![](/cdn/assets/images/search/clock.png)
We could not find any results for:
Make sure your spelling is correct or try broadening your search.
Share Name | Share Symbol | Market | Type |
---|---|---|---|
Cma Treasury Fund (MM) | NASDAQ:CMTXX | NASDAQ | Ordinary Share |
Price Change | % Change | Share Price | Bid Price | Offer Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|---|---|
0.00 | 0.00% | 0.00 | - |
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: S000009573
Total number of share classes in the series: 3
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 |
---|---|---|
KPMG |
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: Prime
Item 11. Dollar weighted average portfolio maturity: 49 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: 71 days
Item 13. Total value of portfolio securities at amortized cost, to the nearest cent: $1,905,718,996.71
Item 14. Total value of other assets, to the nearest cent: $1,235,395.89
Item 15. Total value of liabilities, to the nearest cent: $226,814.35
Item 16. Net assets of the series, to the nearest cent: $1,906,727,578.25
Item 17. 7-day gross yield: 0.25%
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.
$1.0000
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.
$1.0000
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: C000026155
Item 20. Minimum Initial Investment: $500,000.00
Item 21. Net assets of the Class, to the nearest cent: $695,127,505.34
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: $148,763,413.22
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$442,573,542.29
b. Gross redemptions for the month ended, to the nearest cent
$293,810,129.07
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.05%
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.
$1.0000
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.
$1.0000
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-07-31
Item 19. EDGAR Class Identifier: C000026153
Item 20. Minimum Initial Investment: $500,000.00
Item 21. Net assets of the Class, to the nearest cent: $348,150,288.84
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$14,325,176.32
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$44,036,285.02
b. Gross redemptions for the month ended, to the nearest cent
$58,361,461.34
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0000
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.
$1.0000
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2013-07-31
Item 19. EDGAR Class Identifier: C000026154
Item 20. Minimum Initial Investment: $500,000.00
Item 21. Net assets of the Class, to the nearest cent: $863,449,784.07
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: $1,889,176.65
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$82,208,096.19
b. Gross redemptions for the month ended, to the nearest cent
$80,318,919.54
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0000
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.
$1.0000
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: RBS Securities, Inc.
Item 27. The title of the issue (including coupon or yield): RBS Securities, Inc., 0.790%, 2/20/2014
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: 75099K9L5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
MSC |
2042-11-14 |
5.20619 |
Other Instrument - Commercial Mortgage-Backed Security |
$180,000.00 |
$133,104.21 |
NSTR |
2037-03-25 |
.42003 |
Other Instrument - Asset Backed Securities |
$252,000.00 |
$187,135.88 |
SAIL |
2035-07-25 |
.71003 |
Other Instrument - Asset Backed Securities |
$1,086,120.00 |
$826,471.78 |
SVHE |
2036-05-25 |
.47003 |
Other Instrument - Asset Backed Securities |
$1,567,800.00 |
$1,141,159.80 |
SVHE |
2037-09-25 |
.58 |
Other Instrument - Asset Backed Securities |
$22,939,242.43 |
$298,466.07 |
SVHE |
2037-09-25 |
.59688 |
Other Instrument - Asset Backed Securities |
$9,955,626.47 |
$138,158.22 |
SVHE |
2037-10-25 |
.68 |
Other Instrument - Asset Backed Securities |
$56,957,007.75 |
$849,334.01 |
GCCFC |
2049-12-10 |
6.04661 |
Other Instrument - Commercial Mortgage-Backed Security |
$720,000.00 |
$682,456.20 |
LABSM |
2037-06-25 |
.28003 |
Other Instrument - Asset Backed Securities |
$753,471.46 |
$417,242.29 |
LBUBS |
2039-09-15 |
5.639 |
Other Instrument - Commercial Mortgage-Backed Security |
$27,000.00 |
$11,791.97 |
MSDWC |
2039-01-15 |
.73345 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,224,650.39 |
$42,411.23 |
HEAT 2005-9 M1 |
2036-04-25 |
.60003 |
Other Instrument - Asset Backed Securities |
$3,284,470.08 |
$2,391,197.14 |
NHEL 2002-3 A1 |
2033-07-25 |
.48503 |
Other Instrument - Asset Backed Securities |
$3,616,226.15 |
$2,432,345.65 |
NHEL 2005-4 M1 |
2036-01-25 |
.63003 |
Other Instrument - Asset Backed Securities |
$52,200.00 |
$30,530.71 |
ARSI 2004-W3 M1 |
2034-02-25 |
1.64003 |
Other Instrument - Asset Backed Securities |
$420,788.58 |
$266,215.16 |
CWHEL 2004-F 2A |
2034-05-15 |
.45103 |
Other Instrument - Asset Backed Securities |
$910,899.19 |
$750,725.73 |
INABS 2006-H4 A1 |
2037-03-25 |
.33003 |
Other Instrument - Asset Backed Securities |
$843,664.78 |
$661,907.99 |
GMACM 2006-HE5 2A2 |
2037-02-25 |
.35003 |
Other Instrument - Asset Backed Securities |
$2,300,688.25 |
$2,119,337.85 |
GMACM 2007-HE3 2A1 |
2037-09-25 |
6.98422 |
Other Instrument - Asset Backed Securities |
$3,102,761.18 |
$3,248,597.32 |
144A RAAC 2007-RP1 A |
2046-05-25 |
.48003 |
Other Instrument - Asset Backed Securities |
$539,020.78 |
$463,471.98 |
BSABS 2004 - B01(B041) |
2034-10-25 |
3.69003 |
Other Instrument - Asset Backed Securities |
$1,881,720.00 |
$1,268,095.72 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 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? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
RBS 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: $18,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $18,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $17,987,822.79
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $17,987,822.79
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: PNC Bank, N.A.
Item 27. The title of the issue (including coupon or yield): PNC Bank, N.A., 0.497%, 8/20/2014
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: 69353RBJ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,999,715.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $14,999,715.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Pershing LLC
Item 27. The title of the issue (including coupon or yield): Pershing LLC, 0.390%, 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: 988LWT002
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
01GH8SE CORP |
2016-01-15 |
7.25 |
Other Instrument - Corporates |
$154,800.00 |
$170,391.80 |
01TGMHCA INC |
2022-02-15 |
7.5 |
Other Instrument - Corporates |
$434,204.10 |
$506,752.37 |
02LW4TENNECO |
2017-06-15 |
8.125 |
Other Instrument - Corporates |
$913,454.55 |
$964,043.44 |
01BP2PVH CORP |
2022-12-15 |
4.5 |
Other Instrument - Corporates |
$202,500.00 |
$198,196.88 |
01BVBDELL INC |
2019-06-15 |
5.875 |
Other Instrument - Corporates |
$293,850.00 |
$304,468.84 |
01BVBDELL INC |
2038-04-15 |
6.5 |
Other Instrument - Corporates |
$176,400.00 |
$161,846.80 |
02J3YSLM CORP |
2016-01-25 |
6.25 |
Other Instrument - Corporates |
$23,850.00 |
$25,425.09 |
01BMFMBIA INC. |
2025-12-15 |
7 |
Other Instrument - Corporates |
$148,500.00 |
$146,734.50 |
01BMVMGM GRAND |
2016-04-01 |
6.875 |
Other Instrument - Corporates |
$264,600.00 |
$294,477.75 |
01RTGLEAR CORP |
2023-01-15 |
4.75 |
Other Instrument - Corporates |
$22,500.00 |
$22,063.44 |
030T6ESAL GMBH |
2023-02-05 |
6.25 |
Other Instrument - CBND |
$22,500.00 |
$21,443.75 |
01BHEFERRO CORP |
2018-08-15 |
7.875 |
Other Instrument - Corporates |
$271,800.00 |
$293,221.24 |
01BLOTHE LMITED |
2019-06-15 |
8.5 |
Other Instrument - Corporates |
$29,250.00 |
$35,052.06 |
01BMBMASCO CORP |
2015-06-15 |
4.8 |
Other Instrument - Corporates |
$108,000.00 |
$112,320.00 |
01CGYKEMET CORP |
2018-05-01 |
10.5 |
Other Instrument - Corporates |
$347,400.00 |
$358,256.25 |
01CM6MOHAWK IND |
2016-01-15 |
6.375 |
Other Instrument - Corporates |
$744,750.00 |
$822,660.78 |
01R7GFORD MOTOR |
2016-12-15 |
8 |
Other Instrument - Corporates |
$729,458.10 |
$858,678.36 |
02MCKINTL LEASE |
2013-09-20 |
5.625 |
Other Instrument - Corporates |
$53,550.00 |
$54,779.98 |
01BG0DELUXE CORP |
2019-03-15 |
7 |
Other Instrument - Corporates |
$139,500.00 |
$149,265.00 |
01BJ1HARSCO CORP |
2018-05-15 |
5.75 |
Other Instrument - Corporates |
$49,500.00 |
$53,459.95 |
01BLLLENNAR CORP |
2015-05-31 |
5.6 |
Other Instrument - Corporates |
$146,700.00 |
$156,137.70 |
01BLOTHE LIMITED |
2014-11-01 |
5.25 |
Other Instrument - Corporates |
$24,300.00 |
$25,499.81 |
01BLOTHE LIMITED |
2021-04-01 |
6.625 |
Other Instrument - Corporates |
$134,011.35 |
$150,854.90 |
01BLOTHE LIMITED |
2022-02-15 |
5.625 |
Other Instrument - Corporates |
$45,000.00 |
$47,798.44 |
01BMBMARSCO CORP |
2022-03-15 |
5.95 |
Other Instrument - Corporates |
$473,518.80 |
$514,941.17 |
0287ADELPHI CORP |
2023-02-15 |
5 |
Other Instrument - Corporates |
$20,700.00 |
$21,657.38 |
02BWKBERLIN LTDA |
2016-10-05 |
10.25 |
Other Instrument - CBND |
$44,550.00 |
$49,418.33 |
02BY6GRIFOLS INC |
2018-02-01 |
8.25 |
Other Instrument - Corporates |
$24,750.00 |
$27,812.81 |
02G5CCENVEO CORP |
2017-05-15 |
11.5 |
Other Instrument - Corporates |
$35,550.00 |
$32,058.20 |
02IZIQEP RES INC |
2023-05-01 |
5.25 |
Other Instrument - Corporates |
$16,200.00 |
$15,997.50 |
02J6HHOSPIRA INC |
2015-05-15 |
6.4 |
Other Instrument - Corporates |
$62,100.00 |
$66,678.08 |
02LEXEXPEDIA INC |
2018-08-15 |
7.456 |
Other Instrument - Corporates |
$177,300.00 |
$210,309.79 |
030M2RALI SERIES |
2036-04-25 |
8 |
Other Instrument - CMOs |
$333,675.05 |
$302,932.07 |
030M3RAMP SERIES |
2034-12-25 |
5.186 |
Other Instrument - Asset Backed Securities |
$483,750.00 |
$490,492.18 |
01BGNEL PASO CORP |
2032-01-15 |
7.75 |
Other Instrument - Corporates |
$135,900.00 |
$145,212.47 |
01BIWPOLYONE CORP |
2020-09-15 |
7.375 |
Other Instrument - Corporates |
$501,750.00 |
$562,141.19 |
026RIECHOSTAR DBS |
2016-02-01 |
7.125 |
Other Instrument - Corporates |
$287,100.00 |
$324,602.44 |
02IK2EQUINIX, INC |
2020-04-01 |
4.875 |
Other Instrument - Corporates |
$10,800.00 |
$10,905.53 |
01BHXFORD MOTOR CO |
2028-02-15 |
6.625 |
Other Instrument - Corporates |
$3,150.00 |
$3,547.02 |
01BMVMGM GRAND INC |
2017-01-15 |
7.625 |
Other Instrument - Corporates |
$81,450.00 |
$91,500.03 |
01BMVMGM GRAND INC |
2022-03-15 |
7.75 |
Other Instrument - Corporates |
$132,300.00 |
$146,522.25 |
01BPCCITIGROUP INC |
2099-12-31 |
5.35 |
Other Instrument - Corporates |
$194,400.00 |
$181,505.88 |
01BPORITE AID CORP |
2020-03-15 |
9.25 |
Other Instrument - Corporates |
$18,900.00 |
$21,686.70 |
01BPORITE AID CORP |
2020-08-15 |
8 |
Other Instrument - Corporates |
$203,850.00 |
$235,831.80 |
01BR6SPRINT NEXTEL |
2016-12-01 |
6 |
Other Instrument - Corporates |
$205,067.70 |
$220,447.78 |
01BR6SPRINT NEXTEL |
2017-03-01 |
9.125 |
Other Instrument - Corporates |
$105,750.00 |
$126,161.96 |
01BR6SPRINT NEXTEL |
2020-08-15 |
7 |
Other Instrument - Corporates |
$634,050.00 |
$682,730.95 |
01C45DR HORTON INC |
2018-02-15 |
3.625 |
Other Instrument - Corporates |
$29,250.00 |
$29,446.42 |
01TM5TOYS R US INC |
2017-08-15 |
10.375 |
Other Instrument - Corporates |
$58,500.00 |
$59,523.75 |
01ULKDRESDNER BANK |
2015-09-15 |
7.25 |
Other Instrument - Corporates |
$63,335.70 |
$68,598.19 |
0237IARCH COAL INC |
2019-06-15 |
7 |
Other Instrument - Corporates |
$28,800.00 |
$23,616.00 |
0237IARCH COAL INC |
2020-10-01 |
7.25 |
Other Instrument - Corporates |
$357,750.00 |
$300,211.88 |
026RIDISH DBS CORP |
2019-09-01 |
7.875 |
Other Instrument - Corporates |
$8,550.00 |
$10,027.55 |
026RIDISH DBS CORP |
2022-07-15 |
5.875 |
Other Instrument - Corporates |
$258,750.00 |
$259,396.88 |
02LP7STATE OF OHIO |
2033-03-01 |
5.65 |
Other Instrument - MUBD |
$12,415,136.40 |
$12,223,839.84 |
01BCRAMER STORES CO |
2017-05-01 |
7.9 |
Other Instrument - Corporates |
$54,000.00 |
$61,326.00 |
01BI7GANNETT CO INC |
2014-11-15 |
8.75 |
Other Instrument - Corporates |
$434,700.00 |
$479,679.38 |
01PR0GMAC SMART NTS |
2018-06-15 |
6.5 |
Other Instrument - Corporates |
$86,850.00 |
$86,207.22 |
02FP7AMKOR TECH INC |
2018-05-01 |
7.375 |
Other Instrument - Corporates |
$9,000.00 |
$9,570.94 |
02JNDNRG ENERGY INC |
2019-06-15 |
8.5 |
Other Instrument - Corporates |
$67,050.00 |
$73,309.86 |
01BEEBEST BUY CO INC |
2016-03-15 |
3.75 |
Other Instrument - Corporates |
$6,300.00 |
$6,439.13 |
01BEEBEST BUY CO INC |
2021-03-15 |
5.5 |
Other Instrument - Corporates |
$45,000.00 |
$44,922.50 |
01BFGCENTURYTEL, INC |
2039-09-15 |
7.6 |
Other Instrument - Corporates |
$118,800.00 |
$116,419.38 |
01BFMCMS ENERGY CORP |
2017-07-17 |
6.55 |
Other Instrument - Corporates |
$112,500.00 |
$130,132.94 |
01BHJFIRST DATA CORP |
2016-03-31 |
11.25 |
Other Instrument - Corporates |
$747,304.20 |
$771,825.12 |
01BT9UHS ESCROW CORP |
2018-10-01 |
7 |
Other Instrument - Corporates |
$394,200.00 |
$426,064.50 |
01C70FOREST OIL CORP |
2019-06-15 |
7.25 |
Other Instrument - Corporates |
$170,550.00 |
$169,998.08 |
01EBQWINDSTREAM CORP |
2013-08-01 |
8.125 |
Other Instrument - Corporates |
$265,500.00 |
$276,285.94 |
01EBQWINDSTREAM CORP |
2017-11-01 |
7.875 |
Other Instrument - Corporates |
$351,900.00 |
$400,176.28 |
01EBQWINDSTREAM CORP |
2022-06-01 |
7.5 |
Other Instrument - Corporates |
$31,050.00 |
$32,602.50 |
01BYOBE AEROSPACE INC |
2020-10-01 |
6.875 |
Other Instrument - Corporates |
$435,150.00 |
$482,109.94 |
01C45D. R. HORTON INC |
2015-02-15 |
5.25 |
Other Instrument - Corporates |
$450.00 |
$478.89 |
01C45D. R. HORTON INC |
2016-01-15 |
5.625 |
Other Instrument - Corporates |
$134,550.00 |
$143,632.13 |
01CYHSMITHFIELD FOODS |
2017-07-01 |
7.75 |
Other Instrument - Corporates |
$733,500.00 |
$833,592.19 |
01EY1RADIAN GROUP INC |
2015-06-15 |
5.375 |
Other Instrument - Corporates |
$306,450.00 |
$319,280.47 |
01FWWBOYD GAMING CORP |
2018-12-01 |
9.125 |
Other Instrument - Corporates |
$383,971.50 |
$414,769.21 |
01PR0GMAC SMART NOTES |
2019-04-15 |
6.2 |
Other Instrument - Corporates |
$52,200.00 |
$53,232.28 |
01PR0GMAC SMART NOTES |
2019-05-15 |
6.25 |
Other Instrument - Corporates |
$111,600.00 |
$109,209.28 |
01PR0GMAC SMART NOTES |
2019-05-15 |
6.75 |
Other Instrument - Corporates |
$450.00 |
$440.45 |
01PR0GMAC SMART NOTES |
2019-08-15 |
6.05 |
Other Instrument - Corporates |
$28,800.00 |
$28,660.86 |
01PR0GMAC SMART NOTES |
2019-09-15 |
6.15 |
Other Instrument - Corporates |
$38,250.00 |
$38,487.66 |
01S2QGXS WORLWIDE INC |
2015-06-15 |
9.75 |
Other Instrument - Corporates |
$2,250.00 |
$2,339.91 |
01U9EISRAEL ELEC CORP |
2023-06-21 |
6.875 |
Other Instrument - Corporates |
$449,863.20 |
$468,532.02 |
02G12FLEET CAPITAL TR |
2028-12-18 |
1.2728 |
Other Instrument - Corporates |
$450,000.00 |
$360,684.10 |
02I5DDEB J C PENNY CO |
2016-08-15 |
7.65 |
Other Instrument - Corporates |
$14,400.00 |
$14,313.96 |
02JK6CCO HOLDINGS LLC |
2019-01-15 |
7 |
Other Instrument - Corporates |
$34,650.00 |
$36,836.80 |
01F8AJABIL CIRCUIT INC |
2020-12-15 |
5.625 |
Other Instrument - Corporates |
$292,500.00 |
$308,496.10 |
01MTFBBV INTNL FINANCE |
2025-12-01 |
7 |
Other Instrument - Corporates |
$240,300.00 |
$241,716.97 |
01TVISTEEL DYNAMIC INC |
2020-03-15 |
7.625 |
Other Instrument - Corporates |
$108,450.00 |
$120,114.40 |
01W3XCONTINENTAL TRUST |
2040-10-07 |
7.375 |
Other Instrument - CBND |
$349,650.00 |
$377,920.66 |
02FWSCONSOL ENERGY INC |
2020-04-01 |
8.25 |
Other Instrument - Corporates |
$15,300.00 |
$16,944.75 |
02Y0IJO-ANN STORES INC |
2019-10-15 |
9.75 |
Other Instrument - Corporates |
$450,000.00 |
$467,437.50 |
01BCRAMERICAN STORES CO |
2028-03-20 |
7.1 |
Other Instrument - Corporates |
$24,750.00 |
$30,308.51 |
01BEEBEST BUY CO., INC. |
2018-08-01 |
5 |
Other Instrument - Corporates |
$128,250.00 |
$127,684.85 |
01BFKFRONTIER COMM CORP |
2017-04-15 |
8.25 |
Other Instrument - Corporates |
$126,900.00 |
$147,114.11 |
01BFKFRONTIER COMM CORP |
2018-10-01 |
8.125 |
Other Instrument - Corporates |
$233,100.00 |
$266,802.38 |
01BHXFORD MOTOR COMPANY |
2021-09-15 |
9.215 |
Other Instrument - Corporates |
$467,137.80 |
$607,976.21 |
01BHXFORD MOTOR COMPANY |
2043-01-15 |
4.75 |
Other Instrument - Corporates |
$365,400.00 |
$329,035.39 |
01BR6SPRINT CORPORATION |
2022-04-15 |
9.25 |
Other Instrument - Corporates |
$78,300.00 |
$95,505.34 |
01BUMCHARLESTON CNTY SC |
2014-09-01 |
1.95 |
Other Instrument - MUBD |
$450,000.00 |
$453,656.25 |
01CECEXCO RESOURCES INC |
2018-09-15 |
7.5 |
Other Instrument - Corporates |
$85,950.00 |
$86,881.13 |
01PM3BANCOLOMBIA SA ADR |
2020-07-26 |
6.125 |
Other Instrument - Corporates |
$1,552,500.00 |
$1,584,870.71 |
01PQPAMER GENL FIN CORP |
2014-10-15 |
6 |
Other Instrument - Corporates |
$420,750.00 |
$429,769.48 |
01PR0ALLY FINANCIAL INC |
2015-02-12 |
8.3 |
Other Instrument - Corporates |
$1,033,650.00 |
$1,133,738.91 |
01PR0ALLY FINANCIAL INC |
2017-02-15 |
5.5 |
Other Instrument - Corporates |
$82,350.00 |
$88,837.03 |
01R7GFORD MOTOR CRDT CO |
2014-10-01 |
8.7 |
Other Instrument - Corporates |
$296,100.00 |
$329,316.50 |
01R7GFORD MTR CREDIT CO |
2016-04-15 |
4.207 |
Other Instrument - Corporates |
$1,514,700.00 |
$1,615,393.13 |
01TGMCOLUMBIA/HCA HLTHC |
2049-11-15 |
7.5 |
Other Instrument - Corporates |
$12,150.00 |
$11,081.81 |
01TGMHCA THE HEALTHCARE |
2016-02-15 |
6.5 |
Other Instrument - Corporates |
$63,900.00 |
$71,566.23 |
01W3UGCB SPRINT CAPITAL |
2019-05-01 |
6.9 |
Other Instrument - Corporates |
$80,100.00 |
$86,087.48 |
01W3UGCB SPRINT CAPITAL |
2028-11-15 |
6.875 |
Other Instrument - Corporates |
$552,600.00 |
$517,793.88 |
02I5DJ.C. PENNEY CO INC |
2015-10-15 |
6.875 |
Other Instrument - Corporates |
$149,850.00 |
$149,886.42 |
02IFTWYNN LAS VEGAS LLC |
2020-05-01 |
7.875 |
Other Instrument - Corporates |
$87,750.00 |
$99,459.14 |
02L3ZEASTON BELL SPORTS |
2016-12-01 |
9.75 |
Other Instrument - Corporates |
$80,100.00 |
$86,508.00 |
02L4XGFI GROUP INC CL B |
2018-07-19 |
9.875 |
Other Instrument - Corporates |
$147,150.00 |
$144,207.00 |
02MCKINTL LEASE FINANCE |
2014-06-01 |
5.65 |
Other Instrument - Corporates |
$589,950.00 |
$611,728.99 |
02XU1MERRILL LYNCH MORT |
2029-01-25 |
.833 |
Other Instrument - CMOs |
$13,644.24 |
$12,722.60 |
01BFHJPMORGAN CHASE & CO |
2099-12-31 |
5.15 |
Other Instrument - Corporates |
$58,500.00 |
$55,087.26 |
01BFJCINCINNATI BELL INC |
2017-10-15 |
8.25 |
Other Instrument - Corporates |
$231,300.00 |
$248,483.66 |
01BMKM.D.C. HOLDINGS INC |
2020-02-01 |
5.625 |
Other Instrument - Corporates |
$15,300.00 |
$16,600.27 |
01DH5OPPENHEIMER HOLDING |
2018-04-15 |
8.75 |
Other Instrument - Corporates |
$188,550.00 |
$207,077.66 |
01FB0ROYAL CARIBBEAN LTD |
2027-10-15 |
7.5 |
Other Instrument - Corporates |
$77,400.00 |
$86,462.25 |
01W3USPRINT CAPITAL CORP |
2032-03-15 |
8.75 |
Other Instrument - Corporates |
$4,500.00 |
$4,930.00 |
01W7IAMERICAN TOWER CORP |
2015-04-01 |
4.625 |
Other Instrument - Corporates |
$186,300.00 |
$197,874.20 |
02FQOCB CSC HOLDINGS INC |
2018-02-15 |
7.875 |
Other Instrument - Corporates |
$3,600.00 |
$4,279.73 |
02G13HOST HOTELS RESORTS |
2020-11-01 |
6 |
Other Instrument - Corporates |
$263,079.45 |
$295,004.14 |
02HXJBANCO GNB SUDAMERIS |
2018-05-02 |
3.875 |
Other Instrument - CBND |
$468,000.00 |
$439,920.00 |
02I85NUSTAR LOGISTICS LP |
2018-04-15 |
8.15 |
Other Instrument - Corporates |
$103,050.00 |
$118,783.39 |
02LW4TENNECO PACKING INC |
2027-04-15 |
8.375 |
Other Instrument - Corporates |
$146,700.00 |
$136,381.08 |
02MCKINTL LEASE FIN CORP |
2017-03-15 |
8.75 |
Other Instrument - Corporates |
$464,850.00 |
$551,105.50 |
01BDMAVON PRODUCTS INC,NY |
2019-03-01 |
6.5 |
Other Instrument - Corporates |
$411,750.00 |
$475,239.11 |
01BFHJP MORGAN CHASE & CO |
2099-01-01 |
7.9 |
Other Instrument - Corporates |
$219,600.00 |
$248,964.79 |
01BFJMARTIN CNTY FLA INDL |
2025-12-15 |
4.2 |
Other Instrument - MUBD |
$1,125,000.00 |
$991,762.50 |
01BG4RR DONNELLEY SONS CO |
2015-05-15 |
5.5 |
Other Instrument - Corporates |
$74,700.00 |
$79,955.97 |
01BGGFIDELITY NATL TITTLE |
2022-09-01 |
5.5 |
Other Instrument - Corporates |
$593,853.30 |
$625,363.16 |
01BIGGOODYEAR TIRE RUBBER |
2020-08-15 |
8.75 |
Other Instrument - Corporates |
$177,300.00 |
$216,145.94 |
01BNABANK OF AMERICA CORP |
2018-09-17 |
6.35 |
Other Instrument - Corporates |
$18,000.00 |
$20,831.74 |
01BNABANK OF AMERICA CORP |
2099-12-31 |
5.2 |
Other Instrument - Corporates |
$56,250.00 |
$51,769.69 |
01BTZHARLAND CLARKE HLDGS |
2015-05-15 |
9.5 |
Other Instrument - Corporates |
$92,250.00 |
$94,330.75 |
01BXICALIFORNIA STATEWIDE |
2026-10-01 |
7 |
Other Instrument - MUBD |
$4,605,356.25 |
$4,696,926.09 |
01BXICALIFORNIA STATEWIDE |
2038-10-01 |
7.25 |
Other Instrument - MUBD |
$6,637,449.15 |
$6,679,508.46 |
01C79SANDRIDGE ENERGY INC |
2021-03-15 |
7.5 |
Other Instrument - Corporates |
$231,750.00 |
$230,011.88 |
01D6TCONSTELLATION BRANDS |
2014-12-15 |
8.375 |
Other Instrument - Corporates |
$205,650.00 |
$224,559.80 |
01D6TCONSTELLATION BRANDS |
2016-09-01 |
7.25 |
Other Instrument - Corporates |
$52,200.00 |
$61,084.88 |
01DEADENURY RESOURCES INC |
2023-07-15 |
4.625 |
Other Instrument - Corporates |
$197,550.00 |
$181,746.00 |
01FDXENDO PHARMA HLDG INC |
2019-07-15 |
7 |
Other Instrument - Corporates |
$78,300.00 |
$82,067.10 |
01FUDPERRY ELLIS INTL INC |
2019-04-01 |
7.875 |
Other Instrument - Corporates |
$7,650.00 |
$8,300.25 |
01JZZWTS SIRIUS SATELLITE |
2020-05-15 |
4.25 |
Other Instrument - Corporates |
$131,400.00 |
$122,859.00 |
01P8WVALEANT PAHARM INTER |
2022-07-15 |
7.25 |
Other Instrument - Corporates |
$112,500.00 |
$120,175.00 |
01PR0GENERAL MTRS ACCEPT. |
2014-12-01 |
6.75 |
Other Instrument - Corporates |
$277,650.00 |
$296,044.31 |
01R7GFORD MOTOR CREDIT CO |
2015-04-15 |
7 |
Other Instrument - Corporates |
$578,250.00 |
$640,372.04 |
01SUYBOISE PAPER HOLDINGS |
2020-04-01 |
8 |
Other Instrument - Corporates |
$357,300.00 |
$393,625.50 |
01TGMHCA THE HEALTHCAR CO |
2019-04-15 |
8.5 |
Other Instrument - Corporates |
$18,000.00 |
$19,935.50 |
01TT3STRUCTURED ASSET SEC |
2034-02-25 |
4.55 |
Other Instrument - CMO |
$382,501.84 |
$382,345.14 |
0282IAMERIGAS PARTNERS LP |
2021-05-20 |
6.5 |
Other Instrument - Corporates |
$199,350.00 |
$209,879.55 |
02840CITYCENTER HLDGS LLC |
2016-01-15 |
7.625 |
Other Instrument - Corporates |
$85,500.00 |
$90,492.25 |
02HD5DEUTSCHE BK FINL LLC |
2015-03-02 |
5.375 |
Other Instrument - Corporates |
$157,500.00 |
$170,233.70 |
02I85NUSTAR LOGISTICS L P |
2022-02-01 |
4.75 |
Other Instrument - Corporates |
$283,950.00 |
$265,024.73 |
02J4ACASE NEW HOLLAND INC |
2013-09-01 |
7.75 |
Other Instrument - Corporates |
$186,300.00 |
$193,014.56 |
02JMIRSC EQUIPMENT RENTAL |
2019-11-15 |
10.25 |
Other Instrument - Corporates |
$74,250.00 |
$85,694.81 |
02JMIUNITED RENTALS NORTH |
2019-12-15 |
9.25 |
Other Instrument - Corporates |
$5,850.00 |
$6,650.39 |
02KFWICAHN ENTERPRISES LP |
2016-01-15 |
7.75 |
Other Instrument - Corporates |
$31,050.00 |
$32,321.33 |
02MCKINTL LEASE FINL CORP |
2015-04-01 |
4.875 |
Other Instrument - Corporates |
$62,550.00 |
$64,426.50 |
030MUSTRUCTURED ASSET SEC |
2035-05-25 |
5.5 |
Other Instrument - CMOs |
$649,922.05 |
$698,264.06 |
031S4COSAN LUXEMBOURG S A |
2023-03-14 |
5 |
Other Instrument - CBND |
$67,950.00 |
$64,996.06 |
01BBXADVANCED MICRO DEVICE |
2020-08-01 |
7.75 |
Other Instrument - Corporates |
$1,350.00 |
$1,388.81 |
01BFKCITIZENS COMM CO CLAS |
2019-03-15 |
7.125 |
Other Instrument - Corporates |
$119,250.00 |
$129,316.69 |
01BFKCITIZENS COMMUNICATIO |
2027-01-15 |
7.875 |
Other Instrument - Corporates |
$7,200.00 |
$6,964.20 |
01BFKCITIZENS COMMUNICATIO |
2031-08-15 |
9 |
Other Instrument - Corporates |
$529,650.00 |
$546,333.98 |
01BFKFRONTIER COMMUNICATIO |
2014-05-01 |
8.25 |
Other Instrument - Corporates |
$4,500.00 |
$4,784.06 |
01BG4CB RR DONNELLEY & SON |
2029-04-15 |
6.625 |
Other Instrument - Corporates |
$329,400.00 |
$306,179.59 |
01BGNEPG 7.800 08/01/31 |
2031-08-01 |
7.8 |
Other Instrument - Corporates |
$266,400.00 |
$292,472.57 |
01BHXCB FORD MOTOR COMPANY |
2047-02-15 |
9.98 |
Other Instrument - Corporates |
$332,100.00 |
$476,891.91 |
01BIGGOODYEAR TIRE AND RUB |
2021-03-01 |
6.5 |
Other Instrument - Corporates |
$204,750.00 |
$219,474.94 |
01BJ8HEALTH MGT ASSOC INC. |
2016-04-15 |
6.125 |
Other Instrument - Corporates |
$273,827.70 |
$302,012.94 |
01BJ9HEALTHSOUTH REHABILIT |
2022-09-15 |
7.75 |
Other Instrument - Corporates |
$45,000.00 |
$49,917.50 |
01BKCTHE INTERPUBLIC GROUP |
2022-03-15 |
4 |
Other Instrument - Corporates |
$57,150.00 |
$56,458.80 |
01BKUJONES APPARELGRP INC. |
2014-11-15 |
5.125 |
Other Instrument - Corporates |
$40,500.00 |
$42,153.19 |
01BL1PFD KB HME INCOME PRI |
2015-06-15 |
6.25 |
Other Instrument - Corporates |
$69,750.00 |
$74,492.03 |
01BL1PFD KB HOME INCOME PR |
2020-03-15 |
8 |
Other Instrument - Corporates |
$355,693.95 |
$397,487.99 |
01BLLLEUCADIA NATIONAL COR |
2013-08-15 |
7 |
Other Instrument - Corporates |
$55,800.00 |
$57,690.38 |
01BLLLEUCADIA NATIONAL COR |
2015-09-15 |
8.125 |
Other Instrument - Corporates |
$222,750.00 |
$255,760.31 |
01BNABANK OF AMERICA CORPO |
2058-01-30 |
8 |
Other Instrument - Corporates |
$9,900.00 |
$10,978.83 |
01BQHGCB 144A SERVICEMASTE |
2027-08-15 |
7.45 |
Other Instrument - Corporates |
$57,150.00 |
$49,326.32 |
01BQHSERVICE CORP INTERNAT |
2021-11-15 |
8 |
Other Instrument - Corporates |
$153,450.00 |
$180,593.60 |
01BSXPHILADELPHIA PA SCH D |
2040-06-01 |
6.765 |
Other Instrument - MUBD |
$378,000.00 |
$382,923.45 |
01BSXTHE SCHOOL DISTRICT O |
2020-09-01 |
3.125 |
Other Instrument - MUBD |
$130,500.00 |
$130,539.15 |
01BTJUNITED STATES STEEL C |
2017-06-01 |
6.05 |
Other Instrument - Corporates |
$167,400.00 |
$177,039.45 |
01BUZAMERICAN GREETINGS CO |
2021-12-01 |
7.375 |
Other Instrument - Corporates |
$164,700.00 |
$163,258.88 |
01BXJISTAR FIN INC SER B P |
2014-03-01 |
5.7 |
Other Instrument - Corporates |
$52,650.00 |
$54,953.44 |
01BZKSAN JOAQUIN HILLS TRA |
2029-01-15 |
5.375 |
Other Instrument - MUBD |
$4,099.50 |
$4,039.56 |
01BZXSTOCKTON CALIF PUB FI |
2019-10-01 |
6.59 |
Other Instrument - MUBD |
$222,750.00 |
$206,207.84 |
01C33CABLEVISION SYSTEMS C |
2017-09-15 |
8.625 |
Other Instrument - Corporates |
$45,450.00 |
$53,862.04 |
01C33CABLEVISION SYSTEMS C |
2020-09-15 |
5.875 |
Other Instrument - Corporates |
$247,050.00 |
$251,431.70 |
01C51PUERTO RICO COMMONWEA |
2044-07-01 |
6 |
Other Instrument - MUBD |
$121,500.00 |
$109,008.59 |
01DC3COSIPA COMMERCIAL LTD |
2016-06-14 |
8.25 |
Other Instrument - CBND |
$31,050.00 |
$34,605.87 |
01E49AUSTRALIA NEW ZEALAND |
2021-01-12 |
4.875 |
Other Instrument - MTN |
$108,000.00 |
$118,517.36 |
01EWKBAC CAPITAL TRUST XIV |
2049-12-31 |
4 |
Other Instrument - Corporates |
$86,400.00 |
$73,017.60 |
01F3TBRANDYWINE OPER PARTN |
2017-05-01 |
5.7 |
Other Instrument - Corporates |
$27,000.00 |
$30,080.16 |
01F7TCHESAPEAKE ENERGY COR |
2015-02-15 |
9.5 |
Other Instrument - Corporates |
$900.00 |
$1,036.17 |
01F7TCHESAPEAKE ENERGY COR |
2018-12-15 |
7.25 |
Other Instrument - Corporates |
$352,800.00 |
$401,932.30 |
01F7TCHESAPEAKE ENERGY COR |
2021-06-15 |
5.375 |
Other Instrument - Corporates |
$63,000.00 |
$63,472.50 |
01F7TCHESAPEAKE ENERGY COR |
2023-03-15 |
5.75 |
Other Instrument - Corporates |
$45,450.00 |
$46,074.94 |
01FB0ROYAL CARIBBEAN CRUIS |
2013-12-01 |
6.875 |
Other Instrument - Corporates |
$29,250.00 |
$30,005.77 |
01FB0ROYAL CARIBBEAN CRUIS |
2015-07-15 |
11.875 |
Other Instrument - Corporates |
$88,200.00 |
$104,321.00 |
01FB0ROYAL CARIBBEAN CRUIS |
2022-11-15 |
5.25 |
Other Instrument - Corporates |
$3,150.00 |
$3,181.50 |
01FCWPINNACLE FOODS FINANC |
2021-05-01 |
4.875 |
Other Instrument - Corporates |
$450,000.00 |
$427,542.19 |
01FVGGOLDMAN SACHS CAPITAL |
2043-06-01 |
4 |
Other Instrument - Corporates |
$11,250.00 |
$9,103.13 |
01GNKSTREAM GLOBAL SERVICE |
2014-10-01 |
11.25 |
Other Instrument - Corporates |
$76,050.00 |
$79,472.25 |
01MISPETROLEOS DE VENEZUEL |
2013-11-17 |
8 |
Other Instrument - CBND |
$2,389,050.00 |
$2,434,309.23 |
01MISPETROLEOS DE VENEZUEL |
2017-11-02 |
8.5 |
Other Instrument - CBND |
$972,900.00 |
$915,512.41 |
01PQPAMER GENL FIN CORP IN |
2014-10-15 |
6 |
Other Instrument - Corporates |
$677,700.00 |
$692,254.74 |
01PQPAMER GENL FIN CORP IN |
2014-11-15 |
6 |
Other Instrument - Corporates |
$406,350.00 |
$413,130.63 |
01PQPAMER GENL FIN CORP IN |
2014-12-15 |
6 |
Other Instrument - Corporates |
$445,500.00 |
$450,719.78 |
01PQRCATERPILLAR FIN SRV C |
2015-03-26 |
1.05 |
Other Instrument - Corporates |
$36,045.45 |
$36,417.29 |
01PR0GMAC PUBLIC INCOME NO |
2018-12-31 |
8 |
Other Instrument - Corporates |
$310,950.00 |
$361,289.35 |
01PR0GMACLLC7 30 PUBLIC IN |
2014-12-01 |
6.75 |
Other Instrument - Corporates |
$453,150.00 |
$483,737.63 |
01PW0JBS USA LLC JBS USA F |
2021-06-01 |
7.25 |
Other Instrument - CBND |
$582,750.00 |
$601,446.56 |
01R7GFORD MOTOR CDEDIT COM |
2014-06-01 |
8 |
Other Instrument - Corporates |
$54,450.00 |
$58,031.36 |
01R7GFORD MOTOR CRDT COMPY |
2013-10-01 |
7 |
Other Instrument - Corporates |
$1,125,000.00 |
$1,162,050.00 |
01R7GFORD MOTOR CREDIT COM |
2015-01-15 |
3.875 |
Other Instrument - Corporates |
$694,383.30 |
$723,193.17 |
01R7GFORD MOTOR CREDIT COM |
2015-09-15 |
5.625 |
Other Instrument - Corporates |
$497,700.00 |
$547,758.67 |
01R7GFORD MOTOR CREDIT COM |
2022-09-20 |
4.25 |
Other Instrument - Corporates |
$202,950.00 |
$206,346.42 |
01R7GFORD MTR CRDT CO CONT |
2022-11-21 |
3.75 |
Other Instrument - Corporates |
$1,350.00 |
$1,290.87 |
01RVISEAGATE TECH HDD HOLD |
2016-10-01 |
6.8 |
Other Instrument - Corporates |
$116,550.00 |
$132,157.99 |
01S0PREYNOLDS GROUP ISSUER |
2019-08-15 |
7.875 |
Other Instrument - Corporates |
$271,800.00 |
$308,849.74 |
01T6RFERRELLGAS FINANCE CO |
2017-10-01 |
9.125 |
Other Instrument - Corporates |
$252,000.00 |
$272,265.00 |
01T75BBVA BANCOMER SA INST |
2020-04-22 |
7.25 |
Other Instrument - CBND |
$180,900.00 |
$200,787.70 |
01TGMHCA THE HEALTHCARE CO |
2015-01-15 |
6.375 |
Other Instrument - Corporates |
$451,991.70 |
$479,826.86 |
01TGMHCA THE HEALTHCARE CO |
2020-02-15 |
7.875 |
Other Instrument - Corporates |
$243,450.00 |
$273,592.15 |
01TGMHCA/-THE HEALTHCARE C |
2014-03-15 |
5.75 |
Other Instrument - Corporates |
$691,650.00 |
$720,507.18 |
01TJWCB DISCOVER CRDT CORP |
2019-11-18 |
8.7 |
Other Instrument - Corporates |
$127,350.00 |
$165,299.24 |
01U37K HOVNANIAN ENTERPRIS |
2016-01-15 |
6.25 |
Other Instrument - Corporates |
$32,086.80 |
$33,058.32 |
01WDKARMORED AUTOGROUP INC |
2018-11-01 |
9.25 |
Other Instrument - Corporates |
$225,000.00 |
$212,484.38 |
01ZOKUNITED REFINING COMPA |
2018-02-28 |
10.5 |
Other Instrument - Corporates |
$46,800.00 |
$54,036.45 |
0232FARCELORMITTAL CLASS A |
2015-02-25 |
4.25 |
Other Instrument - Corporates |
$460,800.00 |
$480,067.20 |
0232FARCELORMITTAL CLASS A |
2017-02-25 |
5 |
Other Instrument - Corporates |
$402,300.00 |
$425,432.25 |
0232FARCELORMITTAL CLASS A |
2020-08-05 |
5.75 |
Other Instrument - Corporates |
$178,650.00 |
$185,458.55 |
0232FARCELORMITTAL CLASS A |
2021-03-01 |
6 |
Other Instrument - Corporates |
$25,200.00 |
$26,082.00 |
0232FARCELORMITTAL CLASS A |
2039-10-15 |
7.5 |
Other Instrument - Corporates |
$621,000.00 |
$599,006.25 |
024YKCITY OF CLEVELAND OHI |
2027-09-15 |
5.375 |
Other Instrument - MUBD |
$2,497,500.00 |
$2,437,399.05 |
02FU7FIRST NIAGRA FINANCIA |
2021-12-15 |
7.25 |
Other Instrument - Corporates |
$23,400.00 |
$26,941.36 |
02GG8CB US WEST CAPITAL FD |
2018-11-15 |
6.5 |
Other Instrument - Corporates |
$78,750.00 |
$87,705.63 |
02GG8QWEST CAPITAL FUNDING |
2021-08-03 |
7.625 |
Other Instrument - Corporates |
$122,850.00 |
$139,459.49 |
02GK2CREDIT SUISSE FIRST B |
2035-08-25 |
5.15 |
Other Instrument - CMOs |
$49,914.00 |
$51,222.50 |
02H29TX STATE AFFORDABLE H |
2043-07-01 |
7 |
Other Instrument - MUBD |
$69,750.00 |
$65,157.89 |
02H54H.J. HEINZ FINANCE CO |
2032-03-15 |
6.75 |
Other Instrument - Corporates |
$40,500.00 |
$43,355.25 |
02HJ5RIO TINTO FINANCE (US |
2018-07-15 |
6.5 |
Other Instrument - Corporates |
$22,500.00 |
$26,526.80 |
02I6OAI CHS COMMUNITY HEAL |
2020-07-15 |
7.125 |
Other Instrument - Corporates |
$534,150.00 |
$549,195.22 |
02I6OAI CHS/COMMUNITY HEAL |
2018-08-15 |
5.125 |
Other Instrument - Corporates |
$503,100.00 |
$526,165.74 |
02JC7LEVEL 3 FINANCING INC |
2019-04-01 |
9.375 |
Other Instrument - Corporates |
$161,716.50 |
$185,165.39 |
02KD6KRATOS DEFENSE SECUTI |
2017-06-01 |
10 |
Other Instrument - Corporates |
$64,800.00 |
$71,226.00 |
02KMZAMERICAN AXLE & MANUF |
2022-10-15 |
6.625 |
Other Instrument - Corporates |
$45,000.00 |
$47,756.25 |
02MD4GCB ROYAL BANL OF SCO |
2031-09-30 |
7.648 |
Other Instrument - Corporates |
$61,650.00 |
$60,306.39 |
02MD4ROYAL BANK OF SCOTLAN |
2056-03-31 |
7.64 |
Other Instrument - Corporates |
$103,500.00 |
$96,842.76 |
02MD4ROYAL BNK OF SCOTLAND |
2013-11-12 |
5 |
Other Instrument - Corporates |
$759,755.25 |
$768,091.46 |
02XT1GMAC COMM MORT SEC IN |
2040-05-10 |
5.459 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,687.17 |
$11,460.02 |
030KEJP MORGAN MORTGAGE TR |
2034-06-25 |
2.6769 |
Other Instrument - CMOs |
$2,205,204.58 |
$2,177,288.16 |
030KKLB UBS COMM MTG TRUST |
2037-04-17 |
5.25 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,833,750.00 |
$1,841,070.94 |
030MVSAXON ASSET SECURITIE |
2033-12-25 |
.853 |
Other Instrument - Asset Backed Securities |
$11,616.84 |
$9,483.39 |
030NASPECIALTY UNDERWRITIN |
2034-01-25 |
.873 |
Other Instrument - Asset Backed Securities |
$11,280.08 |
$10,035.41 |
030NASPECIALTY UNDERWRITIN |
2035-12-25 |
1.273 |
Other Instrument - Asset Backed Securities |
$900,000.00 |
$806,821.20 |
030PBWASHINGTON MUTUAL MSC |
2035-06-25 |
5.4 |
Other Instrument - CMO |
$21,972.60 |
$21,591.99 |
032A8REALOGY GROUP LLC SUN |
2016-05-01 |
3.375 |
Other Instrument - Corporates |
$45,000.00 |
$45,405.00 |
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: $90,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $90,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 4.72%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $90,000,000.00
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: $90,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Citibank NA, New York
Item 27. The title of the issue (including coupon or yield): Citibank NA, New York, 0.270%, 8/29/2013
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: 17304UES5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-08-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-29
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: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $15,002,250.00
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: $15,002,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays US Funding Corp.
Item 27. The title of the issue (including coupon or yield): Barclays US Funding Corp., 0.210%, 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: 06737HXM6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-10-21
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-21
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,995,274.97
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: $9,995,000.00
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: $9,995,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mizuho Bank Ltd.
Item 27. The title of the issue (including coupon or yield): Mizuho Bank Ltd., 0.220%, 10/10/2013
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: 60688LBD7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-10-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-10
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $9,999,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $9,999,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of America N.A.
Item 27. The title of the issue (including coupon or yield): Bank of America N.A., 0.270%, 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: 06052WZG1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $20,000,600.00
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: $20,000,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Canadian Imperial Bank of Commerce
Item 27. The title of the issue (including coupon or yield): Canadian Imperial Bank of Commerce, 0.311%, 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: 13606YHL3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $15,008,700.00
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: $15,008,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Kells Funding, LLC
Item 27. The title of the issue (including coupon or yield): Kells Funding, LLC, 0.260%, 8/15/2013
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: 48802QBY6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
FMS Wertmanagement AoR |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $29,996,966.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.57%
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: $29,998,500.00
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: $29,998,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: J.P. Morgan Chase & Co.
Item 27. The title of the issue (including coupon or yield): J.P. Morgan Chase & Co., 0.300%, 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: 4662J0W65
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,997,000.00
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: $9,999,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $9,999,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp.
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp., 0.240%, 11/1/2013
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: 86562CSX1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $17,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $17,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .89%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $17,000,000.00
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: $17,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mizuho Funding LLC
Item 27. The title of the issue (including coupon or yield): Mizuho Funding LLC, 0.215%, 11/1/2013
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: 60688FY11
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,991,758.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,991,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $14,991,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Agricole Corporate and Investment Bank
Item 27. The title of the issue (including coupon or yield): Credit Agricole Corporate and Investment Bank, 0.280%, 11/1/2013
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: 22532UZJ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $42,900,000.00
Item 41. The total current amortized cost, to the nearest cent: $42,900,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.25%
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: $42,896,568.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $42,896,568.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp., 5.400%, 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: 36962G3F9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $44,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $44,806,768.76
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.35%
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: $44,797,616.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $44,797,616.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays US Funding Corp.
Item 27. The title of the issue (including coupon or yield): Barclays US Funding Corp., 0.210%, 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: 06737HXJ3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,990,900.06
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,990,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $19,990,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Caisse des Depots et Consignations (CDC)
Item 27. The title of the issue (including coupon or yield): Caisse des Depots et Consignations (CDC), 0.250%, 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: 12800AZD9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,986,041.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,986,200.00
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: $14,986,200.00
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., 0.730%, 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: 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: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
02H3JC |
2047-10-05 |
.6239 |
Other Instrument - ABS |
$4,769,398.92 |
$745,936.83 |
02GK4CWL 2006 |
2036-04-25 |
5.5853 |
Other Instrument - Asset Backed Securities |
$618,651.04 |
$374,194.10 |
02GK4CWABS INC |
2034-05-25 |
.943 |
Other Instrument - Asset Backed Securities |
$532,958.73 |
$499,659.61 |
02XTMIMP CMB TR |
2035-04-25 |
.928 |
Other Instrument - Asset Backed Securities |
$822,296.43 |
$519,618.59 |
02XTRLMT 2006-9 |
2037-01-25 |
6.43 |
Other Instrument - CMO |
$206,372.54 |
$49,812.18 |
030LZRALI SERIES |
2036-11-25 |
.4028 |
Other Instrument - CMOs |
$48,928,941.37 |
$754,715.67 |
02IHLTRAPEZA CDO X |
2041-06-06 |
.6804 |
Other Instrument - ABS |
$1,875,000.00 |
$907,729.69 |
02K8ZVERMEER FDG LTD |
2039-06-03 |
1.3247 |
Other Instrument - ABS |
$297,182.50 |
$172,575.11 |
02XSZGE COMML MTG CORP |
2049-12-10 |
5.677 |
Other Instrument - Commercial Mortgage-Backed Security |
$558,553.75 |
$359,217.41 |
02XTSLIME STREET CLO LTD |
2021-06-21 |
0 |
Other Instrument - ABS |
$1,199,148.13 |
$973,768.24 |
02XSCCITIGROUP MTGE LN TR |
2037-03-25 |
2.795 |
Other Instrument - CMOs |
$1,040,123.21 |
$865,761.06 |
030JSGSAMP TRUST 2004-HE2 |
2035-05-25 |
5.7706 |
Other Instrument - CMOs |
$973,900.02 |
$648,580.18 |
01SXETABERNA PREFEERED FUN |
2038-05-05 |
.9231 |
Other Instrument - ABS |
$580,717.92 |
$119,134.28 |
02GK4CWABS ASSET -BCKD CTF |
2036-05-25 |
.563 |
Other Instrument - Asset Backed Securities |
$442,020.00 |
$217,013.18 |
02GK4CWABS ASSET BCKD CERT |
2036-02-25 |
.553 |
Other Instrument - Asset Backed Securities |
$5,052.54 |
$4,062.36 |
02GKKGS MORTGAGE SECURITIE |
2046-03-21 |
5.4074 |
Other Instrument - Commercial Mortgage-Backed Security |
$566,783.32 |
$315,212.09 |
02XRU CD 2007-CD4 COMMER |
2049-12-11 |
5.398 |
Other Instrument - Commercial Mortgage-Backed Security |
$4,091,540.21 |
$2,938,875.14 |
02XS7BEAR STEARNS ALT A TR |
2036-05-25 |
5.3559 |
Other Instrument - CMOs |
$1,196,264.31 |
$993,406.92 |
02XSCCITIGROUP MTG LN TR 2 |
2037-05-25 |
6.457 |
Other Instrument - CMOs |
$8,346.36 |
$2,679.69 |
030GGAMERICAN HOME MTG ASS |
2047-02-25 |
.868 |
Other Instrument - Asset Backed Securities |
$71,988.91 |
$41,214.63 |
030J7 FIRST HORIZON ALTERN |
2037-06-25 |
6 |
Other Instrument - CMOs |
$8,824,509.69 |
$7,367,808.36 |
030JNGREENPOINT MTGE FDG T |
2036-02-25 |
.483 |
Other Instrument - Asset Backed Securities |
$677,223.93 |
$524,979.99 |
030M6RESEDENTIAL ASSET MTG |
2036-05-25 |
.493 |
Other Instrument - Asset Backed Securities |
$9,850,322.69 |
$5,764,853.18 |
030M9RASC SER 2006 KS1 TRU |
2036-02-25 |
.573 |
Other Instrument - Asset Backed Securities |
$404,596.04 |
$345,913.63 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 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: $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: 1.31%
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? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $25,002,122.98
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,002,122.98
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: JPMorgan Chase Bank, N.A.
Item 27. The title of the issue (including coupon or yield): JPMorgan Chase Bank, N.A., 0.420%, 7/30/2014
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: 48125PC50
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2014-07-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: 1.31%
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: $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: Fifth Third Bank, Cincinnati
Item 27. The title of the issue (including coupon or yield): Fifth Third Bank, Cincinnati, 0.300%, 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: 31677NER3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $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: 1.31%
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: $25,004,500.00
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: $25,004,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mizuho Funding LLC
Item 27. The title of the issue (including coupon or yield): Mizuho Funding LLC, 0.230%, 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: 60688FV14
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $20,000,000.00
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: $20,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Stratford Properties LP
Item 27. The title of the issue (including coupon or yield): Stratford Properties LP, (Series 1998), 0.540%, 5/1/2019
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 863016AA9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
Manufacturers & Traders Trust Co., Buffalo, NY |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Manufacturers & Traders Trust Co., Buffalo, NY |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,225,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,225,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,225,000.00
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: $1,225,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Illinois State
Item 27. The title of the issue (including coupon or yield): Illinois State, Taxable Putters (Series SGT01), 0.140%, 6/1/2033
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 46636YLV0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
Societe Generale, Paris |
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: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $15,000,000.00
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: $15,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ICICI Bank Ltd., New York (Series C-BA)
Item 27. The title of the issue (including coupon or yield): ICICI Bank Ltd., New York (Series C-BA), 0.240%, 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: 44926CV17
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Bank of America N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $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: 1.31%
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: $24,999,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,999,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield): General Electric Capital Corp., 2.100%, 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: 36962G4X9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $11,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $11,086,764.12
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .58%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $11,085,349.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $11,085,349.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: J.P. Morgan Chase & Co.
Item 27. The title of the issue (including coupon or yield): J.P. Morgan Chase & Co., 0.230%, 2/3/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 4662J1B33
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $10,700,000.00
Item 41. The total current amortized cost, to the nearest cent: $10,687,284.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .56%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $10,686,304.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $10,686,304.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Caisse des Depots et Consignations (CDC)
Item 27. The title of the issue (including coupon or yield): Caisse des Depots et Consignations (CDC), 0.280%, 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: 12800AX33
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-10-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-03
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,987,750.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.31%
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: $24,991,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,991,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Roman Catholic Diocese of Charlotte
Item 27. The title of the issue (including coupon or yield): Roman Catholic Diocese of Charlotte, Series 2002, 0.240%, 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: 77583WAA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Wells Fargo Bank, N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,010,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,010,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $2,010,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,010,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse Securities (USA) LLC
Item 27. The title of the issue (including coupon or yield): Credit Suisse Securities (USA) LLC, 0.670%, 10/22/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 319981007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
CWL |
2037-09-25 |
.36003 |
Other Instrument - Asset Backed Securities |
$5,083.29 |
$4,882.32 |
CWL |
2046-01-25 |
.35003 |
Other Instrument - Asset Backed Securities |
$760,183.29 |
$623,844.59 |
LXS |
2046-02-25 |
.45003 |
Other Instrument - Asset Backed Securities |
$103,600.01 |
$69,691.57 |
ARSI |
2035-05-25 |
.43003 |
Other Instrument - Asset Backed Securities |
$268,102.01 |
$214,760.64 |
CSMC |
2040-09-15 |
5.869 |
Other Instrument - Commercial Mortgage-Backed Security |
$57,091.67 |
$56,154.71 |
DSLA |
2036-09-19 |
.39153 |
Other Instrument - Asset Backed Securities |
$84,151.42 |
$66,034.56 |
GSMS |
2036-11-10 |
.55512 |
Other Instrument - Commercial Mortgage-Backed Security |
$244,095.66 |
$3,788.95 |
HASC |
2036-01-25 |
.38003 |
Other Instrument - Asset Backed Securities |
$15,890.30 |
$15,361.34 |
INDX |
2035-01-25 |
2.12874 |
Other Instrument - CMOs |
$465.00 |
$122,993.33 |
INDX |
2036-12-25 |
.36003 |
Other Instrument - Asset Backed Securities |
$180,748.95 |
$123,638.41 |
INDX |
2046-06-01 |
.39003 |
Other Instrument - Asset Backed Securities |
$214,093.77 |
$155,504.28 |
MSAC |
2036-08-25 |
.33003 |
Other Instrument - Asset Backed Securities |
$6,622.39 |
$4,402.28 |
NSTR |
2037-03-25 |
.42003 |
Other Instrument - Asset Backed Securities |
$503,252.70 |
$373,716.82 |
RAMP |
2036-07-25 |
.47003 |
Other Instrument - Asset Backed Securities |
$78,000.00 |
$60,424.36 |
SVHE |
2037-06-25 |
.47003 |
Other Instrument - Asset Backed Securities |
$95,357.14 |
$49,953.72 |
CWALT |
2035-04-25 |
.69003 |
Other Instrument - CMOs |
$110,824.80 |
$82,505.42 |
CWALT |
2035-07-25 |
.45003 |
Other Instrument - CMOs |
$26,575.17 |
$21,352.58 |
HVMLT |
2037-03-19 |
.37153 |
Other Instrument - Asset Backed Securities |
$114,385.93 |
$30,109.52 |
AIRSPEED |
2032-06-15 |
.4625 |
Other Instrument - ABS |
$222,452.40 |
$173,555.75 |
CWHL 2007-5 X |
2037-05-25 |
.20699 |
Other Instrument - CMOs |
$1,105,091.21 |
$6,495.78 |
CWL 2007-7 M1 |
2047-10-25 |
.52003 |
Other Instrument - Asset Backed Securities |
$439,285.71 |
$2,675.35 |
CWL 2007-8 M1 |
2037-11-25 |
.46003 |
Other Instrument - Asset Backed Securities |
$42,857.14 |
$1,367.74 |
SACO 2006-8 A |
2036-06-25 |
.33003 |
Other Instrument - Asset Backed Securities |
$8,999.69 |
$9,892.01 |
ACCSS 2007-A B |
2037-02-25 |
.82275 |
Other Instrument - Asset Backed Securities |
$263,785.71 |
$115,176.48 |
BAFC 2007-B A1 |
2047-04-20 |
.40153 |
Other Instrument - Asset Backed Securities |
$1,174.53 |
$850.96 |
CWL 2007-8 2A3 |
2037-11-25 |
.38003 |
Other Instrument - Asset Backed Securities |
$1,689,942.86 |
$1,111,368.65 |
FIELDSTONE MGT |
2036-05-25 |
.38003 |
Other Instrument - Asset Backed Securities |
$57,156.81 |
$31,350.33 |
GSAA 2007-6 A4 |
2047-05-25 |
.49003 |
Other Instrument - Asset Backed Securities |
$133,183.89 |
$88,576.36 |
HEMT 2005-3 M3 |
2035-11-25 |
.91003 |
Other Instrument - Asset Backed Securities |
$55,895.20 |
$39,661.69 |
IMSA 2007-1 A2 |
2037-03-25 |
.35003 |
Other Instrument - Asset Backed Securities |
$25,687.47 |
$18,146.28 |
LUM 2006-4 A1A |
2046-05-25 |
.38003 |
Other Instrument - CMOs |
$2,285.45 |
$1,512.76 |
SAIL 2004-3 A3 |
2034-04-25 |
2.206 |
Other Instrument - Asset Backed Securities |
$104,359.74 |
$97,871.95 |
SDART 2011-4 E |
2018-11-15 |
7.2 |
Other Instrument - Asset Backed Securities |
$12,214.29 |
$13,416.69 |
SDART 2013-3 E |
2020-06-15 |
3.41 |
Other Instrument - ABS |
$26,142.86 |
$25,860.21 |
ACE 2003-HE1 M1 |
2033-11-25 |
1.16503 |
Other Instrument - Asset Backed Securities |
$16,625.71 |
$15,846.28 |
CFAB 2004-2 1M2 |
2035-02-25 |
5.5599 |
Other Instrument - Asset Backed Securities |
$40,461.83 |
$29,352.32 |
CSFB 2005-5 DB1 |
2035-07-25 |
5.82568 |
Other Instrument - CMOs |
$121,754.16 |
$57,447.48 |
CWCI 2006-C1 IO |
2048-08-15 |
.7944 |
Other Instrument - Commercial Mortgage-Backed Security |
$2,250,631.74 |
$46,104.19 |
CWHEL 2004-N 2A |
2034-02-15 |
.47103 |
Other Instrument - Asset Backed Securities |
$92,265.03 |
$72,806.64 |
CWHEL 2004-P 2A |
2034-03-15 |
.51103 |
Other Instrument - Asset Backed Securities |
$192,110.92 |
$160,130.38 |
CWL 2006-16 2A2 |
2046-12-25 |
.34003 |
Other Instrument - Asset Backed Securities |
$1,091,250.44 |
$930,596.33 |
CWL 2007-10 2A3 |
2047-06-25 |
.37003 |
Other Instrument - Asset Backed Securities |
$84,857.14 |
$67,125.52 |
CWL 2007-12 2A3 |
2047-08-25 |
.99003 |
Other Instrument - Asset Backed Securities |
$4,285.71 |
$3,418.13 |
FHLT 2006-C 2A2 |
2036-10-25 |
.34003 |
Other Instrument - Asset Backed Securities |
$82,336.61 |
$38,960.63 |
GSAA 2006-4 4A2 |
2036-03-25 |
.42003 |
Other Instrument - CMOs |
$24,058.81 |
$19,144.82 |
GSAA 2006-5 2A3 |
2036-03-25 |
.46003 |
Other Instrument - Asset Backed Securities |
$31,351.80 |
$19,824.27 |
IMSA 2007-3 A1B |
2037-09-25 |
.43003 |
Other Instrument - Asset Backed Securities |
$381,751.49 |
$223,021.78 |
LXS 2006-13 1A3 |
2036-09-25 |
.48003 |
Other Instrument - Asset Backed Securities |
$590,238.87 |
$216,407.91 |
MSM 2005-11AR X |
2036-01-25 |
3.87648 |
Other Instrument - CMOs |
$706,489.48 |
$85,141.87 |
NHEL 2006-5 A2C |
2036-11-25 |
.36003 |
Other Instrument - Asset Backed Securities |
$350,222.84 |
$144,621.38 |
RALI 2005-QO5 X |
2046-01-25 |
0 |
Other Instrument - CMO |
$627,499.24 |
$25,841.78 |
RAST 2005-A5 A3 |
2035-05-25 |
.59003 |
Other Instrument - CMOs |
$631,178.48 |
$393,841.46 |
BCAP 2006-AA2 A1 |
2037-01-25 |
.36003 |
Other Instrument - Asset Backed Securities |
$47,985.39 |
$34,285.99 |
CARR 2004-NC1 M2 |
2034-05-25 |
1.54003 |
Other Instrument - Asset Backed Securities |
$32,254.39 |
$14,526.27 |
CWALT 2005-J3 XA |
2035-05-25 |
.28569 |
Other Instrument - CMOs |
$675,315.54 |
$7,558.73 |
CWALT 2006-J2 A5 |
2036-04-25 |
5.10997 |
Other Instrument - CMOs |
$188,082.29 |
$32,124.78 |
CWHL 2004-25 2A3 |
2035-02-25 |
.56003 |
Other Instrument - CMOs |
$94,108.19 |
$70,027.07 |
CWL 2005-IM2 A3M |
2036-01-25 |
.59003 |
Other Instrument - Asset Backed Securities |
$263,836.82 |
$152,042.30 |
CWL 2006-13 3AV3 |
2037-01-25 |
.44003 |
Other Instrument - Asset Backed Securities |
$55,500.00 |
$29,468.73 |
CWL 2007-BC3 2A2 |
2047-11-25 |
.31003 |
Other Instrument - Asset Backed Securities |
$1,157.14 |
$925.95 |
FFML 2005-FF1 M1 |
2034-12-25 |
.68003 |
Other Instrument - Asset Backed Securities |
$344,425.02 |
$308,141.10 |
GMACM 2006-HE1 A |
2036-11-25 |
.40003 |
Other Instrument - Asset Backed Securities |
$349,474.27 |
$268,550.86 |
GSR 2005-6F 3A20 |
2035-07-25 |
5.5 |
Other Instrument - CMO |
$63,210.88 |
$53,316.03 |
INABS 2006-D 2A2 |
2036-11-25 |
.30003 |
Other Instrument - Asset Backed Securities |
$9,671.44 |
$9,204.92 |
MLMI 2006-AF1 IO |
2036-08-25 |
6.25 |
Other Instrument - CMOs |
$93,542.23 |
$18,852.91 |
MSAC 2006-HE4 A4 |
2036-06-25 |
.43003 |
Other Instrument - Asset Backed Securities |
$101,357.14 |
$54,061.64 |
NTIX 2007-HE2 A2 |
2037-07-25 |
.44003 |
Other Instrument - Asset Backed Securities |
$62,649.90 |
$22,621.95 |
OOMLT 2006-2 1A1 |
2036-07-25 |
.24003 |
Other Instrument - Asset Backed Securities |
$91,542.26 |
$42,947.12 |
OOMLT 2007-4 2A2 |
2037-04-25 |
.37003 |
Other Instrument - Asset Backed Securities |
$14,132.97 |
$8,161.94 |
OOMLT 2007-5 2A4 |
2037-05-25 |
.49003 |
Other Instrument - Asset Backed Securities |
$342,000.00 |
$151,433.44 |
POPLR 2004-4 AV1 |
2034-09-25 |
.53003 |
Other Instrument - Asset Backed Securities |
$48,380.93 |
$41,435.59 |
RAAC 2005-SP3 M1 |
2035-12-25 |
.72003 |
Other Instrument - Asset Backed Securities |
$28,928.57 |
$23,103.11 |
RALI 2005-QS2 A3 |
2035-02-25 |
5.5 |
Other Instrument - CMOs |
$639,101.71 |
$608,025.92 |
RAMP 2005-RS7 M2 |
2035-07-25 |
.71003 |
Other Instrument - Asset Backed Securities |
$89,142.86 |
$62,695.48 |
SASC 2005-NC2 M5 |
2035-05-25 |
.81003 |
Other Instrument - Asset Backed Securities |
$36,428.57 |
$20,744.34 |
WMALT 2005-4 CB3 |
2035-06-25 |
.64003 |
Other Instrument - CMOs |
$55,226.69 |
$39,590.13 |
ABFC 2004-OPT4 M1 |
2034-02-25 |
.79003 |
Other Instrument - Asset Backed Securities |
$204,381.28 |
$163,677.05 |
BALTA 2005-5 24A1 |
2035-07-25 |
5.25065 |
Other Instrument - CMOs |
$31,515.80 |
$26,710.14 |
BSABS 2004-FR3 M3 |
2034-09-25 |
2.29003 |
Other Instrument - Asset Backed Securities |
$68,698.69 |
$54,142.82 |
CHASE 2005-S2 A18 |
2035-10-25 |
5.5 |
Other Instrument - CMOs |
$10,126.73 |
$6,782.72 |
CWALT 2005-56 1A1 |
2035-11-25 |
.92003 |
Other Instrument - CMOs |
$613,466.25 |
$472,036.33 |
CWALT 2005-J1 1A5 |
2035-02-25 |
.79003 |
Other Instrument - CMOs |
$27,216.73 |
$14,581.93 |
CWALT 2005-J8 1A1 |
2035-07-25 |
.89003 |
Other Instrument - CMOs |
$124,072.22 |
$94,951.19 |
FFML 2007-FFC A2A |
2027-06-25 |
.34003 |
Other Instrument - Asset Backed Securities |
$29,532.96 |
$16,243.34 |
GMACM 2005-HE1 A2 |
2035-08-25 |
.37003 |
Other Instrument - Asset Backed Securities |
$48,838.74 |
$39,716.69 |
HASC 2007-WF1 2A3 |
2037-05-25 |
.36003 |
Other Instrument - Asset Backed Securities |
$27,432.80 |
$25,060.61 |
INDX 2005-AR15 A2 |
2035-09-25 |
4.69359 |
Other Instrument - CMOs |
$395,829.45 |
$343,120.89 |
INDX 2006-AR29 A1 |
2036-11-25 |
.36003 |
Other Instrument - Asset Backed Securities |
$126,180.50 |
$90,336.70 |
MSAC 2006-HE6 A2C |
2036-09-25 |
.34003 |
Other Instrument - Asset Backed Securities |
$371,142.86 |
$168,961.00 |
MSAC 2007-HE3 A2B |
2036-12-25 |
.30003 |
Other Instrument - Asset Backed Securities |
$339,366.45 |
$169,052.24 |
MSAC 2007-NC3 A2C |
2037-05-25 |
.38003 |
Other Instrument - Asset Backed Securities |
$66,361.48 |
$37,464.89 |
MSAC 2007-NC3 A2D |
2037-05-25 |
.45003 |
Other Instrument - Asset Backed Securities |
$9,134.26 |
$5,204.57 |
MSM 2007-15AR 2A1 |
2037-11-25 |
2.59133 |
Other Instrument - CMOs |
$785,188.78 |
$591,190.17 |
PPSI 2005-WCW2 M3 |
2035-07-25 |
.74003 |
Other Instrument - Asset Backed Securities |
$25,500.00 |
$15,492.55 |
RALI 2005-QO4 2A1 |
2045-12-25 |
.47003 |
Other Instrument - CMOs |
$399.49 |
$256.16 |
RALI 2006-QS17 A2 |
2036-12-25 |
6.45997 |
Other Instrument - CMOs |
$92,092.82 |
$15,270.94 |
RAMP 2005-RS1 MI1 |
2035-01-25 |
5.145 |
Other Instrument - Asset Backed Securities |
$35,546.27 |
$29,323.60 |
RAMP 2005-RS9 AI4 |
2035-11-25 |
.51003 |
Other Instrument - Asset Backed Securities |
$344,671.95 |
$170,503.88 |
RFMS2 2006-HI4 A4 |
2036-09-25 |
5.72 |
Other Instrument - Asset Backed Securities |
$37,285.71 |
$23,804.57 |
TMTS 2005-10HE M1 |
2036-06-25 |
.64003 |
Other Instrument - Asset Backed Securities |
$43,285.71 |
$41,916.11 |
WAMU 2006-AR11 1A |
2046-09-25 |
1.12916 |
Other Instrument - CMOs |
$43,771.98 |
$34,566.59 |
WMHE 2007-HE4 2A2 |
2047-07-25 |
.32003 |
Other Instrument - Asset Backed Securities |
$58,273.91 |
$28,439.73 |
BSABS 2007-HE7 1A2 |
2037-10-25 |
1.79003 |
Other Instrument - Asset Backed Securities |
$451,714.29 |
$131,662.60 |
CWALT 2005-9CB 1A2 |
2035-05-25 |
4.80997 |
Other Instrument - CMOs |
$69,739.41 |
$8,632.42 |
CWALT 2006-OA6 1A3 |
2046-07-25 |
.46003 |
Other Instrument - Asset Backed Securities |
$116,489.14 |
$39,909.23 |
FFML 2006-FF11 2A4 |
2036-08-25 |
.43003 |
Other Instrument - Asset Backed Securities |
$62,571.43 |
$34,520.89 |
FFML 2006-FF16 2A3 |
2036-12-25 |
.33003 |
Other Instrument - Asset Backed Securities |
$4,767.01 |
$2,406.04 |
INDX 2006-AR27 1A3 |
2036-10-25 |
.46003 |
Other Instrument - Asset Backed Securities |
$987,077.01 |
$601,943.58 |
INDX 2006-AR27 2A2 |
2036-10-25 |
.39003 |
Other Instrument - Asset Backed Securities |
$364.12 |
$296.74 |
JPMAC 2006-CH2 AV5 |
2036-10-25 |
.40003 |
Other Instrument - Asset Backed Securities |
$91,302.86 |
$48,158.27 |
JPMCC 2006-CB16 AJ |
2045-05-12 |
5.623 |
Other Instrument - Commercial Mortgage-Backed Security |
$201,428.57 |
$189,208.00 |
JPMCC 2007-CB20 AJ |
2051-02-12 |
6.07135 |
Other Instrument - Commercial Mortgage-Backed Security |
$25,714.29 |
$26,419.15 |
144A ORPT 2006-1A A |
2051-11-03 |
.3287 |
Other Instrument - ABS |
$1,914,550.65 |
$503,041.52 |
144A SAFT 2013-1 B3 |
2043-07-25 |
4.075 |
Other Instrument - CMO |
$251,245.18 |
$195,540.57 |
144A SDART 2012-5 E |
2019-09-16 |
4.69 |
Other Instrument - ABS |
$170,357.14 |
$176,569.10 |
144A SDART 2012-6 E |
2019-11-15 |
3.51 |
Other Instrument - ABS |
$753,428.57 |
$761,513.33 |
CWALT 2005-10CB 1A3 |
2035-05-25 |
4.80997 |
Other Instrument - CMOs |
$240,701.55 |
$34,914.97 |
CWALT 2005-65CB 1A6 |
2036-01-25 |
4.55997 |
Other Instrument - CMOs |
$119,798.67 |
$15,365.18 |
CWALT 2007-21CB 2A4 |
2037-09-25 |
5.40997 |
Other Instrument - CMOs |
$1,155,313.47 |
$248,730.20 |
CWALT 2007-OA11 A1B |
2047-11-25 |
1.41803 |
Other Instrument - CMOs |
$48,794.92 |
$31,399.03 |
DBALT 2007-OA4 1A1A |
2047-08-25 |
.38003 |
Other Instrument - Asset Backed Securities |
$393.07 |
$307.89 |
144A SDART 2012-2A E |
2019-04-15 |
5.95 |
Other Instrument - Asset Backed Securities |
$642.86 |
$562.40 |
144A SDART 2012-AA E |
2019-12-16 |
3.4 |
Other Instrument - ABS |
$92,785.71 |
$92,363.86 |
CMO OMI TRUST 2002-B |
2032-06-15 |
7.09 |
Other Instrument - ABS |
$118,431.61 |
$128,946.74 |
144A MARP 2006-1 1A1F |
2035-07-25 |
.55003 |
Other Instrument - CMOs |
$80.47 |
$68.17 |
144A MONT 2006-1A A1B |
2042-09-06 |
.5131 |
Other Instrument - ABS |
$2,817,465.92 |
$797,139.30 |
144A RAAC 2005-RP3 M2 |
2039-05-25 |
1.84003 |
Other Instrument - Asset Backed Securities |
$18,642.86 |
$13,459.89 |
ABS ASSET BACKED 98-2 |
2017-09-25 |
6.2 |
Other Instrument - ABS |
$20,330.31 |
$20,259.76 |
144A DMSI 2006-PR1 5AS4 |
2036-04-15 |
6.5891 |
Other Instrument - CMO |
$5,784.10 |
$1,150.14 |
AFT 99-1A A1 ASST BK LN |
2024-05-15 |
.67103 |
Other Instrument - ABS |
$177,904.16 |
$78,327.59 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-10-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-22
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $15,003,108.34
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $15,003,108.34
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., 0.490%, 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: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
01BVBDELL INC |
2049-01-01 |
0 |
Other Instrument - COMN |
$592.94 |
$76.13 |
01BJEHERSHEY CO |
2049-01-01 |
0 |
Other Instrument - COMN |
$10,294,898.82 |
$9,727,649.90 |
01BLOLILLY ELI & CO |
2049-01-01 |
0 |
Other Instrument - COMN |
$3,930,437.65 |
$2,095,709.35 |
02K74APOLLO INVT CORP |
2049-01-01 |
0 |
Other Instrument - MFND |
$6,851,244.71 |
$557,006.19 |
01BTBUNIVERSAL CORP VA |
2049-01-01 |
0 |
Other Instrument - Corporates |
$847.06 |
$1,135,058.82 |
01PIWGREENVALE MNG N L |
2049-01-01 |
0 |
Other Instrument - ADR |
$404,322.35 |
$145.56 |
01C5KFUELCELL ENERGY INC |
2049-01-01 |
0 |
Other Instrument - Corporates |
$423.53 |
$127,058.82 |
01BNABANK OF AMERICA CORPO |
2049-01-01 |
0 |
Other Instrument - COMN |
$21.18 |
$3.07 |
01DN6PETROQUEST ENERGY INC |
2049-01-01 |
0 |
Other Instrument - Corporates |
$2,837.65 |
$93,642.35 |
01U1PTHE SABRE GROUP HOLDI |
2016-03-15 |
8.35 |
Other Instrument - Corporates |
$2,068,729.41 |
$2,335,687.45 |
02LZQAMTRUST FINL SVCS INC |
2021-12-15 |
5.5 |
Other Instrument - Corporates |
$6.78 |
$10.50 |
02MD2AMERICAN INTL GROUP I |
2049-01-01 |
0 |
Other Instrument - COMN |
$4,986,275.29 |
$2,288,201.73 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 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: $18,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $18,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .94%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $18,000,000.00
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: $18,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Santander Drive Auto Receivables Trust 2013-3
Item 27. The title of the issue (including coupon or yield): Santander Drive Auto Receivables Trust 2013-3, Class A1, 0.250%, 5/15/2014
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: 80283GAA2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2014-05-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-15
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: $6,062,812.49
Item 41. The total current amortized cost, to the nearest cent: $6,062,812.49
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: $6,062,812.49
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $6,062,812.49
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., 0.590%, 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: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
02H3JC |
2047-10-05 |
.6239 |
Other Instrument - ABS |
$1,643,153.84 |
$256,990.24 |
02KMMSCF 5A B |
2039-08-06 |
1.3231 |
Other Instrument - ABS |
$1,125,000.00 |
$209,445.73 |
02GK4CWABS INC |
2034-05-25 |
.943 |
Other Instrument - Asset Backed Securities |
$166,649.77 |
$156,237.53 |
02XTRLMT 2006-9 |
2037-01-25 |
6.43 |
Other Instrument - CMO |
$431,239.78 |
$104,088.42 |
030IACWALT 2007 |
2037-06-25 |
.33 |
Other Instrument - Asset Backed Securities |
$442,905.69 |
$338,484.70 |
030KDJPMCC 2007 |
2049-01-15 |
5.395 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,469,409.30 |
$1,054,627.05 |
030LZRALI SERIES |
2036-09-25 |
.4201 |
Other Instrument - CMOs |
$20,196,179.49 |
$321,521.79 |
01SLHACCESS 2005-A |
2035-04-25 |
1.0756 |
Other Instrument - ABS |
$56,888.27 |
$45,889.45 |
02JJTCITI MTGE LOAN |
2034-07-25 |
5.75 |
Other Instrument - CMO |
$2,313.45 |
$246.54 |
01SWSUNITED AIRLINES |
2016-01-15 |
12 |
Other Instrument - Asset Backed Securities |
$.18 |
$.23 |
02K8ZVERMEER FDG LTD |
2039-06-03 |
1.3247 |
Other Instrument - ABS |
$818,148.15 |
$475,102.03 |
02XT9HSPI 2006-1A A2 |
2052-02-12 |
.8751 |
Other Instrument - ABS |
$3,937,500.00 |
$110,141.16 |
030JHGE WMC MORTGAGE |
2035-10-25 |
.653 |
Other Instrument - Asset Backed Securities |
$1,324,859.40 |
$113,432.37 |
01DM2TROPIC CDO V LTD |
2036-07-15 |
1.5481 |
Other Instrument - ABS |
$1,912,500.00 |
$90,476.64 |
02XRUC-BASS CBO V LTD |
2036-09-22 |
7.469 |
Other Instrument - ABS |
$1,727.64 |
$1,704.89 |
030GHALESCO PREFERRED |
2037-07-15 |
.5881 |
Other Instrument - ABS |
$15,068.18 |
$10,827.26 |
030KKLBUBS 2005-C7 E |
2040-11-16 |
5.35 |
Other Instrument - Commercial Mortgage-Backed Security |
$11,250.00 |
$10,805.94 |
030L3MLMT 2007-C1 AJ |
2050-06-12 |
5.8499 |
Other Instrument - Commercial Mortgage-Backed Security |
$200,442.94 |
$115,636.82 |
030LZRALI SERIES 2003 |
2019-12-25 |
.512 |
Other Instrument - CMO |
$1,969,707.52 |
$20,290.63 |
01FD8NEWPORT WAVES CDO |
2014-06-20 |
.7222 |
Other Instrument - ABS |
$151,239.71 |
$136,166.01 |
030PHPARK PLACE SEC,INC |
2035-02-25 |
.943 |
Other Instrument - Asset Backed Securities |
$1,330,472.93 |
$919,048.34 |
02QYQNEPTUNE CDO III LTD |
2046-03-05 |
.504 |
Other Instrument - ABS |
$767,488.74 |
$60,976.20 |
02XRUC BASS CBO VIII LTD |
2038-11-02 |
6.66 |
Other Instrument - ABS |
$272,605.98 |
$117,570.87 |
02XSBCBRE REALTY FIN CDO |
2052-04-07 |
.5709 |
Other Instrument - ABS |
$409,410.56 |
$240,266.93 |
02XTSLIME STREET CLO LTD |
2021-06-21 |
0 |
Other Instrument - ABS |
$110,485.01 |
$89,719.35 |
02XUGRBSGC MORTGAGE LOAN |
2037-01-25 |
6.75 |
Other Instrument - CMOs |
$700.36 |
$641.66 |
030I96WALT,INC 2005-79CB |
2036-04-25 |
.693 |
Other Instrument - CMOs |
$472,765.09 |
$315,353.81 |
030JNGREENPOINT MORTGAGE |
2047-02-25 |
.27 |
Other Instrument - Asset Backed Securities |
$26,177.93 |
$23,262.26 |
01EFTREGS S HIGHLAND PARK |
2051-11-25 |
.6728 |
Other Instrument - ABS |
$1,522,233.34 |
$324,773.62 |
02JJT CITIGROUP MORTGAGE |
2036-11-25 |
.473 |
Other Instrument - Asset Backed Securities |
$127,492.88 |
$82,930.40 |
02JJTCITI MTGE LOAN TRUST |
2034-07-25 |
6.75 |
Other Instrument - CMO |
$3,457.83 |
$625.81 |
02KDOREGIONAL DIVERSIFIED |
2036-01-25 |
.6056 |
Other Instrument - Collateralized Debt Obligation |
$255,739.87 |
$165,517.40 |
02XSC CITIGROUP MORTGAGE |
2036-11-25 |
5.6794 |
Other Instrument - CMOs |
$6,420.72 |
$5,423.06 |
02XTMIMPAC SECURED ASSETS |
2037-01-25 |
.363 |
Other Instrument - Asset Backed Securities |
$124,562.87 |
$93,090.72 |
02XUFPORTER SQUARE CDO II |
2040-05-05 |
1.2254 |
Other Instrument - ABS |
$8,021.64 |
$4,137.00 |
02XURSOUNDVIEW HOME LN TR |
2037-01-25 |
.35 |
Other Instrument - Asset Backed Securities |
$101,908.25 |
$59,642.63 |
030G5SFA CABS III CDO LTD |
2032-07-02 |
.8036 |
Other Instrument - ABS |
$1,272,009.44 |
$903,432.42 |
030H8BEAR STEARNS COMMMTG |
2022-03-15 |
1.391 |
Other Instrument - Commercial Mortgage-Backed Security |
$26,942.96 |
$22,386.27 |
030HLCITIGROUP COMMERCIAL |
2049-03-15 |
0 |
Other Instrument - Commercial Mortgage-Backed Security |
$203,876,647.39 |
$2,041.67 |
030JKGMACM HOME EQTY LOAN |
2036-12-25 |
.373 |
Other Instrument - Asset Backed Securities |
$219,744.63 |
$186,899.29 |
030KOSTRUCTURED ASSET SEC |
2035-07-25 |
.803 |
Other Instrument - Asset Backed Securities |
$968,011.88 |
$949,889.01 |
030M1RESIDENTIAL ACCREDIT |
2019-06-25 |
0 |
Other Instrument - CMOs |
$.16 |
$.14 |
030MRSTRUCTURED ASSET SEC |
2036-10-25 |
.353 |
Other Instrument - Asset Backed Securities |
$306,646.09 |
$201,584.04 |
02GJWC-BASS 2006-MH1 TRUST |
2036-10-25 |
5.9376 |
Other Instrument - ABS |
$981,962.32 |
$496,699.72 |
02GK4CWABS ASSET -BCKD CTF |
2036-05-25 |
.563 |
Other Instrument - Asset Backed Securities |
$567,549.90 |
$278,643.07 |
02GLIGCMO SALOMON MTG01-CP |
2033-09-25 |
0 |
Other Instrument - Asset Backed Securities |
$210.05 |
$285.46 |
02GMFABS GABS 144A PEGASUS |
2015-06-10 |
2.6928 |
Other Instrument - ABS |
$538,777.50 |
$126,577.58 |
02GMTFIRST HORIZON MORT PA |
2034-06-25 |
5.25 |
Other Instrument - CMOs |
$2,761.14 |
$2,643.94 |
02J29BAYVIEW COML TR 2007- |
2037-12-25 |
1.49 |
Other Instrument - CMO |
$36,138.22 |
$34,396.34 |
02J29BAYVIEW COMM ASSET TR |
2037-10-25 |
1.093 |
Other Instrument - Commercial Mortgage-Backed Security |
$757,854.91 |
$743,974.22 |
02K2YPREFERRED TERM SEC K |
2033-12-24 |
1.1533 |
Other Instrument - ABS |
$12,104.78 |
$6,497.54 |
02K2YPREFERRED TERM SECURI |
2033-12-24 |
1.8933 |
Other Instrument - ABS |
$826,753.84 |
$147,977.23 |
02LBEREGS S MORGAN STANLEY |
2016-12-20 |
1.3223 |
Other Instrument - ABS |
$197,230.73 |
$109,820.41 |
02X5EMASTR ADJUSTABLE RATE |
2046-12-25 |
.9 |
Other Instrument - Asset Backed Securities |
$18,077,155.38 |
$203,404.15 |
02XSCCITIGROUP MTG LOAN TR |
2037-05-25 |
.333 |
Other Instrument - Asset Backed Securities |
$280.15 |
$254.00 |
02XSZGE BUSINESS LOAN TRUS |
2033-11-15 |
.691 |
Other Instrument - ABS |
$13,280.97 |
$10,888.46 |
02XTQKODIAK CDO II LTD COR |
2042-11-07 |
1.1731 |
Other Instrument - ABS |
$168,750.00 |
$53,699.16 |
02XTRLEHMAN BROTHERS SMALL |
2037-03-25 |
1.093 |
Other Instrument - ABS |
$882,345.38 |
$299,446.99 |
02XTRLEHMAN BROTHERS SMALL |
2037-06-25 |
.443 |
Other Instrument - ABS |
$18,892.07 |
$14,342.93 |
02XTUMADISON AVE STRUCTURE |
2036-12-05 |
7.484 |
Other Instrument - ABS |
$215,360.44 |
$74,676.23 |
02XU2MID STATE CAPITAL COR |
2037-08-15 |
8.9 |
Other Instrument - Asset Backed Securities |
$14,107.35 |
$17,559.83 |
02XU5MORGAN STANLEY CAPITA |
2034-04-25 |
0 |
Other Instrument - CMOs |
$.03 |
$.03 |
02XU5MORGAN STANLEY MORTGA |
2036-08-25 |
6.231 |
Other Instrument - Asset Backed Securities |
$331,964.16 |
$177,524.65 |
02XULSATURN VENTURES I LTD |
2038-11-03 |
1.6731 |
Other Instrument - ABS |
$84,588.16 |
$28,740.50 |
030HLCGCMT 2010 RR 2 TRUST |
2018-01-19 |
6.068 |
Other Instrument - CMO |
$92,245.73 |
$95,076.35 |
030IQDEUTSCHE SEC MTG LOAN |
2047-01-25 |
.373 |
Other Instrument - Asset Backed Securities |
$1,138,359.14 |
$616,648.18 |
030J7FIRST HORIZON ALT MTG |
2037-04-25 |
6.507 |
Other Instrument - CMOs |
$1,671,875.47 |
$438,207.22 |
030JGGREENWICH CAP COMM FD |
2037-04-10 |
.0558 |
Other Instrument - Commercial Mortgage-Backed Security |
$20,914,382.24 |
$27,511.11 |
030JSGSR MTGE LOAN TRUST 2 |
2036-02-25 |
5 |
Other Instrument - CMOs |
$669,647.48 |
$661,847.17 |
030KD JPMORGAN CHASE COM |
2049-05-15 |
.2912 |
Other Instrument - Commercial Mortgage-Backed Security |
$1,221,856.40 |
$11,625.33 |
030LTPARK PLACE SECURITIES |
2035-07-25 |
.743 |
Other Instrument - Asset Backed Securities |
$1,051,875.00 |
$639,129.77 |
030M7RASC SERIES 2005-KS12 |
2036-01-25 |
.653 |
Other Instrument - Asset Backed Securities |
$138,875.63 |
$102,257.16 |
030MJRFMSI SER 2003 S14 TR |
2036-02-25 |
5.75 |
Other Instrument - CMOs |
$9,493.60 |
$8,542.64 |
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): 2013-08-01
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: $13,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $13,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $13,500,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $13,500,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Toyota Motor Credit Corp.
Item 27. The title of the issue (including coupon or yield): Toyota Motor Credit Corp., 0.268%, 7/14/2014
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: 89236TAN5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 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: $29,994,630.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $29,994,630.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Nova Scotia, Toronto
Item 27. The title of the issue (including coupon or yield): Bank of Nova Scotia, Toronto, 0.250%, 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: 06417FZW3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $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: 1.31%
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: $25,002,250.00
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: $25,002,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BlackRock MuniHoldings Fund II, Inc.
Item 27. The title of the issue (including coupon or yield): BlackRock MuniHoldings Fund II, Inc., VMTP Preferred Shares (Series T0018), 0.100%, 1/2/2015
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: 46636YLR9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
JPMorgan Chase Bank, N.A. |
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: $24,350,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,350,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.28%
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: $24,350,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,350,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Maryland State Economic Development Corp.
Item 27. The title of the issue (including coupon or yield): Maryland State Economic Development Corp., Human Genome Sciences Series 1999-A, 0.540%, 1/1/2019
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 574205DK3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
Manufacturers & Traders Trust Co., Buffalo, NY |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Manufacturers & Traders Trust Co., Buffalo, NY |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,225,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,225,000.00
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: $3,225,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,225,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Natixis
Item 27. The title of the issue (including coupon or yield): Natixis, 0.230%, 8/22/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 63873ETN1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $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: 1.31%
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: $25,001,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,001,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BMO Capital Markets Corp.
Item 27. The title of the issue (including coupon or yield): BMO Capital Markets Corp., 0.190%, 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: 05560H004
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
ADBB 2.625 ADBB 15 |
2015-02-09 |
2.625 |
Other Instrument - Asset Backed Tranches |
$1,333,333.33 |
$1,396,188.89 |
01DCJBANK OF MONTREAL |
2014-04-29 |
1.75 |
Other Instrument - Corporates |
$3,099,746.67 |
$3,146,931.70 |
01DCJBANK OF MONTREAL |
2016-01-25 |
2.625 |
Other Instrument - CBND |
$26,666.67 |
$27,857.00 |
USTR 1 3/8 NOTE AA 18 |
2018-06-30 |
1.375 |
Other Instrument - Sovereign |
$170,266.67 |
$170,530.29 |
01T86PROVINCE OF ONTARIO |
2015-02-05 |
2.95 |
Other Instrument - Asset Backed Tranches |
$8,485,147.33 |
$8,923,084.64 |
IADB 5.125 IABD 09/13/16 |
2016-09-13 |
5.125 |
Other Instrument - Asset Backed Tranches |
$8,577,333.33 |
$9,868,529.35 |
01BUGWESTPAC BANKING CORP |
2015-07-17 |
1.375 |
Other Instrument - Corporates |
$6,666,666.67 |
$6,750,898.15 |
01DCJBANK OF NOVA SCOTIA |
2015-10-29 |
1.65 |
Other Instrument - Corporates |
$3,333,333.33 |
$3,414,722.23 |
01DP2ROYAL BANK OF CANADA |
2015-04-14 |
3.125 |
Other Instrument - CBND |
$436,666.67 |
$459,097.45 |
01DRJTHE TORONTO DOMINION |
2015-07-29 |
2.2 |
Other Instrument - Corporates |
$4,305,333.33 |
$4,476,542.09 |
01DRJTHE TORONTO DOMINION |
2017-03-13 |
1.5 |
Other Instrument - Corporates |
$213,333.33 |
$216,160.00 |
01DMTNATIONAL BK OF CANADA |
2016-10-19 |
2.2 |
Other Instrument - Corporates |
$7,476,666.67 |
$7,772,991.89 |
01E4ICOMMONWEALTH BK AUSTR |
2016-01-15 |
.75 |
Other Instrument - Corporates |
$1,333,333.33 |
$1,327,377.78 |
01KSINORDDEUTSCHE LANDESBA |
2015-10-16 |
.875 |
Other Instrument - Corporates |
$1,333,333.33 |
$1,337,269.45 |
01T8CEUROPEAN BK FOR RECON |
2016-10-20 |
1.375 |
Other Instrument - Asset Backed Tranches |
$1,000,000.00 |
$1,021,637.64 |
01TJXCAISSE CENRALE DESJAR |
2016-03-24 |
2.55 |
Other Instrument - Corporates |
$656,666.67 |
$690,482.27 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity 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: $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: 2.62%
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: $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: Fifth Third Bank, Cincinnati
Item 27. The title of the issue (including coupon or yield): Fifth Third Bank, Cincinnati, 0.300%, 10/24/2013
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: 31677NEW2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-10-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,000,380.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,000,380.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: LMA-Americas LLC
Item 27. The title of the issue (including coupon or yield): LMA-Americas LLC, 0.260%, 10/24/2013
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: 50202TXQ5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-10-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-24
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Credit Agricole Corporate and Investment Bank |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,998,786.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,998,980.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,998,980.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 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: 15963UBT2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $24,956,250.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.31%
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: $24,963,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $24,963,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Sumitomo Mitsui Banking Corp.
Item 27. The title of the issue (including coupon or yield): Sumitomo Mitsui Banking Corp., 0.240%, 10/11/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 86562CRF1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-10-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $70,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $70,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 3.67%
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: $70,001,400.00
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: $70,001,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: New York City Housing Development Corp.
Item 27. The title of the issue (including coupon or yield): New York City Housing Development Corp., Series 2010-A2, 0.150%, 3/1/2048
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 64966TCC6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
RBS Citizens Bank N.A. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
RBS Citizens Bank N.A. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $15,545,000.00
Item 41. The total current amortized cost, to the nearest cent: $15,545,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .82%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $15,545,000.00
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: $15,545,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield): ING (U.S.) Funding LLC, 0.230%, 9/16/2013
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: 4497W0WG9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-09-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,985,305.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.62%
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: $49,988,500.00
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: $49,988,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.300%, 3/14/2014
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: 4820P3CE1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2014-03-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-14
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: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,971,875.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,967,450.00
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: $14,967,450.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Suisse, Zurich
Item 27. The title of the issue (including coupon or yield): Credit Suisse, Zurich, 0.260%, 9/9/2013
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: 22550D7E3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-09-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-09
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $20,001,600.00
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: $20,001,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Fifth Third Bank, Cincinnati
Item 27. The title of the issue (including coupon or yield): Fifth Third Bank, Cincinnati, 0.300%, 10/11/2013
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 31677NEV4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-10-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $3,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $3,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .16%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $3,000,960.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $3,000,960.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo-Mitsubishi UFJ Ltd.
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo-Mitsubishi UFJ Ltd., 0.230%, 8/15/2013
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: 06538FWM2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-08-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-15
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: $70,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $70,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 3.67%
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: $70,001,400.00
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: $70,001,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Citibank NA, New York
Item 27. The title of the issue (including coupon or yield): Citibank NA, New York, 0.270%, 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: 17304UEL0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $30,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 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: $30,002,400.00
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: $30,002,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ANZ New Zealand National (Int'l) Ltd.
Item 27. The title of the issue (including coupon or yield): ANZ New Zealand National (Int'l) Ltd., 0.231%, 11/13/2013
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: 00182HBR2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $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: 1.31%
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: $25,009,750.00
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: $25,009,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Royal Bank of Canada, Montreal
Item 27. The title of the issue (including coupon or yield): Royal Bank of Canada, Montreal, 0.290%, 6/10/2014
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: 78009NNB8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $9,999,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $9,999,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Barclays Bank PLC
Item 27. The title of the issue (including coupon or yield): Barclays Bank PLC, 0.230%, 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: 06741XSD1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $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: 1.31%
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: $25,002,500.00
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: $25,002,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of America N.A.
Item 27. The title of the issue (including coupon or yield): Bank of America N.A., REPO, 0.090%, 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: 03199U009
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
GNMA GNII SF 004559 M |
2039-10-20 |
5 |
Government Agency Debt |
$12,598,756.60 |
$13,749,233.05 |
FMAC 04.000 FGPC A94605 G |
2040-10-01 |
4 |
Government Agency Debt |
$34,059,947.04 |
$35,402,022.48 |
FNMA FNMS 03.500 CLAO8046 |
2042-07-01 |
3.5 |
Government Agency Debt |
$32,525,214.38 |
$32,869,385.35 |
FNMA FNMS 04.000 CLAJ9279 |
2041-12-01 |
4 |
Government Agency Debt |
$33,437,280.58 |
$34,813,269.26 |
FNMA FNMS 05.000 CL555678 |
2033-08-01 |
5 |
Government Agency Debt |
$22,320,172.64 |
$24,161,155.35 |
FNMA FNMS 05.500 CL995018 |
2038-06-01 |
5.5 |
Government Agency Debt |
$4,923,396.42 |
$5,385,010.78 |
FNMA FNMS 06.000 CLAE0022 |
2039-07-01 |
6 |
Government Agency Debt |
$14,520,454.81 |
$15,952,563.70 |
FNMA FNMS 06.500 CLAD0922 |
2039-09-01 |
6.5 |
Government Agency Debt |
$24,670,759.77 |
$27,563,274.77 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity 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: $186,172,000.00
Item 41. The total current amortized cost, to the nearest cent: $186,172,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 9.76%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $186,172,000.00
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: $186,172,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Societe Generale, Paris
Item 27. The title of the issue (including coupon or yield): Societe Generale, Paris, 0.240%, 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: 83368NKS9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-10-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $40,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $40,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.1%
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: $40,000,000.00
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: $40,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield): Deutsche Bank AG, 0.230%, 8/29/2013
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: 25155BZF5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-08-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-08-29
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: $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: 1.31%
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: $25,001,750.00
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: $25,001,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Versailles Commercial Paper LLC
Item 27. The title of the issue (including coupon or yield): Versailles Commercial Paper LLC, 0.240%, 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: 92512LWP2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-09-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Support Agreement |
Natixis |
N/A |
N/A |
Liquidity Agreement |
Natixis |
N/A |
N/A |
Item 40. The total principal amount of the security held by the series, to the nearest cent: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,996,466.66
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: $9,997,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $9,997,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of America N.A.
Item 27. The title of the issue (including coupon or yield): Bank of America N.A., 0.280%, 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: 06052WZE6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $45,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $45,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.36%
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: $45,001,800.00
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: $45,001,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Standard Chartered Bank plc
Item 27. The title of the issue (including coupon or yield): Standard Chartered Bank plc, 0.210%, 10/16/2013
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: 85325BXW9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-10-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-10-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: 1.31%
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: $25,000,500.00
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: $25,000,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mizuho Bank Ltd.
Item 27. The title of the issue (including coupon or yield): Mizuho Bank Ltd., 0.230%, 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: 60688RFN8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $20,000,000.00
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: $20,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP Paribas Finance, Inc.
Item 27. The title of the issue (including coupon or yield): BNP Paribas Finance, Inc., 0.260%, 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: 0556N0V51
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Financial Company Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $2,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,999,942.22
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: $1,999,960.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,999,960.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP Paribas SA
Item 27. The title of the issue (including coupon or yield): BNP Paribas SA, 0.270%, 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: 05572WJ80
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $35,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $35,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $35,001,750.00
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: $35,001,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Mizuho Securities USA, Inc.
Item 27. The title of the issue (including coupon or yield): Mizuho Securities USA, Inc., 0.450%, 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: 65999B002
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
030I6CWALT 2006 |
2036-08-25 |
6.25 |
Other Instrument - CMOs |
$187,637.14 |
$148,191.88 |
01BCFALCOA INC PRF |
2037-02-01 |
5.95 |
Other Instrument - Corporates |
$12,954.55 |
$12,253.96 |
01PR0ALLY FINL INC |
2020-03-15 |
8 |
Other Instrument - Corporates |
$34,090.91 |
$41,257.58 |
USTR BILL 05/01/14 |
2014-05-01 |
0 |
Other Instrument - Sovereign |
$4,631,159.09 |
$4,627,977.48 |
USTR BILL 08/22/13 |
2013-08-22 |
0 |
Other Instrument - Sovereign |
$105,227.27 |
$105,226.22 |
USTR BILL 10/10/13 |
2013-10-10 |
0 |
Other Instrument - Sovereign |
$93,181.82 |
$93,176.23 |
USTR BILL 10/17/13 |
2013-10-17 |
0 |
Other Instrument - Sovereign |
$22,500.00 |
$22,498.52 |
030GVBAYV 2005-A A1 |
2040-02-28 |
1.1954 |
Other Instrument - Asset Backed Securities |
$1,629,324.61 |
$886,358.41 |
030GTBANC OF AMERICA |
2036-07-25 |
6 |
Other Instrument - CMOs |
$445,206.14 |
$90,901.99 |
USTR 0 1/8 TRIN W 16 |
2016-04-15 |
.125 |
Other Instrument - Sovereign |
$261,818.18 |
$284,471.62 |
USTR 2 1/2 TRIN D 16 |
2016-07-15 |
2.5 |
Other Instrument - Sovereign |
$909.09 |
$1,163.98 |
01BQHSERVICEMASTER CO |
2020-02-15 |
8 |
Other Instrument - Corporates |
$382,500.00 |
$383,860.00 |
030M2RALI SER 2006 QS4 |
2036-04-25 |
6 |
Other Instrument - CMOs |
$1,609,007.09 |
$1,285,072.40 |
02XT4GSAMP TRU 2004-HE2 |
2034-12-25 |
1.34 |
Other Instrument - Asset Backed Securities |
$170,187.27 |
$137,384.84 |
01BUGWESTPAC BANKING CORP |
2015-09-25 |
1.0328 |
Other Instrument - Corporates |
$4,036,363.64 |
$4,080,734.37 |
01MIUBANCO MERCANTILE DEL |
2021-10-13 |
6.862 |
Other Instrument - CBND |
$54,545.45 |
$59,213.78 |
030JPGSAA HME EQUITY 2007 |
2037-08-25 |
.793 |
Other Instrument - CMO |
$3,406,570.17 |
$677,175.62 |
030LXRAAC SERIES 2007 SP2 |
2037-06-25 |
.593 |
Other Instrument - Asset Backed Securities |
$704,545.45 |
$626,083.63 |
030NTWELLS FARGO HME EQTY |
2035-11-25 |
1.34 |
Other Instrument - Asset Backed Securities |
$681,818.18 |
$397,122.50 |
031S4COSAN LUXEMBOURG S A |
2023-03-14 |
5 |
Other Instrument - CBND |
$288,181.82 |
$275,653.91 |
FNMA FNRA CL107MA R09F107 |
2038-02-25 |
3.467 |
Other Instrument - FNRA |
$2,493,135.50 |
$2,637,067.12 |
FNMA FNRM CL054NZ R13F054 |
2043-06-25 |
3 |
Other Instrument - CMOs |
$83,352.25 |
$54,356.42 |
FNMA FNRM CL066ZK R13F066 |
2043-07-25 |
3 |
Other Instrument - CMOs |
$105,859.67 |
$68,795.13 |
FNMA FNRM CL071AC R13F071 |
2038-03-25 |
2 |
Other Instrument - CMOs |
$2,840,453.41 |
$2,754,855.40 |
FNMA FNRM CL088AZ R12F088 |
2042-08-25 |
5 |
Other Instrument - CMOs |
$76,335.85 |
$79,948.50 |
01BDDASHLAND INC COMMON NE |
2016-03-15 |
3 |
Other Instrument - Corporates |
$11,363.64 |
$11,463.07 |
01BIGGOODYEAR TIRE AND RUB |
2020-08-15 |
8.25 |
Other Instrument - Corporates |
$173,863.64 |
$201,124.00 |
01DCJTHE BANK OF NOVA SCOT |
2018-04-25 |
1.45 |
Other Instrument - Corporates |
$1,818.18 |
$1,774.68 |
01PR0GENERAL ELECTRIC CAPI |
2099-12-31 |
5.25 |
Other Instrument - Corporates |
$681,818.18 |
$652,642.05 |
01R9FCSN ISLANDS XI CORP,K |
2019-09-21 |
6.875 |
Other Instrument - CBND |
$45,000.00 |
$45,217.19 |
01UE4BANCO DO BRASIL S.A.A |
2022-01-26 |
5.875 |
Other Instrument - CBND |
$629,545.45 |
$611,172.78 |
01YJVNATIONAL AUSTRALIA BK |
2018-07-25 |
2.3 |
Other Instrument - Corporates |
$227,272.73 |
$227,468.94 |
02CDRBANCO BTG PACTUAL S A |
2022-09-28 |
5.75 |
Other Instrument - CBND |
$81,818.18 |
$72,613.64 |
02JPRCSN ISLANDS V111 CORP |
2013-12-16 |
9.75 |
Other Instrument - CBND |
$35,681.82 |
$36,929.20 |
02M57ROSETTA RESOURCES INC |
2021-05-01 |
5.625 |
Other Instrument - Corporates |
$105,227.27 |
$105,227.27 |
02XSUFIRST FRANKLIN MTGE L |
2036-01-25 |
.43 |
Other Instrument - Asset Backed Securities |
$197,898.77 |
$191,122.24 |
030H4BEAR STEARNS ASSET BA |
2036-03-25 |
.54 |
Other Instrument - CMOs |
$1,704,078.43 |
$512,699.85 |
030H4BEAR STEARNS ASSET BC |
2036-03-25 |
.543 |
Other Instrument - CMOs |
$1,642,819.01 |
$494,269.77 |
030H8BEAR STEARNS COMM MOR |
2038-09-11 |
5.7536 |
Other Instrument - Commercial Mortgage-Backed Security |
$3,321.36 |
$3,406.87 |
030HRCMALT CITIMORTGAGE AL |
2037-10-25 |
6 |
Other Instrument - CMOs |
$67,117.24 |
$58,671.32 |
030I6ALTERNATIVE LOAN TRUS |
2036-08-25 |
6 |
Other Instrument - CMOs |
$557,414.23 |
$502,082.70 |
030JGCOMMERCIAL MTGE TRUST |
2049-12-10 |
5.736 |
Other Instrument - Commercial Mortgage-Backed Security |
$131,803.64 |
$148,548.37 |
030JQGS MORTGAGE SECURITIE |
2045-08-10 |
5.7995 |
Other Instrument - Commercial Mortgage-Backed Security |
$647,541.36 |
$723,411.87 |
030K7INDYMAC INDX MORTGAGE |
2037-02-25 |
.443 |
Other Instrument - Asset Backed Securities |
$568,181.82 |
$259,830.59 |
030MN STRUCTURED ASSET MO |
2036-07-25 |
.423 |
Other Instrument - Asset Backed Securities |
$4,562,466.67 |
$741,303.76 |
031UXHAWK ACQUISTION SUB I |
2020-10-15 |
4.25 |
Other Instrument - Corporates |
$74,090.91 |
$72,370.87 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity 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 |
---|---|---|
Mizuho Securities USA, 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: $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: 1.31%
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: $25,000,472.22
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $25,000,472.22
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BlackRock MuniHoldings Quality Fund, Inc.
Item 27. The title of the issue (including coupon or yield): BlackRock MuniHoldings Quality Fund, Inc., VMTP Preferred Shares (Series T0019), 0.100%, 1/2/2015
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: 46636YLT5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
JPMorgan Chase Bank, N.A. |
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: $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: 1.31%
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: $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: DeKalb County, GA Housing Authority
Item 27. The title of the issue (including coupon or yield): DeKalb County, GA Housing Authority, Series 2004-T Highlands, 0.270%, 9/1/2036
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 240471MB5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
Mizuho Bank Ltd. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Mizuho Bank Ltd. |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $1,500,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,500,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Bank of Tokyo-Mitsubishi UFJ Ltd.
Item 27. The title of the issue (including coupon or yield): Bank of Tokyo-Mitsubishi UFJ Ltd., 0.240%, 8/27/2013
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: 06538FZQ0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $20,000,800.00
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: $20,000,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.300%, 4/11/2014
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: 4820P3DB6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2014-04-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-11
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $20,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $19,957,833.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $19,947,200.00
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: $19,947,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: New Jersey State
Item 27. The title of the issue (including coupon or yield): New Jersey State, (Series 2014B), 0.356%, 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: 646039US4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Municipal Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of 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: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $50,004,984.85
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.62%
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: $50,004,984.85
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: $50,004,984.85
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Agricole Corporate and Investment Bank
Item 27. The title of the issue (including coupon or yield): Credit Agricole Corporate and Investment Bank, 0.260%, 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: 22532UYG3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $9,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $9,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .47%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $9,000,000.00
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: $9,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Christus Health System
Item 27. The title of the issue (including coupon or yield): Tarrant County, TX Cultural Education Facilities Finance Corp. (Christus Health System) , (Series 2008C-3), 0.050%, 7/1/2047
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 87638TDE0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
Bank of Montreal |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Bank of Montreal |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $25,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $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: 1.31%
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: $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: Electricite de France SA
Item 27. The title of the issue (including coupon or yield): Electricite de France SA, 0.230%, 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: 28504GXR2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $50,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $49,972,847.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.62%
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: $49,973,500.00
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: $49,973,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RBS Securities, Inc.
Item 27. The title of the issue (including coupon or yield): RBS Securities, Inc., 0.440%, 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: 75099K9L5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
BACM |
2043-07-10 |
5.053 |
Other Instrument - Commercial Mortgage-Backed Security |
$300,000.00 |
$46,923.25 |
BAYC |
2037-07-25 |
.7559 |
Other Instrument - ABS |
$172,177.76 |
$29,599.94 |
FHLT |
2035-06-25 |
.96003 |
Other Instrument - Asset Backed Securities |
$600,000.00 |
$160,019.61 |
HASC |
2036-02-25 |
.56003 |
Other Instrument - Asset Backed Securities |
$225,000.00 |
$6,202.98 |
PPSI |
2035-03-25 |
.94003 |
Other Instrument - Asset Backed Securities |
$150,000.00 |
$103,596.98 |
SVHE |
2036-05-25 |
.47003 |
Other Instrument - Asset Backed Securities |
$262,875.00 |
$191,339.70 |
SVHE |
2037-10-25 |
.56341 |
Other Instrument - Asset Backed Securities |
$9,770,397.41 |
$117,795.35 |
SVHE |
2037-10-25 |
.61364 |
Other Instrument - Asset Backed Securities |
$2,379,825.00 |
$17,492.73 |
BSABS |
2036-10-25 |
1.47124 |
Other Instrument - ABS |
$1,625,698.20 |
$153,259.58 |
CBASS |
2036-04-25 |
0 |
Other Instrument - Asset Backed Securities |
$311,550.00 |
$116,875.18 |
CGCMT |
2049-03-15 |
5.74753 |
Other Instrument - Commercial Mortgage-Backed Security |
$375,000.00 |
$146,058.61 |
RFMS2 |
2036-02-25 |
5.49 |
Other Instrument - Asset Backed Securities |
$702,441.79 |
$537,266.80 |
ECR 2005-4 M5 |
2036-01-25 |
.84003 |
Other Instrument - Asset Backed Securities |
$238,125.00 |
$72,995.00 |
144A SCF 5A A1 |
2039-08-06 |
.79935 |
Other Instrument - ABS |
$782,045.23 |
$744,402.91 |
AMIT 2006-1 M1 |
2036-04-25 |
.51003 |
Other Instrument - Asset Backed Securities |
$1,125,000.00 |
$38,814.57 |
GSAA 2007-6 A5 |
2047-05-25 |
.47003 |
Other Instrument - Asset Backed Securities |
$1,298,674.66 |
$237,008.50 |
HEAT 2005-6 M4 |
2035-12-25 |
.79003 |
Other Instrument - Asset Backed Securities |
$930,000.00 |
$556,741.43 |
NSTR 2007-B M1 |
2037-04-25 |
.60003 |
Other Instrument - Asset Backed Securities |
$750,000.00 |
$165,025.01 |
SAIL 2005-3 M4 |
2035-04-25 |
1.09003 |
Other Instrument - Asset Backed Securities |
$825,000.00 |
$55,133.56 |
SAIL 2005-4 M5 |
2035-05-25 |
.84003 |
Other Instrument - Asset Backed Securities |
$375,000.00 |
$39,490.00 |
SAIL 2005-7 M3 |
2035-08-25 |
.72003 |
Other Instrument - Asset Backed Securities |
$399,225.00 |
$9,242.86 |
SAIL 2005-9 M1 |
2035-11-25 |
.61003 |
Other Instrument - Asset Backed Securities |
$1,350,000.00 |
$669,218.94 |
SAST 2005-4 M2 |
2037-11-25 |
.64003 |
Other Instrument - Asset Backed Securities |
$150,000.00 |
$108,441.59 |
ACE 2005-HE5 M4 |
2035-08-25 |
.79003 |
Other Instrument - Asset Backed Securities |
$506,250.00 |
$284,594.35 |
ACE 2006-HE1 M1 |
2036-02-25 |
.58003 |
Other Instrument - Asset Backed Securities |
$405,000.00 |
$38,520.09 |
AMSI 2005-R6 M5 |
2035-08-25 |
1.34003 |
Other Instrument - Asset Backed Securities |
$585,000.00 |
$200,049.59 |
CWL 2005-11 AF4 |
2036-02-25 |
5.21 |
Other Instrument - Asset Backed Securities |
$125,250.00 |
$105,417.00 |
SAIL 2005-10 M1 |
2035-12-25 |
.62003 |
Other Instrument - Asset Backed Securities |
$1,275,000.00 |
$492,073.63 |
AMSI 2005-R11 M5 |
2036-01-25 |
.87003 |
Other Instrument - Asset Backed Securities |
$702,750.00 |
$182,784.11 |
MLMI 2005-HE2 M1 |
2036-09-25 |
.74003 |
Other Instrument - Asset Backed Securities |
$2,231,925.09 |
$1,072,095.57 |
MSAC 2005-HE7 M3 |
2035-11-25 |
.66003 |
Other Instrument - Asset Backed Securities |
$798,000.00 |
$56,291.46 |
MSAC 2006-HE4 A3 |
2036-06-25 |
.34003 |
Other Instrument - Asset Backed Securities |
$307,271.13 |
$206,245.69 |
OWNIT 2006-1 AF2 |
2036-12-25 |
3.68136 |
Other Instrument - Asset Backed Securities |
$307,150.71 |
$139,297.70 |
RAMP 2005-RS8 M3 |
2035-09-25 |
.71003 |
Other Instrument - Asset Backed Securities |
$225,000.00 |
$10,849.60 |
RAMP 2006-RZ3 M1 |
2036-08-25 |
.54003 |
Other Instrument - Asset Backed Securities |
$877,500.00 |
$592,568.69 |
RASC 2006-KS6 M1 |
2036-08-25 |
.46003 |
Other Instrument - Asset Backed Securities |
$675,000.00 |
$329,418.15 |
SASC 2006-NC1 A5 |
2036-05-25 |
.50003 |
Other Instrument - Asset Backed Securities |
$1,374,975.00 |
$353,355.58 |
SASC 2006-WF1 M5 |
2036-02-25 |
.66003 |
Other Instrument - Asset Backed Securities |
$902,550.00 |
$242,879.50 |
SASC 2006-WF3 M1 |
2036-09-25 |
.44003 |
Other Instrument - Asset Backed Securities |
$937,500.00 |
$641,652.29 |
CARR 2006-RFC1 M1 |
2036-05-25 |
.46003 |
Other Instrument - Asset Backed Securities |
$485,250.00 |
$201,552.53 |
CMLTI 2005-HE3 M4 |
2035-09-25 |
.79003 |
Other Instrument - Asset Backed Securities |
$367,500.00 |
$11,727.62 |
CMLTI 2005-HE4 M2 |
2035-10-25 |
.64003 |
Other Instrument - Asset Backed Securities |
$731,250.00 |
$453,804.89 |
FFML 2005-FFH3 M4 |
2035-09-25 |
.86003 |
Other Instrument - Asset Backed Securities |
$825,000.00 |
$394,587.94 |
HASC 2005-OPT1 M1 |
2035-11-25 |
.61003 |
Other Instrument - Asset Backed Securities |
$24,000.00 |
$16,904.47 |
PPSI 2005-WHQ2 M4 |
2035-05-25 |
.81003 |
Other Instrument - Asset Backed Securities |
$300,000.00 |
$31,414.20 |
RAMP 2005-EFC5 M5 |
2035-10-25 |
.82003 |
Other Instrument - Asset Backed Securities |
$306,825.00 |
$44,729.84 |
RAMP 2005-EFC6 M4 |
2035-11-25 |
.78003 |
Other Instrument - Asset Backed Securities |
$450,000.00 |
$15,769.50 |
SVHE 2006-OPT3 M1 |
2036-06-25 |
.50003 |
Other Instrument - Asset Backed Securities |
$2,703,750.00 |
$613,179.26 |
CBASS 2005-CB8 AF3 |
2035-12-25 |
4.59373 |
Other Instrument - Asset Backed Securities |
$66,075.00 |
$54,471.11 |
CMLTI 2006-WFH2 M2 |
2036-08-25 |
.47003 |
Other Instrument - Asset Backed Securities |
$1,500,000.00 |
$158,410.66 |
JPMAC 2006-CW2 AF5 |
2036-08-25 |
6.337 |
Other Instrument - Asset Backed Securities |
$319,340.44 |
$195,068.42 |
TMTS 2006-12SL AIO |
2037-11-25 |
.155 |
Other Instrument - Asset Backed Securities |
$2,346,813.31 |
$20,955.09 |
144A EMCM 2005-A M1 |
2043-05-25 |
.8502 |
Other Instrument - Asset Backed Securities |
$876,900.00 |
$354,989.11 |
144A ARMSS 2004-1A A |
2040-02-21 |
.9031 |
Other Instrument - Collateralized Debt Obligation |
$134,233.08 |
$120,175.64 |
144A BAYC 2006-4A M5 |
2036-12-25 |
.63003 |
Other Instrument - ABS |
$194,028.80 |
$11,761.75 |
144A CRELT 2006-1A B |
2037-01-20 |
.6562 |
Other Instrument - ABS |
$412,575.00 |
$313,617.15 |
144A GSTR 2003-3A A1 |
2038-03-13 |
1.13695 |
Other Instrument - ABS |
$1,765.98 |
$1,338.40 |
144A MARRE 2006-1A F |
2046-05-25 |
1.61839 |
Other Instrument - ABS |
$75,000.00 |
$22,669.07 |
144A WFHET 2004-2 M9 |
2034-05-25 |
2.74003 |
Other Instrument - Asset Backed Securities |
$44.59 |
$39.74 |
144A LABSM 2007-1 2A2 |
2037-06-25 |
.39003 |
Other Instrument - Asset Backed Securities |
$491,691.23 |
$277,177.25 |
144A MARRE 2006-1A A1 |
2046-05-25 |
.54839 |
Other Instrument - ABS |
$741,848.25 |
$693,684.43 |
144A MWEST 2007-1A A1 |
2047-02-25 |
.45003 |
Other Instrument - ABS |
$312,749.78 |
$199,182.19 |
144A PEGSU 2007-1A A1 |
2049-11-25 |
.59003 |
Other Instrument - ABS |
$474,000.00 |
$170,292.16 |
144A RAAC 2006-RP1 M4 |
2045-10-25 |
2.1513 |
Other Instrument - Asset Backed Securities |
$6,682.25 |
$1,387.10 |
144A RSMLT 2006-1 A1A |
2036-02-25 |
.39003 |
Other Instrument - Asset Backed Securities |
$3,022,800.06 |
$1,431,009.58 |
144A SASC 2006-GEL2 M2 |
2036-04-25 |
.62003 |
Other Instrument - CMOs |
$486,375.00 |
$219,178.13 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity 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 |
---|---|---|
RBS 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: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $15,000,116.66
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $15,000,116.66
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Versailles Commercial Paper LLC
Item 27. The title of the issue (including coupon or yield): Versailles Commercial Paper LLC, 0.270%, 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: 92512LW49
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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? Yes
Type of enhancement |
Enhancement provider |
Designated NRSRO(s) for the enhancement or the enhancement provider |
Credit rating of the enhancement provider |
---|---|---|---|
Support Agreement |
Natixis |
N/A |
N/A |
Liquidity Agreement |
Natixis |
N/A |
N/A |
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: $34,991,075.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $34,994,050.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $34,994,050.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Standard Chartered Bank plc
Item 27. The title of the issue (including coupon or yield): Standard Chartered Bank plc, 0.220%, 9/19/2013
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: 85325BXG4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-09-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-09-19
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: 2.62%
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: $50,004,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $50,004,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Royal Bank of Canada, Montreal
Item 27. The title of the issue (including coupon or yield): Royal Bank of Canada, Montreal, 0.320%, 2/4/2014
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: 78009NKW5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Certificate of Deposit
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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: $10,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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: $10,004,500.00
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: $10,004,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield): Chariot Funding LLC, 0.300%, 3/14/2014
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: 15963UCE4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2014-03-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-03-14
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: $15,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $14,971,874.98
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .79%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $14,976,450.00
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: $14,976,450.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield): Jupiter Securitization Co. LLC, 0.240%, 12/16/2013
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: 4820P2ZG3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Asset Backed Commercial Paper
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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): 2013-12-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-12-16
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $5,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,995,433.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,996,000.00
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: $4,996,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Citigroup Global Markets, Inc.
Item 27. The title of the issue (including coupon or yield): Citigroup Global Markets, Inc., 0.780%, 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: 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: Other Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
---|---|---|---|---|---|
01BH3DYNCORP INTL |
2017-07-01 |
10.375 |
Other Instrument - Corporates |
$157,704.80 |
$163,799.43 |
01OWDDEANS FOODS CO |
2018-12-15 |
9.75 |
Other Instrument - Corporates |
$304,000.00 |
$349,587.33 |
030CCPENN STAR OIL CORP |
2020-05-01 |
5.375 |
Other Instrument - Corporates |
$55,198.00 |
$53,490.59 |
01SQGNISKA GAS STORAGE US |
2018-03-15 |
8.875 |
Other Instrument - Corporates |
$316,600.00 |
$341,461.90 |
01BL8 GHT-RIDDER, INC |
2029-03-15 |
6.875 |
Other Instrument - Corporates |
$531,000.00 |
$375,811.56 |
01BRRSYNOVUS FINANCIAL COR |
2017-06-15 |
5.125 |
Other Instrument - Corporates |
$281,500.00 |
$287,565.93 |
01CCTPINNACLE ENTERTAINMEN |
2022-04-01 |
7.75 |
Other Instrument - Corporates |
$294,230.80 |
$308,942.34 |
01EUXHORSEHEAD HOLDING COR |
2017-06-01 |
10.5 |
Other Instrument - Corporates |
$380,600.00 |
$413,902.50 |
01EWKBAC CAPITAL TRUST XIV |
2049-12-31 |
4 |
Other Instrument - Corporates |
$9,357,718.00 |
$7,908,311.46 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
---|---|
N/A |
N/A |
Item 35. The maturity 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: $10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .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? Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $10,002,264.68
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $10,002,264.68
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Kingston Healthcare Co.
Item 27. The title of the issue (including coupon or yield): Kingston Healthcare Co., Series 2003A, 0.320%, 8/1/2025
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 496485AG8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Variable Rate Demand Note
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
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? Yes
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
---|---|---|
Fifth Third Bank, Cincinnati |
N/A |
N/A |
Item 38. Does the security have a Guarantee? Yes
Guarantor |
Designated NRSRO(s) for the Guarantee or Guarantor |
Credit rating of the Guarantor |
---|---|---|
Fifth Third Bank, Cincinnati |
N/A |
N/A |
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $7,900,000.00
Item 41. The total current amortized cost, to the nearest cent: $7,900,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .41%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $7,900,000.00
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: $7,900,000.00
1 Year Cma Treasury Fund Chart |
1 Month Cma Treasury Fund Chart |
It looks like you are not logged in. Click the button below to log in and keep track of your recent history.
Support: +44 (0) 203 8794 460 | support@advfn.com
By accessing the services available at ADVFN you are agreeing to be bound by ADVFN's Terms & Conditions