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Dreyfus Basic Money Market Fund, Inc – ‘N-MFP’ for 9/30/14

On:  Friday, 10/3/14, at 1:44pm ET   ·   For:  9/30/14   ·   Accession #:  30158-14-181   ·   File #:  811-06604

Previous ‘N-MFP’:  ‘N-MFP’ on 9/4/14 for 8/29/14   ·   Next:  ‘N-MFP’ on 11/6/14 for 10/31/14   ·   Latest:  ‘N-MFP’ on 4/5/16 for 3/31/16

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  As Of                Filer                Filing    For·On·As Docs:Size              Issuer               Agent

10/03/14  Dreyfus Basic Money Market Fd Inc N-MFP       9/30/14    1:117K                                   Dreyfus Liquid Asse… Inc
          → Dreyfus Basic Money Market Fund, Inc. ⇒ DBAXX

Monthly Schedule of Portfolio Holdings of a Money Market Fund   —   Form N-MFP
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: N-MFP       Monthly Schedule of Portfolio Holdings of a Money   HTML    114K 
                          Market Fund -- primary_doc.xml


        

This ‘N-MFP’ Document is an XML Data File that may be rendered in various formats:

  Form N-MFP    –   Plain Text   –  SEC Website  –  EDGAR System  –    XML Data    –  <?xml?> File
 
 
SEC Info℠ rendering:  Monthly Portfolio Holdings Schedule by a Money-Market Fund
 
UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
N-MFP

MONTHLY SCHEDULE OF PORTFOLIO HOLDINGS

OF MONEY MARKET FUNDS
OMB APPROVAL
OMB Number:3235-0657
Expires:May 31, 2013
Estimated average burden
hours per response:10.9

1. Identity Information

Report for
9/30/14
CIK Number of Registrant
885409
EDGAR Series Identifier
s000000010
Total number of share classes in the series
1
Do you anticipate that this will be the fund's final filing on Form N-MFP?
  YesXNo
Is the fund liquidating?
  YesXNo
Is the fund merging with, or being acquired by, another fund?
  YesXNo
Successor fund CIKSuccessor fund Securities Act File NumberSuccessor fund EDGAR Series Identifier
If this is not a final filing: has the fund acquired or merged with another fund since the last filing?
  YesXNo
Acquired or merged fund CIKAcquired or merged fund Securities Act File NumberAcquired or merged fund EDGAR Series Identifier

Part I - Information about the Fund

A. Series-Level Information

Item 1. Securities Act File Number
033-46490
Item 2. Investment Adviser
AdviserSEC File Number
The Dreyfus Corporation801-08147
Item 3. Sub-Adviser. If a fund has one or more sub-advisers, disclose the name of each sub-adviser
Sub AdvisorSEC File Number
Item 4. Independent Public Accountant
NameCityState
Ernst and Young LLPNew YorkNY
Item 5. Administrator. If a fund has one or more administrators, disclose the name of each administrator
Name
None
Item 6. Transfer Agent
NameCIK NumberSEC File Number
Dreyfus Transfer Inc1285911084-06102
Item 7. Master-Feeder Funds. Is this a feeder fund?
  YesXNo
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?
  YesXNo
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?
  YesXNo
Item 10. Category. Indicate the category that most closely identifies the money market fund
Prime
Item 11. Dollar weighted average portfolio maturity
33 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
47 days
Item 13. Total value of portfolio securities at amortized cost, to the nearest cent
$232,024,513.72
Item 14. Total value of other assets, to the nearest cent
$1,122,751.67
Item 15. Total value of liabilities, to the nearest cent
$190,194.89
Item 16. Net assets of the series, to the nearest cent
$232,957,070.50
Item 17. 7-day gross yield
0.16%
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.
$0.9997
b.Date as of which the market-based net asset value disclosed in item 18a was calculated.
9/30/14
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.
$0.9997
d.Date as of which the market-based net asset value disclosed in item 18c was calculated.
9/30/14

B. Class-Level Information.
For each Class of the Series, disclose the following:

Item 19. EDGAR Class Identifier
c000000014
Item 20. Minimum Initial Investment
$25,000.00
Item 21. Net assets of the Class, to the nearest cent
$232,957,070.50
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
$-3,764,887.67
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$3,759,360.46
b. Gross redemptions for the month ended, to the nearest cent
$7,524,248.13
Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A
0%
Item 25. Shadow Price of Each Class
a.The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent.
$0.9997
b.Date as of which the market-based net asset value disclosed in item 25a was calculated.
9/30/14
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.
$0.9997
d.Date as of which the market-based net asset value disclosed in item 25c was calculated.
9/30/14

Part II - Schedule of Portfolio Securities

For each security held by the money market fund, disclose the following:

Item 26. 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-0.010
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
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
897878
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
XYes  No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 12/31/18
from:
to:
c. Coupon or yield: 1.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $628.25
f. Value of collateral, to the nearest cent: $624.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 12/31/18
from:
to:
c. Coupon or yield: 1.5
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,268,312.50
f. Value of collateral, to the nearest cent: $1,267,120.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 11/15/20
from:
to:
c. Coupon or yield: 2.625
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,049,910.75
f. Value of collateral, to the nearest cent: $1,093,711.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 10/31/17
from:
to:
c. Coupon or yield: 0.75
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,404.75
f. Value of collateral, to the nearest cent: $18,236.31
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 9/30/18
from:
to:
c. Coupon or yield: 1.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,500,822.50
f. Value of collateral, to the nearest cent: $3,480,027.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 8/31/20
from:
to:
c. Coupon or yield: 2.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $755,128.50
f. Value of collateral, to the nearest cent: $760,705.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 8/15/21
from:
to:
c. Coupon or yield: 2.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,324,589.50
f. Value of collateral, to the nearest cent: $4,318,172.89
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 7/31/18
from:
to:
c. Coupon or yield: 1.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,849,242.50
f. Value of collateral, to the nearest cent: $1,846,522.65
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-TREASURY INFLATION ADJUSTED NOTE
b. Maturity date: 7/15/23
from:
to:
c. Coupon or yield: 0.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $175,000.00
f. Value of collateral, to the nearest cent: $177,359.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-TREASURY INFLATION ADJUSTED NOTE
b. Maturity date: 7/15/22
from:
to:
c. Coupon or yield: 0.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $866,250.00
f. Value of collateral, to the nearest cent: $876,334.59
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-TREASURY INFLATION ADJUSTED NOTE
b. Maturity date: 7/15/16
from:
to:
c. Coupon or yield: 2.5
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $262,500.00
f. Value of collateral, to the nearest cent: $330,569.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 6/30/20
from:
to:
c. Coupon or yield: 1.875
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,591,764.75
f. Value of collateral, to the nearest cent: $3,590,642.32
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 6/30/18
from:
to:
c. Coupon or yield: 2.375
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $3,762,694.25
f. Value of collateral, to the nearest cent: $3,913,192.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 6/30/16
from:
to:
c. Coupon or yield: 1.5
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $287.00
f. Value of collateral, to the nearest cent: $293.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 5/31/21
from:
to:
c. Coupon or yield: 2
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $121,570.75
f. Value of collateral, to the nearest cent: $121,060.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 4/30/16
from:
to:
c. Coupon or yield: 2
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $445,585.00
f. Value of collateral, to the nearest cent: $460,621.36
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-TREASURY INFLATION ADJUSTED NOTE
b. Maturity date: 4/15/18
from:
to:
c. Coupon or yield: 0.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $175,000.00
f. Value of collateral, to the nearest cent: $182,025.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-TREASURY INFLATION ADJUSTED NOTE
b. Maturity date: 4/15/17
from:
to:
c. Coupon or yield: 0.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $262,500.00
f. Value of collateral, to the nearest cent: $279,323.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 3/31/21
from:
to:
c. Coupon or yield: 2.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,156,938.00
f. Value of collateral, to the nearest cent: $2,170,755.34
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 2/28/18
from:
to:
c. Coupon or yield: 0.75
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,805,756.75
f. Value of collateral, to the nearest cent: $1,773,021.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 2/28/17
from:
to:
c. Coupon or yield: 0.875
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $41,655.25
f. Value of collateral, to the nearest cent: $41,737.52
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 2/15/21
from:
to:
c. Coupon or yield: 3.625
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,526,523.25
f. Value of collateral, to the nearest cent: $1,672,857.67
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 1/31/19
from:
to:
c. Coupon or yield: 1.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,942,500.00
f. Value of collateral, to the nearest cent: $1,914,353.19
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-TREASURY INFLATION ADJUSTED NOTE
b. Maturity date: 1/15/23
from:
to:
c. Coupon or yield: 0.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $175,000.00
f. Value of collateral, to the nearest cent: $174,813.30
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-TREASURY INFLATION ADJUSTED NOTE
b. Maturity date: 1/15/22
from:
to:
c. Coupon or yield: 0.125
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $175,000.00
f. Value of collateral, to the nearest cent: $180,048.69
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-TREASURY INFLATION ADJUSTED NOTE
b. Maturity date: 1/15/18
from:
to:
c. Coupon or yield: 1.625
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $175,000.00
f. Value of collateral, to the nearest cent: $212,155.63
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS-U.S. TREASURY BOND
b. Maturity date: 11/15/42
from:
to:
c. Coupon or yield: 2.75
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $353,484.25
f. Value of collateral, to the nearest cent: $328,794.25
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS-U.S. TREASURY BOND
b. Maturity date: 8/15/43
from:
to:
c. Coupon or yield: 3.625
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,625,000.00
f. Value of collateral, to the nearest cent: $2,864,114.53
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS-TREASURY INFLATION BOND
b. Maturity date: 4/15/28
from:
to:
c. Coupon or yield: 3.625
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $175,000.00
f. Value of collateral, to the nearest cent: $355,405.79
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BDS-U.S. TREASURY BOND
b. Maturity date: 2/15/20
from:
to:
c. Coupon or yield: 8.5
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $871,573.50
f. Value of collateral, to the nearest cent: $1,178,528.61
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BILLS-U.S. TREASURY BILL
b. Maturity date: 11/6/14
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $116,872.00
f. Value of collateral, to the nearest cent: $116,870.71
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
10/1/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
10/1/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$35,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
15.02%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$35,000,000.00
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
$35,000,000.00
Item 26. Name of the Issuer
ALPINE SECURITIZATION CO
Item 27. The title of the issue (including coupon or yield)
ALPINE SECURITIZATION CO-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
02086MN59
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
1/5/15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
1/5/15
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
XYes  No
a. The type of enhancement
Fully Supported
b. The identity of the enhancement provider
CREDIT SUISSE
c. Designated NRSRO(s) for the enhancement or enhancement provider
FITCH'S RATINGMOODY'S RATINGS&P RATING
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
F1P-1A-1
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,994,133.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,994,746.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,994,746.00
Item 26. Name of the Issuer
ANTALIS US FUNDING CORP.
Item 27. The title of the issue (including coupon or yield)
ANTALIS US FUNDING CORP.-0.160
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
03663UK38
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
10/3/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
10/3/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
XYes  No
a. The type of enhancement
Fully Supported
b. The identity of the enhancement provider
SOCIETE GENERALE
c. Designated NRSRO(s) for the enhancement or enhancement provider
FITCH'S RATINGMOODY'S RATINGS&P RATING
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
F1P-1A-1
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,999,911.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,999,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,999,900.00
Item 26. Name of the Issuer
BANK OF NOVA SCOTIA
Item 27. The title of the issue (including coupon or yield)
BANK OF NOVA SCOTIA-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
06417F6S4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
10/1/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
11/25/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$10,001,240.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$10,001,240.00
Item 26. Name of the Issuer
BANK OF TOKYO-MITSUBISHI
Item 27. The title of the issue (including coupon or yield)
BANK OF TOKYO-MITSUBISHI-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
06538HXG0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
2/17/15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
2/17/15
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$10,001,163.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$10,001,163.00
Item 26. Name of the Issuer
BARCLAYS CAPITAL INC.
Item 27. The title of the issue (including coupon or yield)
BARCLAYS CAPITAL INC.-0.010
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
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
851376
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Repurchase Agreement
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
XYes  No

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 11/15/42
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $78,704.74
f. Value of collateral, to the nearest cent: $30,947.49
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 11/15/40
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $89.52
f. Value of collateral, to the nearest cent: $37.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 11/15/37
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $76,175.25
f. Value of collateral, to the nearest cent: $35,947.10
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 8/15/42
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $18,731.42
f. Value of collateral, to the nearest cent: $7,427.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 8/15/41
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $49,771.42
f. Value of collateral, to the nearest cent: $20,456.05
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 8/15/40
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $17,096.22
f. Value of collateral, to the nearest cent: $7,287.09
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 8/15/38
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,948.58
f. Value of collateral, to the nearest cent: $3,185.51
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 5/15/43
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,514.28
f. Value of collateral, to the nearest cent: $971.14
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 5/15/42
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,328.21
f. Value of collateral, to the nearest cent: $532.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 5/15/39
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $20,586.66
f. Value of collateral, to the nearest cent: $9,199.35
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 5/15/38
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $34,209.52
f. Value of collateral, to the nearest cent: $15,828.40
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 2/15/43
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $14,952.38
f. Value of collateral, to the nearest cent: $5,829.93
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 2/15/42
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,455.23
f. Value of collateral, to the nearest cent: $3,013.48
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 11/15/35
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $31,423.17
f. Value of collateral, to the nearest cent: $15,924.32
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 11/15/34
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $279,954.28
f. Value of collateral, to the nearest cent: $146,847.22
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 11/15/31
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $48,457.14
f. Value of collateral, to the nearest cent: $28,313.50
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 11/15/30
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $44,800.00
f. Value of collateral, to the nearest cent: $27,182.84
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 11/15/29
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $559,695.22
f. Value of collateral, to the nearest cent: $351,807.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 11/15/24
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $190,872.38
f. Value of collateral, to the nearest cent: $145,301.60
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 11/15/23
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $694,308.57
f. Value of collateral, to the nearest cent: $547,962.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 11/15/22
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $231,085.71
f. Value of collateral, to the nearest cent: $188,843.24
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 11/15/18
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $615,573.04
f. Value of collateral, to the nearest cent: $575,874.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 8/15/33
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $227,546.68
f. Value of collateral, to the nearest cent: $124,677.37
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 8/15/31
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,181.76
f. Value of collateral, to the nearest cent: $696.28
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 8/15/30
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $4,666.69
f. Value of collateral, to the nearest cent: $2,857.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 8/15/29
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $510.81
f. Value of collateral, to the nearest cent: $324.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 8/15/28
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $410,681.90
f. Value of collateral, to the nearest cent: $271,152.72
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 8/15/25
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $413,945.52
f. Value of collateral, to the nearest cent: $306,319.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 8/15/23
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $103,141.27
f. Value of collateral, to the nearest cent: $82,131.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 8/15/20
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $275,881.98
f. Value of collateral, to the nearest cent: $243,890.70
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 8/15/18
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $90,044.31
f. Value of collateral, to the nearest cent: $84,868.56
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 5/15/36
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $42,590.47
f. Value of collateral, to the nearest cent: $21,234.75
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 5/15/35
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $12,921.90
f. Value of collateral, to the nearest cent: $6,659.43
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 5/15/33
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $396,297.14
f. Value of collateral, to the nearest cent: $219,195.91
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 5/15/27
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $294,628.57
f. Value of collateral, to the nearest cent: $204,227.68
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 5/15/25
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $453,942.85
f. Value of collateral, to the nearest cent: $339,086.23
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 5/15/23
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $740,876.19
f. Value of collateral, to the nearest cent: $595,101.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 2/15/34
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $13,989.85
f. Value of collateral, to the nearest cent: $7,531.85
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 2/15/33
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $161,288.42
f. Value of collateral, to the nearest cent: $90,003.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 2/15/32
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $865.90
f. Value of collateral, to the nearest cent: $501.13
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 2/15/31
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $5,744.77
f. Value of collateral, to the nearest cent: $3,449.39
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 2/15/27
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $233,706.66
f. Value of collateral, to the nearest cent: $163,517.54
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 2/15/24
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $274,464.76
f. Value of collateral, to the nearest cent: $214,815.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS SEC STRIPPED INT PMT-US TREASURY INTEREST ONLY STRIP
b. Maturity date: 2/15/21
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $402,540.72
f. Value of collateral, to the nearest cent: $350,230.55
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NTS-U.S. TREASURY NOTE
b. Maturity date: 3/31/18
from:
to:
c. Coupon or yield: 0.75
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,685,091.04
f. Value of collateral, to the nearest cent: $1,650,863.47
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NT STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 2/15/24
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $7,619.04
f. Value of collateral, to the nearest cent: $6,022.78
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS NT STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 2/15/18
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $14,521.90
f. Value of collateral, to the nearest cent: $13,891.21
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 11/15/43
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $71,542.85
f. Value of collateral, to the nearest cent: $27,333.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 11/15/42
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $79,314.28
f. Value of collateral, to the nearest cent: $31,368.79
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 11/15/41
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $50,590.47
f. Value of collateral, to the nearest cent: $20,943.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 11/15/40
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $259,663.23
f. Value of collateral, to the nearest cent: $112,140.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 8/15/43
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $112,536.38
f. Value of collateral, to the nearest cent: $43,396.27
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 8/15/42
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $25,022.47
f. Value of collateral, to the nearest cent: $9,974.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 8/15/41
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $48,809.14
f. Value of collateral, to the nearest cent: $20,509.60
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 8/15/40
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $1,843.80
f. Value of collateral, to the nearest cent: $801.96
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 8/15/25
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,194.28
f. Value of collateral, to the nearest cent: $1,647.20
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 5/15/44
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $48,152.38
f. Value of collateral, to the nearest cent: $18,082.66
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 5/15/43
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $139,701.33
f. Value of collateral, to the nearest cent: $54,264.18
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 5/15/41
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $409,106.28
f. Value of collateral, to the nearest cent: $174,095.17
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 5/15/39
from:
to:
c. Coupon or yield: 4.25
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $120,761.90
f. Value of collateral, to the nearest cent: $54,906.81
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 5/15/38
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $477,878.85
f. Value of collateral, to the nearest cent: $225,152.62
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 5/15/37
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,514.28
f. Value of collateral, to the nearest cent: $5,177.76
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 5/15/30
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $40,380.95
f. Value of collateral, to the nearest cent: $25,412.54
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 5/15/21
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $6,476.19
f. Value of collateral, to the nearest cent: $5,601.38
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 2/15/43
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $155,579.42
f. Value of collateral, to the nearest cent: $61,043.14
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 2/15/42
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $2,826.66
f. Value of collateral, to the nearest cent: $1,156.95
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 2/15/40
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $670.47
f. Value of collateral, to the nearest cent: $297.83
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 2/15/39
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $33.52
f. Value of collateral, to the nearest cent: $15.33
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 2/15/31
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $21,881.90
f. Value of collateral, to the nearest cent: $13,399.82
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 2/15/26
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $37,958.09
f. Value of collateral, to the nearest cent: $27,937.15
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.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 2/15/25
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $182.85
f. Value of collateral, to the nearest cent: $139.73
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 2/15/21
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $49,523.80
f. Value of collateral, to the nearest cent: $43,217.44
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer: UNITED STATES TREAS BD STRIPPED PRIN PMT-U.S. TREASURY NONCALLABLE STRIP
b. Maturity date: 2/15/19
from:
to:
c. Coupon or yield: 0.000
d. The category of investments: Treasury Debt
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent: $10,758.09
f. Value of collateral, to the nearest cent: $10,012.02
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
10/1/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
10/1/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$8,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$8,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$8,000,000.00
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
$8,000,000.00
Item 26. Name of the Issuer
BNP PARIBAS
Item 27. The title of the issue (including coupon or yield)
BNP PARIBAS-0.230
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
05574RHQ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
10/16/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
10/16/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$8,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$8,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$8,000,391.20
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
$8,000,391.20
Item 26. Name of the Issuer
CANADIAN IMPERIAL BANK O
Item 27. The title of the issue (including coupon or yield)
CANADIAN IMPERIAL BANK O-0.010
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
136068
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
800030
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
EURO TIME DEPOSIT-CAYMAN
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
10/1/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
10/1/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$10,000,000.00
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
$10,000,000.00
Item 26. Name of the Issuer
CITIBANK NA
Item 27. The title of the issue (including coupon or yield)
CITIBANK NA-0.200
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
17304UZF0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
12/10/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
12/10/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$10,001,380.00
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
$10,001,380.00
Item 26. Name of the Issuer
COLLATERALIZED CP CO LLC
Item 27. The title of the issue (including coupon or yield)
COLLATERALIZED CP CO LLC-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
19422GLQ5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Asset Backed Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
11/24/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
11/24/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
XYes  No
a. The type of enhancement
Fully Supported
b. The identity of the enhancement provider
JPMORGAN CHASE & CO
c. Designated NRSRO(s) for the enhancement or enhancement provider
FITCH'S RATINGMOODY'S RATINGS&P RATING
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
F1P-2A-1
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,995,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,997,612.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,997,612.00
Item 26. Name of the Issuer
CREDIT AGRICOLE
Item 27. The title of the issue (including coupon or yield)
CREDIT AGRICOLE-0.060
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
22533UK10
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
10/1/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
10/1/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,999,972.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,999,972.00
Item 26. Name of the Issuer
DZ BANK AG
Item 27. The title of the issue (including coupon or yield)
DZ BANK AG-0.010
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
23338P
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
1083675
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
EURO TIME DEPOSIT-CAYMAN
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
10/1/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
10/1/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$10,000,000.00
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
$10,000,000.00
Item 26. Name of the Issuer
ERSTE ABWICKLUNGSANSTALT
Item 27. The title of the issue (including coupon or yield)
ERSTE ABWICKLUNGSANSTALT-0.160
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
29604DK25
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
10/2/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
10/2/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,999,955.56
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,999,928.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,999,928.00
Item 26. Name of the Issuer
LANDESBANK HESS-THUR GZ
Item 27. The title of the issue (including coupon or yield)
LANDESBANK HESS-THUR GZ-0.120
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
51489NEE8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
10/14/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
10/14/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,999,922.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,999,922.00
Item 26. Name of the Issuer
LLOYDS TSB BANK PLC
Item 27. The title of the issue (including coupon or yield)
LLOYDS TSB BANK PLC-0.010
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
539438
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
1167831
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Instrument
If Other Instrument, include a brief description
TIME DEPOSIT-EURO
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
10/1/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
10/1/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$10,000,000.00
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
$10,000,000.00
Item 26. Name of the Issuer
MIZUHO BANK, LTD.
Item 27. The title of the issue (including coupon or yield)
MIZUHO BANK, LTD.-0.200
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
60688LC38
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
11/4/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
11/4/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$5,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$5,000,097.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$5,000,097.00
Item 26. Name of the Issuer
NORINCHUKIN BANK
Item 27. The title of the issue (including coupon or yield)
NORINCHUKIN BANK-0.210
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
65602MY42
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
NR
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
11/19/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
11/19/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$10,000,694.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$10,000,694.00
Item 26. Name of the Issuer
STATE STREET BANK & TRUS
Item 27. The title of the issue (including coupon or yield)
STATE STREET BANK & TRUS-0.200
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
8574P1CT1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
12/15/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
12/15/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,999,364.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,999,364.00
Item 26. Name of the Issuer
SUMITOMO MITSUI TRUST BK
Item 27. The title of the issue (including coupon or yield)
SUMITOMO MITSUI TRUST BK-0.190
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86563HMA5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
12/10/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
12/10/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$9,996,305.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,996,167.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,996,167.00
Item 26. Name of the Issuer
SVENSKA HANDELSBANKEN IN
Item 27. The title of the issue (including coupon or yield)
SVENSKA HANDELSBANKEN IN-0.195
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86958GLH6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Financial Company Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
11/17/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
11/17/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$4,998,727.08
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,999,040.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,999,040.00
Item 26. Name of the Issuer
U.S. TREASURY NOTES
Item 27. The title of the issue (including coupon or yield)
U.S. TREASURY NOTES-2.102
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828NF3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
6/1/15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
6/1/15
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$3,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$3,039,981.09
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.30%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$3,041,133.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$3,041,133.00
Item 26. Name of the Issuer
WELLS FARGO BANK N.A.
Item 27. The title of the issue (including coupon or yield)
WELLS FARGO BANK N.A.-0.210
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
94988E4E5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
12/5/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
12/5/14
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$8,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$8,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$8,001,172.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$8,001,172.00
Item 26. Name of the Issuer
WESTPAC BANKING CORP.
Item 27. The title of the issue (including coupon or yield)
WESTPAC BANKING CORP.-0.234
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
9612C4MJ7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Other Commercial Paper
Item 32. If the security is a repurchase agreement: is the fund treating the acquisition of the repurchase agreement as the acquisition of the underlying securities (i.e., collateral) for purposes of portfolio diversification under rule 2a-7?
  YesXNo

For repurchase agreements, describe the securities subject to the repurchase agreement, including:
a. The name of the issuer:
b. Maturity date:
from:
to:
c. Coupon or yield:
d. The category of investments:
If Other Instrument, include a brief description:
e. The principal amount, to the nearest cent:
f. Value of collateral, to the nearest cent:
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
Item 34. Name of Designated NRSRO
FITCH'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
F1+
Item 34. Name of Designated NRSRO
MOODY'S RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
P-1
Item 34. Name of Designated NRSRO
S&P RATING
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If the instrument and its issuer are not rated by the Designated NRSRO. indicate "NR".
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)
10/1/14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/1/15
Item 37. Does the security have a Demand Feature?
  YesXNo
a. The identity of the Demand Feature issuer.
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 38. Does the security have a Guarantee?
  YesXNo
a. The identity of the Guarantor
b. Designated NRSRO(s) for the Guarantee or Guarantor
c. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
  YesXNo
a. The type of enhancement
b. The identity of the enhancement provider
c. Designated NRSRO(s) for the enhancement or enhancement provider
d. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO. If there is no rating given by the Designated NRSRO, indicate “NR.”
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.29%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
Item 44. Is this an Illiquid Security as of the date of this report?
  YesXNo
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$10,000,360.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$10,000,360.00

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