| UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 N-MFP/A
MONTHLY SCHEDULE OF PORTFOLIO HOLDINGS
OF MONEY MARKET FUNDS
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OMB APPROVAL |
OMB Number: | 3235-0657 |
Expires: | May 31, 2013 |
Estimated average burden |
hours per response: | 10.9 |
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1. Identity Information
Report for
6/30/14
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CIK Number of Registrant
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EDGAR Series Identifier
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Total number of share classes in the series
2
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Do you anticipate that this will be the fund's final filing on Form N-MFP?
Is the fund liquidating? |
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Is the fund merging with, or being acquired by, another fund? |
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Successor fund CIK | Successor fund Securities Act File Number | Successor fund EDGAR Series Identifier |
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If this is not a final filing: has the fund acquired or merged with another fund since the last filing?
Acquired or merged fund CIK | Acquired or merged fund Securities Act File Number | Acquired or merged fund EDGAR Series Identifier |
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Part I - Information about the Fund
A. Series-Level Information
Item 1. Securities Act File Number
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Item 2. Investment Adviser
Adviser | SEC File Number |
Brown Brothers Harriman & Co. | 801-60256 |
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Item 3. Sub-Adviser. If a fund has one or more sub-advisers, disclose the name of each sub-adviser
Sub Advisor | SEC File Number |
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Item 4. Independent Public Accountant
Name | City | State |
Deloitte & Touche, LLP | Boston | MA |
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Item 5. Administrator. If a fund has one or more administrators, disclose the name of each administrator
Name |
Brown Brothers Harriman & Co. |
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Item 6. Transfer Agent
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Item 7. Master-Feeder Funds. Is this a feeder fund?
a. Identify the master fund by CIK |
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b. Securities Act file number of the master fund |
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c. EDGAR series identifier of the master fund |
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Item 8. Master-Feeder Funds. Is this a master fund?
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 |
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Item 9. Is this series primarily used to fund insurance company separate accounts?
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Item 10. Category. Indicate the category that most closely identifies the money market fund
Prime
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Item 11. Dollar weighted average portfolio maturity
34 days
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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
34 days
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Item 13. Total value of portfolio securities at amortized cost, to the nearest cent
$1,574,360,286.24
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Item 14. Total value of other assets, to the nearest cent
$62,862,757.70
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Item 15. Total value of liabilities, to the nearest cent
$19,054,558.82
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Item 16. Net assets of the series, to the nearest cent
$1,618,168,485.12
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Item 17. 7-day gross yield
0.08%
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Item 18. Shadow Price of the Series
a. | The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent. |
| $1.0000 |
b. | Date as of which the market-based net asset value disclosed in item 18a was calculated. |
| 6/30/14 |
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. |
| $1.0000 |
d. | Date as of which the market-based net asset value disclosed in item 18c was calculated. |
| 6/30/14 |
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B. Class-Level Information. For each Class of the Series, disclose the following:
Item 19. EDGAR Class Identifier
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Item 20. Minimum Initial Investment
$5,000,000.00
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Item 21. Net assets of the Class, to the nearest cent
$467,050,968.76
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Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
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Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$-95,387,743.72
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$47,739,468.37
b. Gross redemptions for the month ended, to the nearest cent
$143,127,212.09
| Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A 0.01%
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Item 25. Shadow Price of Each Class
a. | The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent. |
| $1.0000 |
b. | Date as of which the market-based net asset value disclosed in item 25a was calculated. |
| 6/30/14 |
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. |
| $1.0000 |
d. | Date as of which the market-based net asset value disclosed in item 25c was calculated. |
| 6/30/14 |
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Item 19. EDGAR Class Identifier
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Item 20. Minimum Initial Investment
$100,000.00
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Item 21. Net assets of the Class, to the nearest cent
$1,151,117,516.36
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Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchase, to the nearest cent
$1.00
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Item 23. Net shareholder flow activity for the month ended (subscriptions less redemptions), to the nearest cent
$71,970,100.90
a. Gross subscriptions for the month ended (Including dividend reinvestments), to the nearest cent
$218,381,224.17
b. Gross redemptions for the month ended, to the nearest cent
$146,411,123.27
| Item 24. 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A 0.01%
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Item 25. Shadow Price of Each Class
a. | The net asset value per share most recently calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest hundredth of a cent. |
| $1.0000 |
b. | Date as of which the market-based net asset value disclosed in item 25a was calculated. |
| 6/30/14 |
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. |
| $1.0000 |
d. | Date as of which the market-based net asset value disclosed in item 25c was calculated. |
| 6/30/14 |
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Part II - Schedule of Portfolio Securities
For each security held by the money market fund, disclose the following:
Item 26. Name of the Issuer
Bank of Montreal
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Item 27. The title of the issue (including coupon or yield)
Bank of Montreal 0.17%
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Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06366BVN7
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Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
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Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
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Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
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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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
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b. Maturity date:
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c. Coupon or yield:
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d. The category of investments:
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If Other Instrument, include a brief description:
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e. The principal amount, to the nearest cent:
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f. Value of collateral, to the nearest cent:
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If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: |
(a) the total principal amount and value and (b) the range of maturity dates and interest rates. |
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Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
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Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
8/27/14
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Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
8/27/14
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Item 37. Does the security have a Demand Feature?
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.” |
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Item 38. Does the security have a Guarantee?
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.” |
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Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
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.” |
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Item 40. The total principal amount of the security held by the series, to the nearest cent
$20,000,000.00
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Item 41. The total current amortized cost, to the nearest cent
$20,000,000.00
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Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.24%
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Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
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Item 44. Is this an Illiquid Security as of the date of this report?
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Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$20,000,610.00
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Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$20,000,610.00
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Item 26. Name of the Issuer
Bank of Montreal
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Item 27. The title of the issue (including coupon or yield)
Bank of Montreal 0.17%
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Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06366BYM6
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Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
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Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
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Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
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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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
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b. Maturity date:
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c. Coupon or yield:
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d. The category of investments:
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If Other Instrument, include a brief description:
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e. The principal amount, to the nearest cent:
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f. Value of collateral, to the nearest cent:
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If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: |
(a) the total principal amount and value and (b) the range of maturity dates and interest rates. |
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Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
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Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
9/10/14
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Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
9/10/14
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Item 37. Does the security have a Demand Feature?
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.” |
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Item 38. Does the security have a Guarantee?
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.” |
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Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
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.” |
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Item 40. The total principal amount of the security held by the series, to the nearest cent
$20,000,000.00
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Item 41. The total current amortized cost, to the nearest cent
$19,999,999.97
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Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.24%
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Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
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Item 44. Is this an Illiquid Security as of the date of this report?
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Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$19,999,232.00
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Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$19,999,232.00
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Item 26. Name of the Issuer
Bank of Nova Scotia
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Item 27. The title of the issue (including coupon or yield)
Bank of Nova Scotia 0.16%
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Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06417HNE2
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Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
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Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
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Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
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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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
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b. Maturity date:
|
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c. Coupon or yield:
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d. The category of investments:
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If Other Instrument, include a brief description:
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e. The principal amount, to the nearest cent:
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f. Value of collateral, to the nearest cent:
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If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: |
(a) the total principal amount and value and (b) the range of maturity dates and interest rates. |
|
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
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Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
10/17/14
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Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
10/17/14
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Item 37. Does the security have a Demand Feature?
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.” |
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Item 38. Does the security have a Guarantee?
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.” |
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Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
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.” |
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Item 40. The total principal amount of the security held by the series, to the nearest cent
$25,000,000.00
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Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
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Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.54%
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Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
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Item 44. Is this an Illiquid Security as of the date of this report?
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Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$24,995,585.00
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Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$24,995,585.00
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Item 26. Name of the Issuer
Bank of Nova Scotia
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Item 27. The title of the issue (including coupon or yield)
Bank of Nova Scotia 0.15%
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Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06417HLW4
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Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
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Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
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Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
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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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
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b. Maturity date:
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c. Coupon or yield:
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d. The category of investments:
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If Other Instrument, include a brief description:
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e. The principal amount, to the nearest cent:
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f. Value of collateral, to the nearest cent:
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If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: |
(a) the total principal amount and value and (b) the range of maturity dates and interest rates. |
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Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
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Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
8/21/14
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Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
8/21/14
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Item 37. Does the security have a Demand Feature?
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.” |
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Item 38. Does the security have a Guarantee?
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.” |
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Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
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.” |
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Item 40. The total principal amount of the security held by the series, to the nearest cent
$15,850,000.00
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Item 41. The total current amortized cost, to the nearest cent
$15,850,000.00
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Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.98%
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Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
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Item 44. Is this an Illiquid Security as of the date of this report?
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Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$15,850,000.00
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Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$15,850,000.00
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Item 26. Name of the Issuer
Bank of Tokyo-Mitsubishi UFJ, Ltd.
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Item 27. The title of the issue (including coupon or yield)
Bank of Tokyo-Mitsubishi UFJ, Ltd. 0.19%
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Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538HFM7
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Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
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Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item
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Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Certificate of Deposit
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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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
8/8/14
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Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
8/8/14
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Item 37. Does the security have a Demand Feature?
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?
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?
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.” |
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Item 40. The total principal amount of the security held by the series, to the nearest cent
$27,000,000.00
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Item 41. The total current amortized cost, to the nearest cent
$27,000,000.00
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Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.67%
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Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$27,001,080.00
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Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$27,001,080.00
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Item 26. Name of the Issuer
Bank of Tokyo-Mitsubishi UFJ, Ltd.
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Item 27. The title of the issue (including coupon or yield)
Bank of Tokyo-Mitsubishi UFJ, Ltd. 0.18%
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Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
06538HNS5
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Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item
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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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
9/15/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
9/15/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$15,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$15,000,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.93%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$14,999,691.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$14,999,691.00
|
Item 26. Name of the Issuer
BNP Paribas
|
Item 27. The title of the issue (including coupon or yield)
BNP Paribas 0.09%
|
Item 28. The CUSIP. 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
32QL52
|
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
Government Agency 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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
GNMA |
b. Maturity date:
|
|
c. Coupon or yield:
3 - 6.5 |
d. The category of investments:
Government Agency Repurchase Agreement |
If Other Instrument, include a brief description:
|
|
e. The principal amount, to the nearest cent:
$66,684,861.00 |
f. Value of collateral, to the nearest cent:
$14,232,921.45 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities 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:
FNMA |
b. Maturity date:
|
|
c. Coupon or yield:
2.5 - 6.5 |
d. The category of investments:
Government Agency Repurchase Agreement |
If Other Instrument, include a brief description:
|
|
e. The principal amount, to the nearest cent:
$266,071,015.00 |
f. Value of collateral, to the nearest cent:
$24,002,543.33 |
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:
FMAC |
b. Maturity date:
|
|
c. Coupon or yield:
2.5 - 6.5 |
d. The category of investments:
Government Agency Repurchase Agreement |
If Other Instrument, include a brief description:
|
|
e. The principal amount, to the nearest cent:
$152,053,328.00 |
f. Value of collateral, to the nearest cent:
$17,864,535.35 |
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. |
|
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
|
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/1/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/1/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$55,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$55,000,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.40%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$55,000,000.00
|
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
$55,000,000.00
|
Item 26. Name of the Issuer
California State Health Facilities Financing Authority
|
Item 27. The title of the issue (including coupon or yield)
California State Health Facilities Financing Authority 0.05%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
13033FK74
|
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
Variable Rate Demand Note
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/7/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/7/14
|
Item 37. Does the security have a Demand Feature?
a. The identity of the Demand Feature issuer. |
CITIGROUP GLOBAL MKTS INC |
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature. |
N/A |
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.”. |
N/A |
|
Item 38. Does the security have a Guarantee?
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?
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
$14,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$14,000,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.87%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$14,000,000.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$14,000,000.00
|
Item 26. Name of the Issuer
Charlotte, North Carolina
|
Item 27. The title of the issue (including coupon or yield)
Charlotte, North Carolina 0.07%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
161037NS1
|
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
Variable Rate Demand Note
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/7/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/7/14
|
Item 37. Does the security have a Demand Feature?
a. The identity of the Demand Feature issuer. |
MERRILL LYNCH & COMPANY |
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature. |
N/A |
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.”. |
N/A |
|
Item 38. Does the security have a Guarantee?
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?
a. The type of enhancement |
Standby Purchase Agreement |
b. The identity of the enhancement provider |
WACHOVIA BANK N.A. |
c. Designated NRSRO(s) for the enhancement or enhancement provider |
N/A |
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.” |
N/A |
|
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,290,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$9,290,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.57%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,290,000.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,290,000.00
|
Item 26. Name of the Issuer
Connecticut State Health & Educational Facility Authority
|
Item 27. The title of the issue (including coupon or yield)
Connecticut State Health & Educational Facility Authority 0.03%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
20774LBN4
|
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
Variable Rate Demand Note
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/7/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/7/14
|
Item 37. Does the security have a Demand Feature?
a. The identity of the Demand Feature issuer. |
BARCLAYS CAPITAL INC |
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature. |
N/A |
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.”. |
N/A |
|
Item 38. Does the security have a Guarantee?
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?
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
$14,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$14,000,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.87%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$14,000,000.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$14,000,000.00
|
Item 26. Name of the Issuer
Credit Suisse
|
Item 27. The title of the issue (including coupon or yield)
Credit Suisse 0.22%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
22549TR34
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
9/22/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
9/22/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$40,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$40,000,230.43
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.47%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$40,002,696.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$40,002,696.00
|
Item 26. Name of the Issuer
Deutsche Bank AG
|
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank AG 0.21%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
25155JRX8
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/28/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/28/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$29,750,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$29,750,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.84%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$29,751,651.13
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$29,751,651.13
|
Item 26. Name of the Issuer
Deutsche Bank Securities, Inc.
|
Item 27. The title of the issue (including coupon or yield)
Deutsche Bank Securities, Inc. 0.15%
|
Item 28. The CUSIP. 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
32QL5R
|
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
Government Agency 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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
GNMA |
b. Maturity date:
|
|
c. Coupon or yield:
3.5 - 4.5 |
d. The category of investments:
Government Agency Repurchase Agreement |
If Other Instrument, include a brief description:
|
|
e. The principal amount, to the nearest cent:
$30,295,491.00 |
f. Value of collateral, to the nearest cent:
$20,400,000.57 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: |
(a) the total principal amount and value and (b) the range of maturity dates and interest rates. |
|
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
|
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/1/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/1/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$20,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$20,000,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.24%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$20,000,000.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$20,000,000.00
|
Item 26. Name of the Issuer
DNB Bank ASA
|
Item 27. The title of the issue (including coupon or yield)
DNB Bank ASA 0.16%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
23290QCB7
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
8/5/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
8/5/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$42,900,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$42,900,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.65%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$42,900,390.39
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$42,900,390.39
|
Item 26. Name of the Issuer
Fannie Mae Discount Notes
|
Item 27. The title of the issue (including coupon or yield)
Fannie Mae Discount Notes 0.047006%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313589YV9
|
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
Government Agency 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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/2/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/2/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$50,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$49,999,934.72
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.09%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$49,999,950.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,999,950.00
|
Item 26. Name of the Issuer
Fannie Mae Discount Notes
|
Item 27. The title of the issue (including coupon or yield)
Fannie Mae Discount Notes 0.053004%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313589ZX4
|
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
Government Agency 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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/28/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/28/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$15,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$14,999,403.75
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.93%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$14,999,670.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$14,999,670.00
|
Item 26. Name of the Issuer
Fannie Mae Discount Notes
|
Item 27. The title of the issue (including coupon or yield)
Fannie Mae Discount Notes 0.045005%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313589ZS5
|
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
Government Agency 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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/23/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/23/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$15,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$14,999,587.50
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.93%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$14,999,730.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$14,999,730.00
|
Item 26. Name of the Issuer
Fannie Mae Discount Notes
|
Item 27. The title of the issue (including coupon or yield)
Fannie Mae Discount Notes 0.06501%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313589E41
|
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
Government Agency 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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
9/3/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
9/3/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$70,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$69,991,911.11
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.33%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$69,995,030.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$69,995,030.00
|
Item 26. Name of the Issuer
Federal Home Loan Bank Discount Notes
|
Item 27. The title of the issue (including coupon or yield)
Federal Home Loan Bank Discount Notes 0.057008%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313385A89
|
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
Government Agency 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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
8/6/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
8/6/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$45,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$44,997,435.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.78%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$44,998,650.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$44,998,650.00
|
Item 26. Name of the Issuer
Federal Home Loan Bank Discount Notes
|
Item 27. The title of the issue (including coupon or yield)
Federal Home Loan Bank Discount Notes 0.053756%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313385ZC3
|
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
Government Agency 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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/9/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/9/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$40,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$39,999,522.22
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.47%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$39,999,720.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$39,999,720.00
|
Item 26. Name of the Issuer
Federal Home Loan Bank Discount Notes
|
Item 27. The title of the issue (including coupon or yield)
Federal Home Loan Bank Discount Notes 0.058997%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313385YV2
|
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
Government Agency 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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/2/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/2/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$49,900,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$49,899,918.23
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.08%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$49,899,950.10
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,899,950.10
|
Item 26. Name of the Issuer
Federal Home Loan Bank Discount Notes
|
Item 27. The title of the issue (including coupon or yield)
Federal Home Loan Bank Discount Notes 0.055008%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313385A30
|
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
Government Agency 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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
8/1/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
8/1/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$20,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$19,999,052.78
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.24%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$19,999,480.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$19,999,480.00
|
Item 26. Name of the Issuer
Freddie Mac Discount Notes
|
Item 27. The title of the issue (including coupon or yield)
Freddie Mac Discount Notes 0.06001%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313397F30
|
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
Government Agency 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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
9/10/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
9/10/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$9,998,816.68
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.62%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,999,210.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,999,210.00
|
Item 26. Name of the Issuer
Freddie Mac Discount Notes
|
Item 27. The title of the issue (including coupon or yield)
Freddie Mac Discount Notes 0.060011%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313397G39
|
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
Government Agency 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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
9/18/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
9/18/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$15,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$14,998,025.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.93%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$14,998,680.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$14,998,680.00
|
Item 26. Name of the Issuer
Freddie Mac Discount Notes
|
Item 27. The title of the issue (including coupon or yield)
Freddie Mac Discount Notes 0.040003%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313397ZX2
|
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
Government Agency 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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/28/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/28/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$59,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$58,998,230.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.65%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$58,998,702.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$58,998,702.00
|
Item 26. Name of the Issuer
Freddie Mac Discount Notes
|
Item 27. The title of the issue (including coupon or yield)
Freddie Mac Discount Notes 0.055006%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313397C58
|
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
Government Agency 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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
8/19/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
8/19/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$20,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$19,998,502.78
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.24%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$19,999,180.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$19,999,180.00
|
Item 26. Name of the Issuer
Freddie Mac Discount Notes
|
Item 27. The title of the issue (including coupon or yield)
Freddie Mac Discount Notes 0.053507%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
313397E31
|
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
Government Agency 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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
9/2/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
9/2/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$50,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$49,995,318.75
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.09%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$49,996,500.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,996,500.00
|
Item 26. Name of the Issuer
Illinois State Finance Authority
|
Item 27. The title of the issue (including coupon or yield)
Illinois State Finance Authority 0.05%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
45200FCC1
|
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
Variable Rate Demand Note
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/7/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/7/14
|
Item 37. Does the security have a Demand Feature?
a. The identity of the Demand Feature issuer. |
JP MORGAN SECURITIES LLC |
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature. |
N/A |
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.”. |
N/A |
|
Item 38. Does the security have a Guarantee?
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?
a. The type of enhancement |
Standby Purchase Agreement |
b. The identity of the enhancement provider |
JP MORGAN CHASE & CO |
c. Designated NRSRO(s) for the enhancement or enhancement provider |
N/A |
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.” |
N/A |
|
Item 40. The total principal amount of the security held by the series, to the nearest cent
$9,830,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$9,830,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.61%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,830,000.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,830,000.00
|
Item 26. Name of the Issuer
ING US Funding LLC
|
Item 27. The title of the issue (including coupon or yield)
ING US Funding LLC 0.190085%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4497W1GR1
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/25/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/25/14
|
Item 37. Does the security have a Demand Feature?
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?
a. The identity of the Guarantor |
ING BANK NV |
b. Designated NRSRO(s) for the Guarantee or Guarantor |
N/A |
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.” |
N/A |
|
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
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
$4,999,366.67
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.31%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$4,999,645.50
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$4,999,645.50
|
Item 26. Name of the Issuer
ING US Funding LLC
|
Item 27. The title of the issue (including coupon or yield)
ING US Funding LLC 0.190094%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4497W1HE9
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
8/14/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
8/14/14
|
Item 37. Does the security have a Demand Feature?
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?
a. The identity of the Guarantor |
ING BANK NV |
b. Designated NRSRO(s) for the Guarantee or Guarantor |
N/A |
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.” |
N/A |
|
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
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
$9,997,677.78
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.62%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,998,287.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,998,287.00
|
Item 26. Name of the Issuer
ING US Funding LLC
|
Item 27. The title of the issue (including coupon or yield)
ING US Funding LLC 0.23016%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
4497W1H17
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
8/1/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
8/1/14
|
Item 37. Does the security have a Demand Feature?
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?
a. The identity of the Guarantor |
ING BANK NV |
b. Designated NRSRO(s) for the Guarantee or Guarantor |
N/A |
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.” |
N/A |
|
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
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
$25,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$24,995,048.61
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.54%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$24,996,955.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$24,996,955.00
|
Item 26. Name of the Issuer
Kansas State Department of Transportation
|
Item 27. The title of the issue (including coupon or yield)
Kansas State Department of Transportation 0.07%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
485424JE6
|
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
Variable Rate Demand Note
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/7/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/7/14
|
Item 37. Does the security have a Demand Feature?
a. The identity of the Demand Feature issuer. |
CITIGROUP GLOBAL MKTS INC |
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature. |
N/A |
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.”. |
N/A |
|
Item 38. Does the security have a Guarantee?
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?
a. The type of enhancement |
Standby Purchase Agreement |
b. The identity of the enhancement provider |
JP MORGAN CHASE BANK NA |
c. Designated NRSRO(s) for the enhancement or enhancement provider |
N/A |
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.” |
N/A |
|
Item 40. The total principal amount of the security held by the series, to the nearest cent
$10,990,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$10,990,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.68%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$10,990,000.00
|
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
$10,990,000.00
|
Item 26. Name of the Issuer
Massachusetts State Health & Educational Facilities Authority
|
Item 27. The title of the issue (including coupon or yield)
Massachusetts State Health & Educational Facilities Authority 0.05%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
57585KKV9
|
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
Variable Rate Demand Note
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/7/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/7/14
|
Item 37. Does the security have a Demand Feature?
a. The identity of the Demand Feature issuer. |
MORGAN STANLEY & CO INC |
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature. |
N/A |
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.”. |
N/A |
|
Item 38. Does the security have a Guarantee?
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?
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
$12,100,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$12,100,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.75%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$12,100,000.00
|
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
$12,100,000.00
|
Item 26. Name of the Issuer
National Australia Bank Ltd.
|
Item 27. The title of the issue (including coupon or yield)
National Australia Bank Ltd. 0.11%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
63253TWV6
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/1/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/1/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$42,700,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$42,700,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.64%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$42,699,974.38
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$42,699,974.38
|
Item 26. Name of the Issuer
New Hampshire State Health & Education Facilities Authority
|
Item 27. The title of the issue (including coupon or yield)
New Hampshire State Health & Education Facilities Authority 0.05%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
644614FE4
|
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
Variable Rate Demand Note
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/7/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/7/14
|
Item 37. Does the security have a Demand Feature?
a. The identity of the Demand Feature issuer. |
JP MORGAN SECURITIES LLC |
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature. |
N/A |
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.”. |
N/A |
|
Item 38. Does the security have a Guarantee?
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?
a. The type of enhancement |
Standby Purchase Agreement |
b. The identity of the enhancement provider |
JP MORGAN CHASE BANK NA |
c. Designated NRSRO(s) for the enhancement or enhancement provider |
N/A |
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.” |
N/A |
|
Item 40. The total principal amount of the security held by the series, to the nearest cent
$13,425,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$13,425,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.83%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$13,425,000.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$13,425,000.00
|
Item 26. Name of the Issuer
RBC Capital Markets
|
Item 27. The title of the issue (including coupon or yield)
RBC Capital Markets 0.08%
|
Item 28. The CUSIP. 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
32QL5G
|
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
Government Agency 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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
FNMA |
b. Maturity date:
|
|
c. Coupon or yield:
0 - 4 |
d. The category of investments:
Government Agency Repurchase Agreement |
If Other Instrument, include a brief description:
|
|
e. The principal amount, to the nearest cent:
$37,218,860.00 |
f. Value of collateral, to the nearest cent:
$29,571,703.56 |
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:
FMAC |
b. Maturity date:
|
|
c. Coupon or yield:
2.72 - 4.5 |
d. The category of investments:
Government Agency Repurchase Agreement |
If Other Instrument, include a brief description:
|
|
e. The principal amount, to the nearest cent:
$36,139,016.00 |
f. Value of collateral, to the nearest cent:
$26,528,296.63 |
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose: |
(a) the total principal amount and value and (b) the range of maturity dates and interest rates. |
|
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
|
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/1/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/1/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$55,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$55,000,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.40%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$55,000,000.00
|
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
$55,000,000.00
|
Item 26. Name of the Issuer
Societe Generale
|
Item 27. The title of the issue (including coupon or yield)
Societe Generale 0.1%
|
Item 28. The CUSIP. 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
32QL43
|
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
Government Agency 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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
FNMA |
b. Maturity date:
|
|
c. Coupon or yield:
1.96 - 6.18 |
d. The category of investments:
Government Agency Repurchase Agreement |
If Other Instrument, include a brief description:
|
|
e. The principal amount, to the nearest cent:
$369,747,645.00 |
f. Value of collateral, to the nearest cent:
$22,877,447.39 |
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:
FMAC |
b. Maturity date:
|
|
c. Coupon or yield:
2.09 - 6.92 |
d. The category of investments:
Government Agency Repurchase Agreement |
If Other Instrument, include a brief description:
|
|
e. The principal amount, to the nearest cent:
$1,324,540,467.00 |
f. Value of collateral, to the nearest cent:
$33,222,553.65 |
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. |
|
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security
First Tier Security
|
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/1/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/1/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$55,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$55,000,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.40%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$55,000,000.00
|
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
$55,000,000.00
|
Item 26. Name of the Issuer
Standard Chartered Bank
|
Item 27. The title of the issue (including coupon or yield)
Standard Chartered Bank 0.18%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
85325BQ64
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
9/12/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
9/12/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$25,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$25,000,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.54%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$24,999,505.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$24,999,505.00
|
Item 26. Name of the Issuer
Svenska Handelsbanken
|
Item 27. The title of the issue (including coupon or yield)
Svenska Handelsbanken 0.155%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
86958DAY8
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
8/8/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
8/8/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$42,750,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$42,750,225.54
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.64%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$42,748,375.50
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$42,748,375.50
|
Item 26. Name of the Issuer
United States Treasury Bill
|
Item 27. The title of the issue (including coupon or yield)
United States Treasury Bill 0.030002%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912796DS5
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
9/4/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
9/4/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$50,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$49,997,291.66
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.09%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$49,998,400.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,998,400.00
|
Item 26. Name of the Issuer
United States Treasury Bill
|
Item 27. The title of the issue (including coupon or yield)
United States Treasury Bill 0.01%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912796DH9
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/10/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/10/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$50,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$49,999,875.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.09%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$49,999,950.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,999,950.00
|
Item 26. Name of the Issuer
United States Treasury Bill
|
Item 27. The title of the issue (including coupon or yield)
United States Treasury Bill 0.036003%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912796DV8
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
9/11/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
9/11/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$9,999,280.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.62%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$9,999,600.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$9,999,600.00
|
Item 26. Name of the Issuer
United States Treasury Bill
|
Item 27. The title of the issue (including coupon or yield)
United States Treasury Bill 0.030502%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912796DR7
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
8/28/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
8/28/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$50,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$49,997,543.05
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.09%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$49,998,400.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,998,400.00
|
Item 26. Name of the Issuer
United States Treasury Bill
|
Item 27. The title of the issue (including coupon or yield)
United States Treasury Bill 0.0125%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912796DL0
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
8/7/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
8/7/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$50,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$49,999,357.64
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.09%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$49,999,750.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$49,999,750.00
|
Item 26. Name of the Issuer
United States Treasury Bill
|
Item 27. The title of the issue (including coupon or yield)
United States Treasury Bill 0.01%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912796DE6
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/3/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/3/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$50,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$49,999,972.22
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.09%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$50,000,000.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$50,000,000.00
|
Item 26. Name of the Issuer
United States Treasury Bill
|
Item 27. The title of the issue (including coupon or yield)
United States Treasury Bill 0.015046%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912796BX6
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
8/21/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
8/21/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$55,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$54,998,827.71
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
3.40%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$54,998,240.00
|
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
$54,998,240.00
|
Item 26. Name of the Issuer
United States Treasury Note
|
Item 27. The title of the issue (including coupon or yield)
United States Treasury Note 0.5%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828RB8
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
8/15/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
8/15/14
|
Item 37. Does the security have a Demand Feature?
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?
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.” |
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Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
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.” |
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Item 40. The total principal amount of the security held by the series, to the nearest cent
$65,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$65,037,838.81
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
4.02%
|
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?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$65,030,485.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$65,030,485.00
|
Item 26. Name of the Issuer
United States Treasury Note
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Item 27. The title of the issue (including coupon or yield)
United States Treasury Note 0.125%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
912828TF7
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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
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Item 31. The category of investment. Indicate the category that most closely identitfies the instrument
Treasury Debt
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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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/31/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/31/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$25,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$25,002,092.63
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
1.55%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$25,000,000.00
|
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent
$25,000,000.00
|
Item 26. Name of the Issuer
University of Michigan
|
Item 27. The title of the issue (including coupon or yield)
University of Michigan 0.06%
|
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30
914455FM7
|
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
Variable Rate Demand Note
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/7/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/7/14
|
Item 37. Does the security have a Demand Feature?
a. The identity of the Demand Feature issuer. |
MORGAN STANLEY & CO INC |
b. Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature. |
N/A |
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.”. |
N/A |
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Item 38. Does the security have a Guarantee?
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?
a. The type of enhancement |
Standby Purchase Agreement |
b. The identity of the enhancement provider |
JP MORGAN CHASE BANK NA |
c. Designated NRSRO(s) for the enhancement or enhancement provider |
N/A |
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.” |
N/A |
|
Item 40. The total principal amount of the security held by the series, to the nearest cent
$11,875,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$11,875,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
0.73%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$11,875,000.00
|
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
$11,875,000.00
|
Item 26. Name of the Issuer
Wells Fargo
|
Item 27. The title of the issue (including coupon or yield)
Wells Fargo 0.11%
|
Item 28. The CUSIP. 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
32QL6T
|
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?
For repurchase agreements, describe the securities subject to the repurchase agreement, including: |
a. The name of the issuer:
|
b. Maturity date:
|
|
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 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d)
7/1/14
|
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer
7/1/14
|
Item 37. Does the security have a Demand Feature?
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?
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?
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
$44,000,000.00
|
Item 41. The total current amortized cost, to the nearest cent
$44,000,000.00
|
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent
2.72%
|
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security
|
Item 44. Is this an Illiquid Security as of the date of this report?
|
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent
$44,000,000.00
|
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
$44,000,000.00
|
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