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As Of Filer Filing For·On·As Docs:Size Issuer Agent 6/10/14 Sei Daily Income Trust/MA NT N-MFP 5/31/14 1:56K Fund Resources I/FA → Sdit Treasury II Fund ⇒ 3 Classes/Contracts |
Document/Exhibit Description Pages Size
1: N-MFP Monthly Schedule of Portfolio Holdings of a Money HTML 55K
Market Fund -- primary_doc.xml
UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM N-MFP MONTHLY SCHEDULE OF PORTFOLIO HOLDINGS OF MONEY MARKET FUNDS Is this an electronic copy of an official filing submitted in paper format? No Report date: May 31, 2014 CIK Number of Registrant: 0000701939 EDGAR Series Identifier: S000006774 Total number of share classes in the series: 3 Do you anticipate this will be the fund's final filing on Form N-MFP? No If this is not a final filing, has the fund acquired or merged with another fund since the last filing? N Part 1: Information about the Fund A. Series-Level Information Item 1. Securities Act File Number: 002-77048 Item 2. Investment Adviser
Item 3. Sub-Adviser
Item 4. Independent Public Accountant
Item 5. Administrator
Item 6. Transfer Agent
Item 7. Master-Feeder Funds. Is this a feeder fund? No Item 8. Master-Feeder Funds. Is this a master fund? No Item 9. Is this series primarily used to fund insurance company separate accounts? No Item 10. Category: Treasury Item 11. Dollar weighted average portfolio maturity: 43 Item 12. Dollar weighted average life maturity: 45 Item 13. Total value of portfolio securities at amortized cost: 480887805.90 Item 14. Total value of other assets: $352,431,319.04 Item 15. Total value of liabilities: $68,454,433.7 Item 16. Net assets of the series: $764,864,691.24 Item 17. 7-day gross yield: 0.0005 Item 18. Shadow Price of the Series. Net asset value per share most recent calculated using available market quotations (or an appropriate substitute that reflects current market conditions).
B. Class-Level Information. Item 19. EDGAR Class Identifier: C000018368 Item 20. Minimum Initial Investment: $1 Item 21. Net assets of the Class: $476,521,722.84 Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchases: $1 Item 23. Net shareholder flow activity for themonth ended: 38808755.65 Item 24. 7-day net yield: 0.0001 Item 25. Shadow Price of Each Class. Net asset value per share most recent calculated using available market quotations (or an appropriate substitute that reflects current market conditions)
Item 19. EDGAR Class Identifier: C000018366 Item 20. Minimum Initial Investment: $1 Item 21. Net assets of the Class: $272,740,323.87 Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchases: $1 Item 23. Net shareholder flow activity for themonth ended: 39648220.45 Item 24. 7-day net yield: 0.0001 Item 25. Shadow Price of Each Class. Net asset value per share most recent calculated using available market quotations (or an appropriate substitute that reflects current market conditions)
Item 19. EDGAR Class Identifier: C000018367 Item 20. Minimum Initial Investment: $1 Item 21. Net assets of the Class: $15,602,644.53 Item 22. Net asset value per share for purposes of distributions, redemptions, and repurchases: $1 Item 23. Net shareholder flow activity for themonth ended: 625013.16 Item 24. 7-day net yield: 0.0001 Item 25. Shadow Price of Each Class. Net asset value per share most recent calculated using available market quotations (or an appropriate substitute that reflects current market conditions)
Part 2 - Schedule of Portfolio Securities Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY BILL 0.04% Item 28. The CUSIP (optional): 912796BP3 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-06-26 Item 36. The final legal maturity date: 2014-06-26 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $30,000,000 Item 41. Total current amortized cost: $29,999,166.67 Item 42. The percentage of the money market fund's net assets invested in the security: 3.92% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $29,999,100 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: $29,999,100 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. T-BILL 0.05% Item 28. The CUSIP (optional): 912796DA4 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-06-05 Item 36. The final legal maturity date: 2014-06-05 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $25,000,000 Item 41. Total current amortized cost: $24,999,930.57 Item 42. The percentage of the money market fund's net assets invested in the security: 3.27% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $25,000,000 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: $25,000,000 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. T-BILL 0.03% Item 28. The CUSIP (optional): 912796DD8 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-06-19 Item 36. The final legal maturity date: 2014-06-19 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $98,000,000 Item 41. Total current amortized cost: $97,998,453.94 Item 42. The percentage of the money market fund's net assets invested in the security: 12.81% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $97,998,040 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: $97,998,040 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. T-BILL 0.08% Item 28. The CUSIP (optional): 912796DQ9 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-08-14 Item 36. The final legal maturity date: 2014-08-14 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $4,125,000 Item 41. Total current amortized cost: $4,124,270.79 Item 42. The percentage of the money market fund's net assets invested in the security: .54% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $4,124,711.25 Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $4,124,711.25 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY BOND 11.25% Item 28. The CUSIP (optional): 912810DP0 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2015-02-15 Item 36. The final legal maturity date: 2015-02-15 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $2,700,000 Item 41. Total current amortized cost: $2,913,271.85 Item 42. The percentage of the money market fund's net assets invested in the security: .38% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $2,911,572 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: $2,911,572 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 0.0939996% Item 28. The CUSIP (optional): 912828D31 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-06-03 Item 36. The final legal maturity date: 2014-06-03 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $3,175,000 Item 41. Total current amortized cost: $3,175,171.76 Item 42. The percentage of the money market fund's net assets invested in the security: .42% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $3,175,254 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: $3,175,254 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 4% Item 28. The CUSIP (optional): 912828DM9 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2015-02-15 Item 36. The final legal maturity date: 2015-02-15 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $8,465,000 Item 41. Total current amortized cost: $8,699,522 Item 42. The percentage of the money market fund's net assets invested in the security: 1.14% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $8,697,787.5 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: $8,697,787.5 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 2.625% Item 28. The CUSIP (optional): 912828KY5 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-06-30 Item 36. The final legal maturity date: 2014-06-30 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $17,950,000 Item 41. Total current amortized cost: $17,986,831.38 Item 42. The percentage of the money market fund's net assets invested in the security: 2.35% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $17,985,002.5 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: $17,985,002.5 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 2.625% Item 28. The CUSIP (optional): 912828LC2 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-07-31 Item 36. The final legal maturity date: 2014-07-31 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $46,500,000 Item 41. Total current amortized cost: $46,698,168.1 Item 42. The percentage of the money market fund's net assets invested in the security: 6.11% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $46,694,370 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: $46,694,370 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY BOND 2.375% Item 28. The CUSIP (optional): 912828LK4 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-08-31 Item 36. The final legal maturity date: 2014-08-31 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $17,195,000 Item 41. Total current amortized cost: $17,292,839.67 Item 42. The percentage of the money market fund's net assets invested in the security: 2.26% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $17,291,807.85 Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $17,291,807.85 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY BOND 2.375% Item 28. The CUSIP (optional): 912828LQ1 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-09-30 Item 36. The final legal maturity date: 2014-09-30 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $13,975,000 Item 41. Total current amortized cost: $14,080,705.13 Item 42. The percentage of the money market fund's net assets invested in the security: 1.84% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $14,080,371.5 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: $14,080,371.5 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY BOND 2.375% Item 28. The CUSIP (optional): 912828LS7 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-10-31 Item 36. The final legal maturity date: 2014-10-31 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $8,255,000 Item 41. Total current amortized cost: $8,331,976.25 Item 42. The percentage of the money market fund's net assets invested in the security: 1.09% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $8,333,009.75 Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement: $8,333,009.75 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 2.125% Item 28. The CUSIP (optional): 912828LZ1 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-11-30 Item 36. The final legal maturity date: 2014-11-30 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $8,180,000 Item 41. Total current amortized cost: $8,261,054.71 Item 42. The percentage of the money market fund's net assets invested in the security: 1.08% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $8,262,781.6 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: $8,262,781.6 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 2.25% Item 28. The CUSIP (optional): 912828MH0 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2015-01-31 Item 36. The final legal maturity date: 2015-01-31 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $25,030,000 Item 41. Total current amortized cost: $25,389,801.05 Item 42. The percentage of the money market fund's net assets invested in the security: 3.32% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $25,387,929 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: $25,387,929 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 2.375% Item 28. The CUSIP (optional): 912828MR8 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2015-02-28 Item 36. The final legal maturity date: 2015-02-28 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $3,900,000 Item 41. Total current amortized cost: $3,966,460.56 Item 42. The percentage of the money market fund's net assets invested in the security: .52% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $3,966,105 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: $3,966,105 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 0.75% Item 28. The CUSIP (optional): 912828QS2 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-06-15 Item 36. The final legal maturity date: 2014-06-15 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $63,710,000 Item 41. Total current amortized cost: $63,727,174.44 Item 42. The percentage of the money market fund's net assets invested in the security: 8.33% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $63,722,742 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: $63,722,742 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 0.625% Item 28. The CUSIP (optional): 912828QU7 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-07-15 Item 36. The final legal maturity date: 2014-07-15 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $4,055,000 Item 41. Total current amortized cost: $4,057,630.88 Item 42. The percentage of the money market fund's net assets invested in the security: .53% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $4,057,554.65 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: $4,057,554.65 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 0.5% Item 28. The CUSIP (optional): 912828RB8 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-08-15 Item 36. The final legal maturity date: 2014-08-15 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $1,465,000 Item 41. Total current amortized cost: $1,466,269.46 Item 42. The percentage of the money market fund's net assets invested in the security: .19% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $1,466,318.5 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: $1,466,318.5 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 0.5% Item 28. The CUSIP (optional): 912828RL6 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-10-15 Item 36. The final legal maturity date: 2014-10-15 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $11,825,000 Item 41. Total current amortized cost: $11,842,134.93 Item 42. The percentage of the money market fund's net assets invested in the security: 1.55% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $11,843,920 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: $11,843,920 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 0.375% Item 28. The CUSIP (optional): 912828RQ5 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-11-15 Item 36. The final legal maturity date: 2014-11-15 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $2,000,000 Item 41. Total current amortized cost: $2,002,771.02 Item 42. The percentage of the money market fund's net assets invested in the security: .26% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $2,002,740 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: $2,002,740 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 0.25% Item 28. The CUSIP (optional): 912828RV4 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-12-15 Item 36. The final legal maturity date: 2014-12-15 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $12,230,000 Item 41. Total current amortized cost: $12,237,339.39 Item 42. The percentage of the money market fund's net assets invested in the security: 1.6% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $12,241,496.2 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: $12,241,496.2 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 0.25% Item 28. The CUSIP (optional): 912828RZ5 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2015-01-15 Item 36. The final legal maturity date: 2015-01-15 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $6,150,000 Item 41. Total current amortized cost: $6,154,693.44 Item 42. The percentage of the money market fund's net assets invested in the security: .81% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $6,156,273 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: $6,156,273 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 0.25% Item 28. The CUSIP (optional): 912828TA8 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-06-30 Item 36. The final legal maturity date: 2014-06-30 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $1,235,000 Item 41. Total current amortized cost: $1,235,173.08 Item 42. The percentage of the money market fund's net assets invested in the security: .16% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $1,235,148.2 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: $1,235,148.2 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 0.125% Item 28. The CUSIP (optional): 912828TF7 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-07-31 Item 36. The final legal maturity date: 2014-07-31 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $50,135,000 Item 41. Total current amortized cost: $50,140,376.83 Item 42. The percentage of the money market fund's net assets invested in the security: 6.56% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $50,139,010.8 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: $50,139,010.8 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 0.25% Item 28. The CUSIP (optional): 912828TL4 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-08-31 Item 36. The final legal maturity date: 2014-08-31 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $1,895,000 Item 41. Total current amortized cost: $1,895,715.71 Item 42. The percentage of the money market fund's net assets invested in the security: .25% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $1,895,890.65 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: $1,895,890.65 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 0.25% Item 28. The CUSIP (optional): 912828TZ3 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-11-30 Item 36. The final legal maturity date: 2014-11-30 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $4,125,000 Item 41. Total current amortized cost: $4,127,311.77 Item 42. The percentage of the money market fund's net assets invested in the security: .54% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $4,128,547.5 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: $4,128,547.5 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 0.25% Item 28. The CUSIP (optional): 912828UK4 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2015-01-31 Item 36. The final legal maturity date: 2015-01-31 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $6,080,000 Item 41. Total current amortized cost: $6,084,292.59 Item 42. The percentage of the money market fund's net assets invested in the security: .8% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $6,086,627.2 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: $6,086,627.2 Security Item 26. The name of the issuer: U.S. TREASURY BILL/NOTE/BOND Item 27. The title of the issue (including coupon or yield): U.S. TREASURY NOTE 0.0749988% Item 28. The CUSIP (optional): 912828WK2 Item 29. Other unique identifier (optional): [Not Provided] Item 30. The CIK of the issuer (optional): [Not Provided] Item 31. The category of investment: Treasury Debt
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7? No Item 33. Rating: First Tier Security Item 34. Name of each Designated NRSRO:
Item 35. Maturity date as determined under rule 2a-7: 2014-06-03 Item 36. The final legal maturity date: 2014-06-03 Item 37. Does the security have a Demand Feature? No Item 38. Does the security have a Guarantee? No Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security? No Item 40. Total principal amount of the security held by the series: $2,000,000 Item 41. Total current amortized cost: $1,999,297.93 Item 42. The percentage of the money market fund's net assets invested in the security: .26% Item 43. Explanatory notes: No Additional Information Item 44. Is this an Illiquid Security as of the date of this report? No Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement: $1,999,500 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: $1,999,500 |