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| Share Name | Share Symbol | Market | Type |
|---|---|---|---|
| Dreyfus Govt Cash Mgmt Administrative Shs (MM) | NASDAQ:DAGXX | 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: October 31, 2012
CIK Number of Registrant: 0000796251
EDGAR Series Identifier: S000000112
Total number of share classes in the series: 8
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: 33-6851
Item 2. Investment Adviser
|
Adviser |
SEC file number |
|---|---|
|
The Dreyfus Corporation |
801-8147000 |
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 and Young LLP |
New York |
NY |
Item 5. Administrator. If a fund has one or more administrators, disclose the name of each administrator
|
Administrator |
|---|
| none |
Item 6. Transfer Agent
|
Name |
CIK number |
SEC file number |
|---|---|---|
|
Dreyfus Transfer Inc |
0001285911 |
084-06102 |
Item 7. Master-Feeder Funds. Is this a feeder fund? No
a. Identify the master fund by CIK
b. Securities Act file number of the master fund
c. EDGAR series identifier of the master fund
Item 8. Master-Feeder Funds. Is this a master fund? No
a. If this is a master fund, identify all feeder funds by CIK or, if the fund does not have a CIK, by name
b. Securities Act file number of each feeder fund
c. EDGAR series identifier of each feeder fund
Item 9. Is this series primarily used to fund insurance company separate accounts? No
Item 10. Category. Indicate the category that most closely identifies the money market fund: Government/Agency
Item 11. Dollar weighted average portfolio maturity: 52 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: 52 days
Item 13. Total value of portfolio securities at amortized cost, to the nearest cent: $17,953,345,593.91
Item 14. Total value of other assets, to the nearest cent: $29,445,170.95
Item 15. Total value of liabilities, to the nearest cent: $4,391,760.38
Item 16. Net assets of the series, to the nearest cent: $17,978,399,004.44
Item 17. 7-day gross yield: 0.18%
Item 18. Shadow Price of the Series
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 18a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 18c was calculated.
2012-10-31
B. Class-Level Information. For each Class of the Series, disclose the following:
Item 19. EDGAR Class Identifier: c000000251
Item 20. Minimum Initial Investment: $10,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $14,125,638,733.27
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: -$619,227,527.56
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$4,546,422,831.47
b. Gross redemptions for the month ended, to the nearest cent
$5,165,650,359.03
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier: c000000252
Item 20. Minimum Initial Investment: $10,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $2,341,904,285.31
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: -$59,869,077.12
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$738,285,709.07
b. Gross redemptions for the month ended, to the nearest cent
$798,154,786.19
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier: c000000253
Item 20. Minimum Initial Investment: $10,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $609,392,002.26
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: $913,985.90
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$142,204,736.29
b. Gross redemptions for the month ended, to the nearest cent
$141,290,750.37
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier: c000000254
Item 20. Minimum Initial Investment: $10,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $805,803,269.58
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: $20,716,531.55
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$272,618,257.26
b. Gross redemptions for the month ended, to the nearest cent
$251,901,725.71
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier: c000050493
Item 20. Minimum Initial Investment: $10,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $19,904,302.92
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: -$215,917.57
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$1,391,226.50
b. Gross redemptions for the month ended, to the nearest cent
$1,607,144.07
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier: c000050494
Item 20. Minimum Initial Investment: $10,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $6,234,270.97
Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent: $1.00
Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent: -$4,649.99
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$1,634,671.17
b. Gross redemptions for the month ended, to the nearest cent
$1,639,321.16
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier: c000053665
Item 20. Minimum Initial Investment: $10,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $33,505,194.21
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: -$3,228,052.13
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$4,835,873.41
b. Gross redemptions for the month ended, to the nearest cent
$8,063,925.54
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
Item 19. EDGAR Class Identifier: C000053675
Item 20. Minimum Initial Investment: $10,000,000.00
Item 21. Net assets of the Class, to the nearest cent: $36,016,945.92
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: $6,142,845.35
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$19,675,648.11
b. Gross redemptions for the month ended, to the nearest cent
$13,532,802.76
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A: 0.01%
Item 25. Shadow Price of Each Class
a. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
b. Date as of which the market-based net asset value disclosed in item 25a was calculated.
2012-10-31
c. The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest hundredth of a cent.
$1.0001
d. Date as of which the market-based net asset value disclosed in item 25c was calculated.
2012-10-31
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: ABN AMRO BANK NV REPO
Item 27. The title of the issue (including coupon or yield): ABN AMRO BANK NV REPO-0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 023000
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000897878
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 |
|---|---|---|---|---|---|
|
UNITED STATES TREAS NTS-USTR |
2017-10-31 |
0.750 |
Treasury Debt |
$358,370,800.00 |
$358,538,875.90 |
|
UNITED STATES TREAS NTS-USTR |
2014-04-30 |
0.250 |
Treasury Debt |
$213,293,600.00 |
$213,244,542.47 |
|
UNITED STATES TREAS BILLS-USTR |
2013-04-11 |
0.000 |
Treasury Debt |
$805,800,000.00 |
$805,216,600.79 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1 |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,350,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,350,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 7.51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,350,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,350,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ABN AMRO BANK NV REPO
Item 27. The title of the issue (including coupon or yield): ABN AMRO BANK NV REPO-0.300
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 023000
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000897878
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
UNITED STATES TREAS NTS-USTR |
2022-01-15 |
0.125 |
Treasury Debt |
$29,208,700.00 |
$32,331,559.73 |
|
GINNIE MAE-GNMA |
2039-07-15 |
5.000 |
Government Agency Debt |
$100,000,000.00 |
$49,754,162.44 |
|
GINNIE MAE-GNMA |
2041-10-20 |
4.000 |
Government Agency Debt |
$200,000,000.00 |
$190,342,360.57 |
|
GINNIE MAE-GNMA |
2040-05-20 |
4.500 |
Government Agency Debt |
$40,000,000.00 |
$33,571,956.56 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1 |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.67%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $300,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $300,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BANK OF NOVA SCOTIA REPO
Item 27. The title of the issue (including coupon or yield): BANK OF NOVA SCOTIA REPO-0.300
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 06414R
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000009631
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 |
|---|---|---|---|---|---|
|
UNITED STATES TREAS NTS-USTR |
2019-10-31 |
1.250 |
Treasury Debt |
$170,899,500.00 |
$171,781,341.41 |
|
UNITED STATES TREAS NTS-USTR |
2014-10-15 |
0.500 |
Treasury Debt |
$243,000,000.00 |
$243,984,096.59 |
|
UNITED STATES TREAS NTS-USTR |
2014-08-31 |
2.375 |
Treasury Debt |
$200,000,000.00 |
$208,394,214.36 |
|
UNITED STATES TREAS NTS-USTR |
2014-04-15 |
1.250 |
Treasury Debt |
$200,000,000.00 |
$202,984,890.11 |
|
UNITED STATES TREAS NTS-USTR |
2014-03-31 |
1.750 |
Treasury Debt |
$88,856,500.00 |
$90,863,269.37 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $900,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $900,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 5.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $900,000,000.00
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: $900,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: BARCLAYS CAPITAL INC.
Item 27. The title of the issue (including coupon or yield): BARCLAYS CAPITAL INC.-0.300
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 067800
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000851376
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 |
|---|---|---|---|---|---|
|
UNITED STATES TREAS NTS-USTR |
2017-07-31 |
0.500 |
Treasury Debt |
$48,340,400.00 |
$47,940,093.14 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
FITCH'S RATING |
F1 |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1 |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $47,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $47,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .26%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $47,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $47,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT AGRICOLE CIB
Item 27. The title of the issue (including coupon or yield): CREDIT AGRICOLE CIB-0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 22532Y
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001330437
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 |
|---|---|---|---|---|---|
|
UNITED STATES TREAS NTS-USTR |
2012-12-15 |
1.125 |
Treasury Debt |
$6,924,700.00 |
$6,961,621.13 |
|
UNITED STATES TREAS NTS-USTR |
2015-07-15 |
1.875 |
Treasury Debt |
$106,471,000.00 |
$138,296,383.61 |
|
UNITED STATES TREAS NTS-USTR |
2015-02-28 |
2.375 |
Treasury Debt |
$112,806,400.00 |
$118,580,967.71 |
|
UNITED STATES TREAS NTS-USTR |
2021-02-15 |
3.625 |
Treasury Debt |
$122,000,000.00 |
$144,161,046.05 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1 |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $400,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $400,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $400,000,000.00
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: $400,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT SUISSE SEC REPO
Item 27. The title of the issue (including coupon or yield): CREDIT SUISSE SEC REPO-0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 319337
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001166296
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 |
|---|---|---|---|---|---|
|
U.S. TREASURY-TINT 05/15/15 |
2015-05-15 |
0.000 |
Treasury Debt |
$73,038,937.50 |
$72,327,538.61 |
|
U.S. TREASURY-TINT 05/15/21 |
2021-05-15 |
0.000 |
Treasury Debt |
$162,324,562.50 |
$141,900,889.11 |
|
U.S. TREASURY-TINT 05/15/29 |
2029-05-15 |
0.000 |
Treasury Debt |
$221,752,937.50 |
$142,496,230.29 |
|
U.S. TREASURY-TINT 11/15/29 |
2029-11-15 |
0.000 |
Treasury Debt |
$95,596,937.50 |
$60,329,318.32 |
|
U.S. TREASURY-TINT 08/15/32 |
2032-08-15 |
0.000 |
Treasury Debt |
$87,295,375.00 |
$49,903,272.52 |
|
U.S. TREASURY-TINT 02/15/36 |
2036-02-15 |
0.000 |
Treasury Debt |
$103,375,375.00 |
$52,118,762.87 |
|
U.S. TREASURY-TINT 02/15/38 |
2038-02-15 |
0.000 |
Treasury Debt |
$198,545,000.00 |
$92,925,017.48 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
FITCH'S RATING |
F1 |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1 |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $600,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $600,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 3.34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $600,000,000.00
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: $600,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: CREDIT SUISSE SEC REPO
Item 27. The title of the issue (including coupon or yield): CREDIT SUISSE SEC REPO-0.260
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 319337
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0001166296
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 |
|---|---|---|---|---|---|
|
U.S. TREASURY-NOTE 10/31/14 0.2500 |
2014-10-31 |
0.250 |
Treasury Debt |
$510,440,000.00 |
$510,001,033.95 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
FITCH'S RATING |
F1 |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1 |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $500,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $500,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $500,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $500,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: DEUTSCHE BANK SECURITIES
Item 27. The title of the issue (including coupon or yield): DEUTSCHE BANK SECURITIES-0.280
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 251524
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000800178
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 |
|---|---|---|---|---|---|
|
UNITED STATES TREAS BDS-USTR |
2015-02-15 |
11.250 |
Treasury Debt |
$80,180,300.00 |
$102,000,037.82 |
|
UNITED STATES TREAS NTS-USTR |
2013-12-31 |
0.125 |
Treasury Debt |
$106,907,200.00 |
$106,818,231.71 |
|
UNITED STATES TREAS NTS-USTR |
2017-09-30 |
1.875 |
Treasury Debt |
$76,252,900.00 |
$80,580,468.68 |
|
UNITED STATES TREAS NTS-USTR |
2022-05-15 |
1.750 |
Treasury Debt |
$317,910,100.00 |
$322,601,399.13 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1 |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $600,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $600,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 3.34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $600,000,000.00
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: $600,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: GOLDMAN, SACHS & CO REPO
Item 27. The title of the issue (including coupon or yield): GOLDMAN, SACHS & CO REPO-0.150
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 381906
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000042352
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 |
|---|---|---|---|---|---|
|
UNITED STATES TREAS NTS-USTR |
2014-02-28 |
1.875 |
Treasury Debt |
$28,862,000.00 |
$29,580,044.14 |
|
UNITED STATES TREAS NTS-USTR |
2014-02-28 |
1.875 |
Treasury Debt |
$13,933,400.00 |
$14,280,028.58 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
FITCH'S RATING |
F1 |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1 |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $43,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $43,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $43,000,000.00
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: $43,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: HSBC SECURITIES
Item 27. The title of the issue (including coupon or yield): HSBC SECURITIES-0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 40427S
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000853784
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 |
|---|---|---|---|---|---|
|
U.S. TREASURY-TRIN 01/15/22 0.1250 |
2022-01-15 |
0.125 |
Treasury Debt |
$386,885,000.00 |
$428,400,452.15 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $420,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $420,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $420,000,000.00
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: $420,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: MERRILL LYNCH PIERCE FEN
Item 27. The title of the issue (including coupon or yield): MERRILL LYNCH PIERCE FEN-0.280
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 590188
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000914246
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
GINNIE MAE-GNMA |
2027-10-15 |
3.000 |
Government Agency Debt |
$2,176,951.00 |
$2,073,545.82 |
|
GINNIE MAE-GNMA |
2039-01-15 |
5.500 |
Government Agency Debt |
$10,450,000.00 |
$2,270,517.14 |
|
GINNIE MAE-GNMA |
2050-11-15 |
6.350 |
Government Agency Debt |
$1,470,257.00 |
$1,681,711.92 |
|
GINNIE MAE-GNMA |
2051-09-15 |
5.459 |
Government Agency Debt |
$2,293,275.00 |
$2,582,343.02 |
|
GINNIE MAE-GNMA |
2037-09-20 |
6.500 |
Government Agency Debt |
$22,285,246.00 |
$1,952,902.10 |
|
GINNIE MAE-GNMA |
2039-09-15 |
5.000 |
Government Agency Debt |
$2,000,000.00 |
$1,967,247.30 |
|
GINNIE MAE-GNMA |
2037-02-15 |
6.500 |
Government Agency Debt |
$21,112,936.00 |
$2,719,164.72 |
|
GINNIE MAE-GNMA |
2040-12-20 |
4.000 |
Government Agency Debt |
$2,537,284.00 |
$2,561,259.11 |
|
GINNIE MAE-GNMA |
2040-10-20 |
4.000 |
Government Agency Debt |
$1,947,456.00 |
$2,071,232.00 |
|
GINNIE MAE-GNMA |
2033-10-20 |
1.625 |
Government Agency Debt |
$38,571,469.00 |
$2,472,939.61 |
|
GINNIE MAE-GNMA |
2030-08-20 |
1.625 |
Government Agency Debt |
$84,504,086.00 |
$2,279,698.03 |
|
GINNIE MAE-GNMA |
2032-07-20 |
1.625 |
Government Agency Debt |
$50,000,000.00 |
$1,766,526.13 |
|
GINNIE MAE-GNMA |
2040-12-15 |
4.000 |
Government Agency Debt |
$2,149,107.00 |
$2,172,194.64 |
|
GINNIE MAE-GNMA |
2052-05-15 |
5.040 |
Government Agency Debt |
$1,931,063.00 |
$2,174,288.10 |
|
GNMA I & II - SINGLE ISSUER-GNMA |
2051-11-15 |
5.089 |
Government Agency Debt |
$1,694,497.00 |
$1,896,039.26 |
|
GINNIE MAE-GNMA |
2052-03-15 |
4.879 |
Government Agency Debt |
$2,643,816.00 |
$2,956,752.49 |
|
GNMA I & II - SINGLE ISSUER-GNMA |
2052-02-15 |
5.049 |
Government Agency Debt |
$1,466,325.00 |
$1,686,491.82 |
|
GINNIE MAE-GNMA |
2012-11-01 |
5.009 |
Government Agency Debt |
$1,470,473.00 |
$1,643,260.92 |
|
GINNIE MAE-GNMA |
2052-03-15 |
5.009 |
Government Agency Debt |
$1,470,473.00 |
$1,656,715.75 |
|
GINNIE MAE-GNMA |
2042-01-20 |
4.500 |
Government Agency Debt |
$3,014,026.00 |
$2,908,461.73 |
|
GINNIE MAE-GNMA |
2038-12-20 |
4.500 |
Government Agency Debt |
$4,931,906.00 |
$2,675,215.44 |
|
GINNIE MAE-GNMA |
2038-06-20 |
5.500 |
Government Agency Debt |
$5,815,888.00 |
$1,024,173.71 |
|
GINNIE MAE-GNMA |
2039-05-20 |
4.500 |
Government Agency Debt |
$3,358,049.00 |
$2,203,137.66 |
|
GINNIE MAE-GNMA |
2039-04-20 |
4.500 |
Government Agency Debt |
$4,684,894.00 |
$2,936,059.86 |
|
GINNIE MAE-GNMA |
2034-04-20 |
6.000 |
Government Agency Debt |
$13,873,816.00 |
$2,145,826.06 |
|
GINNIE MAE-GNMA |
2052-07-15 |
2.299 |
Government Agency Debt |
$2,460,900.00 |
$2,502,753.40 |
|
GINNIE MAE-GNMA |
2042-10-20 |
4.500 |
Government Agency Debt |
$2,059,727.00 |
$2,272,455.60 |
|
GNMA II GTD CTF MULTI ISSUER-GNMA |
2027-09-20 |
3.000 |
Government Agency Debt |
$2,710,128.00 |
$2,887,002.67 |
|
GINNIE MAE-GNMA |
2027-09-20 |
3.500 |
Government Agency Debt |
$2,434,000.00 |
$2,598,767.10 |
|
GNMA II GTD CTF MULTI ISSUER-GNMA |
2042-07-20 |
3.500 |
Government Agency Debt |
$1,736,386.00 |
$1,823,406.01 |
|
GNMA II GTD CTF MULTI ISSUER-GNMA |
2027-06-20 |
2.500 |
Government Agency Debt |
$1,600,892.00 |
$1,658,252.65 |
|
GINNIE MAE-GNMA |
2042-10-15 |
3.500 |
Government Agency Debt |
$1,696,818.00 |
$1,852,955.23 |
|
GINNIE MAE-GNMA |
2042-10-15 |
3.500 |
Government Agency Debt |
$2,779,528.00 |
$3,035,290.90 |
|
GINNIE MAE-GNMA |
2042-10-20 |
3.500 |
Government Agency Debt |
$2,413,900.00 |
$2,651,989.39 |
|
GINNIE MAE-GNMA |
2042-10-15 |
3.500 |
Government Agency Debt |
$301,747.00 |
$329,512.75 |
|
GINNIE MAE-GNMA |
2042-10-15 |
3.500 |
Government Agency Debt |
$1,572,366.00 |
$1,730,809.65 |
|
GINNIE MAE-GNMA |
2042-10-15 |
3.000 |
Government Agency Debt |
$1,988,592.00 |
$2,121,579.08 |
|
GINNIE MAE-GNMA |
2042-10-15 |
3.500 |
Government Agency Debt |
$2,105,932.00 |
$2,306,295.98 |
|
GINNIE MAE-GNMA |
2042-10-15 |
3.500 |
Government Agency Debt |
$2,517,942.00 |
$2,760,653.14 |
|
GINNIE MAE-GNMA |
2042-09-15 |
3.500 |
Government Agency Debt |
$1,957,085.00 |
$2,137,171.39 |
|
GINNIE MAE-GNMA |
2027-07-15 |
3.000 |
Government Agency Debt |
$2,445,595.00 |
$2,576,293.60 |
|
GINNIE MAE-GNMA |
2045-10-15 |
2.040 |
Government Agency Debt |
$2,216,000.00 |
$2,296,511.71 |
|
GINNIE MAE-GNMA |
2027-07-15 |
3.000 |
Government Agency Debt |
$1,838,107.00 |
$1,939,425.41 |
|
GINNIE MAE-GNMA |
2042-08-20 |
3.750 |
Government Agency Debt |
$1,888,029.00 |
$2,052,037.32 |
|
GINNIE MAE-GNMA |
2042-08-20 |
3.750 |
Government Agency Debt |
$2,156,562.00 |
$2,347,522.79 |
|
GINNIE MAE-GNMA |
2042-07-15 |
3.500 |
Government Agency Debt |
$1,915,420.00 |
$2,098,640.00 |
|
GINNIE MAE-GNMA |
2042-10-15 |
3.500 |
Government Agency Debt |
$2,662,787.00 |
$2,907,810.44 |
|
GINNIE MAE-GNMA |
2042-07-20 |
3.000 |
Government Agency Debt |
$2,245,220.00 |
$2,385,619.49 |
|
GINNIE MAE-GNMA |
2042-10-15 |
3.500 |
Government Agency Debt |
$1,959,942.00 |
$2,140,289.32 |
|
GINNIE MAE-GNMA |
2047-07-15 |
2.480 |
Government Agency Debt |
$2,008,000.00 |
$2,009,771.57 |
|
GINNIE MAE-GNMA |
2027-07-15 |
3.000 |
Government Agency Debt |
$1,684,171.00 |
$1,778,084.94 |
|
GINNIE MAE-GNMA |
2033-11-15 |
2.950 |
Government Agency Debt |
$1,882,200.00 |
$1,940,111.64 |
|
GNMA I - MULTIPLE ISSUER-GNMA |
2042-05-15 |
3.500 |
Government Agency Debt |
$1,537,531.00 |
$1,665,181.42 |
|
GINNIE MAE-GNMA |
2042-09-20 |
4.000 |
Government Agency Debt |
$2,079,972.00 |
$2,276,256.38 |
|
GNMA I - MULTIPLE ISSUER-GNMA |
2042-07-15 |
3.500 |
Government Agency Debt |
$1,655,678.00 |
$1,806,727.96 |
|
GINNIE MAE-GNMA |
2041-06-15 |
4.500 |
Government Agency Debt |
$2,980,209.00 |
$3,033,116.55 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
FITCH'S RATING |
F1 |
|
MOODY'S RATING |
P-2 |
|
S&P RATING |
A-1 |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $120,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $120,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .67%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $120,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $120,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RBC CAPITAL MARKETS
Item 27. The title of the issue (including coupon or yield): RBC CAPITAL MARKETS-0.220
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 780050
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000050916
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 |
|---|---|---|---|---|---|
|
UNITED STATES TREAS NTS-USTR |
2015-09-15 |
0.250 |
Treasury Debt |
$658,147,100.00 |
$655,682,786.36 |
|
UNITED STATES TREAS NTS-USTR |
2015-07-15 |
0.250 |
Treasury Debt |
$17,566,300.00 |
$17,517,235.60 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $660,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $660,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 3.67%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $660,000,000.00
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: $660,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: RBC CAPITAL MARKETS
Item 27. The title of the issue (including coupon or yield): RBC CAPITAL MARKETS-0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 780050
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000050916
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
GINNIE MAE-GNMA |
2039-03-15 |
6.000 |
Government Agency Debt |
$351,262,669.00 |
$198,821,931.47 |
|
GINNIE MAE-GNMA |
2041-07-20 |
4.500 |
Government Agency Debt |
$118,330,422.00 |
$102,608,847.62 |
|
GINNIE MAE-GNMA |
2042-02-20 |
4.000 |
Government Agency Debt |
$160,383,230.00 |
$157,569,221.32 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $450,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $450,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $450,000,000.00
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: $450,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: ROYAL BK OF SCOT -REPO
Item 27. The title of the issue (including coupon or yield): ROYAL BK OF SCOT -REPO-0.260
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 78009R
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000844150
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 |
|---|---|---|---|---|---|
|
U.S. TREASURY-NOTY 05/15/16 5.1250 |
2016-05-15 |
5.125 |
Treasury Debt |
$82,600,000.00 |
$97,947,568.73 |
|
U.S. TREASURY-NOTY 08/15/20 2.6250 |
2020-08-15 |
2.625 |
Treasury Debt |
$127,000,000.00 |
$139,900,980.95 |
|
U.S. TREASURY-NOTY 02/28/14 1.8750 |
2014-02-28 |
1.875 |
Treasury Debt |
$79,000,000.00 |
$80,965,486.41 |
|
U.S. TREASURY-NOTY 01/31/15 2.2500 |
2015-01-31 |
2.250 |
Treasury Debt |
$115,000,000.00 |
$120,588,419.44 |
|
U.S. TREASURY-NOTY 06/30/15 1.8750 |
2015-06-30 |
1.875 |
Treasury Debt |
$88,000,000.00 |
$92,057,420.73 |
|
U.S. TREASURY-NOTY 08/15/15 4.2500 |
2015-08-15 |
4.250 |
Treasury Debt |
$27,400,000.00 |
$30,576,281.69 |
|
U.S. TREASURY-NOTY 02/15/16 4.5000 |
2016-02-15 |
4.500 |
Treasury Debt |
$107,840,000.00 |
$123,102,136.38 |
|
U.S. TREASURY-NOTY 03/31/16 2.3750 |
2016-03-31 |
2.375 |
Treasury Debt |
$97,500,000.00 |
$103,981,083.33 |
|
U.S. TREASURY-NOTE 05/31/16 1.7500 |
2016-05-31 |
1.750 |
Treasury Debt |
$76,100,000.00 |
$80,015,772.45 |
|
U.S. TREASURY-NOTE 06/30/16 1.5000 |
2016-06-30 |
1.500 |
Treasury Debt |
$125,000,000.00 |
$130,080,446.60 |
|
U.S. TREASURY-NOTE 11/30/17 2.2500 |
2017-11-30 |
2.250 |
Treasury Debt |
$89,000,000.00 |
$96,428,446.89 |
|
U.S. TREASURY-NOTE 02/28/18 2.7500 |
2018-02-28 |
2.750 |
Treasury Debt |
$84,000,000.00 |
$92,874,926.09 |
|
U.S. TREASURY-NOTE 07/31/19 0.8750 |
2019-07-31 |
0.875 |
Treasury Debt |
$85,000,000.00 |
$83,804,685.47 |
|
U.S. TREASURY-NOTY 02/15/14 4.0000 |
2014-02-15 |
4.000 |
Treasury Debt |
$81,000,000.00 |
$85,601,582.77 |
|
U.S. TREASURY-NOTE 05/15/15 0.2500 |
2015-05-15 |
0.250 |
Treasury Debt |
$100,000,000.00 |
$99,833,810.33 |
|
U.S. TREASURY-NOTE 11/30/15 1.3750 |
2015-11-30 |
1.375 |
Treasury Debt |
$70,875,000.00 |
$73,331,382.57 |
|
U.S. TREASURY-NOTE 03/31/16 2.2500 |
2016-03-31 |
2.250 |
Treasury Debt |
$95,000,000.00 |
$100,911,486.74 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
FITCH'S RATING |
F1 |
|
MOODY'S RATING |
P-2 |
|
S&P RATING |
A-1 |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,600,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,600,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 8.9%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,600,000,000.00
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: $1,600,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SG AMERICAN SECURITIES
Item 27. The title of the issue (including coupon or yield): SG AMERICAN SECURITIES-0.240
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 833600
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000906433
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 |
|---|---|---|---|---|---|
|
UNITED STATES TREAS SEC STRIPPED INT PMT-USTR |
2030-11-15 |
0.000 |
Treasury Debt |
$300,000.00 |
$182,727.00 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT-USTR |
2029-08-15 |
0.000 |
Treasury Debt |
$2,000,000.00 |
$1,273,440.00 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT-USTR |
2023-05-15 |
0.000 |
Treasury Debt |
$130,000.00 |
$105,497.60 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT-USTR |
2022-05-15 |
0.000 |
Treasury Debt |
$1,268,000.00 |
$1,070,027.15 |
|
UNITED STATES TREAS SEC STRIPPED INT PMT-USTR |
2018-05-15 |
0.000 |
Treasury Debt |
$10,000.00 |
$9,502.20 |
|
UNITED STATES TREAS NTS-USTR |
2014-12-31 |
2.625 |
Treasury Debt |
$25,000.00 |
$26,461.54 |
|
UNITED STATES TREAS NTS-USTR |
2013-12-31 |
0.125 |
Treasury Debt |
$4,862,000.00 |
$4,857,953.83 |
|
UNITED STATES TREAS NTS-USTR |
2012-12-31 |
0.625 |
Treasury Debt |
$1,850,000.00 |
$1,855,159.63 |
|
UNITED STATES TREAS NTS-USTR |
2014-12-15 |
0.250 |
Treasury Debt |
$12,441,000.00 |
$12,435,185.36 |
|
UNITED STATES TREAS NTS-USTR |
2013-12-15 |
0.750 |
Treasury Debt |
$30,000,000.00 |
$30,258,266.06 |
|
UNITED STATES TREAS NTS-USTR |
2018-11-30 |
1.375 |
Treasury Debt |
$37,309,000.00 |
$38,397,898.63 |
|
UNITED STATES TREAS NTS-USTR |
2017-11-30 |
2.250 |
Treasury Debt |
$299,000.00 |
$323,956.25 |
|
UNITED STATES TREAS NTS-USTR |
2016-11-30 |
0.875 |
Treasury Debt |
$1,000.00 |
$1,015.37 |
|
UNITED STATES TREAS NTS-USTR |
2014-11-30 |
2.125 |
Treasury Debt |
$1,000.00 |
$1,046.30 |
|
UNITED STATES TREAS NTS-USTR |
2013-11-30 |
0.250 |
Treasury Debt |
$10,276,000.00 |
$10,289,924.82 |
|
UNITED STATES TREAS NTS-USTR |
2012-11-30 |
0.500 |
Treasury Debt |
$27,335,000.00 |
$27,398,421.68 |
|
UNITED STATES TREAS NTS-USTR |
2017-11-15 |
4.250 |
Treasury Debt |
$579,800.00 |
$691,224.60 |
|
UNITED STATES TREAS NTS-USTR |
2016-11-15 |
4.625 |
Treasury Debt |
$20,295,000.00 |
$24,008,149.04 |
|
UNITED STATES TREAS NTS-USTR |
2015-11-15 |
4.500 |
Treasury Debt |
$23,996,000.00 |
$27,438,844.35 |
|
UNITED STATES TREAS NTS-USTR |
2013-11-15 |
0.500 |
Treasury Debt |
$20,000,000.00 |
$20,105,303.91 |
|
UNITED STATES TREAS NTS-USTR |
2012-11-15 |
4.000 |
Treasury Debt |
$110,000.00 |
$112,192.25 |
|
UNITED STATES TREAS NTS-USTR |
2012-11-15 |
1.375 |
Treasury Debt |
$514,000.00 |
$517,486.73 |
|
UNITED STATES TREAS NTS-USTR |
2018-10-31 |
1.750 |
Treasury Debt |
$1,000.00 |
$1,046.02 |
|
UNITED STATES TREAS NTS-USTR |
2017-10-31 |
1.875 |
Treasury Debt |
$968,000.00 |
$1,021,542.98 |
|
UNITED STATES TREAS NTS-USTR |
2016-10-31 |
1.000 |
Treasury Debt |
$14,000.00 |
$14,236.25 |
|
UNITED STATES TREAS NTS-USTR |
2016-10-31 |
3.125 |
Treasury Debt |
$8,782,000.00 |
$9,668,437.51 |
|
UNITED STATES TREAS NTS-USTR |
2013-10-31 |
2.750 |
Treasury Debt |
$25,250,000.00 |
$25,889,077.50 |
|
UNITED STATES TREAS NTS-USTR |
2014-10-15 |
0.500 |
Treasury Debt |
$800,000.00 |
$803,239.82 |
|
UNITED STATES TREAS NTS-USTR |
2018-09-30 |
1.375 |
Treasury Debt |
$889,600.00 |
$912,330.18 |
|
UNITED STATES TREAS NTS-USTR |
2016-09-30 |
3.000 |
Treasury Debt |
$5,562,000.00 |
$6,102,865.26 |
|
UNITED STATES TREAS NTS-USTR |
2013-09-30 |
3.125 |
Treasury Debt |
$120,000.00 |
$123,525.64 |
|
UNITED STATES TREAS NTS-USTR |
2019-08-31 |
1.000 |
Treasury Debt |
$634,000.00 |
$629,273.58 |
|
UNITED STATES TREAS NTS-USTR |
2017-08-31 |
0.625 |
Treasury Debt |
$16,100.00 |
$16,051.55 |
|
UNITED STATES TREAS NTS-USTR |
2017-08-31 |
1.875 |
Treasury Debt |
$763,000.00 |
$807,733.56 |
|
UNITED STATES TREAS NTS-USTR |
2015-08-31 |
1.250 |
Treasury Debt |
$17,450,000.00 |
$17,906,655.22 |
|
UNITED STATES TREAS NTS-USTR |
2013-08-31 |
0.125 |
Treasury Debt |
$807,900.00 |
$807,504.64 |
|
UNITED STATES TREAS NTS-USTR |
2021-08-15 |
2.125 |
Treasury Debt |
$513,000.00 |
$540,530.82 |
|
UNITED STATES TREAS NTS-USTR |
2020-08-15 |
2.625 |
Treasury Debt |
$3,889,000.00 |
$4,284,054.44 |
|
UNITED STATES TREAS NTS-USTR |
2019-08-15 |
3.625 |
Treasury Debt |
$8,744,000.00 |
$10,256,492.68 |
|
UNITED STATES TREAS NTS-USTR |
2016-08-15 |
4.875 |
Treasury Debt |
$145,300.00 |
$170,416.03 |
|
UNITED STATES TREAS NTS-USTR |
2014-08-15 |
4.250 |
Treasury Debt |
$9,800,000.00 |
$10,579,273.09 |
|
UNITED STATES TREAS NTS-USTR |
2013-08-15 |
0.750 |
Treasury Debt |
$250,000.00 |
$251,467.32 |
|
UNITED STATES TREAS NTS-USTR |
2013-08-15 |
4.250 |
Treasury Debt |
$603,000.00 |
$627,585.91 |
|
UNITED STATES TREAS NTS-USTR |
2019-07-31 |
0.875 |
Treasury Debt |
$1,000.00 |
$985.93 |
|
UNITED STATES TREAS NTS-USTR |
2017-07-31 |
0.500 |
Treasury Debt |
$1,087,200.00 |
$1,078,196.89 |
|
UNITED STATES TREAS NTS-USTR |
2017-07-31 |
2.375 |
Treasury Debt |
$9,846,000.00 |
$10,673,679.37 |
|
UNITED STATES TREAS NTS-USTR |
2014-07-31 |
2.625 |
Treasury Debt |
$3,059,000.00 |
$3,203,823.76 |
|
UNITED STATES TREAS NTS-USTR |
2013-07-31 |
0.375 |
Treasury Debt |
$12,165,900.00 |
$12,193,486.17 |
|
UNITED STATES TREAS NTS-USTR |
2022-07-15 |
0.125 |
Treasury Debt |
$1,000,000.00 |
$1,090,251.07 |
|
UNITED STATES TREAS NTS-USTR |
2021-07-15 |
0.625 |
Treasury Debt |
$100,000.00 |
$116,505.04 |
|
UNITED STATES TREAS NTS-USTR |
2015-07-15 |
0.250 |
Treasury Debt |
$75,000.00 |
$74,790.51 |
|
UNITED STATES TREAS NTS-USTR |
2014-07-15 |
2.000 |
Treasury Debt |
$6,400,000.00 |
$8,327,522.79 |
|
UNITED STATES TREAS NTS-USTR |
2013-07-15 |
1.000 |
Treasury Debt |
$11,992,000.00 |
$12,093,749.51 |
|
UNITED STATES TREAS NTS-USTR |
2019-06-30 |
1.000 |
Treasury Debt |
$42,422,500.00 |
$42,266,062.41 |
|
UNITED STATES TREAS NTS-USTR |
2018-06-30 |
2.375 |
Treasury Debt |
$4,480,000.00 |
$4,883,057.44 |
|
UNITED STATES TREAS NTS-USTR |
2017-06-30 |
0.750 |
Treasury Debt |
$56,812,000.00 |
$57,114,228.10 |
|
UNITED STATES TREAS NTS-USTR |
2016-06-30 |
1.500 |
Treasury Debt |
$22,057,800.00 |
$22,954,197.82 |
|
UNITED STATES TREAS NTS-USTR |
2014-06-30 |
0.250 |
Treasury Debt |
$575,000.00 |
$575,210.21 |
|
UNITED STATES TREAS NTS-USTR |
2013-06-30 |
0.375 |
Treasury Debt |
$50,000.00 |
$50,125.16 |
|
UNITED STATES TREAS NTS-USTR |
2013-06-30 |
3.375 |
Treasury Debt |
$1,000,000.00 |
$1,032,450.57 |
|
UNITED STATES TREAS NTS-USTR |
2014-06-15 |
0.750 |
Treasury Debt |
$158,100.00 |
$159,757.49 |
|
UNITED STATES TREAS NTS-USTR |
2018-05-31 |
2.375 |
Treasury Debt |
$6,730,000.00 |
$7,346,254.51 |
|
UNITED STATES TREAS NTS-USTR |
2017-05-31 |
0.625 |
Treasury Debt |
$30,220,200.00 |
$30,242,493.59 |
|
UNITED STATES TREAS NTS-USTR |
2016-05-31 |
3.250 |
Treasury Debt |
$1,519,000.00 |
$1,687,739.73 |
|
UNITED STATES TREAS NTS-USTR |
2016-05-31 |
1.750 |
Treasury Debt |
$34,275,000.00 |
$36,030,619.44 |
|
UNITED STATES TREAS NTS-USTR |
2015-05-31 |
2.125 |
Treasury Debt |
$2,440,000.00 |
$2,571,670.19 |
|
UNITED STATES TREAS NTS-USTR |
2014-05-31 |
0.250 |
Treasury Debt |
$21,147,000.00 |
$21,162,502.48 |
|
UNITED STATES TREAS NTS-USTR |
2019-05-15 |
3.125 |
Treasury Debt |
$937,000.00 |
$1,073,353.38 |
|
UNITED STATES TREAS NTS-USTR |
2018-05-15 |
3.875 |
Treasury Debt |
$2,267,000.00 |
$2,678,745.04 |
|
UNITED STATES TREAS NTS-USTR |
2017-05-15 |
4.500 |
Treasury Debt |
$26,930,000.00 |
$32,110,921.61 |
|
UNITED STATES TREAS NTS-USTR |
2016-05-15 |
5.125 |
Treasury Debt |
$4,590,000.00 |
$5,442,473.18 |
|
UNITED STATES TREAS NTS-USTR |
2015-05-15 |
4.125 |
Treasury Debt |
$39,670,000.00 |
$44,190,143.17 |
|
UNITED STATES TREAS NTS-USTR |
2014-05-15 |
4.750 |
Treasury Debt |
$144,000.00 |
$157,041.19 |
|
UNITED STATES TREAS NTS-USTR |
2013-05-15 |
1.375 |
Treasury Debt |
$500,000.00 |
$506,397.26 |
|
UNITED STATES TREAS NTS-USTR |
2013-05-15 |
3.625 |
Treasury Debt |
$2,923,000.00 |
$3,025,998.97 |
|
UNITED STATES TREAS NTS-USTR |
2018-04-30 |
2.625 |
Treasury Debt |
$8,192,000.00 |
$8,971,550.72 |
|
UNITED STATES TREAS NTS-USTR |
2017-04-30 |
3.125 |
Treasury Debt |
$280,000.00 |
$310,625.00 |
|
UNITED STATES TREAS NTS-USTR |
2017-04-30 |
0.875 |
Treasury Debt |
$13,553,500.00 |
$13,680,564.06 |
|
UNITED STATES TREAS NTS-USTR |
2013-04-30 |
0.625 |
Treasury Debt |
$775,000.00 |
$776,695.70 |
|
UNITED STATES TREAS NTS-USTR |
2013-04-30 |
3.125 |
Treasury Debt |
$3,340,000.00 |
$3,389,331.80 |
|
UNITED STATES TREAS NTS-USTR |
2016-04-15 |
0.125 |
Treasury Debt |
$400,000.00 |
$439,235.68 |
|
UNITED STATES TREAS NTS-USTR |
2015-04-15 |
0.375 |
Treasury Debt |
$1,792,000.00 |
$1,793,135.83 |
|
UNITED STATES TREAS NTS-USTR |
2014-04-15 |
1.250 |
Treasury Debt |
$635,000.00 |
$644,477.02 |
|
UNITED STATES TREAS NTS-USTR |
2019-03-31 |
1.500 |
Treasury Debt |
$5,827,000.00 |
$5,997,425.02 |
|
UNITED STATES TREAS NTS-USTR |
2018-03-31 |
2.875 |
Treasury Debt |
$359,000.00 |
$398,668.95 |
|
UNITED STATES TREAS NTS-USTR |
2017-03-31 |
3.250 |
Treasury Debt |
$116,000.00 |
$129,497.97 |
|
UNITED STATES TREAS NTS-USTR |
2017-03-31 |
1.000 |
Treasury Debt |
$6,695,400.00 |
$6,803,628.78 |
|
UNITED STATES TREAS NTS-USTR |
2016-03-31 |
2.250 |
Treasury Debt |
$4,077,000.00 |
$4,330,068.39 |
|
UNITED STATES TREAS NTS-USTR |
2016-03-31 |
2.375 |
Treasury Debt |
$36,200,000.00 |
$38,603,595.46 |
|
UNITED STATES TREAS NTS-USTR |
2015-03-31 |
2.500 |
Treasury Debt |
$500,000.00 |
$527,002.06 |
|
UNITED STATES TREAS NTS-USTR |
2014-03-31 |
0.250 |
Treasury Debt |
$620,000.00 |
$620,132.00 |
|
UNITED STATES TREAS NTS-USTR |
2013-03-31 |
2.500 |
Treasury Debt |
$2,200,000.00 |
$2,225,997.66 |
|
UNITED STATES TREAS NTS-USTR |
2015-03-15 |
0.375 |
Treasury Debt |
$7,000.00 |
$7,008.79 |
|
UNITED STATES TREAS NTS-USTR |
2013-03-15 |
1.375 |
Treasury Debt |
$28,546,900.00 |
$28,726,095.67 |
|
UNITED STATES TREAS NTS-USTR |
2016-02-29 |
2.125 |
Treasury Debt |
$50,000.00 |
$52,929.04 |
|
UNITED STATES TREAS NTS-USTR |
2016-02-29 |
2.625 |
Treasury Debt |
$20,000,000.00 |
$21,519,726.85 |
|
UNITED STATES TREAS NTS-USTR |
2014-02-28 |
1.875 |
Treasury Debt |
$3,780,000.00 |
$3,874,040.84 |
|
UNITED STATES TREAS NTS-USTR |
2013-02-28 |
2.750 |
Treasury Debt |
$1,254,000.00 |
$1,270,587.88 |
|
UNITED STATES TREAS NTS-USTR |
2022-02-15 |
2.000 |
Treasury Debt |
$2,814,700.00 |
$2,918,395.75 |
|
UNITED STATES TREAS NTS-USTR |
2021-02-15 |
3.625 |
Treasury Debt |
$11,746,000.00 |
$13,879,636.45 |
|
UNITED STATES TREAS NTS-USTR |
2018-02-15 |
3.500 |
Treasury Debt |
$1,523,000.00 |
$1,745,713.42 |
|
UNITED STATES TREAS NTS-USTR |
2017-02-15 |
4.625 |
Treasury Debt |
$37,000.00 |
$43,624.93 |
|
UNITED STATES TREAS NTS-USTR |
2013-02-15 |
1.375 |
Treasury Debt |
$550,000.00 |
$553,518.37 |
|
UNITED STATES TREAS NTS-USTR |
2013-02-15 |
3.875 |
Treasury Debt |
$1,500,000.00 |
$1,528,452.02 |
|
UNITED STATES TREAS NTS-USTR |
2019-01-31 |
1.250 |
Treasury Debt |
$1,270,000.00 |
$1,292,320.24 |
|
UNITED STATES TREAS NTS-USTR |
2018-01-31 |
2.625 |
Treasury Debt |
$22,879,000.00 |
$25,177,710.32 |
|
UNITED STATES TREAS NTS-USTR |
2017-01-31 |
3.125 |
Treasury Debt |
$37,000.00 |
$41,185.64 |
|
UNITED STATES TREAS NTS-USTR |
2017-01-31 |
0.875 |
Treasury Debt |
$5,159,000.00 |
$5,226,312.05 |
|
UNITED STATES TREAS NTS-USTR |
2017-01-15 |
2.375 |
Treasury Debt |
$300,000.00 |
$401,136.49 |
|
UNITED STATES TREAS NTS-USTR |
2013-01-15 |
1.375 |
Treasury Debt |
$5,550,000.00 |
$5,586,271.05 |
|
UNITED STATES TREAS BDS-USTR |
2041-11-15 |
3.125 |
Treasury Debt |
$3,040,000.00 |
$3,249,401.95 |
|
UNITED STATES TREAS BDS-USTR |
2039-11-15 |
4.375 |
Treasury Debt |
$1,600,000.00 |
$2,127,396.33 |
|
UNITED STATES TREAS BDS-USTR |
2028-11-15 |
5.250 |
Treasury Debt |
$563,000.00 |
$795,749.86 |
|
UNITED STATES TREAS BDS-USTR |
2027-11-15 |
6.125 |
Treasury Debt |
$1,200,000.00 |
$1,826,350.07 |
|
UNITED STATES TREAS BDS-USTR |
2026-11-15 |
6.500 |
Treasury Debt |
$900,000.00 |
$1,399,932.48 |
|
UNITED STATES TREAS BDS-USTR |
2021-11-15 |
8.000 |
Treasury Debt |
$5,380,000.00 |
$8,547,583.30 |
|
UNITED STATES TREAS BDS-USTR |
2016-11-15 |
7.500 |
Treasury Debt |
$2,982,000.00 |
$3,908,486.33 |
|
UNITED STATES TREAS BDS-USTR |
2040-08-15 |
3.875 |
Treasury Debt |
$8,438,600.00 |
$10,283,084.00 |
|
UNITED STATES TREAS BDS-USTR |
2039-08-15 |
4.500 |
Treasury Debt |
$25,066,500.00 |
$33,672,374.91 |
|
UNITED STATES TREAS BDS-USTR |
2028-08-15 |
5.500 |
Treasury Debt |
$470,000.00 |
$673,288.23 |
|
UNITED STATES TREAS BDS-USTR |
2027-08-15 |
6.375 |
Treasury Debt |
$1,950,000.00 |
$2,995,490.53 |
|
UNITED STATES TREAS BDS-USTR |
2026-08-15 |
6.750 |
Treasury Debt |
$1,511,000.00 |
$2,366,820.79 |
|
UNITED STATES TREAS BDS-USTR |
2025-08-15 |
6.875 |
Treasury Debt |
$26,118,000.00 |
$40,772,945.35 |
|
UNITED STATES TREAS BDS-USTR |
2023-08-15 |
6.250 |
Treasury Debt |
$14,795,000.00 |
$21,469,430.55 |
|
UNITED STATES TREAS BDS-USTR |
2021-08-15 |
8.125 |
Treasury Debt |
$1,443,000.00 |
$2,265,014.58 |
|
UNITED STATES TREAS BDS-USTR |
2017-08-15 |
8.875 |
Treasury Debt |
$2,547,000.00 |
$3,576,484.59 |
|
UNITED STATES TREAS BDS-USTR |
2015-08-15 |
10.625 |
Treasury Debt |
$37,000,000.00 |
$48,315,549.33 |
|
UNITED STATES TREAS BDS-USTR |
2041-05-15 |
4.375 |
Treasury Debt |
$6,214,500.00 |
$8,279,452.26 |
|
UNITED STATES TREAS BDS-USTR |
2040-05-15 |
4.375 |
Treasury Debt |
$18,046,000.00 |
$24,014,113.78 |
|
UNITED STATES TREAS BDS-USTR |
2039-05-15 |
4.250 |
Treasury Debt |
$552,000.00 |
$719,662.63 |
|
UNITED STATES TREAS BDS-USTR |
2038-05-15 |
4.500 |
Treasury Debt |
$686,000.00 |
$926,449.69 |
|
UNITED STATES TREAS BDS-USTR |
2037-05-15 |
5.000 |
Treasury Debt |
$91,000.00 |
$131,323.73 |
|
UNITED STATES TREAS BDS-USTR |
2021-05-15 |
8.125 |
Treasury Debt |
$307,000.00 |
$485,050.53 |
|
UNITED STATES TREAS BDS-USTR |
2018-05-15 |
9.125 |
Treasury Debt |
$1,228,000.00 |
$1,831,676.90 |
|
UNITED STATES TREAS BDS-USTR |
2017-05-15 |
8.750 |
Treasury Debt |
$520,000.00 |
$729,395.38 |
|
UNITED STATES TREAS BDS-USTR |
2016-05-15 |
7.250 |
Treasury Debt |
$849,000.00 |
$1,078,374.19 |
|
UNITED STATES TREAS BDS-USTR |
2042-02-15 |
0.750 |
Treasury Debt |
$23,000,000.00 |
$25,847,844.48 |
|
UNITED STATES TREAS BDS-USTR |
2042-02-15 |
3.125 |
Treasury Debt |
$16,971,300.00 |
$17,986,518.46 |
|
UNITED STATES TREAS BDS-USTR |
2041-02-15 |
4.750 |
Treasury Debt |
$1,481,000.00 |
$2,070,763.61 |
|
UNITED STATES TREAS BDS-USTR |
2038-02-15 |
4.375 |
Treasury Debt |
$6,352,000.00 |
$8,346,491.23 |
|
UNITED STATES TREAS BDS-USTR |
2037-02-15 |
4.750 |
Treasury Debt |
$9,012,000.00 |
$12,455,727.25 |
|
UNITED STATES TREAS BDS-USTR |
2029-02-15 |
5.250 |
Treasury Debt |
$600,700.00 |
$842,839.19 |
|
UNITED STATES TREAS BDS-USTR |
2026-02-15 |
6.000 |
Treasury Debt |
$17,400,000.00 |
$25,489,161.65 |
|
UNITED STATES TREAS BDS-USTR |
2021-02-15 |
7.875 |
Treasury Debt |
$607,000.00 |
$927,804.70 |
|
UNITED STATES TREAS BDS-USTR |
2020-02-15 |
8.500 |
Treasury Debt |
$1,562,000.00 |
$2,391,038.25 |
|
UNITED STATES TREAS BDS-USTR |
2019-02-15 |
8.875 |
Treasury Debt |
$1,000.00 |
$1,502.00 |
|
UNITED STATES TREAS BDS-USTR |
2016-02-15 |
9.250 |
Treasury Debt |
$300,000.00 |
$391,962.78 |
|
UNITED STATES TREAS BDS-USTR |
2029-01-15 |
2.500 |
Treasury Debt |
$890,000.00 |
$1,380,738.77 |
|
UNITED STATES TREAS BD STRIPPED PRIN PMT-USTR |
2041-11-15 |
0.000 |
Treasury Debt |
$500,000.00 |
$205,515.00 |
|
UNITED STATES TREAS BILLS-USTR |
2013-04-25 |
0.000 |
Treasury Debt |
$8,632,000.00 |
$8,625,094.40 |
|
UNITED STATES TREAS BILLS-USTR |
2012-12-27 |
0.000 |
Treasury Debt |
$2,964,000.00 |
$2,963,368.66 |
|
UNITED STATES TREAS BILLS-USTR |
2012-12-20 |
0.000 |
Treasury Debt |
$18,313,300.00 |
$18,310,131.79 |
|
UNITED STATES TREAS BILLS-USTR |
2012-12-06 |
0.000 |
Treasury Debt |
$495,000.00 |
$494,947.53 |
|
UNITED STATES TREAS BILLS-USTR |
2012-11-15 |
0.000 |
Treasury Debt |
$405,000.00 |
$404,978.94 |
|
UNITED STATES TREAS BILLS-USTR |
2013-09-19 |
0.000 |
Treasury Debt |
$6,250,000.00 |
$6,240,437.50 |
|
UNITED STATES TREAS BILLS-USTR |
2013-07-25 |
0.000 |
Treasury Debt |
$446,000.00 |
$445,435.36 |
|
UNITED STATES TREAS BILLS-USTR |
2013-05-30 |
0.000 |
Treasury Debt |
$566,000.00 |
$565,466.82 |
|
UNITED STATES TREAS BILLS-USTR |
2013-02-28 |
0.000 |
Treasury Debt |
$42,223,800.00 |
$42,205,348.19 |
|
UNITED STATES TREAS BILLS-USTR |
2013-01-31 |
0.000 |
Treasury Debt |
$94,000.00 |
$93,970.86 |
|
UNITED STATES TREAS BILLS-USTR |
2013-01-24 |
0.000 |
Treasury Debt |
$57,318,000.00 |
$57,301,549.73 |
|
UNITED STATES TREAS BILLS-USTR |
2013-01-10 |
0.000 |
Treasury Debt |
$1,197,000.00 |
$1,196,784.54 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1 |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $1,300,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $1,300,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 7.23%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $1,300,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $1,300,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: SOCIETE GENERALE- NY
Item 27. The title of the issue (including coupon or yield): SOCIETE GENERALE- NY-0.250
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: [Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: 83365N
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: 0000906433
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Government Agency Repurchase Agreement
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? Yes
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
Principal amount
|
Value of collateral |
|---|---|---|---|---|---|
|
GINNIE MAE-GNMA |
2040-03-15 |
4.500 |
Government Agency Debt |
$11,000,000.00 |
$10,383,918.95 |
|
GINNIE MAE-GNMA |
2038-10-15 |
5.500 |
Government Agency Debt |
$39,145,850.00 |
$9,961,440.06 |
|
GINNIE MAE-GNMA |
2039-02-15 |
4.500 |
Government Agency Debt |
$15,704,217.00 |
$10,242,989.33 |
|
GINNIE MAE-GNMA |
2038-01-15 |
6.000 |
Government Agency Debt |
$49,000,000.00 |
$12,490,777.06 |
|
GINNIE MAE-GNMA |
2040-03-15 |
4.000 |
Government Agency Debt |
$12,500,000.00 |
$10,986,723.97 |
|
GINNIE MAE-GNMA |
2041-10-20 |
3.000 |
Government Agency Debt |
$10,236,153.00 |
$10,311,251.37 |
|
GINNIE MAE-GNMA |
2035-04-15 |
5.000 |
Government Agency Debt |
$39,504,000.00 |
$11,088,876.59 |
|
GNMA I & II - SINGLE ISSUER-GNMA |
2040-10-15 |
4.000 |
Government Agency Debt |
$11,824,306.00 |
$11,399,390.73 |
|
GINNIE MAE-GNMA |
2040-09-15 |
4.000 |
Government Agency Debt |
$10,513,736.00 |
$10,762,289.14 |
|
GINNIE MAE-GNMA |
2040-03-15 |
5.000 |
Government Agency Debt |
$13,996,251.00 |
$10,526,261.39 |
|
GINNIE MAE-GNMA |
2039-12-15 |
5.500 |
Government Agency Debt |
$16,607,749.00 |
$11,682,202.28 |
|
GINNIE MAE-GNMA |
2039-07-15 |
5.000 |
Government Agency Debt |
$20,000,000.00 |
$10,811,797.05 |
|
GINNIE MAE-GNMA |
2041-06-15 |
4.500 |
Government Agency Debt |
$11,640,042.00 |
$11,150,769.75 |
|
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA II-GNMA |
2041-12-20 |
3.500 |
Government Agency Debt |
$10,110,215.00 |
$10,429,283.29 |
|
GINNIE MAE-GNMA |
2038-12-20 |
6.500 |
Government Agency Debt |
$12,081,298.00 |
$12,113,645.89 |
|
GINNIE MAE-GNMA |
2040-10-20 |
4.500 |
Government Agency Debt |
$11,670,000.00 |
$9,664,929.85 |
|
GINNIE MAE-GNMA |
2036-07-20 |
6.500 |
Government Agency Debt |
$9,666,044.00 |
$9,934,505.04 |
|
GINNIE MAE-GNMA |
2041-06-20 |
5.000 |
Government Agency Debt |
$13,772,366.00 |
$10,846,622.00 |
|
GINNIE MAE-GNMA |
2025-04-20 |
4.000 |
Government Agency Debt |
$15,000,000.00 |
$11,083,863.59 |
|
GINNIE MAE-GNMA |
2042-02-20 |
4.000 |
Government Agency Debt |
$10,923,000.00 |
$10,731,350.18 |
|
GINNIE MAE-GNMA |
2041-02-20 |
4.000 |
Government Agency Debt |
$10,809,630.00 |
$10,040,651.85 |
|
GINNIE MAE-GNMA |
2025-02-20 |
4.000 |
Government Agency Debt |
$15,072,547.00 |
$10,186,134.41 |
|
GINNIE MAE-GNMA |
2036-01-20 |
5.500 |
Government Agency Debt |
$112,621,007.00 |
$29,727,911.54 |
|
GINNIE MAE-GNMA |
2035-01-20 |
5.000 |
Government Agency Debt |
$37,023,000.00 |
$10,445,492.73 |
|
GINNIE MAE-GNMA |
2042-10-20 |
3.500 |
Government Agency Debt |
$7,274,414.00 |
$7,928,257.72 |
|
GINNIE MAE-GNMA |
2042-09-20 |
3.000 |
Government Agency Debt |
$11,708,879.00 |
$12,562,449.96 |
|
GINNIE MAE-GNMA |
2042-08-20 |
3.500 |
Government Agency Debt |
$2,821,002.00 |
$2,979,504.17 |
|
GNMA II GTD CTF MULTI ISSUER-GNMA |
2042-08-20 |
4.000 |
Government Agency Debt |
$100,000,000.00 |
$108,783,575.37 |
|
GNMA II GTD CTF MULTI ISSUER-GNMA |
2042-07-20 |
4.500 |
Government Agency Debt |
$10,150,009.00 |
$11,213,725.73 |
|
GNMA II GTD CTF MULTI ISSUER-GNMA |
2042-06-20 |
3.500 |
Government Agency Debt |
$10,612,312.00 |
$11,095,184.23 |
|
GINNIE MAE-GNMA |
2047-10-15 |
2.299 |
Government Agency Debt |
$12,119,500.00 |
$12,777,039.43 |
|
GINNIE MAE-GNMA |
2042-09-15 |
3.000 |
Government Agency Debt |
$10,869,814.00 |
$11,575,239.54 |
|
GINNIE MAE-GNMA |
2052-10-15 |
2.640 |
Government Agency Debt |
$11,709,939.00 |
$12,439,924.88 |
|
GNMA I & II - SINGLE ISSUER-GNMA |
2042-09-15 |
3.000 |
Government Agency Debt |
$9,823,109.00 |
$10,471,002.30 |
|
GNMA I & II - SINGLE ISSUER-GNMA |
2042-09-15 |
3.000 |
Government Agency Debt |
$10,793,164.00 |
$11,494,792.65 |
|
GINNIE MAE-GNMA |
2042-11-15 |
2.145 |
Government Agency Debt |
$10,837,800.00 |
$10,315,282.56 |
|
GINNIE MAE-GNMA |
2037-10-15 |
2.290 |
Government Agency Debt |
$9,913,500.00 |
$10,002,397.65 |
|
GINNIE MAE-GNMA |
2033-07-15 |
3.149 |
Government Agency Debt |
$10,717,400.00 |
$11,292,413.48 |
|
Ginnie Mae (HMBS)-GNMA |
2062-07-20 |
4.844 |
Government Agency Debt |
$8,847,728.00 |
$9,970,719.24 |
|
GINNIE MAE-GNMA |
2042-04-15 |
4.000 |
Government Agency Debt |
$10,366,877.00 |
$10,629,251.85 |
|
GINNIE MAE-GNMA |
2047-11-15 |
2.200 |
Government Agency Debt |
$9,423,200.00 |
$9,970,342.40 |
|
GINNIE MAE-GNMA |
2044-08-15 |
2.330 |
Government Agency Debt |
$11,500,000.00 |
$12,127,344.16 |
|
GINNIE MAE-GNMA |
2031-08-20 |
4.000 |
Government Agency Debt |
$10,469,070.00 |
$11,150,390.92 |
|
GINNIE MAE-GNMA |
2031-08-20 |
4.000 |
Government Agency Debt |
$11,201,043.00 |
$12,050,813.49 |
|
GNMA-GNMA |
2052-08-15 |
1.850 |
Government Agency Debt |
$14,229,200.00 |
$13,160,468.50 |
|
GINNIE MAE-GNMA |
2041-05-20 |
4.500 |
Government Agency Debt |
$10,691,600.00 |
$11,006,802.03 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security: First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO |
Credit rating given by the Designated NRSRO |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1 |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $600,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $600,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 3.34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $600,000,000.00
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: $600,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY BILLS
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY BILLS-0.145
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9127956T3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-23
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $525,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $524,953,479.17
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.92%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $524,974,275.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $524,974,275.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY BILLS
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY BILLS-0.135
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9127956U0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-29
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-29
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $350,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $349,963,250.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.95%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $349,977,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $349,977,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY BILLS
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY BILLS-0.135
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9127957D7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $12,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $11,995,905.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .07%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $11,996,736.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $11,996,736.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY BILLS
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY BILLS-0.135
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 9127957H8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-02-28
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $400,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $399,821,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $399,838,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $399,838,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY BILLS
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY BILLS-0.140
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912795Z61
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-03-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-03-28
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: $850,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $849,528,374.99
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 4.73%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $849,531,650.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $849,531,650.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTES-1.345
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828MN7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-02-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-02-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $791,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $793,719,944.76
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 4.41%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $793,873,703.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $793,873,703.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTES-0.492
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828PV6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $350,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $350,103,328.68
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.95%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $350,150,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $350,150,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTES-2.473
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828HV5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-04-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-04-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $200,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $201,892,470.22
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.12%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $201,953,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $201,953,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTES-3.913
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828AP5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $190,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $190,279,792.74
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $190,304,380.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $190,304,380.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTES-1.095
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828MB3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-12-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-12-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $720,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $720,869,590.20
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 4.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $720,928,080.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $720,928,080.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTES-1.352
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828MG2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-01-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-01-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $896,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $898,216,830.80
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $898,379,776.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $898,379,776.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTES-3.791
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828AU4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-02-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-02-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $90,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $90,965,404.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .51%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $90,980,910.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $90,980,910.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTES-0.742
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828QL7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-04-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-04-01
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $190,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $190,455,444.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.06%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $190,489,820.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $190,489,820.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTES-0.492
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828QZ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-05-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-05-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $250,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $250,447,307.42
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.39%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $250,507,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $250,507,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTES-3.443
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828JB7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-05-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-05-31
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $281,500,000.00
Item 41. The total current amortized cost, to the nearest cent: $286,834,604.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.6%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $286,954,062.50
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: $286,954,062.50
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTES-1.367
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828MT4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-03-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-03-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $90,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $90,409,204.31
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $90,418,410.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $90,418,410.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTES-1.731
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828MX5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-04-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-04-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $430,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $433,090,523.24
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 2.41%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $433,157,920.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $433,157,920.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTES-0.611
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828QE3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-04-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-04-30
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: $310,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $310,653,852.76
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.73%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $310,750,820.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $310,750,820.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTES-1.094
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828NH9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2013-06-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2013-06-17
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $830,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $834,810,831.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 4.64%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $834,896,170.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $834,896,170.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTES-1.345
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828LX6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided 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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-15
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $43,700,000.00
Item 41. The total current amortized cost, to the nearest cent: $43,720,801.20
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: .24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $43,725,608.20
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: $43,725,608.20
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer: U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTES-3.320
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30: 912828HK9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item: [Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument: Treasury Debt
Brief description: (optional): [Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No
|
Name of the issuer |
Maturity date |
Coupon or yield |
Category of investment
|
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 |
|---|---|
|
FITCH'S RATING |
F1+ |
|
MOODY'S RATING |
P-1 |
|
S&P RATING |
A-1+ |
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d): 2012-11-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer: 2012-11-30
Item 37. Does the security have a Demand Feature? No
Item 38. Does the security have a Guarantee? No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No
Item 40. The total principal amount of the security held by the series, to the nearest cent: $240,000,000.00
Item 41. The total current amortized cost, to the nearest cent: $240,613,153.31
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent: 1.34%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security: - N/A -
Item 44. Is this an Illiquid Security as of the date of this report? No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent: $240,637,440.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent: $240,637,440.00
1 Year Dreyfus Govt Cash Administrative Chart |
1 Month Dreyfus Govt Cash Administrative Chart |
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