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| Share Name | Share Symbol | Market | Type |
|---|---|---|---|
| Cash Trust Series II (MM) | NASDAQ:CTWXX | 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 |
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|
1. Identity Information
Is this an electronic copy of an official filing submitted in paper format? No
Report date: January 31, 2014
CIK Number of Registrant: 0000870241
EDGAR Series Identifier: S000010932
Total number of share classes in the series: 1
Do you anticipate this will be the fund's final filing on Form N-MFP? No
If this is not a final filing, has the fund acquired or merged with another fund since the last filing? No
Part 1: Information about the Fund
A. Series-Level Information
Item 1. Securities Act File Number: 33-38550
Item 2. Investment Adviser
|
Adviser |
SEC file number |
|---|---|
|
FEDERATED INVESTMENT MGMT CO |
801-34612 |
Item 3. Sub-Adviser. If a fund has one or more sub-advisers, disclose the name of each sub-adviser
Item 4. Independent Public Accountant
|
Name |
City |
State |
|---|---|---|
|
ERNST & YOUNG |
BOSTON |
MA |
Item 5. Administrator. If a fund has one or more administrators, disclose the name of each administrator
|
Administrator |
|---|
| FEDERATED ADMINISTRATIVE SERVICES |
Item 6. Transfer Agent
|
Name |
CIK number |
SEC file number |
|---|---|---|
|
STATE STREET BANK AND TRUST CO |
0000839287 |
085-05003 |
Item 7. Master-Feeder Funds. Is this a feeder fund? No
a. Identify the master fund by CIK
b. Securities Act file number of the master fund
c. EDGAR series identifier of the master fund
Item 8. Master-Feeder Funds. Is this a master fund? No
a. If this is a master fund, identify all feeder funds by CIK or, if the fund does not have a CIK, by name
b. Securities Act file number of each feeder fund
c. EDGAR series identifier of each feeder fund
Item 9. Is this series primarily used to fund insurance company separate accounts? No
Item 10. Category. Indicate the category that most closely identifies the money market fund: Treasury
Item 11. Dollar weighted average portfolio maturity: 43 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: 43 days
Item 13. Total value of portfolio securities at amortized cost, to the nearest cent: $26,373,978.64
Item 14. Total value of other assets, to the nearest cent: $93,108.90
Item 15. Total value of liabilities, to the nearest cent: $.00
Item 16. Net assets of the series, to the nearest cent: $26,467,087.54
Item 17. 7-day gross yield: 0.07%
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.
2014-01-31
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.
2014-01-31
B. Class-Level Information. For each Class of the Series, disclose the following:
Item 19. EDGAR Class Identifier: C000030271
Item 20. Minimum Initial Investment: $25,000.00
Item 21. Net assets of the Class, to the nearest cent: $26,467,087.54
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: -$9,034,189.83
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$7,301,729.22
b. Gross redemptions for the month ended, to the nearest cent
$16,335,919.05
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0000
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2014-01-31
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.
2014-01-31
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: United States Treasury
Item 27. The title of the issue (including coupon or yield): United States Treasury Notes, 2.625%, 12/31/2014
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: 912828ME7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-12-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-12-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $250,000.00
Item 41. The total current amortized cost, to the nearest cent: $255,574.16
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .97%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $255,605.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $255,605.50
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: United States Treasury
Item 27. The title of the issue (including coupon or yield): United States Treasury Notes, 4.000%, 2/15/2014
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: 912828CA6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $2,750,000.00
Item 41. The total current amortized cost, to the nearest cent: $2,754,114.73
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 10.41%
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: $2,753,330.25
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $2,753,330.25
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Goldman Sachs & Co.
Item 27. The title of the issue (including coupon or yield): Goldman Sachs & Co., REPO, 0.050%, 2/7/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 381905009
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
USTR 1 3/4 TRIB 28 |
2028-01-15 |
1.75 |
Treasury Debt |
$188,632.03 |
$232,675.27 |
|
USTR 2 1/8 TRIB 41 |
2041-02-15 |
2.125 |
Treasury Debt |
$478,387.34 |
$610,531.82 |
|
USTR 2 3/8 TRIB 27 |
2027-01-15 |
2.375 |
Treasury Debt |
$124,372.81 |
$171,090.23 |
|
USTR 3 3/8 TRIB 32 |
2032-04-15 |
3.375 |
Treasury Debt |
$11.25 |
$20.58 |
|
USTR BILL 03/13/14 |
2014-03-13 |
0 |
Treasury Debt |
$35.31 |
$35.31 |
|
USTR BILL 06/12/14 |
2014-06-12 |
0 |
Treasury Debt |
$5,101.88 |
$5,100.93 |
|
USTR 2 1/4 NOTE M 14 |
2014-05-31 |
2.25 |
Treasury Debt |
$35.16 |
$35.54 |
|
USTR 0 1/4 NOTE AM 15 |
2015-05-31 |
.25 |
Treasury Debt |
$549.38 |
$549.99 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Goldman Sachs & Co. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: 3.78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: TD Securities (USA) LLC
Item 27. The title of the issue (including coupon or yield): TD Securities (USA) LLC, REPO, 0.040%, 2/7/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 891960007
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
USTR 5 BOND 37 |
2037-05-15 |
5 |
Treasury Debt |
$1,950.00 |
$2,446.66 |
|
USTR 6 BOND 26 |
2026-02-15 |
6 |
Treasury Debt |
$10,620.00 |
$14,224.74 |
|
USTR 1 NOTE M 19 |
2019-06-30 |
1 |
Treasury Debt |
$1,990.00 |
$1,918.63 |
|
USTR 1 NOTE W 17 |
2017-03-31 |
1 |
Treasury Debt |
$8,192.00 |
$8,265.76 |
|
USTR 1 NOTE Z 14 |
2014-05-15 |
1 |
Treasury Debt |
$20,118.00 |
$20,214.23 |
|
USTR 1 NOTE Z 18 |
2018-05-31 |
1 |
Treasury Debt |
$16.00 |
$15.82 |
|
USTR 2 NOTE B 22 |
2022-02-15 |
2 |
Treasury Debt |
$428.80 |
$419.47 |
|
USTR 2 NOTE B 23 |
2023-02-15 |
2 |
Treasury Debt |
$15,468.20 |
$14,856.20 |
|
USTR 2 NOTE F 21 |
2021-11-15 |
2 |
Treasury Debt |
$36.00 |
$35.21 |
|
USTR 2 NOTE N 20 |
2020-07-31 |
2 |
Treasury Debt |
$548.00 |
$547.01 |
|
USTR 2 NOTE Q 20 |
2020-09-30 |
2 |
Treasury Debt |
$7,969.40 |
$7,978.43 |
|
USTR 2 NOTE S 20 |
2020-11-30 |
2 |
Treasury Debt |
$16,212.00 |
$16,124.08 |
|
USTR 1 NOTE AC 16 |
2016-09-30 |
1 |
Treasury Debt |
$20,002.00 |
$20,277.41 |
|
USTR 2 3/4 BOND 42 |
2042-08-15 |
2.75 |
Treasury Debt |
$3,551.80 |
$3,030.03 |
|
USTR 2 3/4 BOND 42 |
2042-11-15 |
2.75 |
Treasury Debt |
$3,430.00 |
$2,896.98 |
|
USTR 2 7/8 BOND 43 |
2043-05-15 |
2.875 |
Treasury Debt |
$200.00 |
$172.97 |
|
USTR 3 1/2 BOND 39 |
2039-02-15 |
3.5 |
Treasury Debt |
$3,858.00 |
$3,885.64 |
|
USTR 3 1/8 BOND 41 |
2041-11-15 |
3.125 |
Treasury Debt |
$3,556.00 |
$3,272.36 |
|
USTR 3 1/8 BOND 42 |
2042-02-15 |
3.125 |
Treasury Debt |
$9,460.60 |
$8,764.13 |
|
USTR 3 1/8 BOND 43 |
2043-02-15 |
3.125 |
Treasury Debt |
$5,852.00 |
$5,389.17 |
|
USTR 3 3/4 BOND 41 |
2041-08-15 |
3.75 |
Treasury Debt |
$20,000.00 |
$20,906.93 |
|
USTR 3 3/4 BOND 43 |
2043-11-15 |
3.75 |
Treasury Debt |
$16,150.00 |
$16,614.42 |
|
USTR 3 5/8 BOND 43 |
2043-08-15 |
3.625 |
Treasury Debt |
$3,749.60 |
$3,802.65 |
|
USTR 4 1/2 BOND 36 |
2036-02-15 |
4.5 |
Treasury Debt |
$340.00 |
$402.22 |
|
USTR 4 1/2 BOND 38 |
2038-05-15 |
4.5 |
Treasury Debt |
$4,400.00 |
$5,155.05 |
|
USTR 4 1/2 BOND 39 |
2039-08-15 |
4.5 |
Treasury Debt |
$14,220.00 |
$16,835.71 |
|
USTR 4 1/4 BOND 39 |
2039-05-15 |
4.25 |
Treasury Debt |
$8.00 |
$9.03 |
|
USTR 4 3/4 BOND 37 |
2037-02-15 |
4.75 |
Treasury Debt |
$14.00 |
$17.15 |
|
USTR 4 3/8 BOND 38 |
2038-02-15 |
4.375 |
Treasury Debt |
$14.00 |
$16.25 |
|
USTR 4 3/8 BOND 39 |
2039-11-15 |
4.375 |
Treasury Debt |
$6,230.00 |
$7,167.96 |
|
USTR 4 3/8 BOND 40 |
2040-05-15 |
4.375 |
Treasury Debt |
$61.00 |
$70.19 |
|
USTR 4 5/8 BOND 40 |
2040-02-15 |
4.625 |
Treasury Debt |
$8.00 |
$9.65 |
|
USTR 5 1/2 BOND 28 |
2028-08-15 |
5.5 |
Treasury Debt |
$4,518.00 |
$5,868.92 |
|
USTR 5 1/4 BOND 29 |
2029-02-15 |
5.25 |
Treasury Debt |
$8,013.60 |
$10,178.91 |
|
USTR 6 1/4 BOND 30 |
2030-05-15 |
6.25 |
Treasury Debt |
$10.00 |
$13.96 |
|
USTR 6 1/8 BOND 29 |
2029-08-15 |
6.125 |
Treasury Debt |
$2,000.00 |
$2,774.38 |
|
USTR 7 1/2 BOND 16 |
2016-11-15 |
7.5 |
Treasury Debt |
$20.00 |
$24.09 |
|
USTR 7 1/2 BOND 24 |
2024-11-15 |
7.5 |
Treasury Debt |
$1,830.00 |
$2,674.97 |
|
USTR 7 7/8 BOND 21 |
2021-02-15 |
7.875 |
Treasury Debt |
$8.00 |
$11.32 |
|
USTR 8 7/8 BOND 19 |
2019-02-15 |
8.875 |
Treasury Debt |
$2,000.00 |
$2,799.63 |
|
USTR BILL 01/08/15 |
2015-01-08 |
0 |
Treasury Debt |
$160.00 |
$159.86 |
|
USTR BILL 02/06/14 |
2014-02-06 |
0 |
Treasury Debt |
$30.00 |
$30.00 |
|
USTR BILL 02/27/14 |
2014-02-27 |
0 |
Treasury Debt |
$406.00 |
$405.99 |
|
USTR BILL 03/06/14 |
2014-03-06 |
0 |
Treasury Debt |
$6,808.00 |
$6,807.73 |
|
USTR BILL 03/27/14 |
2014-03-27 |
0 |
Treasury Debt |
$10,000.00 |
$9,999.22 |
|
USTR BILL 04/03/14 |
2014-04-03 |
0 |
Treasury Debt |
$992.60 |
$992.58 |
|
USTR BILL 04/10/14 |
2014-04-10 |
0 |
Treasury Debt |
$20,678.00 |
$20,677.59 |
|
USTR BILL 04/17/14 |
2014-04-17 |
0 |
Treasury Debt |
$6,000.00 |
$5,999.62 |
|
USTR BILL 05/15/14 |
2014-05-15 |
0 |
Treasury Debt |
$950.00 |
$949.89 |
|
USTR BILL 05/29/14 |
2014-05-29 |
0 |
Treasury Debt |
$1,276.00 |
$1,275.83 |
|
USTR BILL 06/19/14 |
2014-06-19 |
0 |
Treasury Debt |
$26,000.00 |
$25,995.94 |
|
USTR BILL 07/10/14 |
2014-07-10 |
0 |
Treasury Debt |
$708.00 |
$707.84 |
|
USTR BILL 11/13/14 |
2014-11-13 |
0 |
Treasury Debt |
$30,000.00 |
$29,980.86 |
|
USTR BILL 12/11/14 |
2014-12-11 |
0 |
Treasury Debt |
$4,480.00 |
$4,476.47 |
|
USTR 0 1/4 NOTE V 15 |
2015-01-15 |
.25 |
Treasury Debt |
$3,010.00 |
$3,013.16 |
|
USTR 0 1/4 NOTE W 15 |
2015-02-15 |
.25 |
Treasury Debt |
$6,586.00 |
$6,599.49 |
|
USTR 0 1/4 NOTE Z 15 |
2015-05-15 |
.25 |
Treasury Debt |
$1,164.00 |
$1,165.57 |
|
USTR 0 3/4 NOTE V 18 |
2018-02-28 |
.75 |
Treasury Debt |
$30,943.60 |
$30,471.09 |
|
USTR 0 3/4 NOTE W 18 |
2018-03-31 |
.75 |
Treasury Debt |
$224.00 |
$220.07 |
|
USTR 0 5/8 NOTE Y 18 |
2018-04-30 |
.625 |
Treasury Debt |
$18,000.00 |
$17,547.63 |
|
USTR 0 7/8 NOTE U 17 |
2017-01-31 |
.875 |
Treasury Debt |
$2,750.40 |
$2,760.71 |
|
USTR 1 1/2 NOTE J 19 |
2019-03-31 |
1.5 |
Treasury Debt |
$920.00 |
$919.78 |
|
USTR 1 1/2 NOTE P 18 |
2018-08-31 |
1.5 |
Treasury Debt |
$30,853.60 |
$31,179.38 |
|
USTR 1 1/2 NOTE Z 16 |
2016-06-30 |
1.5 |
Treasury Debt |
$10,000.00 |
$10,250.35 |
|
USTR 1 1/4 NOTE G 19 |
2019-01-31 |
1.25 |
Treasury Debt |
$1,158.00 |
$1,141.90 |
|
USTR 1 1/4 NOTE H 20 |
2020-02-29 |
1.25 |
Treasury Debt |
$8,503.40 |
$8,217.49 |
|
USTR 1 1/4 NOTE R 19 |
2019-10-31 |
1.25 |
Treasury Debt |
$166.00 |
$161.55 |
|
USTR 1 1/4 NOTE S 15 |
2015-10-31 |
1.25 |
Treasury Debt |
$11,208.60 |
$11,431.60 |
|
USTR 1 1/4 NOTE Y 14 |
2014-04-15 |
1.25 |
Treasury Debt |
$10,000.00 |
$10,060.53 |
|
USTR 1 1/8 NOTE J 20 |
2020-03-31 |
1.125 |
Treasury Debt |
$10,000.00 |
$9,559.90 |
|
USTR 1 1/8 NOTE L 19 |
2019-05-31 |
1.125 |
Treasury Debt |
$394.80 |
$384.45 |
|
USTR 1 1/8 NOTE T 19 |
2019-12-31 |
1.125 |
Treasury Debt |
$130.00 |
$124.70 |
|
USTR 1 3/4 NOTE C 22 |
2022-05-15 |
1.75 |
Treasury Debt |
$2,711.80 |
$2,573.59 |
|
USTR 1 3/4 NOTE C 23 |
2023-05-15 |
1.75 |
Treasury Debt |
$15,471.80 |
$14,378.68 |
|
USTR 1 3/4 NOTE J 14 |
2014-03-31 |
1.75 |
Treasury Debt |
$5,308.00 |
$5,353.30 |
|
USTR 1 3/4 NOTE R 18 |
2018-10-31 |
1.75 |
Treasury Debt |
$5,004.00 |
$5,096.61 |
|
USTR 1 3/4 NOTE R 20 |
2020-10-31 |
1.75 |
Treasury Debt |
$25,202.00 |
$24,731.29 |
|
USTR 1 3/8 NOTE H 19 |
2019-02-28 |
1.375 |
Treasury Debt |
$7,957.40 |
$7,926.54 |
|
USTR 1 3/8 NOTE L 20 |
2020-05-31 |
1.375 |
Treasury Debt |
$84.00 |
$81.09 |
|
USTR 1 3/8 NOTE T 15 |
2015-11-30 |
1.375 |
Treasury Debt |
$266.20 |
$272.01 |
|
USTR 1 3/8 NOTE T 18 |
2018-12-31 |
1.375 |
Treasury Debt |
$538.00 |
$535.27 |
|
USTR 1 5/8 NOTE F 22 |
2022-11-15 |
1.625 |
Treasury Debt |
$1,664.00 |
$1,544.95 |
|
USTR 1 7/8 NOTE H 14 |
2014-02-28 |
1.875 |
Treasury Debt |
$5,960.60 |
$6,015.76 |
|
USTR 1 7/8 NOTE M 20 |
2020-06-30 |
1.875 |
Treasury Debt |
$1,000.00 |
$993.17 |
|
USTR 1 7/8 NOTE R 17 |
2017-10-31 |
1.875 |
Treasury Debt |
$7,804.00 |
$8,074.06 |
|
USTR 2 1/2 NOTE E 23 |
2023-08-15 |
2.5 |
Treasury Debt |
$259.60 |
$258.89 |
|
USTR 2 1/2 NOTE J 15 |
2015-03-31 |
2.5 |
Treasury Debt |
$7,598.00 |
$7,866.95 |
|
USTR 2 1/8 NOTE M 15 |
2015-05-31 |
2.125 |
Treasury Debt |
$186.00 |
$191.42 |
|
USTR 2 1/8 NOTE P 20 |
2020-08-31 |
2.125 |
Treasury Debt |
$5,553.00 |
$5,623.70 |
|
USTR 2 1/8 NOTE T 14 |
2014-11-30 |
2.125 |
Treasury Debt |
$3,570.00 |
$3,641.36 |
|
USTR 2 1/8 NOTE U 16 |
2016-02-29 |
2.125 |
Treasury Debt |
$11,008.00 |
$11,504.19 |
|
USTR 2 3/4 NOTE B 19 |
2019-02-15 |
2.75 |
Treasury Debt |
$1,849.00 |
$1,979.82 |
|
USTR 2 3/4 NOTE F 23 |
2023-11-15 |
2.75 |
Treasury Debt |
$15,800.00 |
$15,966.49 |
|
USTR 2 3/8 NOTE H 16 |
2016-03-31 |
2.375 |
Treasury Debt |
$7,999.40 |
$8,401.73 |
|
USTR 2 3/8 NOTE L 18 |
2018-05-31 |
2.375 |
Treasury Debt |
$230.00 |
$241.37 |
|
USTR 2 5/8 NOTE E 20 |
2020-08-15 |
2.625 |
Treasury Debt |
$19,754.60 |
$20,705.76 |
|
USTR 2 5/8 NOTE F 20 |
2020-11-15 |
2.625 |
Treasury Debt |
$7,816.60 |
$8,122.84 |
|
USTR 2 5/8 NOTE N 14 |
2014-06-30 |
2.625 |
Treasury Debt |
$535.80 |
$542.61 |
|
USTR 2 7/8 NOTE J 18 |
2018-03-31 |
2.875 |
Treasury Debt |
$29,645.20 |
$31,915.73 |
|
USTR 3 1/2 NOTE C 20 |
2020-05-15 |
3.5 |
Treasury Debt |
$10,000.00 |
$11,003.35 |
|
USTR 3 1/4 NOTE S 16 |
2016-12-31 |
3.25 |
Treasury Debt |
$1,670.60 |
$1,798.20 |
|
USTR 3 1/8 NOTE C 21 |
2021-05-15 |
3.125 |
Treasury Debt |
$2,000.00 |
$2,134.54 |
|
USTR 3 3/4 NOTE F 18 |
2018-11-15 |
3.75 |
Treasury Debt |
$772.40 |
$860.39 |
|
USTR 3 3/8 NOTE F 19 |
2019-11-15 |
3.375 |
Treasury Debt |
$6,830.40 |
$7,481.36 |
|
USTR 3 5/8 NOTE B 20 |
2020-02-15 |
3.625 |
Treasury Debt |
$3,902.00 |
$4,362.64 |
|
USTR 3 5/8 NOTE B 21 |
2021-02-15 |
3.625 |
Treasury Debt |
$6,616.00 |
$7,367.06 |
|
USTR 4 1/2 NOTE B 16 |
2016-02-15 |
4.5 |
Treasury Debt |
$10.00 |
$11.05 |
|
USTR 4 1/4 NOTE E 14 |
2014-08-15 |
4.25 |
Treasury Debt |
$11,767.60 |
$12,260.16 |
|
USTR 4 1/4 NOTE F 14 |
2014-11-15 |
4.25 |
Treasury Debt |
$19,453.00 |
$20,255.01 |
|
USTR 4 1/8 NOTE C 15 |
2015-05-15 |
4.125 |
Treasury Debt |
$17,620.00 |
$18,663.18 |
|
USTR 4 3/4 NOTE C 14 |
2014-05-15 |
4.75 |
Treasury Debt |
$804.00 |
$822.80 |
|
USTR 0 1/2 NOTE AE 14 |
2014-10-15 |
.5 |
Treasury Debt |
$17,310.00 |
$17,380.34 |
|
USTR 0 1/4 NOTE AB 15 |
2015-07-15 |
.25 |
Treasury Debt |
$8,000.00 |
$8,004.64 |
|
USTR 0 1/4 NOTE AC 15 |
2015-08-15 |
.25 |
Treasury Debt |
$5,820.00 |
$5,827.59 |
|
USTR 0 1/4 NOTE AE 15 |
2015-10-15 |
.25 |
Treasury Debt |
$1,394.00 |
$1,394.38 |
|
USTR 0 1/4 NOTE AG 15 |
2015-12-15 |
.25 |
Treasury Debt |
$1,574.00 |
$1,572.54 |
|
USTR 0 1/4 NOTE AH 15 |
2015-01-31 |
.25 |
Treasury Debt |
$260.00 |
$260.24 |
|
USTR 0 1/4 NOTE AJ 15 |
2015-02-28 |
.25 |
Treasury Debt |
$11,700.00 |
$11,721.50 |
|
USTR 0 1/4 NOTE AK 14 |
2014-03-31 |
.25 |
Treasury Debt |
$12.40 |
$12.41 |
|
USTR 0 1/4 NOTE AL 14 |
2014-04-30 |
.25 |
Treasury Debt |
$19,475.60 |
$19,496.35 |
|
USTR 0 1/4 NOTE AL 16 |
2016-05-15 |
.25 |
Treasury Debt |
$5,084.00 |
$5,062.87 |
|
USTR 0 1/4 NOTE AM 14 |
2014-05-31 |
.25 |
Treasury Debt |
$8.60 |
$8.61 |
|
USTR 0 1/4 NOTE AN 14 |
2014-06-30 |
.25 |
Treasury Debt |
$3,890.00 |
$3,893.26 |
|
USTR 0 1/4 NOTE AP 15 |
2015-07-31 |
.25 |
Treasury Debt |
$5,800.00 |
$5,801.82 |
|
USTR 0 1/4 NOTE AQ 14 |
2014-08-31 |
.25 |
Treasury Debt |
$12,000.00 |
$12,022.04 |
|
USTR 0 1/4 NOTE AS 15 |
2015-10-31 |
.25 |
Treasury Debt |
$14,090.00 |
$14,091.20 |
|
USTR 0 1/4 NOTE AT 14 |
2014-11-30 |
.25 |
Treasury Debt |
$330.00 |
$330.44 |
|
USTR 0 1/4 NOTE AT 15 |
2015-11-30 |
.25 |
Treasury Debt |
$4,400.00 |
$4,397.75 |
|
USTR 0 3/4 NOTE AA 14 |
2014-06-15 |
.75 |
Treasury Debt |
$2,205.00 |
$2,212.47 |
|
USTR 0 3/4 NOTE AE 17 |
2017-10-31 |
.75 |
Treasury Debt |
$440.00 |
$435.48 |
|
USTR 0 3/4 NOTE AH 17 |
2017-01-15 |
.75 |
Treasury Debt |
$222.00 |
$222.39 |
|
USTR 0 3/8 NOTE AF 15 |
2015-11-15 |
.375 |
Treasury Debt |
$1,447.60 |
$1,450.79 |
|
USTR 0 3/8 NOTE AG 16 |
2016-01-15 |
.375 |
Treasury Debt |
$28,924.20 |
$28,946.06 |
|
USTR 0 3/8 NOTE AN 15 |
2015-06-30 |
.375 |
Treasury Debt |
$8,000.00 |
$8,022.25 |
|
USTR 0 5/8 NOTE AD 17 |
2017-09-30 |
.625 |
Treasury Debt |
$5,260.00 |
$5,192.21 |
|
USTR 0 5/8 NOTE AN 16 |
2016-07-15 |
.625 |
Treasury Debt |
$6,900.00 |
$6,919.71 |
|
USTR 0 5/8 NOTE AP 16 |
2016-08-15 |
.625 |
Treasury Debt |
$940.00 |
$944.46 |
|
USTR 0 5/8 NOTE AR 16 |
2016-10-15 |
.625 |
Treasury Debt |
$20,000.00 |
$20,043.29 |
|
USTR 0 5/8 NOTE AT 16 |
2016-12-15 |
.625 |
Treasury Debt |
$10,000.00 |
$9,996.37 |
|
USTR 0 7/8 NOTE AE 16 |
2016-11-30 |
.875 |
Treasury Debt |
$11,733.80 |
$11,820.05 |
|
USTR 0 7/8 NOTE AQ 16 |
2016-09-15 |
.875 |
Treasury Debt |
$17,806.00 |
$18,001.72 |
|
USTR 1 1/2 NOTE AA 16 |
2016-07-31 |
1.5 |
Treasury Debt |
$14,750.00 |
$15,100.31 |
|
USTR 1 1/4 NOTE AE 18 |
2018-10-31 |
1.25 |
Treasury Debt |
$14,000.00 |
$13,907.70 |
|
USTR 1 1/4 NOTE AF 18 |
2018-11-30 |
1.25 |
Treasury Debt |
$196.00 |
$194.21 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
TD Securities (USA) LLC |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: 3.78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: United States Treasury
Item 27. The title of the issue (including coupon or yield): United States Treasury Notes, 1.000%, 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: 912828QM5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-15
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: $500,000.00
Item 41. The total current amortized cost, to the nearest cent: $501,275.72
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.89%
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: $501,289.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $501,289.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: United States Treasury
Item 27. The title of the issue (including coupon or yield): United States Treasury Notes, 0.250%, 4/30/2014
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: 912828SR2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-30
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: $1,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,500,507.77
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 5.67%
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: $1,500,586.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,500,586.50
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: United States Treasury
Item 27. The title of the issue (including coupon or yield): United States Treasury Notes, 2.375%, 10/31/2014
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: 912828LS7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-10-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-10-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $250,000.00
Item 41. The total current amortized cost, to the nearest cent: $254,147.79
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .96%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $254,130.75
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $254,130.75
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: United States Treasury
Item 27. The title of the issue (including coupon or yield): United States Treasury Bills, 0.065%, 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: 912796BZ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-20
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: $500,000.00
Item 41. The total current amortized cost, to the nearest cent: $499,982.85
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.89%
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: $499,998.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $499,998.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: United States Treasury
Item 27. The title of the issue (including coupon or yield): United States Treasury Notes, 2.250%, 5/31/2014
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: 912828KV1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,250,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,258,701.74
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 4.76%
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: $1,258,691.25
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,258,691.25
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Credit Agricole Corporate and Investment Bank
Item 27. The title of the issue (including coupon or yield): Credit Agricole Corporate and Investment Bank, REPO, 0.030%, 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: 973ZMF009
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
USTR 1 NOTE M 19 |
2019-06-30 |
1 |
Treasury Debt |
$24,133.50 |
$23,268.01 |
|
USTR 3 5/8 TRIB 28 |
2028-04-15 |
3.625 |
Treasury Debt |
$261,768.48 |
$518,313.04 |
|
USTR 11 1/4 BOND 15 |
2015-02-15 |
11.25 |
Treasury Debt |
$150,869.13 |
$175,954.80 |
|
USTR 0 1/2 TRIN K 15 |
2015-04-15 |
.5 |
Treasury Debt |
$141,996.75 |
$156,504.57 |
|
USTR 0 1/8 TRIN W 16 |
2016-04-15 |
.125 |
Treasury Debt |
$309,310.75 |
$336,666.27 |
|
USTR 0 3/4 NOTE W 18 |
2018-03-31 |
.75 |
Treasury Debt |
$110,984.22 |
$109,036.93 |
|
USTR 0 7/8 NOTE Y 17 |
2017-04-30 |
.875 |
Treasury Debt |
$249,409.26 |
$250,080.85 |
|
USTR 1 1/4 NOTE G 19 |
2019-01-31 |
1.25 |
Treasury Debt |
$495,337.50 |
$488,449.34 |
|
USTR 1 1/4 TRIN D 20 |
2020-07-15 |
1.25 |
Treasury Debt |
$68,970.90 |
$80,337.54 |
|
USTR 1 3/4 NOTE C 22 |
2022-05-15 |
1.75 |
Treasury Debt |
$162,179.66 |
$153,913.75 |
|
USTR 1 3/4 NOTE P 15 |
2015-07-31 |
1.75 |
Treasury Debt |
$126,343.09 |
$129,205.52 |
|
USTR 2 1/2 NOTE J 15 |
2015-03-31 |
2.5 |
Treasury Debt |
$10.79 |
$11.17 |
|
USTR 2 1/4 NOTE M 14 |
2014-05-31 |
2.25 |
Treasury Debt |
$165,152.13 |
$166,946.24 |
|
USTR 2 3/8 NOTE T 20 |
2020-12-31 |
2.375 |
Treasury Debt |
$27,788.43 |
$28,244.41 |
|
USTR 3 1/4 NOTE S 16 |
2016-12-31 |
3.25 |
Treasury Debt |
$88,125.82 |
$94,856.62 |
|
USTR 3 3/8 NOTE F 19 |
2019-11-15 |
3.375 |
Treasury Debt |
$262,697.95 |
$287,734.08 |
|
USTR 3 5/8 NOTE B 21 |
2021-02-15 |
3.625 |
Treasury Debt |
$189,530.33 |
$211,046.27 |
|
USTR 3 7/8 NOTE C 18 |
2018-05-15 |
3.875 |
Treasury Debt |
$88,162.37 |
$98,462.94 |
|
USTR 0 1/4 NOTE AU 15 |
2015-12-31 |
.25 |
Treasury Debt |
$154,801.66 |
$154,617.15 |
|
USTR 0 3/8 NOTE AN 15 |
2015-06-30 |
.375 |
Treasury Debt |
$602,175.52 |
$603,850.25 |
|
USTR 0 5/8 NOTE AF 17 |
2017-11-30 |
.625 |
Treasury Debt |
$431,061.41 |
$423,571.52 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 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: $4,403,000.00
Item 41. The total current amortized cost, to the nearest cent: $4,403,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 16.64%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $4,403,000.00
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: $4,403,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: Goldman Sachs & Co.
Item 27. The title of the issue (including coupon or yield): Goldman Sachs & Co., REPO, 0.040%, 3/3/2014
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: 381905009
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
USTR 1 NOTE Z 18 |
2018-05-31 |
1 |
Treasury Debt |
$11,073.11 |
$10,947.47 |
|
USTR 2 TRIN D 14 |
2014-07-15 |
2 |
Treasury Debt |
$237,854.37 |
$300,554.68 |
|
USTR 0 3/4 TRIB 42 |
2042-02-15 |
.75 |
Treasury Debt |
$3,361.34 |
$2,994.57 |
|
USTR 2 1/8 TRIB 40 |
2040-02-15 |
2.125 |
Treasury Debt |
$1,680.67 |
$2,168.83 |
|
USTR 2 3/4 BOND 42 |
2042-08-15 |
2.75 |
Treasury Debt |
$4,822.10 |
$4,113.72 |
|
USTR 2 3/4 BOND 42 |
2042-11-15 |
2.75 |
Treasury Debt |
$7,976.47 |
$6,736.92 |
|
USTR 3 7/8 TRIB 29 |
2029-04-15 |
3.875 |
Treasury Debt |
$1,605.88 |
$3,247.31 |
|
USTR BILL 01/08/15 |
2015-01-08 |
0 |
Treasury Debt |
$6,673.11 |
$6,667.24 |
|
USTR BILL 02/06/14 |
2014-02-06 |
0 |
Treasury Debt |
$4,316.30 |
$4,316.29 |
|
USTR BILL 03/13/14 |
2014-03-13 |
0 |
Treasury Debt |
$16,649.67 |
$16,648.84 |
|
USTR BILL 04/03/14 |
2014-04-03 |
0 |
Treasury Debt |
$9,243.70 |
$9,243.51 |
|
USTR BILL 04/17/14 |
2014-04-17 |
0 |
Treasury Debt |
$19,058.82 |
$19,057.60 |
|
USTR BILL 05/01/14 |
2014-05-01 |
0 |
Treasury Debt |
$8,630.25 |
$8,629.60 |
|
USTR BILL 05/29/14 |
2014-05-29 |
0 |
Treasury Debt |
$8,952.10 |
$8,950.92 |
|
USTR BILL 06/26/14 |
2014-06-26 |
0 |
Treasury Debt |
$4,709.83 |
$4,708.87 |
|
USTR BILL 08/21/14 |
2014-08-21 |
0 |
Treasury Debt |
$10,924.37 |
$10,920.55 |
|
USTR 0 1/2 TRIN K 15 |
2015-04-15 |
.5 |
Treasury Debt |
$105,042.02 |
$115,774.17 |
|
USTR 0 1/4 NOTE W 15 |
2015-02-15 |
.25 |
Treasury Debt |
$1,703.36 |
$1,706.85 |
|
USTR 0 1/8 TRIN W 16 |
2016-04-15 |
.125 |
Treasury Debt |
$92,436.97 |
$100,612.12 |
|
USTR 0 7/8 NOTE Y 17 |
2017-04-30 |
.875 |
Treasury Debt |
$4,806.72 |
$4,819.67 |
|
USTR 1 3/4 NOTE C 22 |
2022-05-15 |
1.75 |
Treasury Debt |
$42.86 |
$40.67 |
|
USTR 1 3/4 NOTE J 14 |
2014-03-31 |
1.75 |
Treasury Debt |
$1,643.70 |
$1,657.72 |
|
USTR 1 7/8 NOTE H 14 |
2014-02-28 |
1.875 |
Treasury Debt |
$420.17 |
$424.06 |
|
USTR 1 7/8 NOTE M 20 |
2020-06-30 |
1.875 |
Treasury Debt |
$731.09 |
$726.10 |
|
USTR 1 7/8 TRIN D 15 |
2015-07-15 |
1.875 |
Treasury Debt |
$217,211.43 |
$274,635.70 |
|
USTR 1 7/8 TRIN D 19 |
2019-07-15 |
1.875 |
Treasury Debt |
$1,512.61 |
$1,860.53 |
|
USTR 2 1/2 NOTE J 15 |
2015-03-31 |
2.5 |
Treasury Debt |
$9,705.88 |
$10,049.45 |
|
USTR 2 1/4 NOTE M 14 |
2014-05-31 |
2.25 |
Treasury Debt |
$2,617.65 |
$2,646.09 |
|
USTR 2 1/4 NOTE V 16 |
2016-03-31 |
2.25 |
Treasury Debt |
$1,680.67 |
$1,760.02 |
|
USTR 2 1/8 NOTE T 14 |
2014-11-30 |
2.125 |
Treasury Debt |
$252.10 |
$257.14 |
|
USTR 2 3/4 NOTE R 16 |
2016-11-30 |
2.75 |
Treasury Debt |
$42.02 |
$44.66 |
|
USTR 0 1/2 NOTE AC 14 |
2014-08-15 |
.5 |
Treasury Debt |
$10,445.38 |
$10,491.82 |
|
USTR 0 1/4 NOTE AD 14 |
2014-09-15 |
.25 |
Treasury Debt |
$171.43 |
$171.73 |
|
USTR 0 1/4 NOTE AJ 14 |
2014-02-28 |
.25 |
Treasury Debt |
$11,946.47 |
$11,959.09 |
|
USTR 0 1/4 NOTE AK 14 |
2014-03-31 |
.25 |
Treasury Debt |
$6,448.74 |
$6,455.19 |
|
USTR 0 1/4 NOTE AM 15 |
2015-05-31 |
.25 |
Treasury Debt |
$1,681.68 |
$1,683.57 |
|
USTR 0 1/4 NOTE AT 15 |
2015-11-30 |
.25 |
Treasury Debt |
$2,684.87 |
$2,683.50 |
|
USTR 0 1/8 NOTE AL 15 |
2015-04-30 |
.125 |
Treasury Debt |
$12,965.55 |
$12,961.11 |
|
USTR 0 3/4 NOTE AE 17 |
2017-10-31 |
.75 |
Treasury Debt |
$6,798.40 |
$6,728.51 |
|
USTR 0 3/8 NOTE AF 15 |
2015-11-15 |
.375 |
Treasury Debt |
$18,144.54 |
$18,184.52 |
|
USTR 0 5/8 NOTE AN 16 |
2016-07-15 |
.625 |
Treasury Debt |
$10,311.76 |
$10,341.22 |
|
USTR 0 7/8 NOTE AF 16 |
2016-12-31 |
.875 |
Treasury Debt |
$1,416.81 |
$1,424.73 |
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): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
Goldman Sachs & Co. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: 3.78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $999,970.40
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $999,970.40
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield): BNP Paribas Securities Corp., REPO, 0.070%, 2/19/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 69999A006
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
USTR 1 NOTE Z 14 |
2014-05-15 |
1 |
Treasury Debt |
$6,509.79 |
$6,540.92 |
|
USTR 2 NOTE Q 20 |
2020-09-30 |
2 |
Treasury Debt |
$1,113.83 |
$1,115.09 |
|
USTR 2 NOTE X 16 |
2016-04-30 |
2 |
Treasury Debt |
$8,034.91 |
$8,354.46 |
|
USTR 1 3/4 TRIB 28 |
2028-01-15 |
1.75 |
Treasury Debt |
$1,762.45 |
$2,173.96 |
|
USTR 2 1/8 TRIB 41 |
2041-02-15 |
2.125 |
Treasury Debt |
$879.57 |
$1,122.54 |
|
USTR 3 1/8 BOND 42 |
2042-02-15 |
3.125 |
Treasury Debt |
$3,168.40 |
$2,935.15 |
|
USTR 3 1/8 BOND 43 |
2043-02-15 |
3.125 |
Treasury Debt |
$3,475.43 |
$3,200.56 |
|
USTR 3 3/4 BOND 41 |
2041-08-15 |
3.75 |
Treasury Debt |
$2,424.15 |
$2,534.08 |
|
USTR 3 3/4 BOND 43 |
2043-11-15 |
3.75 |
Treasury Debt |
$558,546.60 |
$574,608.45 |
|
USTR 4 1/2 BOND 39 |
2039-08-15 |
4.5 |
Treasury Debt |
$23,618.51 |
$27,963.04 |
|
USTR 8 7/8 BOND 19 |
2019-02-15 |
8.875 |
Treasury Debt |
$19,695.96 |
$27,570.75 |
|
USTR 0 1/2 TRIN K 15 |
2015-04-15 |
.5 |
Treasury Debt |
$61,526.38 |
$67,812.54 |
|
USTR 0 1/4 NOTE W 15 |
2015-02-15 |
.25 |
Treasury Debt |
$21,276.60 |
$21,320.17 |
|
USTR 0 1/8 TRIN A 22 |
2022-01-15 |
.125 |
Treasury Debt |
$1,617.02 |
$1,640.60 |
|
USTR 0 3/8 NOTE X 15 |
2015-03-15 |
.375 |
Treasury Debt |
$6,198.94 |
$6,221.36 |
|
USTR 0 5/8 NOTE Z 17 |
2017-05-31 |
.625 |
Treasury Debt |
$14,281.91 |
$14,167.70 |
|
USTR 0 7/8 NOTE U 17 |
2017-01-31 |
.875 |
Treasury Debt |
$57.98 |
$58.20 |
|
USTR 1 1/2 NOTE J 19 |
2019-03-31 |
1.5 |
Treasury Debt |
$1,102.13 |
$1,101.86 |
|
USTR 1 1/4 NOTE X 14 |
2014-03-15 |
1.25 |
Treasury Debt |
$1,123.51 |
$1,130.27 |
|
USTR 1 1/8 TRIN A 21 |
2021-01-15 |
1.125 |
Treasury Debt |
$10,398.51 |
$11,871.23 |
|
USTR 1 3/4 NOTE R 18 |
2018-10-31 |
1.75 |
Treasury Debt |
$7,386.17 |
$7,522.87 |
|
USTR 1 3/8 NOTE G 20 |
2020-01-31 |
1.375 |
Treasury Debt |
$696.28 |
$675.82 |
|
USTR 1 3/8 NOTE T 15 |
2015-11-30 |
1.375 |
Treasury Debt |
$44,640.43 |
$45,615.02 |
|
USTR 1 3/8 TRIN D 18 |
2018-07-15 |
1.375 |
Treasury Debt |
$16,789.79 |
$19,900.07 |
|
USTR 1 7/8 NOTE H 14 |
2014-02-28 |
1.875 |
Treasury Debt |
$372.02 |
$375.46 |
|
USTR 1 7/8 NOTE N 15 |
2015-06-30 |
1.875 |
Treasury Debt |
$56.49 |
$57.90 |
|
USTR 1 7/8 NOTE P 17 |
2017-08-31 |
1.875 |
Treasury Debt |
$14,435.85 |
$14,994.59 |
|
USTR 1 7/8 TRIN D 19 |
2019-07-15 |
1.875 |
Treasury Debt |
$315.74 |
$388.37 |
|
USTR 2 1/8 NOTE M 15 |
2015-05-31 |
2.125 |
Treasury Debt |
$26,306.17 |
$27,072.46 |
|
USTR 2 1/8 NOTE U 15 |
2015-12-31 |
2.125 |
Treasury Debt |
$670.74 |
$694.81 |
|
USTR 2 3/8 NOTE L 18 |
2018-05-31 |
2.375 |
Treasury Debt |
$3,429.79 |
$3,599.34 |
|
USTR 2 3/8 NOTE M 18 |
2018-06-30 |
2.375 |
Treasury Debt |
$1,003.19 |
$1,050.53 |
|
USTR 2 5/8 NOTE N 14 |
2014-06-30 |
2.625 |
Treasury Debt |
$21,032.98 |
$21,300.45 |
|
USTR 4 5/8 NOTE B 17 |
2017-02-15 |
4.625 |
Treasury Debt |
$41,109.15 |
$46,748.41 |
|
USTR 4 5/8 NOTE F 16 |
2016-11-15 |
4.625 |
Treasury Debt |
$20,631.81 |
$23,097.84 |
|
USTR 0 1/4 NOTE AB 15 |
2015-07-15 |
.25 |
Treasury Debt |
$11,571.81 |
$11,578.51 |
|
USTR 0 1/4 NOTE AN 14 |
2014-06-30 |
.25 |
Treasury Debt |
$1,633.09 |
$1,634.46 |
|
USTR 0 1/4 NOTE AQ 14 |
2014-08-31 |
.25 |
Treasury Debt |
$5,982.98 |
$5,993.97 |
|
USTR 0 5/8 NOTE AR 16 |
2016-10-15 |
.625 |
Treasury Debt |
$3,649.47 |
$3,657.37 |
|
USTR 0 7/8 NOTE AF 16 |
2016-12-31 |
.875 |
Treasury Debt |
$741.49 |
$745.64 |
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): 2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-07
Item 37. Does the security have a Demand Feature? Yes
|
Demand Feature issuer |
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature |
Credit rating of the Demand Feature issuer |
|---|---|---|
|
BNP Paribas Securities Corp. |
N/A |
N/A |
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $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: 3.78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: United States Treasury
Item 27. The title of the issue (including coupon or yield): United States Treasury Notes, 0.250%, 5/31/2014
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: 912828SW1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-05-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,000,381.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 3.78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,000,586.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,000,586.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: United States Treasury
Item 27. The title of the issue (including coupon or yield): United States Treasury Notes, 1.250%, 4/15/2014
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: 912828QC7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $175,000.00
Item 41. The total current amortized cost, to the nearest cent: $175,371.75
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .66%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $175,403.38
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $175,403.38
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: United States Treasury
Item 27. The title of the issue (including coupon or yield): United States Treasury Notes, 2.375%, 8/31/2014
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: 912828LK4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-08-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-08-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $250,000.00
Item 41. The total current amortized cost, to the nearest cent: $253,188.13
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .96%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $253,203.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $253,203.00
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, REPO, 0.030%, 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: 809990005
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
USTR 1 NOTE AB 16 |
2016-08-31 |
1 |
Treasury Debt |
$323,211.54 |
$328,112.89 |
|
USTR 0 1/8 TRIN X 18 |
2018-04-15 |
.125 |
Treasury Debt |
$209,544.62 |
$217,967.37 |
|
USTR 0 3/4 NOTE V 18 |
2018-02-28 |
.75 |
Treasury Debt |
$707,692.31 |
$696,885.77 |
|
USTR 0 7/8 NOTE Y 17 |
2017-04-30 |
.875 |
Treasury Debt |
$1,921,890.00 |
$1,927,065.18 |
|
USTR 1 3/4 NOTE C 22 |
2022-05-15 |
1.75 |
Treasury Debt |
$422,956.15 |
$401,399.08 |
|
USTR 1 7/8 NOTE N 15 |
2015-06-30 |
1.875 |
Treasury Debt |
$742,330.77 |
$760,804.90 |
|
USTR 2 5/8 NOTE F 20 |
2020-11-15 |
2.625 |
Treasury Debt |
$338,461.54 |
$351,721.64 |
|
USTR 0 1/4 NOTE AD 15 |
2015-09-15 |
.25 |
Treasury Debt |
$33,825.38 |
$33,856.27 |
|
USTR 0 1/4 NOTE AR 15 |
2015-09-30 |
.25 |
Treasury Debt |
$11,943.08 |
$11,951.30 |
|
USTR 0 1/4 NOTE AT 15 |
2015-11-30 |
.25 |
Treasury Debt |
$35,385.38 |
$35,367.30 |
|
USTR 0 3/4 NOTE AG 17 |
2017-12-31 |
.75 |
Treasury Debt |
$339,866.92 |
$334,881.17 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The 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: $5,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $5,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 18.89%
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: $5,000,000.00
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: $5,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: United States Treasury
Item 27. The title of the issue (including coupon or yield): United States Treasury Notes, 1.875%, 2/28/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828KF6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,659.37
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.89%
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: $500,586.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,586.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: United States Treasury
Item 27. The title of the issue (including coupon or yield): United States Treasury Notes, 1.875%, 4/30/2014
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: 912828KN9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-04-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-04-30
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: $1,550,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,556,699.80
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 5.88%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,556,599.90
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,556,599.90
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: United States Treasury
Item 27. The title of the issue (including coupon or yield): United States Treasury Notes, 2.625%, 6/30/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828KY5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-06-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-06-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $250,000.00
Item 41. The total current amortized cost, to the nearest cent: $252,510.95
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .95%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $252,578.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $252,578.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: United States Treasury
Item 27. The title of the issue (including coupon or yield): United States Treasury Notes, 0.625%, 7/15/2014
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: 912828QU7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-07-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-07-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,984.29
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.89%
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: $501,211.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $501,211.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: United States Treasury
Item 27. The title of the issue (including coupon or yield): United States Treasury Notes, 1.250%, 2/15/2014
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: 912828QH6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $350,000.00
Item 41. The total current amortized cost, to the nearest cent: $350,146.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.32%
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: $350,123.20
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $350,123.20
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: United States Treasury
Item 27. The title of the issue (including coupon or yield): United States Treasury Notes, 0.250%, 2/28/2014
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828SG6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2014-02-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $850,000.00
Item 41. The total current amortized cost, to the nearest cent: $850,090.95
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 3.21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $850,033.15
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $850,033.15
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: United States Treasury
Item 27. The title of the issue (including coupon or yield): United States Treasury Notes, 4.750%, 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: 912828CJ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
N/A |
N/A |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2014-05-15
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: $500,000.00
Item 41. The total current amortized cost, to the nearest cent: $506,640.47
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.91%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $506,445.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $506,445.50
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