
$899,854.12 |
|
GNMA GNMI SF 672702 X |
2023-05-15 |
4 |
Government Agency Debt |
$661,600.44 |
$705,921.28 |
|
GNMA GNMI SF 676786 X |
2023-04-15 |
5 |
Government Agency Debt |
$1,149,723.08 |
$1,232,536.10 |
|
GNMA GNMI SF 678617 X |
2039-01-15 |
6 |
Government Agency Debt |
$433,738.99 |
$480,309.97 |
|
GNMA GNMI SF 682538 X |
2026-06-15 |
3.5 |
Government Agency Debt |
$1,061,444.19 |
$1,120,180.97 |
|
GNMA GNMI SF 682904 X |
2040-10-15 |
6 |
Government Agency Debt |
$697,909.17 |
$773,452.26 |
|
GNMA GNMI SF 685928 X |
2038-06-15 |
5.5 |
Government Agency Debt |
$621,257.76 |
$680,229.62 |
|
GNMA GNMI SF 688013 X |
2038-10-15 |
5 |
Government Agency Debt |
$560,707.88 |
$606,740.13 |
|
GNMA GNMI SF 692595 X |
2039-06-15 |
5 |
Government Agency Debt |
$990,878.45 |
$1,086,383.94 |
|
GNMA GNMI SF 692784 X |
2039-09-15 |
5 |
Government Agency Debt |
$413,271.07 |
$452,873.45 |
|
GNMA GNMI SF 694345 X |
2039-01-15 |
4.5 |
Government Agency Debt |
$785,793.37 |
$842,657.31 |
|
GNMA GNMI SF 697738 X |
2039-02-15 |
4.5 |
Government Agency Debt |
$467,909.38 |
$497,487.80 |
|
GNMA GNMI SF 697825 X |
2039-02-15 |
5 |
Government Agency Debt |
$764,156.71 |
$829,779.93 |
|
GNMA GNMI SF 698100 X |
2039-04-15 |
5 |
Government Agency Debt |
$859,736.73 |
$933,568.06 |
|
GNMA GNMI SF 699140 X |
2023-09-15 |
6 |
Government Agency Debt |
$1,113,197.20 |
$1,227,019.39 |
|
GNMA GNMI SF 700739 X |
2023-10-15 |
5.5 |
Government Agency Debt |
$760,315.11 |
$814,707.55 |
|
GNMA GNMI SF 700883 X |
2038-10-15 |
5.5 |
Government Agency Debt |
$654,923.71 |
$717,091.25 |
|
GNMA GNMI SF 701683 X |
2039-02-15 |
6.5 |
Government Agency Debt |
$1,097,156.62 |
$1,239,308.25 |
|
GNMA GNMI SF 702029 X |
2039-04-15 |
4.5 |
Government Agency Debt |
$551,684.03 |
$588,249.65 |
|
GNMA GNMI SF 702881 X |
2040-01-15 |
4 |
Government Agency Debt |
$1,025,168.34 |
$1,092,270.05 |
|
GNMA GNMI SF 702889 X |
2040-07-15 |
4 |
Government Agency Debt |
$868,159.52 |
$924,416.55 |
|
GNMA GNMI SF 702890 X |
2040-08-15 |
4 |
Government Agency Debt |
$681,218.28 |
$725,808.33 |
|
GNMA GNMI SF 702891 X |
2040-09-15 |
4 |
Government Agency Debt |
$771,743.51 |
$822,041.38 |
|
GNMA GNMI SF 702899 X |
2040-11-15 |
4 |
Government Agency Debt |
$1,645,777.78 |
$1,753,367.76 |
|
GNMA GNMI SF 704665 X |
2039-08-15 |
5 |
Government Agency Debt |
$809,644.88 |
$887,554.31 |
|
GNMA GNMI SF 704679 X |
2024-09-15 |
5 |
Government Agency Debt |
$1,351,187.28 |
$1,448,525.01 |
|
GNMA GNMI SF 704803 X |
2039-12-15 |
4.5 |
Government Agency Debt |
$927,323.47 |
$988,786.47 |
|
GNMA GNMI SF 704990 X |
2040-06-15 |
4.5 |
Government Agency Debt |
$1,411,580.63 |
$1,511,236.82 |
|
GNMA GNMI SF 705008 X |
2040-06-15 |
4.5 |
Government Agency Debt |
$763,394.93 |
$815,150.81 |
|
GNMA GNMI SF 705142 X |
2040-10-15 |
4 |
Government Agency Debt |
$548,229.19 |
$577,358.43 |
|
GNMA GNMI SF 705621 X |
2024-04-15 |
4.5 |
Government Agency Debt |
$768,018.87 |
$823,132.68 |
|
GNMA GNMI SF 705993 X |
2024-01-15 |
5 |
Government Agency Debt |
$592,465.16 |
$635,144.38 |
|
GNMA GNMI SF 705997 X |
2039-01-15 |
5 |
Government Agency Debt |
$1,341,526.78 |
$1,456,732.62 |
|
GNMA GNMI SF 706784 X |
2040-01-15 |
4.5 |
Government Agency Debt |
$513,800.34 |
$551,412.07 |
|
GNMA GNMI SF 707756 X |
2041-05-15 |
4.5 |
Government Agency Debt |
$572,707.24 |
$609,523.73 |
|
GNMA GNMI SF 707760 X |
2041-06-15 |
4.5 |
Government Agency Debt |
$1,458,671.03 |
$1,552,441.70 |
|
GNMA GNMI SF 707781 X |
2041-08-15 |
4 |
Government Agency Debt |
$990,675.51 |
$1,037,025.59 |
|
GNMA GNMI SF 707957 X |
2039-10-15 |
4.5 |
Government Agency Debt |
$1,619,474.13 |
$1,728,557.05 |
|
GNMA GNMI SF 708324 X |
2039-03-15 |
5.5 |
Government Agency Debt |
$627,314.40 |
$706,206.92 |
|
GNMA GNMI SF 709057 X |
2041-10-15 |
4 |
Government Agency Debt |
$1,022,144.76 |
$1,082,199.17 |
|
GNMA GNMI SF 710677 X |
2024-07-15 |
4 |
Government Agency Debt |
$436,130.16 |
$464,824.62 |
|
GNMA GNMI SF 710711 X |
2039-07-15 |
4.5 |
Government Agency Debt |
$416,368.62 |
$443,965.53 |
|
GNMA GNMI SF 710747 X |
2039-08-15 |
4 |
Government Agency Debt |
$1,573,761.51 |
$1,651,590.84 |
|
GNMA GNMI SF 710994 X |
2039-11-15 |
5 |
Government Agency Debt |
$1,613,659.61 |
$1,806,046.02 |
|
GNMA GNMI SF 711006 X |
2039-11-15 |
4.5 |
Government Agency Debt |
$1,272,903.23 |
$1,357,271.26 |
|
GNMA GNMI SF 711062 X |
2040-01-15 |
4 |
Government Agency Debt |
$897,254.42 |
$944,928.54 |
|
GNMA GNMI SF 711594 X |
2041-09-15 |
5 |
Government Agency Debt |
$983,798.77 |
$1,077,916.50 |
|
GNMA GNMI SF 711597 X |
2041-10-15 |
5 |
Government Agency Debt |
$1,073,592.22 |
$1,175,765.63 |
|
GNMA GNMI SF 711609 X |
2041-03-15 |
5 |
Government Agency Debt |
$814,877.90 |
$892,742.46 |
|
GNMA GNMI SF 711709 X |
2043-01-15 |
3 |
Government Agency Debt |
$657,967.17 |
$646,479.07 |
|
GNMA GNMI SF 712892 X |
2040-04-15 |
4.5 |
Government Agency Debt |
$1,330,087.37 |
$1,423,990.21 |
|
GNMA GNMI SF 713872 X |
2039-09-15 |
4.5 |
Government Agency Debt |
$520,278.29 |
$554,762.33 |
|
GNMA GNMI SF 714001 X |
2024-10-15 |
4.5 |
Government Agency Debt |
$1,253,316.96 |
$1,343,256.24 |
|
GNMA GNMI SF 716792 X |
2039-04-15 |
4.5 |
Government Agency Debt |
$759,075.88 |
$809,387.43 |
|
GNMA GNMI SF 716825 X |
2039-04-15 |
4.5 |
Government Agency Debt |
$429,712.71 |
$457,095.30 |
|
GNMA GNMI SF 717110 X |
2039-05-15 |
4.5 |
Government Agency Debt |
$1,076,963.36 |
$1,171,077.03 |
|
GNMA GNMI SF 717183 X |
2039-06-15 |
4 |
Government Agency Debt |
$1,036,493.26 |
$1,087,751.31 |
|
GNMA GNMI SF 717225 X |
2039-06-15 |
5 |
Government Agency Debt |
$860,809.63 |
$934,733.09 |
|
GNMA GNMI SF 718154 X |
2025-02-15 |
4 |
Government Agency Debt |
$1,372,054.51 |
$1,462,395.15 |
|
GNMA GNMI SF 718217 X |
2040-04-15 |
5 |
Government Agency Debt |
$1,534,611.98 |
$1,695,822.45 |
|
GNMA GNMI SF 719232 X |
2040-07-15 |
4.5 |
Government Agency Debt |
$1,505,695.06 |
$1,608,961.65 |
|
GNMA GNMI SF 719268 X |
2040-07-15 |
4.5 |
Government Agency Debt |
$804,165.12 |
$860,938.37 |
|
GNMA GNMI SF 719395 X |
2025-07-15 |
4 |
Government Agency Debt |
$531,978.46 |
$567,005.69 |
|
GNMA GNMI SF 719396 X |
2025-07-15 |
4.5 |
Government Agency Debt |
$412,545.87 |
$441,843.64 |
|
GNMA GNMI SF 719650 X |
2039-08-15 |
5.5 |
Government Agency Debt |
$932,007.13 |
$1,020,575.14 |
|
GNMA GNMI SF 720057 X |
2039-06-15 |
4.5 |
Government Agency Debt |
$619,225.44 |
$660,267.69 |
|
GNMA GNMI SF 720076 X |
2024-06-15 |
4 |
Government Agency Debt |
$679,476.36 |
$724,193.61 |
|
GNMA GNMI SF 721767 X |
2040-08-15 |
4.5 |
Government Agency Debt |
$614,821.88 |
$666,631.07 |
|
GNMA GNMI SF 722549 X |
2040-04-15 |
4.5 |
Government Agency Debt |
$758,252.62 |
$811,784.50 |
|
GNMA GNMI SF 723033 X |
2039-10-15 |
4.5 |
Government Agency Debt |
$718,214.09 |
$767,023.20 |
|
GNMA GNMI SF 723339 X |
2039-09-15 |
5 |
Government Agency Debt |
$545,815.08 |
$598,544.45 |
|
GNMA GNMI SF 723371 X |
2024-11-15 |
4.5 |
Government Agency Debt |
$1,064,215.73 |
$1,139,495.15 |
|
GNMA GNMI SF 723538 X |
2039-12-15 |
4.5 |
Government Agency Debt |
$466,217.55 |
$497,118.46 |
|
GNMA GNMI SF 723553 X |
2025-01-15 |
4.5 |
Government Agency Debt |
$552,924.13 |
$592,191.14 |
|
GNMA GNMI SF 723601 X |
2040-01-15 |
5 |
Government Agency Debt |
$1,129,356.12 |
$1,238,046.10 |
|
GNMA GNMI SF 723624 X |
2040-01-15 |
4.5 |
Government Agency Debt |
$761,685.83 |
$812,878.74 |
|
GNMA GNMI SF 723905 X |
2040-07-15 |
4.5 |
Government Agency Debt |
$630,825.94 |
$673,646.41 |
|
GNMA GNMI SF 724146 X |
2026-06-15 |
4 |
Government Agency Debt |
$445,915.69 |
$476,401.30 |
|
GNMA GNMI SF 724220 X |
2039-08-15 |
4.5 |
Government Agency Debt |
$719,991.54 |
$780,023.71 |
|
GNMA GNMI SF 724280 X |
2024-09-15 |
4.5 |
Government Agency Debt |
$536,583.82 |
$575,089.62 |
|
GNMA GNMI SF 727835 X |
2040-02-15 |
4.5 |
Government Agency Debt |
$481,535.96 |
$516,587.45 |
|
GNMA GNMI SF 728451 X |
2039-12-15 |
5 |
Government Agency Debt |
$927,334.43 |
$1,016,918.34 |
|
GNMA GNMI SF 728936 X |
2039-12-15 |
4.5 |
Government Agency Debt |
$569,200.70 |
$608,114.11 |
|
GNMA GNMI SF 729610 X |
2040-03-15 |
4.5 |
Government Agency Debt |
$688,163.09 |
$736,746.71 |
|
GNMA GNMI SF 732311 X |
2025-05-15 |
4 |
Government Agency Debt |
$549,927.14 |
$586,136.17 |
|
GNMA GNMI SF 732889 X |
2026-03-15 |
4 |
Government Agency Debt |
$583,346.14 |
$622,032.10 |
|
GNMA GNMI SF 733177 X |
2040-06-15 |
5 |
Government Agency Debt |
$757,280.09 |
$830,079.44 |
|
GNMA GNMI SF 733231 X |
2040-07-15 |
5 |
Government Agency Debt |
$416,307.34 |
$456,316.83 |
|
GNMA GNMI SF 733736 X |
2040-06-15 |
4.5 |
Government Agency Debt |
$589,337.84 |
$631,039.39 |
|
GNMA GNMI SF 733933 X |
2042-03-15 |
4 |
Government Agency Debt |
$569,469.20 |
$602,192.23 |
|
GNMA GNMI SF 733992 X |
2040-09-15 |
4 |
Government Agency Debt |
$478,605.00 |
$504,034.87 |
|
GNMA GNMI SF 734043 X |
2040-11-15 |
4 |
Government Agency Debt |
$1,613,181.47 |
$1,698,895.18 |
|
GNMA GNMI SF 734139 X |
2026-01-15 |
3.5 |
Government Agency Debt |
$866,788.27 |
$914,753.45 |
|
GNMA GNMI SF 734178 X |
2041-02-15 |
4 |
Government Agency Debt |
$1,028,890.83 |
$1,083,290.68 |
|
GNMA GNMI SF 734397 X |
2041-04-15 |
4.5 |
Government Agency Debt |
$634,790.04 |
$675,597.51 |
|
GNMA GNMI SF 735356 X |
2040-02-15 |
4.5 |
Government Agency Debt |
$1,061,202.62 |
$1,150,757.51 |
|
GNMA GNMI SF 736633 X |
2029-02-15 |
5.5 |
Government Agency Debt |
$589,548.32 |
$663,233.80 |
|
GNMA GNMI SF 736697 X |
2040-05-15 |
4.5 |
Government Agency Debt |
$565,436.89 |
$605,356.17 |
|
GNMA GNMI SF 736727 X |
2040-05-15 |
5 |
Government Agency Debt |
$643,668.82 |
$696,492.58 |
|
GNMA GNMI SF 737014 X |
2040-02-15 |
4.5 |
Government Agency Debt |
$1,680,793.62 |
$1,799,455.97 |
|
GNMA GNMI SF 737049 X |
2040-03-15 |
4.5 |
Government Agency Debt |
$665,327.64 |
$712,299.11 |
|
GNMA GNMI SF 737214 X |
2040-05-15 |
4.5 |
Government Agency Debt |
$838,383.23 |
$897,572.25 |
|
GNMA GNMI SF 737268 X |
2040-05-15 |
4 |
Government Agency Debt |
$1,334,524.46 |
$1,396,957.97 |
|
GNMA GNMI SF 737311 X |
2040-08-15 |
5 |
Government Agency Debt |
$860,454.79 |
$942,995.35 |
|
GNMA GNMI SF 737905 X |
2041-01-15 |
4 |
Government Agency Debt |
$528,383.75 |
$555,433.47 |
|
GNMA GNMI SF 738108 X |
2041-03-15 |
4.5 |
Government Agency Debt |
$1,167,052.88 |
$1,265,019.96 |
|
GNMA GNMI SF 738218 X |
2041-04-15 |
5 |
Government Agency Debt |
$479,492.75 |
$525,618.35 |
|
GNMA GNMI SF 738546 X |
2041-07-15 |
4 |
Government Agency Debt |
$758,149.63 |
$793,618.40 |
|
GNMA GNMI SF 738882 X |
2041-10-15 |
4 |
Government Agency Debt |
$1,043,412.82 |
$1,092,227.16 |
|
GNMA GNMI SF 739190 X |
2040-07-15 |
4.5 |
Government Agency Debt |
$801,629.23 |
$855,028.95 |
|
GNMA GNMI SF 740131 X |
2041-04-15 |
4.5 |
Government Agency Debt |
$628,496.42 |
$680,084.04 |
|
GNMA GNMI SF 740499 X |
2040-08-15 |
4.5 |
Government Agency Debt |
$1,411,263.69 |
$1,510,897.49 |
|
GNMA GNMI SF 740885 X |
2040-06-15 |
4.5 |
Government Agency Debt |
$1,674,380.22 |
$1,799,958.74 |
|
GNMA GNMI SF 740892 X |
2040-07-15 |
4 |
Government Agency Debt |
$468,488.43 |
$493,380.78 |
|
GNMA GNMI SF 741862 X |
2030-05-15 |
5 |
Government Agency Debt |
$1,019,149.90 |
$1,110,934.20 |
|
GNMA GNMI SF 743665 X |
2040-07-15 |
5 |
Government Agency Debt |
$591,888.03 |
$649,074.28 |
|
GNMA GNMI SF 745227 X |
2030-07-15 |
4 |
Government Agency Debt |
$708,803.24 |
$749,410.11 |
|
GNMA GNMI SF 745236 X |
2040-07-15 |
4.5 |
Government Agency Debt |
$592,076.45 |
$633,810.15 |
|
GNMA GNMI SF 745258 X |
2040-07-15 |
4.5 |
Government Agency Debt |
$701,862.39 |
$749,462.69 |
|
GNMA GNMI SF 748242 X |
2041-10-15 |
4 |
Government Agency Debt |
$456,964.81 |
$488,083.81 |
|
GNMA GNMI SF 748422 X |
2042-03-15 |
4 |
Government Agency Debt |
$745,862.17 |
$789,825.03 |
|
GNMA GNMI SF 750233 X |
2026-07-15 |
4 |
Government Agency Debt |
$714,062.82 |
$763,030.63 |
|
GNMA GNMI SF 751018 X |
2040-09-15 |
4 |
Government Agency Debt |
$102,344.38 |
$107,782.28 |
|
GNMA GNMI SF 751664 X |
2025-11-15 |
3.5 |
Government Agency Debt |
$843,060.94 |
$889,775.51 |
|
GNMA GNMI SF 751727 X |
2026-01-15 |
3.5 |
Government Agency Debt |
$922,473.00 |
$973,519.59 |
|
GNMA GNMI SF 752123 X |
2033-01-15 |
3.5 |
Government Agency Debt |
$1,026,494.64 |
$1,055,229.99 |
|
GNMA GNMI SF 754138 X |
2041-07-15 |
4.5 |
Government Agency Debt |
$589,752.19 |
$627,664.40 |
|
GNMA GNMI SF 754193 X |
2041-08-15 |
4.5 |
Government Agency Debt |
$1,099,529.33 |
$1,170,212.57 |
|
GNMA GNMI SF 754197 X |
2041-09-15 |
4 |
Government Agency Debt |
$415,300.66 |
$443,488.50 |
|
GNMA GNMI SF 754258 X |
2041-10-15 |
4.5 |
Government Agency Debt |
$1,017,757.08 |
$1,083,183.59 |
|
GNMA GNMI SF 757518 X |
2042-05-15 |
3.5 |
Government Agency Debt |
$1,647,521.19 |
$1,690,145.31 |
|
GNMA GNMI SF 757997 X |
2026-02-15 |
4 |
Government Agency Debt |
$972,096.46 |
$1,035,941.16 |
|
GNMA GNMI SF 758452 X |
2041-05-15 |
4 |
Government Agency Debt |
$923,939.65 |
$967,167.40 |
|
GNMA GNMI SF 758864 X |
2028-03-15 |
4 |
Government Agency Debt |
$1,093,958.93 |
$1,178,053.02 |
|
GNMA GNMI SF 758866 X |
2033-03-15 |
4 |
Government Agency Debt |
$1,098,316.79 |
$1,169,939.49 |
|
GNMA GNMI SF 758909 X |
2043-06-15 |
4 |
Government Agency Debt |
$1,442,756.25 |
$1,536,789.82 |
|
GNMA GNMI SF 758918 X |
2028-06-15 |
2.5 |
Government Agency Debt |
$1,712,004.38 |
$1,719,012.19 |
|
GNMA GNMI SF 758926 X |
2028-06-15 |
4 |
Government Agency Debt |
$947,500.71 |
$1,019,225.88 |
|
GNMA GNMI SF 759157 X |
2026-01-15 |
3.5 |
Government Agency Debt |
$718,520.50 |
$759,718.07 |
|
GNMA GNMI SF 759838 X |
2041-12-15 |
3.5 |
Government Agency Debt |
$1,611,166.87 |
$1,646,341.33 |
|
GNMA GNMI SF 760452 X |
2026-07-15 |
3.5 |
Government Agency Debt |
$907,578.60 |
$957,800.98 |
|
GNMA GNMI SF 761761 X |
2041-07-15 |
4.5 |
Government Agency Debt |
$493,932.42 |
$534,217.55 |
|
GNMA GNMI SF 761773 X |
2041-08-15 |
4.5 |
Government Agency Debt |
$985,359.87 |
$1,048,703.73 |
|
GNMA GNMI SF 762308 X |
2041-06-15 |
4.5 |
Government Agency Debt |
$910,911.30 |
$985,364.64 |
|
GNMA GNMI SF 762752 X |
2041-03-15 |
5 |
Government Agency Debt |
$410,426.78 |
$445,241.09 |
|
GNMA GNMI SF 762832 X |
2041-03-15 |
4.5 |
Government Agency Debt |
$1,282,947.97 |
$1,365,422.29 |
|
GNMA GNMI SF 763535 X |
2026-05-15 |
4 |
Government Agency Debt |
$438,818.25 |
$467,638.66 |
|
GNMA GNMI SF 763539 X |
2041-05-15 |
4.5 |
Government Agency Debt |
$885,931.94 |
$942,884.07 |
|
GNMA GNMI SF 764205 X |
2041-05-15 |
4 |
Government Agency Debt |
$715,543.16 |
$749,020.80 |
|
GNMA GNMI SF 764856 X |
2041-06-15 |
4.5 |
Government Agency Debt |
$911,670.26 |
$970,276.99 |
|
GNMA GNMI SF 768117 X |
2026-07-15 |
3.5 |
Government Agency Debt |
$949,378.21 |
$1,001,913.63 |
|
GNMA GNMI SF 768137 X |
2041-08-15 |
4 |
Government Agency Debt |
$921,341.17 |
$984,270.00 |
|
GNMA GNMI SF 768773 X |
2041-06-15 |
4.5 |
Government Agency Debt |
$1,629,435.60 |
$1,734,183.87 |
|
GNMA GNMI SF 769093 X |
2041-07-15 |
4 |
Government Agency Debt |
$756,905.96 |
$808,680.86 |
|
GNMA GNMI SF 769095 X |
2041-07-15 |
4.5 |
Government Agency Debt |
$1,429,241.41 |
$1,521,120.20 |
|
GNMA GNMI SF 769097 X |
2041-07-15 |
4.5 |
Government Agency Debt |
$483,785.02 |
$525,571.47 |
|
GNMA GNMI SF 769557 X |
2041-07-15 |
4.5 |
Government Agency Debt |
$793,859.94 |
$844,893.22 |
|
GNMA GNMI SF 770399 X |
2041-06-15 |
4.5 |
Government Agency Debt |
$970,874.47 |
$1,033,287.14 |
|
GNMA GNMI SF 770523 X |
2041-08-15 |
4 |
Government Agency Debt |
$1,079,057.36 |
$1,129,539.26 |
|
GNMA GNMI SF 771064 X |
2041-06-15 |
4 |
Government Agency Debt |
$1,466,287.45 |
$1,561,807.77 |
|
GNMA GNMI SF 771360 X |
2043-06-15 |
3 |
Government Agency Debt |
$563,885.37 |
$554,039.93 |
|
GNMA GNMI SF 771658 X |
2042-04-15 |
5 |
Government Agency Debt |
$498,917.38 |
$540,690.07 |
|
GNMA GNMI SF 772641 X |
2041-09-15 |
4 |
Government Agency Debt |
$1,290,304.37 |
$1,350,669.11 |
|
GNMA GNMI SF 773113 X |
2041-09-15 |
4 |
Government Agency Debt |
$440,436.94 |
$470,499.98 |
|
GNMA GNMI SF 773302 X |
2041-12-15 |
4 |
Government Agency Debt |
$768,345.43 |
$804,293.50 |
|
GNMA GNMI SF 773473 X |
2041-09-15 |
4 |
Government Agency Debt |
$820,638.33 |
$876,747.29 |
|
GNMA GNMI SF 773499 X |
2041-10-15 |
4 |
Government Agency Debt |
$789,417.68 |
$843,408.59 |
|
GNMA GNMI SF 776293 X |
2041-12-15 |
4 |
Government Agency Debt |
$664,090.43 |
$695,158.80 |
|
GNMA GNMI SF 778681 X |
2041-12-15 |
4 |
Government Agency Debt |
$708,248.29 |
$744,355.02 |
|
GNMA GNMI SF 779402 X |
2027-06-15 |
2.5 |
Government Agency Debt |
$862,014.62 |
$865,366.41 |
|
GNMA GNMI SF 779843 X |
2041-10-15 |
4 |
Government Agency Debt |
$787,810.45 |
$841,447.21 |
|
GNMA GNMI SF 779846 X |
2041-10-15 |
4 |
Government Agency Debt |
$587,172.12 |
$627,035.43 |
|
GNMA GNMI SF 779990 X |
2041-11-15 |
4.5 |
Government Agency Debt |
$991,787.60 |
$1,077,114.06 |
|
GNMA GNMI SF 792959 X |
2042-02-15 |
4 |
Government Agency Debt |
$756,039.72 |
$791,412.04 |
|
GNMA GNMI SF 793120 X |
2042-02-15 |
3.5 |
Government Agency Debt |
$821,207.98 |
$838,853.83 |
|
GNMA GNMI SF 796313 X |
2042-11-15 |
4 |
Government Agency Debt |
$900,192.34 |
$959,291.16 |
|
GNMA GNMI SF 798623 X |
2042-08-15 |
3.5 |
Government Agency Debt |
$958,046.10 |
$978,632.27 |
|
GNMA GNMI SF AA0783 X |
2042-08-15 |
4 |
Government Agency Debt |
$1,701,737.16 |
$1,818,061.66 |
|
GNMA GNMI SF AA1916 X |
2042-10-15 |
3.5 |
Government Agency Debt |
$956,272.40 |
$977,695.45 |
|
GNMA GNMI SF AA5472 X |
2041-10-15 |
4.5 |
Government Agency Debt |
$467,347.89 |
$497,391.35 |
|
GNMA GNMI SF AA6012 X |
2043-01-15 |
3.5 |
Government Agency Debt |
$873,666.90 |
$892,439.09 |
|
GNMA GNMI SF AA7994 X |
2042-08-15 |
3.5 |
Government Agency Debt |
$855,258.86 |
$873,915.19 |
|
GNMA GNMI SF AA7995 X |
2042-08-15 |
3.5 |
Government Agency Debt |
$1,719,136.60 |
$1,756,138.72 |
|
GNMA GNMI SF AA8233 X |
2042-07-15 |
3.5 |
Government Agency Debt |
$602,454.96 |
$615,399.71 |
|
GNMA GNMI SF AA9724 X |
2028-04-15 |
2.5 |
Government Agency Debt |
$1,104,125.94 |
$1,108,419.15 |
|
GNMA GNMI SF AB1073 X |
2027-10-15 |
2.5 |
Government Agency Debt |
$716,451.19 |
$719,237.00 |
|
GNMA GNMI SF AB1886 X |
2042-10-15 |
3.5 |
Government Agency Debt |
$1,372,106.65 |
$1,401,588.65 |
|
GNMA GNMI SF AB2034 X |
2042-11-15 |
3.5 |
Government Agency Debt |
$1,126,179.69 |
$1,150,377.54 |
|
GNMA GNMI SF AB2869 X |
2042-09-15 |
3 |
Government Agency Debt |
$919,562.22 |
$903,510.34 |
|
GNMA GNMI SF AB7432 X |
2042-10-15 |
4 |
Government Agency Debt |
$871,001.74 |
$922,229.12 |
|
GNMA GNMI SF AB7526 X |
2042-11-15 |
4 |
Government Agency Debt |
$1,411,004.60 |
$1,477,624.24 |
|
GNMA GNMI SF AB8367 X |
2043-02-15 |
2.5 |
Government Agency Debt |
$498,218.63 |
$462,194.10 |
|
GNMA GNMI SF AB9196 X |
2042-11-15 |
3.5 |
Government Agency Debt |
$727,711.00 |
$743,347.81 |
|
GNMA GNMI SF AB9198 X |
2042-11-15 |
4 |
Government Agency Debt |
$1,261,894.44 |
$1,347,886.65 |
|
GNMA GNMI SF AB9417 X |
2042-10-15 |
3.5 |
Government Agency Debt |
$1,405,555.68 |
$1,435,757.79 |
|
GNMA GNMI SF AB9418 X |
2042-10-15 |
3.5 |
Government Agency Debt |
$1,109,839.44 |
$1,133,687.30 |
|
GNMA GNMI SF AC1079 X |
2043-03-15 |
3.5 |
Government Agency Debt |
$839,936.99 |
$858,128.06 |
|
GNMA GNMI SF AC1092 X |
2043-04-15 |
4 |
Government Agency Debt |
$870,984.03 |
$922,250.45 |
|
GNMA GNMI SF AC2850 X |
2028-04-15 |
3 |
Government Agency Debt |
$1,432,401.58 |
$1,485,476.35 |
|
GNMA GNMI SF AC3745 X |
2042-12-15 |
4 |
Government Agency Debt |
$930,852.29 |
$993,883.40 |
|
GNMA GNMI SF AC3746 X |
2042-12-15 |
4 |
Government Agency Debt |
$1,549,937.91 |
$1,651,792.60 |
|
GNMA GNMI SF AC4727 X |
2042-05-15 |
3.5 |
Government Agency Debt |
$1,120,684.84 |
$1,149,646.32 |
|
GNMA GNMI SF AC7788 X |
2042-12-15 |
3.5 |
Government Agency Debt |
$1,740,815.11 |
$1,778,219.42 |
|
GNMA GNMI SF AC8114 X |
2043-01-15 |
3.5 |
Government Agency Debt |
$1,778,141.16 |
$1,816,349.27 |
|
GNMA GNMI SF AC8272 X |
2043-01-15 |
3.5 |
Government Agency Debt |
$987,153.53 |
$1,008,364.17 |
|
GNMA GNMI SF AD1630 X |
2043-01-15 |
4 |
Government Agency Debt |
$870,685.64 |
$925,489.50 |
|
GNMA GNMI SF AD5435 X |
2043-05-15 |
3.5 |
Government Agency Debt |
$574,068.57 |
$586,403.39 |
|
GNMA GNMI SF AD5668 X |
2043-07-15 |
4 |
Government Agency Debt |
$1,681,402.08 |
$1,786,251.51 |
|
GNMA GNMI SF AD7141 X |
2028-04-15 |
3 |
Government Agency Debt |
$1,134,257.94 |
$1,176,285.60 |
|
GNMA GNMI SF AE2146 X |
2043-05-15 |
4 |
Government Agency Debt |
$1,079,259.27 |
$1,142,240.89 |
|
GNMA GNMI SF AE4891 X |
2043-05-15 |
4 |
Government Agency Debt |
$1,491,472.29 |
$1,561,252.81 |
|
GNMA GNMI SF AE7500 X |
2043-06-15 |
3.5 |
Government Agency Debt |
$646,769.43 |
$660,667.00 |
|
GNMA GNMI SF AE9855 X |
2043-06-15 |
3.5 |
Government Agency Debt |
$1,341,628.43 |
$1,371,622.77 |
|
GNMA GNMI SF AE9856 X |
2043-06-15 |
3.5 |
Government Agency Debt |
$1,355,404.59 |
$1,384,880.12 |
|
GNMA GNMI SF AE9893 X |
2043-05-15 |
4 |
Government Agency Debt |
$1,285,630.58 |
$1,345,780.52 |
|
GNMA GNMI SP 781603 X |
2033-05-15 |
5 |
Government Agency Debt |
$568,092.47 |
$620,449.95 |
|
GNMA GNMI SP 781802 X |
2033-12-15 |
4.5 |
Government Agency Debt |
$426,326.10 |
$456,185.98 |
|
GNMA GNMI SP 781814 X |
2034-10-15 |
5 |
Government Agency Debt |
$1,485,273.00 |
$1,619,263.44 |
|
GNMA GNMI SP 781920 X |
2035-05-15 |
5.5 |
Government Agency Debt |
$570,648.19 |
$631,230.10 |
|
GNMA GNMI SP 782071 X |
2033-05-15 |
7 |
Government Agency Debt |
$458,772.42 |
$549,526.48 |
|
GNMA GNMI SP 782153 X |
2034-10-15 |
5 |
Government Agency Debt |
$816,603.06 |
$891,832.34 |
|
GNMA GNMI SP 782249 X |
2034-12-15 |
5 |
Government Agency Debt |
$1,437,625.53 |
$1,569,972.86 |
|
GNMA GNMI SP 782455 X |
2038-11-15 |
5.5 |
Government Agency Debt |
$1,354,991.58 |
$1,498,800.00 |
|
GNMA GNMI SP 782520 X |
2038-12-15 |
5.5 |
Government Agency Debt |
$1,157,030.04 |
$1,266,951.75 |
|
GNMA GNMI SP 782557 X |
2039-01-15 |
5 |
Government Agency Debt |
$1,396,623.79 |
$1,518,376.80 |
|
GNMA GNMI SP 782727 X |
2039-07-15 |
5 |
Government Agency Debt |
$607,646.35 |
$658,337.21 |
|
GNMA GNMI SP 782932 X |
2040-04-15 |
5 |
Government Agency Debt |
$966,150.82 |
$1,049,224.02 |
|
GNMA GNMI SP 782938 X |
2040-03-15 |
5.5 |
Government Agency Debt |
$1,628,530.87 |
$1,783,191.36 |
|
GNMA GNMI SP 782949 X |
2040-05-15 |
5 |
Government Agency Debt |
$964,436.48 |
$1,045,590.59 |
|
GNMA GNMI SP 783021 X |
2040-06-15 |
4 |
Government Agency Debt |
$422,905.53 |
$443,823.85 |
|
GNMA GNMI SP 783234 X |
2040-11-15 |
4 |
Government Agency Debt |
$1,554,802.19 |
$1,638,294.04 |
|
GNMA GNMI SP 783295 X |
2041-03-15 |
4.5 |
Government Agency Debt |
$643,745.42 |
$689,411.43 |
|
GNMA GNMI SP 783495 X |
2036-12-15 |
5 |
Government Agency Debt |
$1,601,493.96 |
$1,747,732.25 |
|
GNMA GNMI SP 783501 X |
2041-09-15 |
5 |
Government Agency Debt |
$744,334.84 |
$807,675.26 |
|
GNMA GNMI SP 783535 X |
2042-02-15 |
4 |
Government Agency Debt |
$1,044,264.01 |
$1,094,596.84 |
|
GNMA GNMI SP 783537 X |
2037-07-15 |
5 |
Government Agency Debt |
$1,240,695.21 |
$1,351,621.64 |
|
GNMA GNMI SP 783575 X |
2040-03-15 |
5.5 |
Government Agency Debt |
$1,521,228.94 |
$1,665,823.78 |
|
GNMA GNMI SP 783609 X |
2040-10-15 |
4.5 |
Government Agency Debt |
$1,512,424.02 |
$1,614,858.99 |
|
FNMA FNRM CL071B R10F071 |
2038-08-25 |
4.5 |
Government Agency Debt |
$7,109,612.74 |
$7,179,869.93 |
|
FMAC 02.500 FGPC J20129 G |
2027-08-01 |
2.5 |
Government Agency Debt |
$17,759,499.75 |
$17,753,165.53 |
|
FMAC FGRM 04058C 08/15/30 |
2030-08-15 |
3.5 |
Government Agency Debt |
$19,586,288.22 |
$20,585,652.46 |
|
FMAC FGRM 4215EY 06/15/33 |
2033-06-15 |
3 |
Government Agency Debt |
$18,992,753.24 |
$16,578,793.30 |
|
FMAC FGRM 4215LV 04/15/33 |
2033-04-15 |
3.5 |
Government Agency Debt |
$20,784,749.04 |
$20,674,873.93 |
|
FMAC FGRM 4226MU 07/15/33 |
2033-07-15 |
3.5 |
Government Agency Debt |
$584,261.96 |
$590,514.54 |
|
FNMA FNAR XX.XXX LBAQ0426 |
2042-10-01 |
2.254 |
Government Agency Debt |
$1,779,825.74 |
$1,786,598.57 |
|
FNMA FNMS 03.000 CIAJ3164 |
2026-10-01 |
3 |
Government Agency Debt |
$1,656,617.80 |
$1,706,412.42 |
|
FNMA FNMS 03.000 CQAR8607 |
2043-07-01 |
3 |
Government Agency Debt |
$11,617,955.56 |
$11,104,267.65 |
|
FNMA FNMS 03.500 CLAL3182 |
2042-12-01 |
3.5 |
Government Agency Debt |
$10,664,494.60 |
$10,794,629.88 |
|
FNMA FNMS 05.500 CKAE0979 |
2040-05-01 |
5.5 |
Government Agency Debt |
$1,156,742.96 |
$1,228,705.48 |
|
FNMA FNRA CL003FA R10F003 |
2040-02-25 |
.94 |
Government Agency Debt |
$2,768,616.32 |
$2,801,988.30 |
|
FNMA FNRA CL105FE R09F105 |
2039-12-25 |
1.043 |
Government Agency Debt |
$16,852,048.00 |
$17,010,134.25 |
|
FNMA FNRA CL110FD R09F110 |
2040-01-25 |
.943 |
Government Agency Debt |
$30,502,693.02 |
$30,771,701.35 |
|
FNMA FNRA CL110FH R09F110 |
2040-01-25 |
.943 |
Government Agency Debt |
$25,030,884.61 |
$25,237,643.89 |
|
FNMA FNRM CL008GD R04F008 |
2032-10-25 |
4.5 |
Government Agency Debt |
$2,523,535.86 |
$2,620,777.79 |
|
FNMA FNRM CL052NA R12F052 |
2039-12-25 |
3.5 |
Government Agency Debt |
$9,923,240.98 |
$10,132,121.89 |
|
FNMA FNRM RC066PQ R13F066 |
2043-07-25 |
3 |
Government Agency Debt |
$37,202,849.79 |
$33,790,864.82 |
|
FNMA FNRM RC066PY R13F066 |
2043-07-25 |
3 |
Government Agency Debt |
$16,848,661.67 |
$14,631,175.61 |
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): 2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-01
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: $655,250,000.00
Item 41. The total current amortized cost, to the nearest cent: $655,250,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 5.45%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $655,250,000.00
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: $655,250,000.00
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
|
Principal amount
|
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: $109,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $109,001,393.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .91%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $109,005,450.00
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: $109,005,450.00
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, 0.100%, 8/1/2013
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: 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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FMAC 03.000 FGPC J19416 G |
2027-06-01 |
3 |
Government Agency Debt |
$23,836,134.76 |
$24,553,364.05 |
|
FMAC 03.000 FGPC Q11827 G |
2042-10-01 |
3 |
Government Agency Debt |
$24,607,943.93 |
$23,829,176.33 |
|
FMAC 03.000 FGPC Q19754 G |
2043-07-01 |
3 |
Government Agency Debt |
$24,555,543.98 |
$23,778,434.68 |
|
FMAC 03.000 FGPC Q20406 G |
2043-08-01 |
3 |
Government Agency Debt |
$24,913,070.59 |
$24,124,646.65 |
|
FMAC 03.000 FGPC T61460 G |
2042-12-01 |
3 |
Government Agency Debt |
$25,436,149.80 |
$24,200,843.18 |
|
FMAC 03.500 FGPC G07071 G |
2042-07-01 |
3.5 |
Government Agency Debt |
$23,886,840.48 |
$24,079,885.96 |
|
FMAC 03.500 FGPC G07287 G |
2043-02-01 |
3.5 |
Government Agency Debt |
$23,475,215.58 |
$23,664,723.17 |
|
FMAC 03.500 FGPC Q08327 G |
2042-05-01 |
3.5 |
Government Agency Debt |
$7,100,799.13 |
$7,159,073.02 |
|
FMAC 03.500 FGPC Q10680 G |
2042-09-01 |
3.5 |
Government Agency Debt |
$24,065,797.00 |
$24,335,253.70 |
|
FMAC 03.500 FGPC Q15847 G |
2043-02-01 |
3.5 |
Government Agency Debt |
$24,515,130.31 |
$24,713,032.78 |
|
FMAC 03.500 FGPC Q20502 G |
2043-08-01 |
3.5 |
Government Agency Debt |
$23,869,482.15 |
$24,062,172.52 |
|
FMAC 03.500 FGPC U91086 G |
2043-03-01 |
3.5 |
Government Agency Debt |
$16,409,039.25 |
$16,274,643.74 |
|
FMAC 04.000 FGPC Q04396 G |
2041-11-01 |
4 |
Government Agency Debt |
$22,869,643.39 |
$23,769,868.78 |
|
FMAC 04.000 FGPC Q04891 G |
2041-12-01 |
4 |
Government Agency Debt |
$23,212,419.84 |
$24,161,954.82 |
|
FMAC 04.000 FGPC Q05246 G |
2041-12-01 |
4 |
Government Agency Debt |
$23,669,719.69 |
$24,635,949.20 |
|
FMAC 04.000 FGPC U91144 G |
2043-03-01 |
4 |
Government Agency Debt |
$23,201,482.07 |
$23,916,118.65 |
|
FMAC 04.000 FGPC U91191 G |
2043-04-01 |
4 |
Government Agency Debt |
$23,244,635.02 |
$23,958,903.92 |
|
FMAC 05.500 FGPC G06951 G |
2040-08-01 |
5.5 |
Government Agency Debt |
$22,083,257.41 |
$23,931,478.82 |
|
FNMA FNMS 02.500 CIAR5884 |
2028-02-01 |
2.5 |
Government Agency Debt |
$24,139,684.74 |
$24,150,290.11 |
|
FNMA FNMS 03.000 CIAB9657 |
2028-06-01 |
3 |
Government Agency Debt |
$23,040,127.87 |
$23,764,486.45 |
|
FNMA FNMS 03.000 CKAR6836 |
2043-02-01 |
3 |
Government Agency Debt |
$25,685,354.86 |
$24,499,410.66 |
|
FNMA FNMS 03.000 CLAQ1260 |
2043-01-01 |
3 |
Government Agency Debt |
$24,315,505.34 |
$23,616,604.77 |
|
FNMA FNMS 03.000 GLAB8782 |
2043-03-01 |
3 |
Government Agency Debt |
$24,035,083.57 |
$23,505,782.96 |
|
FNMA FNMS 03.500 CIAH0966 |
2025-12-01 |
3.5 |
Government Agency Debt |
$22,981,033.92 |
$24,307,491.54 |
|
FNMA FNMS 03.500 CLAL3829 |
2043-06-01 |
3.5 |
Government Agency Debt |
$23,250,835.93 |
$23,496,868.52 |
|
FNMA FNMS 03.500 CLAO3264 |
2042-10-01 |
3.5 |
Government Agency Debt |
$23,979,475.62 |
$24,233,218.44 |
|
FNMA FNMS 03.500 CLAO6444 |
2042-07-01 |
3.5 |
Government Agency Debt |
$23,772,161.61 |
$24,023,710.70 |
|
FNMA FNMS 03.500 CLAO8099 |
2042-08-01 |
3.5 |
Government Agency Debt |
$23,416,053.54 |
$23,663,834.41 |
|
FNMA FNMS 03.500 CLAT2018 |
2043-04-01 |
3.5 |
Government Agency Debt |
$23,517,977.12 |
$23,805,711.74 |
|
FNMA FNMS 03.500 CTAB4473 |
2032-02-01 |
3.5 |
Government Agency Debt |
$24,246,453.58 |
$24,767,235.07 |
|
FNMA FNMS 04.000 CKAE9113 |
2040-12-01 |
4 |
Government Agency Debt |
$23,217,991.18 |
$23,886,212.70 |
|
FNMA FNMS 04.000 CLAH5598 |
2041-02-01 |
4 |
Government Agency Debt |
$23,336,194.93 |
$24,356,834.53 |
|
FNMA FNMS 04.000 CLAO0883 |
2042-04-01 |
4 |
Government Agency Debt |
$23,622,632.47 |
$24,622,798.99 |
|
FNMA FNMS 04.000 CLAP1927 |
2042-08-01 |
4 |
Government Agency Debt |
$23,681,308.01 |
$24,737,644.32 |
|
FNMA FNMS 04.500 CLAH3521 |
2041-02-01 |
4.5 |
Government Agency Debt |
$22,893,048.82 |
$24,348,062.33 |
|
FNMA FNMS 04.500 CTAD6932 |
2030-06-01 |
4.5 |
Government Agency Debt |
$22,942,692.34 |
$24,454,845.19 |
|
FNMA FNMS 05.500 CLAD0897 |
2040-04-01 |
5.5 |
Government Agency Debt |
$21,530,266.16 |
$23,611,841.00 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
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): 2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-01
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: $850,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $850,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 7.07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $850,000,000.00
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: $850,000,000.00
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, 0.200%, 6/12/2014
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: 313383CH2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-06-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-12
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: $76,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $76,000,000.00
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: $76,009,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $76,009,880.00
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, 0.375%, 4/28/2014
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: 3134G3SB7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-04-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-28
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: $11,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $11,015,674.35
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: $11,018,370.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $11,018,370.00
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, 0.120%, 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: 313382V34
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $80,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $79,990,632.61
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .67%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $79,996,000.00
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: $79,996,000.00
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, 0.213%, 4/27/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3133EAJP4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $27,820,000.00
Item 41. The total current amortized cost, to the nearest cent: $27,837,176.92
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: $27,840,586.80
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: $27,840,586.80
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, 0.200%, 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
|
Principal amount
|
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): 2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-01
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: $21,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $21,000,000.00
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: $21,014,070.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $21,014,070.00
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, 0.100%, 1/6/2014
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: 313383M57
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-01-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,997,010.81
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: $25,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank System Notes, 0.120%, 2/24/2014
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: 3133833H2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-02-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $35,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $34,995,498.21
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: $34,997,900.00
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: $34,997,900.00
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, 0.211%, 4/23/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3133EA5D6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-08-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-23
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: $33,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $33,023,202.10
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: $33,026,730.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $33,026,730.00
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, 0.070%, 8/7/2013
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: 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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
GNMA GNII SF 003931 M |
2036-12-20 |
6 |
Government Agency Debt |
$6,112,069.48 |
$6,755,120.30 |
|
GNMA GNII SF AD6018 C |
2043-04-20 |
3.5 |
Government Agency Debt |
$6,623,235.57 |
$6,769,063.76 |
|
GNMA GNII SF AE2154 C |
2043-05-20 |
3.5 |
Government Agency Debt |
$3,520,261.75 |
$3,597,502.16 |
|
GNMA GNMI SF 738283 X |
2026-05-15 |
3.5 |
Government Agency Debt |
$6,353,348.95 |
$6,704,922.11 |
|
GNMA GNMI SF 770597 X |
2041-08-15 |
4 |
Government Agency Debt |
$6,456,888.49 |
$6,758,963.26 |
|
GNMA GNMI SF AA6419 X |
2043-05-15 |
3.5 |
Government Agency Debt |
$6,633,408.25 |
$6,775,944.71 |
|
GNMA GNMI SP 782068 X |
2036-03-15 |
5 |
Government Agency Debt |
$6,164,592.40 |
$6,720,038.62 |
|
GNMA GNMI SP 783235 X |
2038-12-15 |
6.5 |
Government Agency Debt |
$3,384,404.95 |
$3,858,538.64 |
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): 2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-07
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: $47,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $47,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .39%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $47,000,000.00
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: $47,000,000.00
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, 0.500%, 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
|
Principal amount
|
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: $35,315,000.00
Item 41. The total current amortized cost, to the nearest cent: $35,324,047.46
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: $35,325,947.65
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $35,325,947.65
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%, 1/17/2014
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: 313382T94
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-01-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-17
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: $40,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $39,993,928.29
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: $40,002,000.00
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: $40,002,000.00
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 Discount Notes, 0.150%, 9/3/2013
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: 313589LF8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-09-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $78,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $77,989,275.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $77,998,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $77,998,440.00
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%, 1/7/2014
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: 313381PS8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-01-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-07
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: $28,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $28,001,456.87
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: $28,009,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $28,009,800.00
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%, 8/22/2014
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: 313383TA9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-08-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-08-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $130,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $130,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 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: $129,980,500.00
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: $129,980,500.00
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, 0.141%, 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
|
Principal amount
|
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: $45,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $44,981,915.91
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $45,021,150.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $45,021,150.00
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: 313379QS1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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: $80,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $80,008,541.14
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .67%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $80,012,800.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $80,012,800.00
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, 0.150%, 9/27/2013
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: 313381LS2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-09-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $35,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $34,999,025.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $35,003,150.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $35,003,150.00
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, 0.230%, 12/4/2013
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: 3133EAT32
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-12-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $13,100,000.00
Item 41. The total current amortized cost, to the nearest cent: $13,099,875.32
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: $13,106,288.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $13,106,288.00
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. Discount Notes, 0.100%, 12/3/2013
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: 313397QA2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-12-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,965,555.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $99,979,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,979,000.00
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, 0.250%, 7/25/2014
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: 313383PA3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-07-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $60,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $60,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $60,012,000.00
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: $60,012,000.00
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, 1.375%, 5/28/2014
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: 313373JR4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-05-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-28
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: $27,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $27,266,394.41
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: $27,270,540.00
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: $27,270,540.00
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, 0.090%, 9/23/2013
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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
GNMA GNRM 2007-71 P |
2036-07-20 |
5.5 |
Government Agency Debt |
$1,563,395.64 |
$1,682,564.43 |
|
GNMA GNRM 2003-04 MU |
2032-01-20 |
4.5 |
Government Agency Debt |
$1,575.05 |
$1,580.32 |
|
GNMA GNRM 2003-04 MY |
2022-11-20 |
5.5 |
Government Agency Debt |
$1,000,000.00 |
$1,037,195.33 |
|
GNMA GNRM 2003-56 MA |
2033-02-16 |
5.5 |
Government Agency Debt |
$302,684.38 |
$336,157.14 |
|
GNMA GNRM 2007-14 PA |
2036-05-20 |
5.4 |
Government Agency Debt |
$485,168.52 |
$506,158.37 |
|
GNMA GNRM 2007-22 LB |
2036-06-20 |
5.5 |
Government Agency Debt |
$367,427.53 |
$383,709.83 |
|
GNMA GNRM 2007-38 PB |
2032-11-16 |
5 |
Government Agency Debt |
$200,231.34 |
$201,316.33 |
|
GNMA GNRM 2008-30 AB |
2037-02-20 |
4.2 |
Government Agency Debt |
$288,416.43 |
$294,570.66 |
|
GNMA GNRM 2008-30 AC |
2037-06-20 |
4 |
Government Agency Debt |
$3,264,112.38 |
$3,367,043.99 |
|
GNMA GNRM 2009-059 P |
2033-09-20 |
4.25 |
Government Agency Debt |
$970,799.94 |
$1,019,184.29 |
|
GNMA GNRM 2009-96 GA |
2039-04-16 |
4 |
Government Agency Debt |
$257,461.81 |
$273,294.77 |
|
GNMA GNRM 2007-002 PB |
2035-06-20 |
5.5 |
Government Agency Debt |
$1,125,707.43 |
$1,143,998.30 |
|
GNMA GNRM 2008-060 PH |
2034-12-16 |
4.5 |
Government Agency Debt |
$1,789,546.95 |
$1,811,828.60 |
|
GNMA GNRM 2009-024 DA |
2039-03-20 |
3.5 |
Government Agency Debt |
$365,068.56 |
$381,606.77 |
|
GNMA GNRM 2009-024 KA |
2037-01-20 |
3.5 |
Government Agency Debt |
$377,083.70 |
$380,075.36 |
|
GNMA GNRM 2009-025 NA |
2035-07-20 |
4.5 |
Government Agency Debt |
$778,090.90 |
$841,818.88 |
|
GNMA GNRM 2009-057 BA |
2039-06-16 |
2.25 |
Government Agency Debt |
$1,007,582.95 |
$1,020,274.46 |
|
GNMA GNRM 2009-062 EG |
2038-05-16 |
4 |
Government Agency Debt |
$680,696.02 |
$720,357.00 |
|
GNMA GNRM 2009-064 EQ |
2039-07-16 |
4 |
Government Agency Debt |
$736,582.26 |
$777,400.21 |
|
GNMA GNRM 2009-094 MB |
2037-04-20 |
4.5 |
Government Agency Debt |
$540,061.73 |
$567,873.28 |
|
GNMA GNRM 2009-094 NE |
2037-04-20 |
3 |
Government Agency Debt |
$540,061.73 |
$557,210.84 |
|
GNMA GNRM 2009-121 NJ |
2037-04-20 |
4 |
Government Agency Debt |
$688,594.59 |
$720,849.28 |
|
GNMA GNRM 2009-123 NT |
2038-12-20 |
5 |
Government Agency Debt |
$578,737.75 |
$620,226.11 |
|
GNMA GNRM 2010-002 JH |
2037-06-20 |
5 |
Government Agency Debt |
$1,336,336.70 |
$1,413,978.75 |
|
GNMA GNRM 2010-002 PM |
2037-06-20 |
4.5 |
Government Agency Debt |
$2,070,503.04 |
$2,187,844.66 |
|
GNMA GNRM 2010-014 PH |
2040-02-20 |
4.5 |
Government Agency Debt |
$385,942.13 |
$416,122.42 |
|
GNMA GNRM 2010-043 NE |
2038-05-20 |
3.5 |
Government Agency Debt |
$2,505,569.72 |
$2,631,368.53 |
|
GNMA GNRM 2010-057 NB |
2035-10-16 |
2 |
Government Agency Debt |
$592,445.25 |
$594,596.22 |
|
GNMA GNRM 2010-059 PU |
2033-05-20 |
4.5 |
Government Agency Debt |
$304,915.22 |
$308,179.33 |
|
GNMA GNRM 2010-068 WJ |
2040-06-20 |
4 |
Government Agency Debt |
$47,308.26 |
$47,447.12 |
|
GNMA GNRM 2010-098 MG |
2039-08-20 |
3 |
Government Agency Debt |
$3,477,527.75 |
$3,613,506.04 |
|
GNMA GNRM 2010-105 NE |
2037-11-20 |
3 |
Government Agency Debt |
$3,483,518.45 |
$3,612,426.05 |
|
GNMA GNRM 2010-151 CP |
2039-08-20 |
2.5 |
Government Agency Debt |
$3,705,538.89 |
$3,769,264.28 |
|
GNMA GNRM 2010-164 EB |
2037-09-20 |
4 |
Government Agency Debt |
$902,373.82 |
$957,539.84 |
|
FNMA FNRM CL053P R04F053 |
2033-07-25 |
5.5 |
Government Agency Debt |
$1,040,865.80 |
$1,084,438.87 |
|
FMAC FGRM 2923QG 01/15/35 |
2035-01-15 |
5.5 |
Government Agency Debt |
$3,000,000.00 |
$3,370,714.00 |
|
FMAC FGRM 3807MB 02/15/41 |
2041-02-15 |
4.5 |
Government Agency Debt |
$2,500,000.00 |
$2,684,635.00 |
|
FMAC FGRM 3809GA 10/15/39 |
2039-10-15 |
4.5 |
Government Agency Debt |
$1,031,523.47 |
$1,096,307.26 |
|
FMAC FGRM 3922PQ 04/15/41 |
2041-04-15 |
2 |
Government Agency Debt |
$2,937,461.63 |
$2,948,631.82 |
|
FMAC FGRM 3927DP 07/15/41 |
2041-07-15 |
2.25 |
Government Agency Debt |
$1,731,128.30 |
$1,758,481.86 |
|
FMAC FGRM 3954PL 07/15/41 |
2041-07-15 |
3.5 |
Government Agency Debt |
$2,730,864.00 |
$2,859,019.81 |
|
FMAC FGRM 4050BA 05/15/41 |
2041-05-15 |
3.5 |
Government Agency Debt |
$3,001,190.60 |
$3,064,973.90 |
|
FMAC FGRM 4076QB 11/15/41 |
2041-11-15 |
1.75 |
Government Agency Debt |
$4,377,503.00 |
$4,105,442.65 |
|
FNMA FNMS 02.500 CIAB9171 |
2028-04-01 |
2.5 |
Government Agency Debt |
$18,132,581.41 |
$18,140,547.66 |
|
FNMA FNMS 04.000 CQMA1545 |
2043-07-01 |
4 |
Government Agency Debt |
$348,372.00 |
$361,632.20 |
|
FNMA FNMS 04.000 CTMA0908 |
2031-11-01 |
4 |
Government Agency Debt |
$16,665,569.48 |
$17,401,493.25 |
|
FNMA FNRM CL005PJ R02F005 |
2021-10-25 |
6 |
Government Agency Debt |
$9,693.07 |
$9,741.13 |
|
FNMA FNRM CL016HC R11F016 |
2025-10-25 |
3.5 |
Government Agency Debt |
$2,257,727.10 |
$2,369,908.29 |
|
FNMA FNRM CL019CK R10F019 |
2039-06-25 |
3 |
Government Agency Debt |
$573,898.72 |
$588,933.72 |
|
FNMA FNRM CL019HB R12F019 |
2042-01-25 |
4 |
Government Agency Debt |
$3,879,250.20 |
$3,917,722.02 |
|
FNMA FNRM CL019UB R13F019 |
2041-09-25 |
1.25 |
Government Agency Debt |
$974,847.82 |
$919,249.00 |
|
FNMA FNRM CL022PA R07F022 |
2037-03-25 |
5.5 |
Government Agency Debt |
$1,132,149.44 |
$1,231,638.58 |
|
FNMA FNRM CL030BA R12F030 |
2041-06-25 |
2 |
Government Agency Debt |
$659,358.22 |
$644,000.23 |
|
FNMA FNRM CL031KD R03F031 |
2032-08-25 |
5 |
Government Agency Debt |
$12,140.00 |
$12,195.46 |
|
FNMA FNRM CL035AP R12F035 |
2041-01-25 |
2 |
Government Agency Debt |
$3,965,789.65 |
$3,925,575.22 |
|
FNMA FNRM CL035EP R12F035 |
2040-11-25 |
2 |
Government Agency Debt |
$4,465,654.75 |
$4,359,098.27 |
|
FNMA FNRM CL037PD R03F037 |
2032-05-25 |
5.25 |
Government Agency Debt |
$180,992.69 |
$185,147.56 |
|
FNMA FNRM CL039JD R03F039 |
2032-12-25 |
4 |
Government Agency Debt |
$61,991.90 |
$62,964.45 |
|
FNMA FNRM CL043HJ R10F043 |
2040-05-25 |
5.5 |
Government Agency Debt |
$1,470,857.50 |
$1,605,844.47 |
|
FNMA FNRM CL048UG R10F048 |
2034-12-25 |
2.5 |
Government Agency Debt |
$113,102.35 |
$113,279.84 |
|
FNMA FNRM CL050AH R09F050 |
2039-07-25 |
5 |
Government Agency Debt |
$4,121,398.74 |
$4,406,894.90 |
|
FNMA FNRM CL050MJ R09F050 |
2039-06-25 |
4 |
Government Agency Debt |
$222,389.73 |
$235,736.52 |
|
FNMA FNRM CL052PA R10F052 |
2036-11-25 |
4.5 |
Government Agency Debt |
$214,359.79 |
$219,774.09 |
|
FNMA FNRM CL057DB R10F057 |
2038-01-25 |
4 |
Government Agency Debt |
$442,462.00 |
$446,389.88 |
|
FNMA FNRM CL060HJ R10F060 |
2040-05-25 |
5.5 |
Government Agency Debt |
$3,455,507.71 |
$3,823,216.34 |
|
FNMA FNRM CL061PC R07F061 |
2020-09-25 |
5.5 |
Government Agency Debt |
$466,869.47 |
$476,446.99 |
|
FNMA FNRM CL066PB R03F066 |
2033-02-25 |
3.5 |
Government Agency Debt |
$418,941.96 |
$435,606.50 |
|
FNMA FNRM CL071KD R07F071 |
2037-07-25 |
5.5 |
Government Agency Debt |
$1,193,067.71 |
$1,286,034.33 |
|
FNMA FNRM CL077PA R12F077 |
2041-07-25 |
2 |
Government Agency Debt |
$1,372,842.23 |
$1,349,058.65 |
|
FNMA FNRM CL085BA R07F085 |
2035-03-25 |
6 |
Government Agency Debt |
$907,222.74 |
$941,825.13 |
|
FNMA FNRM CL086KT R03F086 |
2018-09-25 |
4.5 |
Government Agency Debt |
$401,440.45 |
$415,766.25 |
|
FNMA FNRM CL087MB R12F087 |
2042-05-25 |
2 |
Government Agency Debt |
$3,251,457.43 |
$3,215,557.01 |
|
FNMA FNRM CL099PC R06F099 |
2033-12-25 |
5.5 |
Government Agency Debt |
$19,540.71 |
$19,627.19 |
|
FNMA FNRM CL113MA R12F113 |
2041-08-25 |
3 |
Government Agency Debt |
$1,870,039.56 |
$1,915,915.37 |
|
FNMA FNRM CL114HD R06F114 |
2035-10-25 |
5.5 |
Government Agency Debt |
$1,644,905.42 |
$1,720,629.19 |
|
FNMA FNRM CL143MA RT92143 |
2022-09-25 |
5.5 |
Government Agency Debt |
$44,851.28 |
$49,043.94 |
|
FNMA FNRM CL146NB R11F146 |
2041-09-25 |
4 |
Government Agency Debt |
$1,355,561.04 |
$1,374,398.37 |
|
FNMA FNRM CL25B RT1988-25 |
2018-10-25 |
9.25 |
Government Agency Debt |
$145,763.54 |
$160,238.78 |
|
FNMA FNRM RC001PC R13F001 |
2042-06-25 |
1.75 |
Government Agency Debt |
$971,132.38 |
$932,980.80 |
|
FNMA FNRM RC011PN R12F011 |
2040-11-25 |
4 |
Government Agency Debt |
$1,077,511.70 |
$1,079,066.91 |
|
FNMA FNRM RC012JE R05F012 |
2033-09-25 |
5 |
Government Agency Debt |
$1,228,695.85 |
$1,277,129.40 |
|
FNMA FNRM RC020QD R03F020 |
2031-07-25 |
5 |
Government Agency Debt |
$89,014.80 |
$89,666.00 |
|
FNMA FNRM RC032PH R12F032 |
2041-10-25 |
3.5 |
Government Agency Debt |
$1,903,745.01 |
$1,936,433.58 |
|
FNMA FNRM RC035MH R10F035 |
2040-04-25 |
3.5 |
Government Agency Debt |
$1,222,315.35 |
$1,269,303.19 |
|
FNMA FNRM RC039JM R10F039 |
2035-07-25 |
2.5 |
Government Agency Debt |
$218,238.25 |
$218,718.45 |
|
FNMA FNRM RC056MA R10F056 |
2039-08-25 |
4.5 |
Government Agency Debt |
$386,074.34 |
$398,941.81 |
|
FNMA FNRM RC090GA R04F090 |
2034-03-25 |
4.35 |
Government Agency Debt |
$824,812.75 |
$843,130.19 |
|
FNMA FNRM RC095PE R10F095 |
2040-07-25 |
3 |
Government Agency Debt |
$1,134,495.12 |
$1,171,130.24 |
|
FNMA FNRM RC096PY R12F096 |
2041-07-25 |
2 |
Government Agency Debt |
$879,069.49 |
$861,161.67 |
|
FNMA FNRM RC100GC R05F100 |
2034-12-25 |
5 |
Government Agency Debt |
$961,502.27 |
$993,592.09 |
|
FNMA FNRM RC100KM R11F100 |
2038-08-25 |
4 |
Government Agency Debt |
$183,630.90 |
$186,358.43 |
|
FNMA FNRM RC100MA R09F100 |
2039-11-25 |
3 |
Government Agency Debt |
$612,304.63 |
$629,968.39 |
|
FNMA FNRM RC146MA R11F146 |
2041-08-25 |
3.5 |
Government Agency Debt |
$1,669,722.08 |
$1,732,658.36 |
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): 2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-07
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: $149,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $149,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.24%
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: $149,000,000.00
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: $149,000,000.00
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, 0.122%, 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
|
Principal amount
|
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): 2013-09-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-20
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,997,266.14
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .08%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $9,999,400.00
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: $9,999,400.00
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 Floating Rate Notes, 0.130%, 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
|
Principal amount
|
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): 2013-08-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-26
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: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,999,004.90
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: $20,002,000.00
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: $20,002,000.00
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. Discount Notes, 0.150%, 9/4/2013
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: 313397LG4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $78,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $77,988,949.97
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $77,998,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $77,998,440.00
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
|
Principal amount
|
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: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,996,383.92
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: $25,001,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,001,250.00
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 Discount Notes, 0.040%, 8/16/2013
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: 313313KM9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-08-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-16
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: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,999,750.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,999,850.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $14,999,850.00
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, 0.156%, 2/27/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3135G0VK6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $153,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $152,951,515.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.27%
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: $153,013,770.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $153,013,770.00
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, 1.125%, 6/27/2014
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: 3135G0BJ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-06-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-27
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: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $20,168,371.74
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: $20,178,400.00
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: $20,178,400.00
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, 0.182%, 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
|
Principal amount
|
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): 2013-08-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-12
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: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,999,084.18
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: $100,002,000.00
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: $100,002,000.00
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, 0.140%, 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: 313380J32
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-01
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: $62,600,000.00
Item 41. The total current amortized cost, to the nearest cent: $62,601,496.49
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .52%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $62,601,252.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $62,601,252.00
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, 0.055%, 10/1/2013
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: 313385MK9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-10-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $26,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $25,997,576.94
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: $25,998,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,998,700.00
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, 0.250%, 6/30/2014
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: 912828TA8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-06-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-30
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: $115,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $115,088,219.65
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .96%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $115,117,300.00
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: $115,117,300.00
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, 0.250%, 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: 313376YK5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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: $14,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $13,999,990.45
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: $14,000,000.00
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: $14,000,000.00
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, 0.133%, 2/5/2014
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: 3133827F4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-08-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-05
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: $43,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $42,997,846.09
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: $43,002,150.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $43,002,150.00
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, 1.125%, 2/27/2014
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: 31331KAH3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-02-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-27
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $36,289,000.00
Item 41. The total current amortized cost, to the nearest cent: $36,486,539.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .3%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $36,497,661.75
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: $36,497,661.75
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, 0.330%, 1/3/2014
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: 313379Y60
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-01-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $15,800,000.00
Item 41. The total current amortized cost, to the nearest cent: $15,811,147.47
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: $15,815,642.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $15,815,642.00
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. Discount Notes, 0.120%, 1/6/2014
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: 313397RL7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-01-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-06
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,509,000.00
Item 41. The total current amortized cost, to the nearest cent: $30,492,931.92
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: $30,499,542.21
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $30,499,542.21
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, 0.290%, 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
|
Principal amount
|
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): 2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-01
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: $29,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $29,024,360.00
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: $29,024,360.00
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, 0.140%, 11/6/2013
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: 313381VQ5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-11-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-06
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: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,998,217.23
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: $25,003,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,003,250.00
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%, 2/25/2014
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: 313382DF7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-02-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-25
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: $3,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,999,002.47
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: $2,999,910.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,999,910.00
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%, 9/4/2013
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: 313381GH2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-09-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-04
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,999,050.24
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: $100,008,000.00
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: $100,008,000.00
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 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
|
Principal amount
|
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: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,997,575.47
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: $30,004,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $30,004,500.00
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, 0.070%, 10/21/2013
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: 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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
GNMA GNRM 2010-158 DA |
2038-04-20 |
2.6 |
Government Agency Debt |
$62,680,056.80 |
$64,150,259.32 |
|
GNMA GNRM 2010-158 NP |
2039-06-20 |
2.6 |
Government Agency Debt |
$31,824,966.53 |
$32,536,148.45 |
|
FMAC 04.000 FGPC Q15020 G |
2043-01-01 |
4 |
Government Agency Debt |
$599,826.09 |
$624,404.17 |
|
FNMA FNMS 04.000 CQMA1545 |
2043-07-01 |
4 |
Government Agency Debt |
$234,910.00 |
$243,851.46 |
|
FNMA FNMS 04.000 CTMA0908 |
2031-11-01 |
4 |
Government Agency Debt |
$32,102,007.37 |
$33,519,578.51 |
|
FNMA FNRM CL015KA R12F015 |
2041-08-25 |
3.5 |
Government Agency Debt |
$363,804.17 |
$371,052.49 |
|
FNMA FNRM RC054NP R13F054 |
2043-03-25 |
2.5 |
Government Agency Debt |
$5,313,559.63 |
$5,210,233.92 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
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): 2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-07
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: $133,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $133,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.11%
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: $132,990,676.70
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $132,990,676.70
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%, 2/26/2014
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: 3133822F9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-02-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-26
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $69,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $69,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $69,003,450.00
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: $69,003,450.00
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, 0.100%, 10/25/2013
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: 313382VH3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-10-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $62,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $61,996,832.25
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .52%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $62,001,240.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $62,001,240.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan 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
|
Principal amount
|
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: $13,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $12,999,749.97
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: $13,002,080.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $13,002,080.00
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
|
Principal amount
|
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: $39,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $39,000,141.46
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: $39,002,340.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $39,002,340.00
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%, 12/23/2013
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: 3134G3BF6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-12-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-23
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: $45,090,000.00
Item 41. The total current amortized cost, to the nearest cent: $45,165,639.65
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $45,179,729.10
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: $45,179,729.10
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. Discount Notes, 0.100%, 11/12/2013
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: 313397PD7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-11-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-12
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $40,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $39,988,555.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $39,995,600.00
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: $39,995,600.00
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, 0.060%, 8/6/2013
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: 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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FMAC FMAR 2B1544 G |
2043-07-01 |
2.2879 |
Government Agency Debt |
$1,116,904.00 |
$1,117,256.48 |
|
GNMA GNRM 2008-09 QP |
2037-07-20 |
4 |
Government Agency Debt |
$157,719.72 |
$164,179.66 |
|
GNMA GNRM 2009-96 GA |
2039-04-16 |
4 |
Government Agency Debt |
$141,604.00 |
$150,312.12 |
|
GNMA GNRM 2010-73 LN |
2038-06-20 |
3 |
Government Agency Debt |
$277,350.58 |
$288,333.11 |
|
GNMA GNRM 2013-69 EQ |
2040-04-20 |
2 |
Government Agency Debt |
$7,526,837.90 |
$6,300,939.30 |
|
GNMA GNII SF 005334 M |
2042-02-20 |
5 |
Government Agency Debt |
$13,428,630.34 |
$14,838,457.47 |
|
GNMA GNII SF AA0447 C |
2042-01-20 |
4.5 |
Government Agency Debt |
$13,297,537.70 |
$14,286,675.05 |
|
GNMA GNII SF AC4641 C |
2043-01-20 |
3.5 |
Government Agency Debt |
$13,639,938.84 |
$13,932,101.78 |
|
GNMA GNII SF AD3265 C |
2043-02-20 |
3.5 |
Government Agency Debt |
$14,707,191.41 |
$15,022,214.55 |
|
GNMA GNII SF MA0462 M |
2042-10-20 |
3.5 |
Government Agency Debt |
$13,389,914.34 |
$13,676,681.67 |
|
GNMA GNII SF MA1159 M |
2043-06-20 |
4.5 |
Government Agency Debt |
$24,720,851.00 |
$26,524,212.36 |
|
GNMA GNII SF MA1160 M |
2041-03-20 |
5 |
Government Agency Debt |
$11,528,844.00 |
$12,510,717.21 |
|
GNMA GNMI SF 553458 X |
2042-01-15 |
4 |
Government Agency Debt |
$13,527,641.25 |
$14,322,245.88 |
|
GNMA GNMI SF 724220 X |
2039-08-15 |
4.5 |
Government Agency Debt |
$13,617,991.99 |
$14,753,446.54 |
|
GNMA GNMI SF 733285 X |
2040-09-15 |
4.5 |
Government Agency Debt |
$14,023,865.67 |
$15,013,936.57 |
|
GNMA GNMI SF 737556 X |
2040-10-15 |
4.5 |
Government Agency Debt |
$13,521,944.77 |
$14,476,580.55 |
|
GNMA GNMI SP 782905 X |
2040-03-15 |
4 |
Government Agency Debt |
$14,162,017.75 |
$14,862,518.35 |
|
GNMA GNMI SP 783121 X |
2040-10-15 |
4 |
Government Agency Debt |
$9,151,432.11 |
$9,637,394.51 |
|
GNMA GNMI SP 783178 X |
2040-11-15 |
4.5 |
Government Agency Debt |
$13,230,320.50 |
$14,149,549.94 |
|
GNMA GNMI SP 783226 X |
2041-01-15 |
4 |
Government Agency Debt |
$47,763,860.43 |
$50,333,954.15 |
|
GNMA GNMI SP 783281 X |
2040-07-15 |
4.5 |
Government Agency Debt |
$6,292,780.14 |
$6,721,186.32 |
|
GNMA GNRA 2013-026 LY |
2042-12-20 |
2.075 |
Government Agency Debt |
$64,887.41 |
$55,083.32 |
|
GNMA GNRM 2009-062 JH |
2039-03-16 |
4.5 |
Government Agency Debt |
$159,019.30 |
$170,011.99 |
|
GNMA GNRM 2009-127 PL |
2038-10-20 |
4.25 |
Government Agency Debt |
$167,215.13 |
$176,257.40 |
|
GNMA GNRM 2010-044 KC |
2040-04-16 |
4.5 |
Government Agency Debt |
$21,000.00 |
$21,257.33 |
|
GNMA GNRM 2010-162 PQ |
2039-06-16 |
4.5 |
Government Agency Debt |
$196,376.77 |
$207,893.09 |
|
GNMA GNRM 2010-163 MA |
2038-01-16 |
2.75 |
Government Agency Debt |
$49,897,375.00 |
$51,217,243.73 |
|
GNMA GNRM 2011-026 PH |
2040-07-20 |
3.5 |
Government Agency Debt |
$4,197,848.69 |
$4,378,451.33 |
|
GNMA GNRM 2011-090 PA |
2041-05-20 |
4 |
Government Agency Debt |
$3,626,342.49 |
$3,864,075.83 |
|
GNMA GNRM 2013-064 LJ |
2041-08-20 |
2 |
Government Agency Debt |
$14,621,069.31 |
$14,110,043.45 |
|
FMAC 03.000 FGPC C09008 G |
2042-08-01 |
3 |
Government Agency Debt |
$14,607,167.84 |
$14,144,850.97 |
|
FMAC 03.000 FGPC G14799 G |
2028-02-01 |
3 |
Government Agency Debt |
$13,903,361.00 |
$14,321,782.65 |
|
FMAC 03.000 FGPC J19166 G |
2027-05-01 |
3 |
Government Agency Debt |
$14,356,697.29 |
$14,774,103.90 |
|
FMAC 03.000 FGPC J22996 G |
2028-03-01 |
3 |
Government Agency Debt |
$7,426,762.43 |
$7,661,188.19 |
|
FMAC 03.500 FGPC Q08894 G |
2042-06-01 |
3.5 |
Government Agency Debt |
$14,283,162.68 |
$14,407,421.43 |
|
FMAC 04.000 FGPC J10502 G |
2024-09-01 |
4 |
Government Agency Debt |
$710,777.29 |
$750,636.50 |
|
FMAC 04.000 FGPC U62349 G |
2043-03-01 |
4 |
Government Agency Debt |
$14,007,764.54 |
$14,549,085.26 |
|
FMAC 04.500 FGPC Q04936 G |
2041-12-01 |
4.5 |
Government Agency Debt |
$3,548,539.41 |
$3,758,105.51 |
|
FMAC 05.000 FGPC Q01625 G |
2041-06-01 |
5 |
Government Agency Debt |
$4,976,417.19 |
$5,427,811.41 |
|
FMAC FGRA S06660 06/15/43 |
2043-06-15 |
.635 |
Government Agency Debt |
$4,792,584.68 |
$4,770,237.92 |
|
FMAC FGRM 2586WA 12/15/32 |
2032-12-15 |
4 |
Government Agency Debt |
$26,143.30 |
$26,360.19 |
|
FMAC FGRM 2948YD 08/15/33 |
2033-08-15 |
5.5 |
Government Agency Debt |
$42,493.32 |
$42,939.18 |
|
FMAC FGRM 4121GQ 10/15/42 |
2042-10-15 |
2 |
Government Agency Debt |
$94,987.16 |
$89,739.37 |
|
FMAC FGRM 4180BU 10/15/42 |
2042-10-15 |
2.5 |
Government Agency Debt |
$5,460,189.24 |
$4,659,809.22 |
|
FMAC FGRM 4226MU 07/15/33 |
2033-07-15 |
3.5 |
Government Agency Debt |
$563,349.00 |
$569,377.77 |
|
FNMA FNAR XX.XXX HYAM3983 |
2023-07-01 |
3.59 |
Government Agency Debt |
$4,004.00 |
$4,086.59 |
|
FNMA FNAR XX.XXX HYAM3988 |
2023-07-01 |
3.61 |
Government Agency Debt |
$1,114,513.00 |
$1,139,789.41 |
|
FNMA FNMS 02.500 CIAT2062 |
2028-04-01 |
2.5 |
Government Agency Debt |
$923,729.51 |
$924,135.34 |
|
FNMA FNMS 03.000 CIAJ7717 |
2026-12-01 |
3 |
Government Agency Debt |
$13,625,495.38 |
$14,039,710.44 |
|
FNMA FNMS 03.000 CIAL3771 |
2028-07-01 |
3 |
Government Agency Debt |
$14,296,177.00 |
$14,726,849.33 |
|
FNMA FNMS 03.000 CLAO4688 |
2043-07-01 |
3 |
Government Agency Debt |
$14,321,208.00 |
$13,909,573.52 |
|
FNMA FNMS 03.500 CIAH2718 |
2026-01-01 |
3.5 |
Government Agency Debt |
$14,253,557.93 |
$14,970,179.31 |
|
FNMA FNMS 03.500 CLAB4930 |
2042-04-01 |
3.5 |
Government Agency Debt |
$14,576,234.10 |
$14,735,824.43 |
|
FNMA FNMS 03.500 CLAB9502 |
2043-05-01 |
3.5 |
Government Agency Debt |
$13,889,524.64 |
$14,037,610.12 |
|
FNMA FNMS 03.500 CLAK4776 |
2042-03-01 |
3.5 |
Government Agency Debt |
$13,700,518.75 |
$13,850,986.98 |
|
FNMA FNMS 03.500 CLAR6275 |
2043-03-01 |
3.5 |
Government Agency Debt |
$14,438,085.17 |
$14,596,422.84 |
|
FNMA FNMS 04.000 CLAH7574 |
2041-03-01 |
4 |
Government Agency Debt |
$14,161,820.07 |
$14,766,378.73 |
|
FNMA FNMS 04.000 CLAO0663 |
2042-04-01 |
4 |
Government Agency Debt |
$14,051,024.22 |
$14,648,056.92 |
|
FNMA FNMS 04.500 CLAD2323 |
2040-03-01 |
4.5 |
Government Agency Debt |
$13,196,692.89 |
$14,181,852.41 |
|
FNMA FNMS 04.500 CLAJ3366 |
2041-10-01 |
4.5 |
Government Agency Debt |
$13,584,827.83 |
$14,601,733.71 |
|
FNMA FNMS 04.500 CLAJ8489 |
2041-12-01 |
4.5 |
Government Agency Debt |
$13,709,562.32 |
$14,639,756.13 |
|
FNMA FNMS 06.000 NP257044 |
2037-12-01 |
6 |
Government Agency Debt |
$12,110,490.41 |
$13,087,092.46 |
|
FNMA FNMS 06.500 CL889900 |
2038-09-01 |
6.5 |
Government Agency Debt |
$12,457,476.57 |
$13,841,535.43 |
|
FNMA FNRA CL013FA R10F013 |
2040-03-25 |
.943 |
Government Agency Debt |
$47,630,938.00 |
$47,997,894.68 |
|
FNMA FNRA CL108MF R12F108 |
2042-10-25 |
.593 |
Government Agency Debt |
$14,529,391.91 |
$14,522,226.50 |
|
FNMA FNRA CL110FG R09F110 |
2040-01-25 |
.943 |
Government Agency Debt |
$51,963,915.17 |
$52,534,383.69 |
|
FNMA FNRM CL066LB R13F066 |
2043-04-25 |
1.5 |
Government Agency Debt |
$19,734,958.60 |
$19,508,795.97 |
|
FNMA FNRM CL089PG R10F089 |
2039-12-25 |
3 |
Government Agency Debt |
$10,327,735.25 |
$10,664,997.77 |
|
FNMA FNRM RC017DP R08F017 |
2038-02-25 |
4.75 |
Government Agency Debt |
$3,130,781.40 |
$3,331,650.25 |
|
FNMA FNRM RC066PQ R13F066 |
2043-07-25 |
3 |
Government Agency Debt |
$3,107,227.16 |
$2,822,254.04 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
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): 2013-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-06
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 |
|---|---|---|
|
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: $797,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $797,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 6.63%
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: $797,000,000.00
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: $797,000,000.00
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, 0.375%, 10/30/2013
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: 3137EACX5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-10-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $24,375,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,391,221.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $24,391,575.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,391,575.00
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. Discount Notes, 0.090%, 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: 313397MZ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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: $48,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $47,991,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .4%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $47,997,120.00
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: $47,997,120.00
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, 0.040%, 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: 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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FHLB FHOR 12-22 1T |
2022-10-26 |
0 |
Government Agency Debt |
$5,000,000.00 |
$4,750,040.28 |
|
FHLB FHOR 13-20 ZS |
2020-10-09 |
1 |
Government Agency Debt |
$2,500,000.00 |
$2,461,527.78 |
|
FHLB FHOR 14-23 VN |
2023-05-23 |
0 |
Government Agency Debt |
$2,000,000.00 |
$1,911,097.78 |
|
FNMA FNIN 01/15/19 |
2019-01-15 |
0 |
Government Agency Debt |
$2,000,000.00 |
$1,791,080.00 |
|
FNMA FNIN 01/15/23 |
2023-01-15 |
0 |
Government Agency Debt |
$3,846,000.00 |
$2,811,733.68 |
|
FNMA FNIN 05/15/21 |
2021-05-15 |
0 |
Government Agency Debt |
$4,266,000.00 |
$3,452,687.10 |
|
FNMA FNIN 07/15/22 |
2022-07-15 |
0 |
Government Agency Debt |
$1,100,000.00 |
$824,362.00 |
|
FNMA FNIN 08/07/19 |
2019-08-07 |
0 |
Government Agency Debt |
$3,634,000.00 |
$3,163,833.08 |
|
FNMA FNIN 11/15/20 |
2020-11-15 |
0 |
Government Agency Debt |
$1,895,000.00 |
$1,562,427.50 |
|
USTR BILL 01/09/14 |
2014-01-09 |
0 |
Treasury Debt |
$155,466,000.00 |
$155,420,914.86 |
|
USTR BILL 07/24/14 |
2014-07-24 |
0 |
Treasury Debt |
$2,095,600.00 |
$2,093,091.57 |
|
USTR 4 1/2 NOTE F 15 |
2015-11-15 |
4.5 |
Treasury Debt |
$3,100.00 |
$3,418.11 |
|
FMAC FMIN 03/15/2021 E |
2021-03-15 |
0 |
Government Agency Debt |
$4,047,000.00 |
$3,268,276.26 |
|
FMAC FMIN 03/15/2023 A |
2023-03-15 |
0 |
Government Agency Debt |
$2,322,000.00 |
$1,699,309.26 |
|
FMAC FMIN 09/15/2019 A |
2019-09-15 |
0 |
Government Agency Debt |
$1,835,000.00 |
$1,581,017.65 |
|
FMAC FMIN 09/15/2019 E |
2019-09-15 |
0 |
Government Agency Debt |
$4,585,000.00 |
$3,984,273.30 |
|
FNMA 2.21 FNSM A 13-22 |
2022-12-28 |
2.21 |
Government Agency Debt |
$630,000.00 |
$581,726.77 |
|
FHLB FEDERAL HME LN BNK OF |
2016-06-13 |
5.625 |
Government Agency Debt |
$350,000.00 |
$399,063.00 |
|
FNMA GOVT FNMA ZERO COUPON |
2019-10-09 |
0 |
Government Agency Debt |
$1,210,000.00 |
$1,021,494.10 |
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? 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: $189,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $189,000,000.00
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: $189,000,000.00
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: $189,000,000.00
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, 0.200%, 2/28/2014
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: 3133823J0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: .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: $50,003,500.00
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: $50,003,500.00
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, 0.060%, 8/6/2013
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: 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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FMAC FMAR 1G2176 G |
2037-09-01 |
5.887 |
Government Agency Debt |
$2,783,547.03 |
$3,005,359.07 |
|
FMAC FMAR 1Q0744 G |
2038-01-01 |
2.438 |
Government Agency Debt |
$2,849,059.02 |
$3,000,656.51 |
|
FMAC 02.500 FGPC J24410 G |
2028-06-01 |
2.5 |
Government Agency Debt |
$3,022,489.56 |
$3,021,351.09 |
|
FMAC 03.000 FGPC D99937 G |
2033-01-01 |
3 |
Government Agency Debt |
$2,929,704.22 |
$2,923,537.19 |
|
FMAC 03.000 FGPC J20855 G |
2027-10-01 |
3 |
Government Agency Debt |
$2,925,277.74 |
$3,013,828.83 |
|
FMAC 03.000 FGPC K90796 G |
2033-06-01 |
3 |
Government Agency Debt |
$2,953,212.49 |
$2,947,055.05 |
|
FMAC 03.000 FGPC Q20280 G |
2043-07-01 |
3 |
Government Agency Debt |
$3,130,240.00 |
$3,031,177.29 |
|
FMAC 03.000 FGPC T69035 G |
2043-06-01 |
3 |
Government Agency Debt |
$3,158,385.35 |
$3,003,813.97 |
|
FMAC 03.000 FGPC U70477 G |
2028-06-01 |
3 |
Government Agency Debt |
$2,878,530.91 |
$2,962,221.31 |
|
FMAC 03.500 FGPC J19240 G |
2027-05-01 |
3.5 |
Government Agency Debt |
$2,935,536.84 |
$3,079,955.47 |
|
FMAC 03.500 FGPC Q16097 G |
2043-03-01 |
3.5 |
Government Agency Debt |
$2,976,974.54 |
$3,003,745.48 |
|
FMAC 03.500 FGPC Q19501 G |
2043-06-01 |
3.5 |
Government Agency Debt |
$2,973,602.06 |
$3,000,431.88 |
|
FMAC 03.500 FGPC Q19759 G |
2043-07-01 |
3.5 |
Government Agency Debt |
$2,967,692.34 |
$2,993,528.08 |
|
FMAC 03.500 FGPC T65138 G |
2043-07-01 |
3.5 |
Government Agency Debt |
$3,040,097.00 |
$3,034,307.64 |
|
FMAC 04.000 FGPC J16848 G |
2026-10-01 |
4 |
Government Agency Debt |
$2,731,612.82 |
$2,949,716.62 |
|
FMAC 04.000 FGPC Q13284 G |
2042-11-01 |
4 |
Government Agency Debt |
$2,860,963.84 |
$2,983,439.80 |
|
FMAC 04.000 FGPC Q13654 G |
2042-11-01 |
4 |
Government Agency Debt |
$2,851,199.83 |
$2,976,653.57 |
|
FMAC 04.000 FGPC Q16049 G |
2043-03-01 |
4 |
Government Agency Debt |
$2,906,184.59 |
$3,034,080.93 |
|
FMAC 04.000 FGPC Q16072 G |
2043-03-01 |
4 |
Government Agency Debt |
$2,834,840.82 |
$2,966,021.18 |
|
FMAC 04.000 FGPC Q16551 G |
2043-03-01 |
4 |
Government Agency Debt |
$2,915,579.11 |
$3,041,028.70 |
|
FMAC 04.000 FGPC Q16844 G |
2043-03-01 |
4 |
Government Agency Debt |
$2,891,283.51 |
$3,015,774.47 |
|
FMAC 04.000 FGPC Q16979 G |
2043-04-01 |
4 |
Government Agency Debt |
$1,836,142.76 |
$1,908,369.88 |
|
FMAC 04.000 FGPC Q19737 G |
2043-06-01 |
4 |
Government Agency Debt |
$2,927,138.69 |
$3,062,698.38 |
|
FMAC 04.500 FGPC A97236 G |
2041-03-01 |
4.5 |
Government Agency Debt |
$2,796,661.75 |
$2,999,752.52 |
|
FMAC 04.500 FGPC C91415 G |
2031-12-01 |
4.5 |
Government Agency Debt |
$2,827,913.03 |
$3,079,656.68 |
|
FMAC 04.500 FGPC Q07629 G |
2042-04-01 |
4.5 |
Government Agency Debt |
$2,852,921.04 |
$3,081,770.95 |
|
FMAC 04.500 FGPC Q10385 G |
2042-08-01 |
4.5 |
Government Agency Debt |
$392,791.66 |
$418,998.32 |
|
FMAC 04.500 FGPC U80547 G |
2032-06-01 |
4.5 |
Government Agency Debt |
$2,828,102.06 |
$3,011,204.70 |
|
FMAC 05.000 FGPC D98712 G |
2031-07-01 |
5 |
Government Agency Debt |
$2,801,945.83 |
$3,010,555.36 |
|
FMAC 05.000 FGPC E01654 G |
2019-06-01 |
5 |
Government Agency Debt |
$2,809,310.25 |
$2,992,987.64 |
|
FMAC 05.500 FGPC Q02671 G |
2041-08-01 |
5.5 |
Government Agency Debt |
$2,621,315.21 |
$2,968,299.57 |
|
FMAC 07.000 FGPC A47962 G |
2034-08-01 |
7 |
Government Agency Debt |
$2,475,632.45 |
$2,926,369.20 |
|
FNMA FNAR XX.XXX LB819420 |
2035-03-01 |
2.55 |
Government Agency Debt |
$2,849,606.23 |
$2,994,736.68 |
|
FNMA FNAR XX.XXX LB843010 |
2035-03-01 |
2.023 |
Government Agency Debt |
$2,835,077.83 |
$2,979,683.34 |
|
FNMA FNAR XX.XXX S1965107 |
2038-09-01 |
4.354 |
Government Agency Debt |
$2,769,211.49 |
$2,961,611.69 |
|
FNMA FNAR XX.XXX WSAL1045 |
2036-09-01 |
2.316 |
Government Agency Debt |
$2,774,160.35 |
$2,963,216.60 |
|
FNMA FNMS 02.500 CIAR4506 |
2028-01-01 |
2.5 |
Government Agency Debt |
$2,987,630.68 |
$2,991,160.06 |
|
FNMA FNMS 02.500 CNAT8855 |
2023-06-01 |
2.5 |
Government Agency Debt |
$3,017,274.33 |
$3,076,175.55 |
|
FNMA FNMS 03.000 CIAB8917 |
2028-04-01 |
3 |
Government Agency Debt |
$2,945,716.82 |
$3,038,430.31 |
|
FNMA FNMS 03.000 CIAO6418 |
2027-06-01 |
3 |
Government Agency Debt |
$2,955,235.78 |
$3,047,764.21 |
|
FNMA FNMS 03.000 CIAP0257 |
2027-08-01 |
3 |
Government Agency Debt |
$2,871,624.94 |
$2,961,426.39 |
|
FNMA FNMS 03.000 CIAR9895 |
2028-04-01 |
3 |
Government Agency Debt |
$2,960,959.61 |
$3,054,143.97 |
|
FNMA FNMS 03.000 CIAT1847 |
2028-05-01 |
3 |
Government Agency Debt |
$2,951,092.53 |
$3,043,972.26 |
|
FNMA FNMS 03.000 CIAT9497 |
2028-07-01 |
3 |
Government Agency Debt |
$2,848,967.33 |
$2,937,658.54 |
|
FNMA FNMS 03.000 CRAB9611 |
2033-06-01 |
3 |
Government Agency Debt |
$3,035,084.23 |
$3,000,784.75 |
|
FNMA FNMS 03.500 CIAI1224 |
2026-04-01 |
3.5 |
Government Agency Debt |
$2,804,099.64 |
$2,953,565.62 |
|
FNMA FNMS 03.500 CIAI4849 |
2026-06-01 |
3.5 |
Government Agency Debt |
$2,881,147.07 |
$3,034,405.85 |
|
FNMA FNMS 03.500 CIAO5884 |
2027-05-01 |
3.5 |
Government Agency Debt |
$2,858,084.66 |
$3,000,719.28 |
|
FNMA FNMS 03.500 CIAP4648 |
2027-09-01 |
3.5 |
Government Agency Debt |
$2,894,648.85 |
$3,048,672.15 |
|
FNMA FNMS 03.500 CIAR7910 |
2028-02-01 |
3.5 |
Government Agency Debt |
$2,832,036.12 |
$2,995,593.76 |
|
FNMA FNMS 03.500 CLAB7611 |
2043-01-01 |
3.5 |
Government Agency Debt |
$2,936,193.63 |
$2,967,263.45 |
|
FNMA FNMS 03.500 CLAB9369 |
2043-05-01 |
3.5 |
Government Agency Debt |
$2,975,094.09 |
$3,007,780.46 |
|
FNMA FNMS 03.500 CLAE1260 |
2041-08-01 |
3.5 |
Government Agency Debt |
$2,876,313.15 |
$2,931,620.82 |
|
FNMA FNMS 03.500 CLAR2664 |
2043-02-01 |
3.5 |
Government Agency Debt |
$3,048,555.67 |
$3,084,052.04 |
|
FNMA FNMS 03.500 CRAU3152 |
2043-08-01 |
3.5 |
Government Agency Debt |
$3,036,718.00 |
$3,021,621.46 |
|
FNMA FNMS 03.500 CTAK4907 |
2032-02-01 |
3.5 |
Government Agency Debt |
$2,876,282.95 |
$2,937,745.28 |
|
FNMA FNMS 04.000 CIAD2237 |
2025-03-01 |
4 |
Government Agency Debt |
$2,766,521.35 |
$2,981,633.14 |
|
FNMA FNMS 04.000 CIAI2365 |
2026-05-01 |
4 |
Government Agency Debt |
$2,904,071.07 |
$3,081,441.08 |
|
FNMA FNMS 04.000 CLAB5550 |
2042-06-01 |
4 |
Government Agency Debt |
$2,836,609.72 |
$3,009,536.06 |
|
FNMA FNMS 04.000 CLAE3040 |
2040-09-01 |
4 |
Government Agency Debt |
$2,815,909.82 |
$2,932,075.49 |
|
FNMA FNMS 04.000 CLAP2026 |
2042-08-01 |
4 |
Government Agency Debt |
$2,920,790.62 |
$3,056,485.69 |
|
FNMA FNMS 04.000 CLAR6064 |
2043-04-01 |
4 |
Government Agency Debt |
$2,828,312.23 |
$2,963,732.76 |
|
FNMA FNMS 04.000 CLAT2409 |
2043-06-01 |
4 |
Government Agency Debt |
$2,866,072.53 |
$2,994,439.14 |
|
FNMA FNMS 04.000 CLAT5917 |
2043-06-01 |
4 |
Government Agency Debt |
$2,862,298.01 |
$2,984,381.70 |
|
FNMA FNMS 04.000 CLAT8619 |
2043-06-01 |
4 |
Government Agency Debt |
$2,838,555.45 |
$2,956,163.42 |
|
FNMA FNMS 04.000 CLAT9814 |
2043-06-01 |
4 |
Government Agency Debt |
$2,823,310.93 |
$2,943,700.67 |
|
FNMA FNMS 04.000 CLAU0496 |
2043-06-01 |
4 |
Government Agency Debt |
$2,940,727.65 |
$3,068,844.37 |
|
FNMA FNMS 04.000 CLAU1241 |
2043-07-01 |
4 |
Government Agency Debt |
$2,853,154.00 |
$2,983,638.24 |
|
FNMA FNMS 04.000 CLAU1336 |
2043-07-01 |
4 |
Government Agency Debt |
$2,938,093.00 |
$3,064,311.52 |
|
FNMA FNMS 04.500 CLAE3886 |
2040-11-01 |
4.5 |
Government Agency Debt |
$2,861,939.89 |
$3,043,836.20 |
|
FNMA FNMS 04.500 CLAI8775 |
2041-09-01 |
4.5 |
Government Agency Debt |
$2,870,200.65 |
$3,053,701.19 |
|
FNMA FNMS 04.500 CLAK6841 |
2042-03-01 |
4.5 |
Government Agency Debt |
$2,739,802.75 |
$2,927,783.36 |
|
FNMA FNMS 04.500 CLAL0762 |
2041-10-01 |
4.5 |
Government Agency Debt |
$2,761,044.32 |
$2,937,557.88 |
|
FNMA FNMS 04.500 CLAO1588 |
2042-05-01 |
4.5 |
Government Agency Debt |
$2,770,837.56 |
$2,995,760.30 |
|
FNMA FNMS 04.500 CLAO8656 |
2042-07-01 |
4.5 |
Government Agency Debt |
$2,762,185.40 |
$2,986,496.95 |
|
FNMA FNMS 04.500 CLAO8967 |
2042-07-01 |
4.5 |
Government Agency Debt |
$2,768,949.05 |
$2,993,195.15 |
|
FNMA FNMS 04.500 CLAP1699 |
2042-08-01 |
4.5 |
Government Agency Debt |
$2,817,991.89 |
$3,046,936.83 |
|
FNMA FNMS 04.500 CLAR9437 |
2043-08-01 |
4.5 |
Government Agency Debt |
$2,808,981.00 |
$3,007,064.72 |
|
FNMA FNMS 04.500 CTMA0734 |
2031-05-01 |
4.5 |
Government Agency Debt |
$2,760,929.68 |
$2,961,480.85 |
|
FNMA FNMS 05.000 CLAB1565 |
2040-10-01 |
5 |
Government Agency Debt |
$2,670,434.54 |
$2,944,457.62 |
|
FNMA FNMS 05.000 CLAJ1579 |
2041-09-01 |
5 |
Government Agency Debt |
$2,771,665.94 |
$3,053,587.79 |
|
FNMA FNMS 05.500 CLAB1195 |
2040-07-01 |
5.5 |
Government Agency Debt |
$2,598,842.20 |
$2,923,316.31 |
|
FNMA FNMS 05.500 CLAD3334 |
2040-04-01 |
5.5 |
Government Agency Debt |
$2,652,833.88 |
$2,983,176.25 |
|
FNMA FNMS 05.500 CLAD6196 |
2040-06-01 |
5.5 |
Government Agency Debt |
$2,693,093.63 |
$3,030,991.60 |
|
FNMA FNMS 05.500 CLMA0352 |
2040-02-01 |
5.5 |
Government Agency Debt |
$2,689,400.93 |
$2,939,548.39 |
|
FNMA FNMS 06.000 CL190370 |
2036-06-01 |
6 |
Government Agency Debt |
$2,682,938.92 |
$2,952,810.38 |
|
FNMA FNMS 06.500 CL190324 |
2032-07-01 |
6.5 |
Government Agency Debt |
$2,746,144.41 |
$3,059,291.83 |
|
FNMA FNMS 06.500 CL535926 |
2031-05-01 |
6.5 |
Government Agency Debt |
$2,731,670.17 |
$3,039,678.71 |
|
FNMA FNMS 06.500 CL642420 |
2032-05-01 |
6.5 |
Government Agency Debt |
$2,577,473.46 |
$2,980,710.58 |
|
FNMA FNMS 06.500 CL705407 |
2032-10-01 |
6.5 |
Government Agency Debt |
$2,800,837.34 |
$3,030,807.56 |
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): 2013-08-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-06
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: $261,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $261,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.17%
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: $261,000,000.00
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: $261,000,000.00
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 Discount Notes, 0.040%, 8/7/2013
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: 313385KC9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,999,666.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $50,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $50,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank System Notes, 0.290%, 12/6/2013
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: 313379H28
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-12-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-06
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: $27,800,000.00
Item 41. The total current amortized cost, to the nearest cent: $27,805,541.70
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: $27,819,182.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $27,819,182.00
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, 0.180%, 2/24/2014
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: 313380KH9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-01
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: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $20,005,743.87
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: $20,008,600.00
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: $20,008,600.00
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, 0.070%, 8/1/2013
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: 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: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
USTR 4 1/2 BOND 38 |
2038-05-15 |
4.5 |
Treasury Debt |
$20,040,000.00 |
$23,460,141.85 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
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): 2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-01
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: $23,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $23,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $23,000,000.00
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: $23,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Wells Fargo Securities, LLC
Item 27. The title of the issue (including coupon or yield): Wells Fargo Securities, LLC, REPO, 0.090%, 8/1/2013
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: 9499919L9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FHLB FHDN 09/27/13 |
2013-09-27 |
0 |
Government Agency Debt |
$10,228,900.06 |
$10,228,593.19 |
|
FHLB FHDN 10/16/13 |
2013-10-16 |
0 |
Government Agency Debt |
$22,831,588.14 |
$22,830,218.24 |
|
SLMA SLZC 10/03/22 |
2022-10-03 |
0 |
Government Agency Debt |
$858,363.14 |
$647,403.23 |
|
FCSB 0.27 FCSB 15 DQ |
2015-02-24 |
.27 |
Government Agency Debt |
$12,543,430.52 |
$12,556,820.64 |
|
FHLB 0.22 FHLB 14 RS |
2014-09-22 |
.22 |
Government Agency Debt |
$14,200,027.81 |
$14,212,500.17 |
|
FHLB 0.75 FHLB 16 K7 |
2016-07-18 |
.75 |
Government Agency Debt |
$22,831,588.14 |
$22,845,534.43 |
|
FHLB 2.75 FHLB 14 NX |
2014-12-12 |
2.75 |
Government Agency Debt |
$9,912,569.28 |
$10,289,475.45 |
|
TVDB 5.880 TVBD 36 C |
2036-04-01 |
5.88 |
Government Agency Debt |
$8,082,556.49 |
$9,904,930.50 |
|
FHLB 2.125 FHLB 21 XY |
2021-06-11 |
2.125 |
Government Agency Debt |
$11,215,364.10 |
$10,751,711.60 |
|
FHLB 2.375 FHLB 14 UF |
2014-03-14 |
2.375 |
Government Agency Debt |
$10,892,933.27 |
$11,142,470.70 |
|
FNMA 1.00 FNSM A 13-18 |
2018-04-30 |
1 |
Government Agency Debt |
$16,416,957.59 |
$15,993,199.44 |
|
FNMA 2.75 FNSM A 03/14 |
2014-03-13 |
2.75 |
Government Agency Debt |
$9,623,252.97 |
$9,880,402.33 |
|
FHLB 0.25 FHLB 15 G3139 |
2015-02-20 |
.25 |
Government Agency Debt |
$18,073,554.88 |
$18,078,761.07 |
|
FHLB 1.00 FHOR 13-18 VQ |
2018-08-22 |
1 |
Government Agency Debt |
$23,703,022.80 |
$22,999,912.13 |
|
FMAC 0.35 FMNT GB 14 78 |
2014-12-05 |
.35 |
Government Agency Debt |
$12,899,847.30 |
$12,922,995.36 |
|
FNMA 0.875 FNSM A 05/18 |
2018-05-21 |
.875 |
Government Agency Debt |
$14,395,229.18 |
$13,941,079.69 |
|
FNMA 1.125 FNSM A 14-18 |
2018-03-28 |
1.125 |
Government Agency Debt |
$8,282,115.03 |
$8,125,614.11 |
|
FHLB 1.375 FHLB 14 G2319 |
2014-05-28 |
1.375 |
Government Agency Debt |
$9,716,496.48 |
$9,837,236.09 |
|
FMAC 02.500 FGPC G07445 G |
2043-07-01 |
2.5 |
Government Agency Debt |
$179,428,630.39 |
$164,930,677.44 |
|
FMAC 02.500 FGPC G18472 G |
2028-07-01 |
2.5 |
Government Agency Debt |
$159,329,465.72 |
$159,126,055.11 |
|
FMAC 03.000 FGPC G08537 G |
2043-07-01 |
3 |
Government Agency Debt |
$143,719,534.19 |
$139,170,810.93 |
|
FNMA FNMS 02.000 CIAT2769 |
2028-05-01 |
2 |
Government Agency Debt |
$144,693,565.54 |
$140,558,609.28 |
|
FNMA FNMS 02.500 CIAB7786 |
2028-02-01 |
2.5 |
Government Agency Debt |
$210,447,580.28 |
$210,540,036.91 |
|
FNMA FNMS 02.500 CIAB8796 |
2028-03-01 |
2.5 |
Government Agency Debt |
$174,074,175.91 |
$174,150,652.49 |
|
FNMA FNMS 03.500 CLAL3310 |
2043-03-01 |
3.5 |
Government Agency Debt |
$174,441,451.76 |
$176,346,817.58 |
|
FNMA FNMS 04.000 CLAB9965 |
2043-07-01 |
4 |
Government Agency Debt |
$22,277,068.68 |
$23,200,059.61 |
|
FNMA FNMS 05.000 CL735676 |
2035-07-01 |
5 |
Government Agency Debt |
$93,736,042.64 |
$101,454,893.28 |
|
FNMA FNMS 05.000 CLAL3905 |
2043-07-01 |
5 |
Government Agency Debt |
$83,278,792.01 |
$90,407,512.12 |
|
FNMA FNMS 05.000 CLAL3906 |
2043-07-01 |
5 |
Government Agency Debt |
$85,874,491.73 |
$93,225,405.47 |
|
FNMA FNRM RC013PA R13F013 |
2042-04-25 |
2 |
Government Agency Debt |
$217,628,494.09 |
$209,912,620.91 |
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): 2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-01
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: $1,880,556,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,880,556,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 15.64%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,880,556,000.00
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: $1,880,556,000.00
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, 0.190%, 6/26/2014
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: 313383HF1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-06-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-26
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: $46,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $46,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $46,008,280.00
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: $46,008,280.00
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, 0.130%, 2/7/2014
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: 3134G43R7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $28,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $27,997,373.35
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: $28,001,400.00
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: $28,001,400.00
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, 0.080%, 9/13/2013
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: 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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
GNMA GNRA 2008-013 FC |
2038-02-16 |
.7119 |
Government Agency Debt |
$13,208,511.31 |
$13,328,584.93 |
|
FMAC FGRA 3815FT 02/15/41 |
2041-02-15 |
.842 |
Government Agency Debt |
$42,721,744.50 |
$42,990,302.88 |
|
FMAC FGRA 3900FB 07/15/41 |
2041-07-15 |
.722 |
Government Agency Debt |
$35,239,696.00 |
$35,372,580.98 |
|
FNMA FNRM RC001QA R11F001 |
2040-10-25 |
4.5 |
Government Agency Debt |
$39,080,612.19 |
$41,372,064.80 |
|
FNMA FNRM RC079VA R13F079 |
2024-10-25 |
3.5 |
Government Agency Debt |
$27,942,110.29 |
$29,244,426.85 |
|
FNMA FNRM RC079VB R13F079 |
2032-01-25 |
3.5 |
Government Agency Debt |
$37,907,700.00 |
$37,519,588.33 |
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): 2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-07
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: $194,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $194,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.61%
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: $193,998,409.20
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $193,998,409.20
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%, 6/22/2015
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 3133EAVE5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2013-08-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $4,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,002,328.51
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .03%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,002,840.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $4,002,840.00
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%, 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
|
Principal amount
|
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): 2013-08-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-05
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: $229,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $228,991,057.30
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.9%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $229,027,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $229,027,480.00
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, 0.050%, 8/5/2013
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: 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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
GNMA GNII SF 004060 M |
2037-12-20 |
6 |
Government Agency Debt |
$25,715,532.25 |
$28,375,032.59 |
|
GNMA GNII SF 005259 M |
2041-12-20 |
4 |
Government Agency Debt |
$33,486,607.50 |
$35,111,489.32 |
|
GNMA GNII SF MA0155 M |
2042-06-20 |
4 |
Government Agency Debt |
$1,158,576.21 |
$1,215,477.75 |
|
GNMA GNMI SF 738123 X |
2041-03-15 |
4 |
Government Agency Debt |
$33,682,631.44 |
$35,258,417.21 |
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): 2013-08-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-05
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: $98,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $98,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $98,000,000.00
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: $98,000,000.00
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, 0.270%, 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: 3133805T0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-01-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, 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: $30,012,365.57
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: $30,021,300.00
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: $30,021,300.00
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, 2.750%, 2/5/2014
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: 31398AVD1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-02-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-05
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $20,261,971.24
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: $20,276,000.00
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: $20,276,000.00
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%, 7/25/2014
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: 313383P21
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-07-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-25
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $165,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $165,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.37%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $165,075,900.00
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: $165,075,900.00
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, 0.080%, 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: 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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FMAC FMAR 1J0670 G |
2037-10-01 |
3.908 |
Government Agency Debt |
$2,369,577.11 |
$2,527,437.54 |
|
GNMA GNPL PN 768328 |
2048-08-15 |
2.67 |
Government Agency Debt |
$4,128,000.00 |
$3,883,374.72 |
|
GNMA GNRM 2013-23 AN |
2043-01-20 |
3 |
Government Agency Debt |
$86,330,122.54 |
$86,400,913.23 |
|
GNMA GNMI SF 704586 X |
2039-06-15 |
5 |
Government Agency Debt |
$3,955,964.34 |
$4,382,839.27 |
|
GNMA GNMI SF 713454 X |
2039-06-15 |
4 |
Government Agency Debt |
$3,715,581.13 |
$3,899,329.01 |
|
GNMA GNMI SF 724205 X |
2039-08-15 |
4 |
Government Agency Debt |
$4,172,389.11 |
$4,378,727.66 |
|
GNMA GNMI SF 747875 X |
2040-11-15 |
4 |
Government Agency Debt |
$152,013.88 |
$160,090.89 |
|
GNMA GNMI SF 749627 X |
2040-11-15 |
4 |
Government Agency Debt |
$4,096,680.07 |
$4,314,350.34 |
|
GNMA GNMI SF 796087 X |
2042-01-15 |
4 |
Government Agency Debt |
$4,191,337.43 |
$4,389,224.44 |
|
GNMA GNMI SF AC6096 X |
2043-07-15 |
4 |
Government Agency Debt |
$3,756,091.00 |
$3,931,813.46 |
|
GNMA GNMI SP 783414 X |
2041-09-15 |
4 |
Government Agency Debt |
$4,153,512.82 |
$4,368,450.19 |
|
FNMA FNRA CL014F R07F014 |
2037-03-25 |
.553 |
Government Agency Debt |
$488,411.72 |
$487,852.57 |
|
FNMA FNRA CL038F R99F038 |
2029-06-25 |
.69 |
Government Agency Debt |
$706,263.37 |
$706,204.75 |
|
FMAC FGRM 2575PE 02/15/33 |
2033-02-15 |
5.5 |
Government Agency Debt |
$3,765,666.91 |
$4,148,327.71 |
|
FMAC FGRM 2719GH 12/15/33 |
2033-12-15 |
5 |
Government Agency Debt |
$10,030,672.70 |
$10,954,213.45 |
|
FMAC FGRM 2827PG 07/15/34 |
2034-07-15 |
6 |
Government Agency Debt |
$5,200,000.00 |
$5,960,370.00 |
|
FMAC FGRM 2882AB 11/15/34 |
2034-11-15 |
6 |
Government Agency Debt |
$6,650,000.00 |
$7,662,282.95 |
|
FMAC FGRM 3210PE 09/15/36 |
2036-09-15 |
6 |
Government Agency Debt |
$1,147,784.00 |
$1,299,371.83 |
|
FMAC FGRM 3695JG 07/15/40 |
2040-07-15 |
4.5 |
Government Agency Debt |
$6,019,000.00 |
$6,154,337.21 |
|
FMAC FGRM 3803EC 12/15/22 |
2022-12-15 |
2.5 |
Government Agency Debt |
$5,815,537.44 |
$5,872,525.83 |
|
FMAC FGRM 4097WQ 08/15/42 |
2042-08-15 |
6.5 |
Government Agency Debt |
$5,222,866.94 |
$5,787,164.63 |
|
FMAC FGRM 4103NW 09/15/42 |
2042-09-15 |
3 |
Government Agency Debt |
$11,008,000.00 |
$9,594,936.06 |
|
FMAC FGRM 4136DP 07/15/42 |
2042-07-15 |
2.5 |
Government Agency Debt |
$6,481,113.78 |
$6,359,212.67 |
|
FMAC FGRM 4142HA 12/15/32 |
2032-12-15 |
2.5 |
Government Agency Debt |
$5,371,430.73 |
$4,902,152.11 |
|
FMAC FGRM 4142HC 12/15/32 |
2032-12-15 |
2.5 |
Government Agency Debt |
$8,787,547.22 |
$8,087,068.40 |
|
FMAC FGRM 4150BW 02/15/42 |
2042-02-15 |
6.5 |
Government Agency Debt |
$9,183,855.42 |
$10,496,647.75 |
|
FMAC FGRM 4150PQ 01/15/43 |
2043-01-15 |
2.5 |
Government Agency Debt |
$8,989,019.89 |
$7,033,164.97 |
|
FMAC FGRM 4170BG 05/15/42 |
2042-05-15 |
2 |
Government Agency Debt |
$6,321,863.18 |
$6,067,058.38 |
|
FMAC FGRM 4182GL 01/15/43 |
2043-01-15 |
2.5 |
Government Agency Debt |
$10,756,839.00 |
$9,384,979.88 |
|
FMAC FGRM 4182PY 03/15/43 |
2043-03-15 |
3 |
Government Agency Debt |
$7,888,688.00 |
$7,058,095.93 |
|
FMAC FGRM 4203BN 04/15/33 |
2033-04-15 |
3 |
Government Agency Debt |
$16,714,842.56 |
$16,125,025.91 |
|
FMAC FGRM 4203NJ 10/15/40 |
2040-10-15 |
3 |
Government Agency Debt |
$2,034,658.30 |
$2,018,794.07 |
|
FMAC FGRM 4218DW 07/15/42 |
2042-07-15 |
6.5 |
Government Agency Debt |
$5,997,994.10 |
$7,053,429.13 |
|
FMAC FGRM 4218KW 11/15/39 |
2039-11-15 |
6.5 |
Government Agency Debt |
$9,913,285.18 |
$11,523,258.87 |
|
FMAC FGRM 4218QL 02/15/42 |
2042-02-15 |
3 |
Government Agency Debt |
$6,496,000.00 |
$5,872,364.51 |
|
FMAC FGRM 4218QW 02/15/42 |
2042-02-15 |
6.5 |
Government Agency Debt |
$6,700,115.00 |
$7,819,869.48 |
|
FMAC FGRM 4218YK 02/15/43 |
2043-02-15 |
2.5 |
Government Agency Debt |
$16,284,489.00 |
$12,883,788.31 |
|
FNMA FNAR XX.XXX LB938958 |
2037-08-01 |
5.595 |
Government Agency Debt |
$2,360,043.50 |
$2,543,887.35 |
|
FNMA FNMS 04.000 CLAB4362 |
2042-02-01 |
4 |
Government Agency Debt |
$3,930,868.91 |
$4,107,374.09 |
|
FNMA FNMS 04.000 CLAB4442 |
2042-02-01 |
4 |
Government Agency Debt |
$4,188,866.66 |
$4,384,475.56 |
|
FNMA FNMS 04.000 CLAO4986 |
2042-06-01 |
4 |
Government Agency Debt |
$4,116,943.91 |
$4,288,720.65 |
|
FNMA FNMS 04.000 CLAT4285 |
2043-06-01 |
4 |
Government Agency Debt |
$693,985.29 |
$723,370.94 |
|
FNMA FNMS 04.500 CLAE0217 |
2040-08-01 |
4.5 |
Government Agency Debt |
$10,954,103.45 |
$11,636,094.97 |
|
FNMA FNMS 05.000 CL773380 |
2034-05-01 |
5 |
Government Agency Debt |
$271,950.40 |
$294,279.34 |
|
FNMA FNMS 06.500 CL928159 |
2037-03-01 |
6.5 |
Government Agency Debt |
$3,170,154.13 |
$3,652,843.91 |
|
FNMA FNRA CL014FB R07F014 |
2037-03-25 |
.543 |
Government Agency Debt |
$178,687.22 |
$178,414.99 |
|
FNMA FNRA CL016FC R06F016 |
2036-03-25 |
.49 |
Government Agency Debt |
$438,703.15 |
$439,774.31 |
|
FNMA FNRA CL020CF R12F020 |
2032-02-25 |
.54 |
Government Agency Debt |
$435,702.24 |
$436,350.56 |
|
FNMA FNRA CL038PF R12F038 |
2041-09-25 |
.59 |
Government Agency Debt |
$463,420.04 |
$465,522.26 |
|
FNMA FNRA CL050FN R07F050 |
2037-06-25 |
.43 |
Government Agency Debt |
$640,325.08 |
$637,893.55 |
|
FNMA FNRA CL051GF R12F051 |
2040-11-25 |
.59 |
Government Agency Debt |
$674,983.00 |
$665,557.09 |
|
FNMA FNRA CL063FC R07F063 |
2037-07-25 |
.54 |
Government Agency Debt |
$85,319.18 |
$85,305.19 |
|
FNMA FNRA CL063FQ R11F063 |
2041-06-25 |
.593 |
Government Agency Debt |
$743,923.02 |
$745,417.44 |
|
FNMA FNRA CL093WF R12F093 |
2042-01-25 |
.493 |
Government Agency Debt |
$592,854.80 |
$593,780.35 |
|
FNMA FNRA CL102FT R03F102 |
2033-10-25 |
.593 |
Government Agency Debt |
$3,988,291.23 |
$4,001,475.86 |
|
FNMA FNRA CL111DF R12F111 |
2042-03-25 |
.493 |
Government Agency Debt |
$484,117.70 |
$483,593.00 |
|
FNMA FNRA CL111NF R12F111 |
2042-05-25 |
.543 |
Government Agency Debt |
$923,440.21 |
$923,935.64 |
|
FNMA FNRA CL111QF R12F111 |
2042-06-25 |
.493 |
Government Agency Debt |
$122,598.06 |
$122,527.96 |
|
FNMA FNRA CL123FK R10F123 |
2040-11-25 |
.643 |
Government Agency Debt |
$321,629.87 |
$321,175.46 |
|
FNMA FNRA CL133JF R12F133 |
2042-12-25 |
.54 |
Government Agency Debt |
$4,358,020.72 |
$4,320,925.24 |
|
FNMA FNRA CL134FD R12F134 |
2042-12-25 |
.54 |
Government Agency Debt |
$4,581,890.16 |
$4,546,206.40 |
|
FNMA FNRA CL141FA R10F141 |
2040-12-25 |
.69 |
Government Agency Debt |
$3,104,461.57 |
$3,105,554.34 |
|
FNMA FNRA CL150FE R10F150 |
2040-12-25 |
.59 |
Government Agency Debt |
$956,500.00 |
$945,946.30 |
|
FNMA FNRA CL150FQ R10F150 |
2040-11-25 |
.59 |
Government Agency Debt |
$2,314,345.26 |
$2,316,954.30 |
|
FNMA FNRA RC002MF R10F002 |
2050-02-25 |
.94 |
Government Agency Debt |
$1,621,552.35 |
$1,628,558.54 |
|
FNMA FNRA RC134FT R12F134 |
2042-12-25 |
.543 |
Government Agency Debt |
$806,002.69 |
$799,233.48 |
|
FNMA FNRM RC010UH R13F010 |
2042-11-25 |
2.5 |
Government Agency Debt |
$44,235,925.67 |
$36,725,299.54 |
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): 2013-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-07
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: $389,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $389,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 3.23%
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: $389,000,000.00
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: $389,000,000.00
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, 0.090%, 8/1/2013
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: 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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FHLB FHDN 08/16/13 |
2013-08-16 |
0 |
Government Agency Debt |
$167,467,000.00 |
$167,465,325.33 |
|
FNMA 4.375 FNSM B 10/15 |
2015-10-15 |
4.375 |
Government Agency Debt |
$79,782,000.00 |
$87,535,369.89 |
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): 2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-01
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: 2.08%
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: $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: Federal Home Loan Bank System
Item 27. The title of the issue (including coupon or yield): Federal Home Loan Bank System Notes, 5.125%, 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: 3133XGVF8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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: $12,495,000.00
Item 41. The total current amortized cost, to the nearest cent: $12,516,972.80
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $12,517,865.85
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $12,517,865.85
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
|
Principal amount
|
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: $85,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $85,772,535.95
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .71%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $85,793,900.00
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: $85,793,900.00
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, 0.192%, 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
|
Principal amount
|
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: $18,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $18,499,953.40
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $18,500,740.00
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: $18,500,740.00
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, 0.165%, 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
|
Principal amount
|
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: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $25,001,419.61
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: $25,003,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,003,250.00
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, 0.080%, 8/1/2013
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: 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
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
FMAC FMAR 1G1641 G |
2037-03-01 |
2.5 |
Government Agency Debt |
$5,537,051.27 |
$5,921,540.42 |
|
FMAC FMAR 1J0879 G |
2038-02-01 |
3.592 |
Government Agency Debt |
$5,373,639.57 |
$5,764,321.08 |
|
FMAC FMAR 1Q1523 G |
2037-10-01 |
5.764 |
Government Agency Debt |
$2,279,970.93 |
$2,418,575.69 |
|
FMAC FMAR 2B0398 G |
2042-04-01 |
2.513 |
Government Agency Debt |
$5,607,222.09 |
$5,706,734.39 |
|
FMAC FMAR 2B1551 G |
2043-08-01 |
1.9579 |
Government Agency Debt |
$6,370,742.00 |
$6,405,580.93 |
|
GNMA GNPL PN AE4141 |
2043-07-15 |
3.27 |
Government Agency Debt |
$5,825,933.00 |
$5,804,400.35 |
|
FNMA FNAR XX.XXX LB943031 |
2037-08-01 |
2.83 |
Government Agency Debt |
$5,639,160.39 |
$5,987,177.41 |
|
FNMA FNAR XX.XXX LB974576 |
2038-04-01 |
4.747 |
Government Agency Debt |
$5,390,132.65 |
$5,795,555.97 |
|
FNMA FNAR XX.XXX LBAC8883 |
2039-12-01 |
3.895 |
Government Agency Debt |
$5,525,067.70 |
$5,834,586.60 |
|
FNMA FNAR XX.XXX LBAD1981 |
2040-02-01 |
3.534 |
Government Agency Debt |
$5,696,135.57 |
$6,041,122.02 |
|
FNMA FNAR XX.XXX LBAE5711 |
2040-12-01 |
3.07 |
Government Agency Debt |
$5,516,556.33 |
$5,764,461.17 |
|
FNMA FNAR XX.XXX LBAE5739 |
2041-03-01 |
3.197 |
Government Agency Debt |
$6,135,361.45 |
$6,418,159.69 |
|
FNMA FNAR XX.XXX LBAH4697 |
2041-03-01 |
3.375 |
Government Agency Debt |
$5,934,161.98 |
$6,171,721.32 |
|
FNMA FNAR XX.XXX LBAI6003 |
2041-08-01 |
3.043 |
Government Agency Debt |
$5,852,300.69 |
$6,115,448.41 |
|
FNMA FNAR XX.XXX LBAJ1534 |
2041-09-01 |
3.659 |
Government Agency Debt |
$5,710,718.90 |
$5,969,621.00 |
|
FNMA FNAR XX.XXX LBAJ1549 |
2041-09-01 |
3.563 |
Government Agency Debt |
$5,709,459.38 |
$5,935,303.71 |
|
FNMA FNAR XX.XXX LBAO5975 |
2042-06-01 |
2.704 |
Government Agency Debt |
$5,757,541.31 |
$5,872,694.06 |
|
FNMA FNAR XX.XXX LBAO8090 |
2042-08-01 |
2.616 |
Government Agency Debt |
$6,055,089.72 |
$6,170,596.61 |
|
FNMA FNAR XX.XXX LBAQ4732 |
2042-11-01 |
2.246 |
Government Agency Debt |
$1,172,984.31 |
$1,176,085.29 |
|
FNMA FNAR XX.XXX LBAQ6359 |
2043-08-01 |
2.425 |
Government Agency Debt |
$5,961,976.00 |
$6,000,101.84 |
|
FNMA FNAR XX.XXX LBAR1144 |
2043-01-01 |
2.112 |
Government Agency Debt |
$6,154,675.06 |
$6,154,755.07 |
|
FNMA FNAR XX.XXX LBAR3119 |
2042-12-01 |
2.256 |
Government Agency Debt |
$6,400,875.33 |
$6,407,941.89 |
|
FNMA FNAR XX.XXX LBAT4118 |
2043-04-01 |
2.308 |
Government Agency Debt |
$5,676,864.79 |
$5,689,781.55 |
|
FNMA FNAR XX.XXX S1889435 |
2038-05-01 |
4.907 |
Government Agency Debt |
$5,686,498.37 |
$6,104,673.03 |
|
FNMA FNAR XX.XXX S1962377 |
2038-03-01 |
4.818 |
Government Agency Debt |
$5,793,153.21 |
$6,226,840.24 |
|
FNMA FNAR XX.XXX S1962541 |
2038-04-01 |
5.065 |
Government Agency Debt |
$5,831,688.41 |
$6,272,615.56 |
|
FNMA FNAR XX.XXX WS973150 |
2038-02-01 |
2.317 |
Government Agency Debt |
$5,904,068.65 |
$6,313,042.49 |
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): 2013-08-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-01
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: $150,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $150,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.25%
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: $150,000,000.00
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: $150,000,000.00
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, 0.200%, 2/28/2014
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: 3133823T8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $18,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $17,999,692.88
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $18,001,260.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $18,001,260.00
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
|
Principal amount
|
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: $40,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $40,000,084.83
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: $40,000,400.00
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: $40,000,400.00
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 Discount Notes, 0.120%, 1/2/2014
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: 313385RG3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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
|
Principal amount
|
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): 2014-01-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-01-02
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: $100,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $99,948,666.66
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: $99,970,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $99,970,000.00
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, 0.171%, 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
|
Principal amount
|
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): 2013-08-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-16
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: $58,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $57,991,687.14
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: $58,018,560.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $58,018,560.00
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, 0.182%, 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
|
Principal amount
|
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: $43,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $42,999,702.35
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: $43,004,730.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $43,004,730.00
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
|
Principal amount
|
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: $16,436,000.00
Item 41. The total current amortized cost, to the nearest cent: $16,445,357.82
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: $16,445,861.60
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: $16,445,861.60