N-MFP: Filer Information|
Submission Type
|  N-MFP2
 N-MFP2/A
| |
CIK
| 0000896162 | |
CCC
|
xxxxxxxx
| |
Test or Live
| LIVE
TEST
| | Contact Information - Name | | | Contact Information - Phone Number | | | Notification Email Address | | | Notification Email Address | | | Notification Email Address | | | Notification Email Address | | |
Is this an electronic copy of an official filing submitted in paper format?
| Yes
No
|
N-MFP: Filing InformationGeneral Information| Item 1. Report for [YYYY-MM-DD]: | 2/29/24 | | Item 2. CIK Number of Registrant. | 0000896162 | | Item 3. LEI of Registrant (if available) (See General Instructions E.) | 549300FSKWEXKF6YBM56 | | Item 4. EDGAR Series Identifier. | | | Item 5. Total number of share classes in the series. | 1 | | Item 6. Do you anticipate that this will be the fund's final filing on Form N-MFP? If Yes, answer Items 6.a - 6.c.
| Yes
No
| | Item 7. Has the fund acquired or merged with another fund since the last filing? | Yes
No
| | If Yes, answer Item 7.a. | | | Item 8. Provide the name, e-mail address, and telephone number of the person authorized to receive information and respond to questions about this Form N-MFP
| | Name | | Phone Number | | Email Address | |
Part A: Series-Level Information about the Fund| Item A.1 Securities Act File Number. | | | Item A.2 Investment Adviser | Dimensional Fund Advisors LP |
a. SEC file number of investment adviser
| 801-16283 | | Item A.4 Independent Public Accountant. | PricewaterhouseCoopers LLP |
a. City and state of independent public accountant.
| |
City of independent public accountant
| Philadelphia |
State/Province/Country of independent public accountant
|
PENNSYLVANIA
| | Item A.5 Administrator. If a fund has one or more administrators, disclose the name of each administrator.
| Citi Fund Services Ohio, Inc. | | Item A.6 Transfer Agent. | FIS Investor Services, LLC |
a. CIK Number
| 0001630490 |
b. SEC file number of transfer agent.
| 084-06522 | | Item A.7 Master-Feeder Funds. Is this a Feeder Fund? If Yes, answer Items A.7.a - 7.c.
| Yes
No
|
a. Identify the Master Fund by CIK or, if the fund does not have a CIK, by name.
| | | Item A.8 Master-Feeder Funds. Is this a Master Fund? If Yes, answer Items A.8.a - 8.c.
| Yes
No
| | Item A.9 Is this series primarily used to fund insurance company separate accounts? | Yes
No
| | Item A.10 Category. Indicate the category that identifies the money market fund from among the following:
|  Treasury
Government/Agency
Exempt Government
 Prime
Single State
Other Tax Exempt
|
a. Is this fund an exempt retail fund as defined in 270.2a-7(a)(25)?
| Yes
No
| | Item A.11 Dollar-weighted average portfolio maturity ("WAM" as defined in rule 2a-7(d)(1)(ii)). | 18 | | Item A.12 Dollar-weighted average life maturity ("WAL" as defined in rule 2a-7(d)(1)(iii)).
Calculate WAL without reference to the exceptions in rule 2a-7(d) regarding interest rate readjustments. | 72 | | Item A.13 Liquidity. Provide the following, as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the daily or weekly liquidity, provide the value as of the close of business on the date in that week last calculated):
| |
a. Total Value of Daily Liquid Assets to the nearest cent:
| |
i. Friday, day 1:
| $7,313,223,364.44 |
ii. Friday, day 2:
| $7,441,845,437.59 |
iii. Friday, day 3:
| $7,879,107,839.94 |
iv. Friday, day 4:
| $7,741,533,450.28 |
v. Friday, day 5 (if applicable):
| |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:
| |
i. Friday, week 1:
| $8,062,786,128.16 |
ii. Friday, week 2:
| $8,251,731,422.19 |
iii. Friday, week 3:
| $8,333,894,093.03 |
iv. Friday, week 4:
| $8,665,947,322.53 |
v. Friday, week 5 (if applicable):
| |
c. Percentage of Total Assets invested in Daily Liquid Assets:
| |
i. Friday, day 1:
| 52.18%
|
ii. Friday, day 2:
| 51.07%
|
iii. Friday, day 3:
| 52.30%
|
iv. Friday, day 4:
| 52.21%
|
v. Friday, day 5 (if applicable):
| |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):
| |
i. Friday, week 1:
| 57.52%
|
ii. Friday, week 2:
| 56.63%
|
iii. Friday, week 3:
| 55.32%
|
iv. Friday, week 4:
| 58.45%
|
v. Friday, week 5 (if applicable):
| | | Item A.14 Provide the following, to the nearest cent:
| |
a. Cash. (See General Instructions E.)
| $876,520,217.73 |
b. Total Value of portfolio securities. (See General Instructions E.)
| $14,658,905,113.48 |
i. If any portfolio securities are valued using amortized cost, the total value of the portfolio securities valued at amortized cost.
| $0.00 |
c. Total Value of other assets (excluding amounts provided in A.14.a-c.)
| $31,351,935.42 | | Item A.15 Total value of liabilities, to the nearest cent. | $64,424,029.01 | | Item A.16 Net assets of the series, to the nearest cent. | $15,502,353,237.62 | | Item A.17 Number of shares outstanding, to the nearest hundredth. |
$1,340,070,196.17 | | Item A.18 If the fund seeks to maintain a stable price per share, state the price the fund seeks to maintain. | | | Item A.19 7-day gross yield. Based on the 7 days ended on the last day of the prior month, calculate the fund's yield by determining the net change, exclusive of capital changes and income other than investment income, in the value of a hypothetical pre-existing account having a balance of one share at the beginning of the period and dividing the difference by the value of the account at the beginning of the base period to obtain the base period return, and then multiplying the base period return by (365/7) with the resulting yield figure carried to the nearest hundredth of one percent. The 7-day gross yield should not reflect a deduction of shareholders fees and fund operating expenses. For master funds and feeder funds, report the 7-day gross yield at the master-fund level. | 5.50%
| | Item A.20 Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions) rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
| |
i. Friday, week 1:
| $11.5690 |
ii. Friday, week 2:
| $11.5690 |
iii. Friday, week 3:
| $11.5690 |
iv. Friday, week 4:
| $11.5690 |
v. Friday, week 5 (if applicable):
| |
Part B: Class-Level Information about the FundFor each Class of the Series (regardless of the number of shares outstanding in the Class), disclose the following:| Item B.1 EDGAR Class identifier. | | | Item B.2 Minimum initial investment. | $1.00 | | Item B.3 Net assets of the Class, to the nearest cent. | $15,502,353,237.62 | | Item B.4 Number of shares outstanding, to the nearest hundredth.
|
$1,340,070,196.17 | | Item B.5 Net asset value per share. Provide the net asset value per share, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), rounded to the fourth decimal place in the case of a fund with a $1.0000 share price (or an equivalent level of accuracy for funds with a different share price), as of the close of business on each Friday during the month reported (if the reporting date falls on a holiday or other day on which the fund does not calculate the net asset value per share, provide the value as of the close of business on the date in that week last calculated):
| |
i. Friday, week 1:
| $11.5680 |
ii. Friday, week 2:
| $11.5690 |
iii. Friday, week 3:
| $11.5690 |
iv. Friday, week 4:
| $11.5690 |
v. Friday, week 5 (if applicable):
| | | Item B.6 Net shareholder flow. Provide the aggregate weekly gross subscriptions
(including dividend reinvestments) and gross redemptions, rounded to the nearest cent,
as of the close of business on each Friday during the month reported (if the reporting
date falls on a holiday or other day on which the fund does not calculate the gross
subscriptions or gross redemptions, provide the value as of the close of business on
the date in that week last calculated):
| |
a. Friday, week 1:
|
i. Weekly gross subscriptions (including dividend reinvestments):
| $1,581,948,004.61 |
ii. Weekly gross redemptions:
| $1,593,058,629.88 |
b. Friday, week 2:
|
i. Weekly gross subscriptions
(including dividend reinvestments):
| $2,594,068,899.67 |
ii. Weekly gross redemptions:
| $2,051,583,841.33 |
c. Friday, week 3:
|
i. Weekly gross subscriptions
(including dividend reinvestments):
| $2,273,100,516.80 |
ii. Weekly gross redemptions:
| $1,647,804,863.03 |
d. Friday, week 4:
|
i. Weekly gross subscriptions
(including dividend reinvestments):
| $2,161,841,741.47 |
ii. Weekly gross redemptions:
| $2,415,528,920.96 |
e. Friday, week 5:
|
i. Weekly gross subscriptions
(including dividend reinvestments):
| |
ii. Weekly gross redemptions:
| |
f. Total for the month reported:
|
i. Monthly gross subscriptions
(including dividend reinvestments):
| $10,101,682,855.20 |
ii. Monthly gross redemptions:
| $8,517,783,624.14 |
| Item B.7 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter). | 5.44%
| | Item B.8 During the reporting period, did any Person pay for, or waive all or part of the fund's operating expenses or management fees? If Yes, answer Item B.8.a.
| Yes
No
|
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | ANZ BANKING GROUP, LTD. | | Item C.2 The title of the issue (including coupon, if applicable). | ANZ Banking Group, Ltd., 5.7400% | | Item C.3 The CUSIP. | 05253MVJ0 | | Item C.4 The LEI (if available). (See General Instruction E.) | JHE42UYNWWTJB8YTTU19 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001300064 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 12/13/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 12/13/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.74%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $125,194,421.25 |
b. Excluding the value of any sponsor support:
| $125,194,421.25 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.81%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | ANZ BANKING GROUP, LTD. | | Item C.2 The title of the issue (including coupon, if applicable). | ANZ Banking Group, Ltd., 5.4900% | | Item C.3 The CUSIP. | 05253MVS0 | | Item C.4 The LEI (if available). (See General Instruction E.) | JHE42UYNWWTJB8YTTU19 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001300064 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 8/23/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 8/23/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.49%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $105,039,925.20 |
b. Excluding the value of any sponsor support:
| $105,039,925.20 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.68%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | ANZ BANKING GROUP, LTD. | | Item C.2 The title of the issue (including coupon, if applicable). | ANZ Banking Group, Ltd., 5.5600% | | Item C.3 The CUSIP. | 05253MTU8 | | Item C.4 The LEI (if available). (See General Instruction E.) | JHE42UYNWWTJB8YTTU19 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001300064 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/4/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/4/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.56%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $100,001,082.00 |
b. Excluding the value of any sponsor support:
| $100,001,082.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.65%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | APPLE INC. | | Item C.2 The title of the issue (including coupon, if applicable). | Apple, Inc., 5.2000% | | Item C.3 The CUSIP. | 03785DC12 | | Item C.4 The LEI (if available). (See General Instruction E.) | HWUPKR0MPOU8FGXBT394 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000320193 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/1/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/1/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.20%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $74,989,164.00 |
b. Excluding the value of any sponsor support:
| $74,989,164.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.48%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | BANK OF MONTREAL | | Item C.2 The title of the issue (including coupon, if applicable). | Bank of Montreal, 5.4700% | | Item C.3 The CUSIP. | 06373LBX6 | | Item C.4 The LEI (if available). (See General Instruction E.) | NQQ6HPCNCCU6TUTQYE16 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001018949 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 8/14/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 8/14/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.47%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $174,980,415.75 |
b. Excluding the value of any sponsor support:
| $174,980,415.75 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.13%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | BANK OF MONTREAL CHICAGO | | Item C.2 The title of the issue (including coupon, if applicable). | Bank of Montreal Chicago, 5.8300% | | Item C.3 The CUSIP. | 06367DEM3 | | Item C.4 The LEI (if available). (See General Instruction E.) | NQQ6HPCNCCU6TUTQYE16 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US06367DEM39 |
b. The CIK; or
| 0001018949 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 11/15/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 11/15/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.83%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $55,102,453.45 |
b. Excluding the value of any sponsor support:
| $55,102,453.45 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.36%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | BANK OF MONTREAL CHICAGO | | Item C.2 The title of the issue (including coupon, if applicable). | Bank of Montreal Chicago, 5.9300% | | Item C.3 The CUSIP. | 06367DBX2 | | Item C.4 The LEI (if available). (See General Instruction E.) | NQQ6HPCNCCU6TUTQYE16 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US06367DBX21 |
b. The CIK; or
| 0001018949 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 8/30/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 8/30/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.93%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $75,160,990.50 |
b. Excluding the value of any sponsor support:
| $75,160,990.50 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.48%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | BANK OF MONTREAL CHICAGO | | Item C.2 The title of the issue (including coupon, if applicable). | Bank of Montreal Chicago, 5.8500% | | Item C.3 The CUSIP. | 06367DDF9 | | Item C.4 The LEI (if available). (See General Instruction E.) | NQQ6HPCNCCU6TUTQYE16 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US06367DDF96 |
b. The CIK; or
| 0001018949 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 10/4/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 10/4/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.85%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $100,186,180.00 |
b. Excluding the value of any sponsor support:
| $100,186,180.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.65%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | BANK OF NOVA SCOTIA | | Item C.2 The title of the issue (including coupon, if applicable). | Bank of Nova Scotia, 5.8600% | | Item C.3 The CUSIP. | 06417M4T9 | | Item C.4 The LEI (if available). (See General Instruction E.) | L3I9ZG2KFGXZ61BMYR72 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US06417M4T90 |
b. The CIK; or
| 0001503461 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 10/4/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 10/4/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.86%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $50,097,355.50 |
b. Excluding the value of any sponsor support:
| $50,097,355.50 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.32%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | BANK OF NOVA SCOTIA | | Item C.2 The title of the issue (including coupon, if applicable). | Bank of Nova Scotia, 5.7900% | | Item C.3 The CUSIP. | 06417M5Z4 | | Item C.4 The LEI (if available). (See General Instruction E.) | L3I9ZG2KFGXZ61BMYR72 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US06417M5Z42 |
b. The CIK; or
| 0001503461 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 12/2/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 12/2/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.79%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $115,213,146.75 |
b. Excluding the value of any sponsor support:
| $115,213,146.75 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.74%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | BANK OF NOVA SCOTIA | | Item C.2 The title of the issue (including coupon, if applicable). | Bank of Nova Scotia, 5.6200% | | Item C.3 The CUSIP. | 06417MU52 | | Item C.4 The LEI (if available). (See General Instruction E.) | L3I9ZG2KFGXZ61BMYR72 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US06417MU524 |
b. The CIK; or
| 0001503461 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/1/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/1/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.62%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $50,000,214.00 |
b. Excluding the value of any sponsor support:
| $50,000,214.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.32%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | BANK OF NOVA SCOTIA | | Item C.2 The title of the issue (including coupon, if applicable). | Bank of Nova Scotia, 6.0100% | | Item C.3 The CUSIP. | 06417MV28 | | Item C.4 The LEI (if available). (See General Instruction E.) | L3I9ZG2KFGXZ61BMYR72 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US06417MV282 |
b. The CIK; or
| 0001503461 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/28/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/28/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 6.01%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $50,021,506.00 |
b. Excluding the value of any sponsor support:
| $50,021,506.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.32%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | BARCLAYS BANK PLC | | Item C.2 The title of the issue (including coupon, if applicable). | Barclays Bank PLC, 5.3000% | | Item C.3 The CUSIP. | BCG124301 | | Item C.4 The LEI (if available). (See General Instruction E.) | AC28XWWI3WIBK2824319 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000312069 |
c. Other unique identifier.
| BCG124301 | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
a. Is the repurchase agreement "open"?
| Yes
No
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 2/20/25 |
e. Coupon or yield.
| 0.000000 |
f. The principal amount, to the nearest cent.
| $535,238,700.00 |
g. Value of collateral, to the nearest cent.
| $510,000,054.34 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
| | 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 C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| A1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/1/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/1/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.30%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $500,000,000.00 |
b. Excluding the value of any sponsor support:
| $500,000,000.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 3.23%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | BNP PARIBAS | | Item C.2 The title of the issue (including coupon, if applicable). | BNP Paribas, 5.3400% | | Item C.3 The CUSIP. | 09659BDH0 | | Item C.4 The LEI (if available). (See General Instruction E.) | R0MUWSFPU8MPRO8K5P83 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000872786 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 4/17/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 4/17/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 4/17/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.34%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $124,116,233.75 |
b. Excluding the value of any sponsor support:
| $124,116,233.75 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.80%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | BNP PARIBAS | | Item C.2 The title of the issue (including coupon, if applicable). | BNP Paribas, 5.3600% | | Item C.3 The CUSIP. | 09659BE71 | | Item C.4 The LEI (if available). (See General Instruction E.) | R0MUWSFPU8MPRO8K5P83 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000872786 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 5/7/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 5/7/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 5/7/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.36%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $148,497,144.00 |
b. Excluding the value of any sponsor support:
| $148,497,144.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.96%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | BOFA SECURITIES, INC. | | Item C.2 The title of the issue (including coupon, if applicable). | BofA Securities, Inc., 5.2500% | | Item C.3 The CUSIP. | BAC124301 | | Item C.4 The LEI (if available). (See General Instruction E.) | 9DJT3UXIJIZJI4WXO774 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000070858 |
c. Other unique identifier.
| BAC124301 | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
a. Is the repurchase agreement "open"?
| Yes
No
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 10/15/25 |
e. Coupon or yield.
| 0.125000 |
f. The principal amount, to the nearest cent.
| $88,923,200.00 |
g. Value of collateral, to the nearest cent.
| $102,000,013.83 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
| | 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 C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/1/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/1/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.25%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $100,000,000.00 |
b. Excluding the value of any sponsor support:
| $100,000,000.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.65%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | CANADIAN IMPERIAL BANK OF COMMERCE | | Item C.2 The title of the issue (including coupon, if applicable). | Canadian Imperial Bank of Commerce, 5.3200% | | Item C.3 The CUSIP. | 13608AC87 | | Item C.4 The LEI (if available). (See General Instruction E.) | 2IGI19DL77OX0HC3ZE78 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000016847 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/8/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/8/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/8/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.32%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $39,952,743.20 |
b. Excluding the value of any sponsor support:
| $39,952,743.20 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.26%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | CANADIAN IMPERIAL BANK OF COMMERCE | | Item C.2 The title of the issue (including coupon, if applicable). | Canadian Imperial Bank of Commerce, 6.0100% | | Item C.3 The CUSIP. | 13606KVA1 | | Item C.4 The LEI (if available). (See General Instruction E.) | 2IGI19DL77OX0HC3ZE78 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US13606KVA14 |
b. The CIK; or
| 0000016847 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 4/1/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 4/1/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 6.01%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $150,084,828.00 |
b. Excluding the value of any sponsor support:
| $150,084,828.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.97%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | CANADIAN IMPERIAL BANK OF COMMERCE | | Item C.2 The title of the issue (including coupon, if applicable). | Canadian Imperial Bank of Commerce, 5.3200% | | Item C.3 The CUSIP. | 13608AC61 | | Item C.4 The LEI (if available). (See General Instruction E.) | 2IGI19DL77OX0HC3ZE78 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000016847 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/6/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/6/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/6/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.32%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $33,770,054.89 |
b. Excluding the value of any sponsor support:
| $33,770,054.89 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.22%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | CANADIAN IMPERIAL BANK OF COMMERCE | | Item C.2 The title of the issue (including coupon, if applicable). | Canadian Imperial Bank of Commerce, 5.5400% | | Item C.3 The CUSIP. | 13606KTK2 | | Item C.4 The LEI (if available). (See General Instruction E.) | 2IGI19DL77OX0HC3ZE78 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US13606KTK24 |
b. The CIK; or
| 0000016847 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/1/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/1/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.54%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $150,000,612.00 |
b. Excluding the value of any sponsor support:
| $150,000,612.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.97%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | CANADIAN IMPERIAL BANK OF COMMERCE | | Item C.2 The title of the issue (including coupon, if applicable). | Canadian Imperial Bank of Commerce, 5.9700% | | Item C.3 The CUSIP. | 13606KYN0 | | Item C.4 The LEI (if available). (See General Instruction E.) | 2IGI19DL77OX0HC3ZE78 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US13606KYN08 |
b. The CIK; or
| 0000016847 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 7/29/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 7/29/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.97%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $75,173,199.00 |
b. Excluding the value of any sponsor support:
| $75,173,199.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.48%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | COMMONWEALTH BANK OF AUSTRALIA | | Item C.2 The title of the issue (including coupon, if applicable). | Commonwealth Bank of Australia, 5.8600% | | Item C.3 The CUSIP. | 20272A3R5 | | Item C.4 The LEI (if available). (See General Instruction E.) | MSFSBD3QN1GSN7Q6C537 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001274624 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 10/10/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 10/10/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.86%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $100,222,000.00 |
b. Excluding the value of any sponsor support:
| $100,222,000.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.65%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | COMMONWEALTH BANK OF AUSTRALIA | | Item C.2 The title of the issue (including coupon, if applicable). | Commonwealth Bank of Australia, 5.8600% | | Item C.3 The CUSIP. | 20272A3S3 | | Item C.4 The LEI (if available). (See General Instruction E.) | MSFSBD3QN1GSN7Q6C537 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001274624 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 10/11/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 10/11/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.86%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $50,111,622.50 |
b. Excluding the value of any sponsor support:
| $50,111,622.50 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.32%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | COOPERATIEVE RABOBANK UA | | Item C.2 The title of the issue (including coupon, if applicable). | Cooperatieve Rabobank UA, 5.6200% | | Item C.3 The CUSIP. | 21684LHH8 | | Item C.4 The LEI (if available). (See General Instruction E.) | DG3RU1DBUFHT4ZF9WN62 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US21684LHH87 |
b. The CIK; or
| 0001098062 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/3/25 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/3/25 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.62%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $150,023,382.00 |
b. Excluding the value of any sponsor support:
| $150,023,382.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.97%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | CREDIT AGRICOLE CIB NY | | Item C.2 The title of the issue (including coupon, if applicable). | Credit Agricole CIB NY, 5.3600% | | Item C.3 The CUSIP. | 22533TC87 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900BN8XS34XZDJ223 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001885268 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/8/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/8/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/8/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.36%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $164,803,791.90 |
b. Excluding the value of any sponsor support:
| $164,803,791.90 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.06%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | CREDIT AGRICOLE CIB NY | | Item C.2 The title of the issue (including coupon, if applicable). | Credit Agricole CIB NY, 5.3500% | | Item C.3 The CUSIP. | 22533TCB0 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900BN8XS34XZDJ223 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001885268 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/11/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/11/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/11/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.35%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $115,036,903.25 |
b. Excluding the value of any sponsor support:
| $115,036,903.25 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.74%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | DEERE & CO. | | Item C.2 The title of the issue (including coupon, if applicable). | John Deere Capital Corp., 5.3200% | | Item C.3 The CUSIP. | 24422LC84 | | Item C.4 The LEI (if available). (See General Instruction E.) | E0KSF7PFQ210NWI8Z391 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000315189 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/8/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/8/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/8/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.32%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $62,825,772.97 |
b. Excluding the value of any sponsor support:
| $62,825,772.97 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.41%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | DNB NORBANK ASA | | Item C.2 The title of the issue (including coupon, if applicable). | DNB NORBANK ASA, 5.3000% | | Item C.3 The CUSIP. | 2332K0D90 | | Item C.4 The LEI (if available). (See General Instruction E.) | 5967007LIEEXZX78M803 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001498632 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 4/9/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 4/9/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 4/9/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.30%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $49,707,222.00 |
b. Excluding the value of any sponsor support:
| $49,707,222.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.32%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | DNB NORBANK ASA | | Item C.2 The title of the issue (including coupon, if applicable). | DNB NORBANK ASA, 5.3200% | | Item C.3 The CUSIP. | 2332K0DQ2 | | Item C.4 The LEI (if available). (See General Instruction E.) | 5967007LIEEXZX78M803 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001498632 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 4/24/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 4/24/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 4/24/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.32%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $34,718,076.75 |
b. Excluding the value of any sponsor support:
| $34,718,076.75 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.22%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | DNB NORBANK ASA | | Item C.2 The title of the issue (including coupon, if applicable). | DNB NORBANK ASA, 5.3100% | | Item C.3 The CUSIP. | 2332K0DH2 | | Item C.4 The LEI (if available). (See General Instruction E.) | 5967007LIEEXZX78M803 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001498632 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 4/17/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 4/17/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 4/17/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.31%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $178,734,864.60 |
b. Excluding the value of any sponsor support:
| $178,734,864.60 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.15%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | DNB NORBANK ASA | | Item C.2 The title of the issue (including coupon, if applicable). | DNB NORBANK ASA, 5.3300% | | Item C.3 The CUSIP. | 2332K0E81 | | Item C.4 The LEI (if available). (See General Instruction E.) | 5967007LIEEXZX78M803 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001498632 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 5/8/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 5/8/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 5/8/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.33%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $158,381,475.20 |
b. Excluding the value of any sponsor support:
| $158,381,475.20 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.02%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | DNB NORBANK ASA | | Item C.2 The title of the issue (including coupon, if applicable). | DNB NORBANK ASA, 5.3600% | | Item C.3 The CUSIP. | 2332K0EU2 | | Item C.4 The LEI (if available). (See General Instruction E.) | 5967007LIEEXZX78M803 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001498632 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 5/28/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 5/28/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 5/28/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.36%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $34,542,400.90 |
b. Excluding the value of any sponsor support:
| $34,542,400.90 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.22%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | FEDERAL RESERVE BANK OF NEW YORK | | Item C.2 The title of the issue (including coupon, if applicable). | Federal Reserve Bank NY, 5.3000% | | Item C.3 The CUSIP. | FRB124301 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900Y8NKGV541U8Q32 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001390777 |
c. Other unique identifier.
| FRB124301 | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
a. Is the repurchase agreement "open"?
| Yes
No
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 5/15/29 |
e. Coupon or yield.
| 2.375000 |
f. The principal amount, to the nearest cent.
| $1,391,800.00 |
g. Value of collateral, to the nearest cent.
| $1,277,305.26 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 11/15/29 |
e. Coupon or yield.
| 1.750000 |
f. The principal amount, to the nearest cent.
| $1,015,700.00 |
g. Value of collateral, to the nearest cent.
| $894,512.93 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 2/15/30 |
e. Coupon or yield.
| 1.500000 |
f. The principal amount, to the nearest cent.
| $141,622,000.00 |
g. Value of collateral, to the nearest cent.
| $121,035,390.32 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 5/15/30 |
e. Coupon or yield.
| 0.625000 |
f. The principal amount, to the nearest cent.
| $218,323,700.00 |
g. Value of collateral, to the nearest cent.
| $175,329,225.75 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 5/15/31 |
e. Coupon or yield.
| 1.625000 |
f. The principal amount, to the nearest cent.
| $1,792,200.00 |
g. Value of collateral, to the nearest cent.
| $1,507,810.38 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
| | 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 C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| AA+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/1/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/1/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.30%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $300,000,000.00 |
b. Excluding the value of any sponsor support:
| $300,000,000.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.94%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | FMS WERTMANAGEMENT | | Item C.2 The title of the issue (including coupon, if applicable). | FMS Wertmanagement, 5.3100% | | Item C.3 The CUSIP. | 34411GCN4 | | Item C.4 The LEI (if available). (See General Instruction E.) | HZFDOR6TCRSIQLKQTX32 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001556421 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/22/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/22/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/22/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
a. The identity of the Guarantor(s).
| Federal Republic of Germany |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
| 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s)
by any NRSRO that the board of directors (or its delegate) considered in evaluating the
quality, maturity or liquidity of the security (together with the name of the assigning
NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.31%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $124,595,410.00 |
b. Excluding the value of any sponsor support:
| $124,595,410.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.80%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | FMS WERTMANAGEMENT | | Item C.2 The title of the issue (including coupon, if applicable). | FMS Wertmanagement, 5.2800% | | Item C.3 The CUSIP. | 34411GC79 | | Item C.4 The LEI (if available). (See General Instruction E.) | HZFDOR6TCRSIQLKQTX32 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001556421 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/7/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/7/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/7/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
a. The identity of the Guarantor(s).
| Federal Republic of Germany |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
| 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s)
by any NRSRO that the board of directors (or its delegate) considered in evaluating the
quality, maturity or liquidity of the security (together with the name of the assigning
NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.28%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $79,918,022.40 |
b. Excluding the value of any sponsor support:
| $79,918,022.40 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.52%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | FMS WERTMANAGEMENT | | Item C.2 The title of the issue (including coupon, if applicable). | FMS Wertmanagement, 5.2700% | | Item C.3 The CUSIP. | 34411GC53 | | Item C.4 The LEI (if available). (See General Instruction E.) | HZFDOR6TCRSIQLKQTX32 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001556421 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/5/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/5/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/5/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
a. The identity of the Guarantor(s).
| Federal Republic of Germany |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
| 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s)
by any NRSRO that the board of directors (or its delegate) considered in evaluating the
quality, maturity or liquidity of the security (together with the name of the assigning
NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.27%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $94,930,540.75 |
b. Excluding the value of any sponsor support:
| $94,930,540.75 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.61%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | GOLDMAN SACHS & CO. LLC | | Item C.2 The title of the issue (including coupon, if applicable). | Goldman Sachs & Co. LLC, 5.2500% | | Item C.3 The CUSIP. | GOL124301 | | Item C.4 The LEI (if available). (See General Instruction E.) | FOR8UP27PHTHYVLBNG30 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000886982 |
c. Other unique identifier.
| GOL124301 | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
a. Is the repurchase agreement "open"?
| Yes
No
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 5/20/52 |
e. Coupon or yield.
| 2.500000 |
f. The principal amount, to the nearest cent.
| $389,667,328.00 |
g. Value of collateral, to the nearest cent.
| $291,296,961.51 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 1/20/54 |
e. Coupon or yield.
| 5.500000 |
f. The principal amount, to the nearest cent.
| $142,552,077.00 |
g. Value of collateral, to the nearest cent.
| $141,847,490.05 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 4/20/47 |
e. Coupon or yield.
| 3.500000 |
f. The principal amount, to the nearest cent.
| $5,204,160.00 |
g. Value of collateral, to the nearest cent.
| $2,495,399.62 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 8/20/52 |
e. Coupon or yield.
| 4.000000 |
f. The principal amount, to the nearest cent.
| $25,904,500.00 |
g. Value of collateral, to the nearest cent.
| $23,360,149.08 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
| | 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 C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/1/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/1/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.25%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $450,000,000.00 |
b. Excluding the value of any sponsor support:
| $450,000,000.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 2.90%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | HYDRO-QUEBEC | | Item C.2 The title of the issue (including coupon, if applicable). | Hydro-Quebec, 5.2600% | | Item C.3 The CUSIP. | 44881LC11 | | Item C.4 The LEI (if available). (See General Instruction E.) | 6THEVG93PYJH84S4D167 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000049448 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/1/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/1/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
a. The identity of the Guarantor(s).
| Province of Quebec Canada |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
| 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s)
by any NRSRO that the board of directors (or its delegate) considered in evaluating the
quality, maturity or liquidity of the security (together with the name of the assigning
NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.26%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $49,242,802.11 |
b. Excluding the value of any sponsor support:
| $49,242,802.11 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.32%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | HYDRO-QUEBEC | | Item C.2 The title of the issue (including coupon, if applicable). | Hydro-Quebec, 5.3500% | | Item C.3 The CUSIP. | 44881LDN2 | | Item C.4 The LEI (if available). (See General Instruction E.) | 6THEVG93PYJH84S4D167 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000049448 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 4/22/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 4/22/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 4/22/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
a. The identity of the Guarantor(s).
| Province of Quebec Canada |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
| 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s)
by any NRSRO that the board of directors (or its delegate) considered in evaluating the
quality, maturity or liquidity of the security (together with the name of the assigning
NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.35%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $92,868,695.71 |
b. Excluding the value of any sponsor support:
| $92,868,695.71 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.60%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | HYDRO-QUEBEC | | Item C.2 The title of the issue (including coupon, if applicable). | Hydro-Quebec, 5.3200% | | Item C.3 The CUSIP. | 44881LCL7 | | Item C.4 The LEI (if available). (See General Instruction E.) | 6THEVG93PYJH84S4D167 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000049448 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/20/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/20/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/20/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
a. The identity of the Guarantor(s).
| Province of Quebec Canada |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
| 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s)
by any NRSRO that the board of directors (or its delegate) considered in evaluating the
quality, maturity or liquidity of the security (together with the name of the assigning
NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.32%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $44,368,959.96 |
b. Excluding the value of any sponsor support:
| $44,368,959.96 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.29%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | HYDRO-QUEBEC | | Item C.2 The title of the issue (including coupon, if applicable). | Hydro-Quebec, 5.3500% | | Item C.3 The CUSIP. | 44881LDF9 | | Item C.4 The LEI (if available). (See General Instruction E.) | 6THEVG93PYJH84S4D167 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000049448 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 4/15/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 4/15/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 4/15/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
a. The identity of the Guarantor(s).
| Province of Quebec Canada |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
| 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s)
by any NRSRO that the board of directors (or its delegate) considered in evaluating the
quality, maturity or liquidity of the security (together with the name of the assigning
NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.35%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $123,307,007.84 |
b. Excluding the value of any sponsor support:
| $123,307,007.84 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.80%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | HYDRO-QUEBEC | | Item C.2 The title of the issue (including coupon, if applicable). | Hydro-Quebec, 5.3200% | | Item C.3 The CUSIP. | 44881LCM5 | | Item C.4 The LEI (if available). (See General Instruction E.) | 6THEVG93PYJH84S4D167 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000049448 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/21/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/21/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/21/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
a. The identity of the Guarantor(s).
| Province of Quebec Canada |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
| 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s)
by any NRSRO that the board of directors (or its delegate) considered in evaluating the
quality, maturity or liquidity of the security (together with the name of the assigning
NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.32%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $42,368,455.28 |
b. Excluding the value of any sponsor support:
| $42,368,455.28 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.27%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | J.P. MORGAN SECURITIES LLC | | Item C.2 The title of the issue (including coupon, if applicable). | J.P. Morgan Securities LLC, 5.3000% | | Item C.3 The CUSIP. | JPM124301 | | Item C.4 The LEI (if available). (See General Instruction E.) | 8I5DZWZKVSZI1NUHU748 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000019617 |
c. Other unique identifier.
| JPM124301 | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
a. Is the repurchase agreement "open"?
| Yes
No
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 1/20/54 |
e. Coupon or yield.
| 6.000000 |
f. The principal amount, to the nearest cent.
| $331,945,984.00 |
g. Value of collateral, to the nearest cent.
| $335,193,300.91 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 6/20/53 |
e. Coupon or yield.
| 6.000000 |
f. The principal amount, to the nearest cent.
| $2,724,692.00 |
g. Value of collateral, to the nearest cent.
| $2,707,588.99 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 4/20/53 |
e. Coupon or yield.
| 5.500000 |
f. The principal amount, to the nearest cent.
| $2,921,848.00 |
g. Value of collateral, to the nearest cent.
| $2,865,945.75 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 6/20/53 |
e. Coupon or yield.
| 6.000000 |
f. The principal amount, to the nearest cent.
| $1,220,592.00 |
g. Value of collateral, to the nearest cent.
| $1,252,847.50 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 1/20/54 |
e. Coupon or yield.
| 6.500000 |
f. The principal amount, to the nearest cent.
| $1,546,434.00 |
g. Value of collateral, to the nearest cent.
| $1,584,266.48 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 2/20/64 |
e. Coupon or yield.
| 6.500000 |
f. The principal amount, to the nearest cent.
| $825,957.00 |
g. Value of collateral, to the nearest cent.
| $837,409.35 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 10/20/62 |
e. Coupon or yield.
| 5.000000 |
f. The principal amount, to the nearest cent.
| $1,437,207.00 |
g. Value of collateral, to the nearest cent.
| $1,390,232.47 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 11/20/53 |
e. Coupon or yield.
| 5.500000 |
f. The principal amount, to the nearest cent.
| $1,592,314.00 |
g. Value of collateral, to the nearest cent.
| $1,604,177.98 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 1/20/54 |
e. Coupon or yield.
| 6.500000 |
f. The principal amount, to the nearest cent.
| $456,820.00 |
g. Value of collateral, to the nearest cent.
| $468,325.51 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 1/20/54 |
e. Coupon or yield.
| 6.500000 |
f. The principal amount, to the nearest cent.
| $468,207.00 |
g. Value of collateral, to the nearest cent.
| $480,608.50 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 1/20/54 |
e. Coupon or yield.
| 6.000000 |
f. The principal amount, to the nearest cent.
| $3,781,804.00 |
g. Value of collateral, to the nearest cent.
| $3,854,980.81 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 2/20/54 |
e. Coupon or yield.
| 5.500000 |
f. The principal amount, to the nearest cent.
| $3,301,608.00 |
g. Value of collateral, to the nearest cent.
| $3,298,454.23 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 2/20/54 |
e. Coupon or yield.
| 5.000000 |
f. The principal amount, to the nearest cent.
| $1,492,768.00 |
g. Value of collateral, to the nearest cent.
| $1,461,861.57 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
| | 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 C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| Aa3 |
Name of NRSRO
| Standard & Poor's |
Rating
| A+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/1/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/1/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.30%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $350,000,000.00 |
b. Excluding the value of any sponsor support:
| $350,000,000.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 2.26%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | MIZUHO SECURITIES USA LLC | | Item C.2 The title of the issue (including coupon, if applicable). | Mizuho Securities USA LLC, 5.2500% | | Item C.3 The CUSIP. | MIZ124301 | | Item C.4 The LEI (if available). (See General Instruction E.) | 7TK5RJIZDFROZCA6XF66 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001335730 |
c. Other unique identifier.
| MIZ124301 | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
a. Is the repurchase agreement "open"?
| Yes
No
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 8/15/25 |
e. Coupon or yield.
| 2.000000 |
f. The principal amount, to the nearest cent.
| $6,221,500.00 |
g. Value of collateral, to the nearest cent.
| $5,979,559.74 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 5/15/26 |
e. Coupon or yield.
| 1.625000 |
f. The principal amount, to the nearest cent.
| $50,163,600.00 |
g. Value of collateral, to the nearest cent.
| $47,300,870.84 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 6/30/28 |
e. Coupon or yield.
| 1.250000 |
f. The principal amount, to the nearest cent.
| $205,000,000.00 |
g. Value of collateral, to the nearest cent.
| $180,646,090.11 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 5/15/25 |
e. Coupon or yield.
| 2.750000 |
f. The principal amount, to the nearest cent.
| $600.00 |
g. Value of collateral, to the nearest cent.
| $589.51 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 12/31/28 |
e. Coupon or yield.
| 3.750000 |
f. The principal amount, to the nearest cent.
| $21,451,500.00 |
g. Value of collateral, to the nearest cent.
| $21,072,909.31 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
| | 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 C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| A1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/1/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/1/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.25%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $250,000,000.00 |
b. Excluding the value of any sponsor support:
| $250,000,000.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.61%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | NATIONAL AUSTRALIA BANK, LTD. | | Item C.2 The title of the issue (including coupon, if applicable). | National Australia Bank, Ltd., 5.8500% | | Item C.3 The CUSIP. | 63254GZG3 | | Item C.4 The LEI (if available). (See General Instruction E.) | F8SB4JFBSYQFRQEH3Z21 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001414365 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 9/27/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 9/27/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.85%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $80,164,265.60 |
b. Excluding the value of any sponsor support:
| $80,164,265.60 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.52%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | NATIONAL AUSTRALIA BANK, LTD. | | Item C.2 The title of the issue (including coupon, if applicable). | National Australia Bank, Ltd., 5.6300% | | Item C.3 The CUSIP. | 63254GWY7 | | Item C.4 The LEI (if available). (See General Instruction E.) | F8SB4JFBSYQFRQEH3Z21 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001414365 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/14/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/14/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.63%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $150,013,236.00 |
b. Excluding the value of any sponsor support:
| $150,013,236.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.97%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | NATIONAL AUSTRALIA BANK, LTD. | | Item C.2 The title of the issue (including coupon, if applicable). | National Australia Bank, Ltd., 5.7500% | | Item C.3 The CUSIP. | 63254GZX6 | | Item C.4 The LEI (if available). (See General Instruction E.) | F8SB4JFBSYQFRQEH3Z21 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001414365 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 11/1/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 11/1/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.75%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $130,203,960.90 |
b. Excluding the value of any sponsor support:
| $130,203,960.90 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.84%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | NATIONAL AUSTRALIA BANK, LTD. | | Item C.2 The title of the issue (including coupon, if applicable). | National Australia Bank, Ltd., 5.4800% | | Item C.3 The CUSIP. | 63254GC37 | | Item C.4 The LEI (if available). (See General Instruction E.) | F8SB4JFBSYQFRQEH3Z21 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001414365 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 9/16/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 9/16/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.48%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $74,998,198.50 |
b. Excluding the value of any sponsor support:
| $74,998,198.50 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.48%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | NORDEA BANK AB | | Item C.2 The title of the issue (including coupon, if applicable). | Nordea Bank AB, 5.3300% | | Item C.3 The CUSIP. | 65558JDA2 | | Item C.4 The LEI (if available). (See General Instruction E.) | 6SCPQ280AIY8EP3XFW53 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001002614 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 4/10/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 4/10/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 4/10/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.33%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $99,397,011.00 |
b. Excluding the value of any sponsor support:
| $99,397,011.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.64%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | OESTERREICHISCHE KONTROLLBANK AKTIENGESE | | Item C.2 The title of the issue (including coupon, if applicable). | Oesterreich Kontrollbank AG, 5.3500% | | Item C.3 The CUSIP. | 67616RCU7 | | Item C.4 The LEI (if available). (See General Instruction E.) | 5299000OVRLMF858L016 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000202811 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/28/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/28/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/28/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| |
a. The identity of the Guarantor(s).
| Republic of Austria |
b. The amount (i.e., percentage) of fractional support provided by each Guarantor.
| 100.00%
|
c. Rating(s) considered. Provide each rating assigned to the guarantee(s) or guarantor(s)
by any NRSRO that the board of directors (or its delegate) considered in evaluating the
quality, maturity or liquidity of the security (together with the name of the assigning
NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.35%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $120,498,471.94 |
b. Excluding the value of any sponsor support:
| $120,498,471.94 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.78%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | PROVINCE OF ALBERTA CANADA | | Item C.2 The title of the issue (including coupon, if applicable). | Province of Alberta Canada, 5.3300% | | Item C.3 The CUSIP. | 01306MCR9 | | Item C.4 The LEI (if available). (See General Instruction E.) | LQPXMHHNJKIPJYE53543 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000810961 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/25/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/25/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/25/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.33%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $149,447,106.00 |
b. Excluding the value of any sponsor support:
| $149,447,106.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.96%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | PROVINCE OF QUEBEC CANADA | | Item C.2 The title of the issue (including coupon, if applicable). | Province of Quebec Canada, 5.3400% | | Item C.3 The CUSIP. | 74800JE27 | | Item C.4 The LEI (if available). (See General Instruction E.) | 549300WN65YFEQH74Y36 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000722803 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 5/2/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 5/2/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 5/2/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.34%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $35,666,667.00 |
b. Excluding the value of any sponsor support:
| $35,666,667.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.23%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | RABOBANK NEDERLAND N.V. NY | | Item C.2 The title of the issue (including coupon, if applicable). | Rabobank Nederland NV NY, 5.5500% | | Item C.3 The CUSIP. | 21684LHE5 | | Item C.4 The LEI (if available). (See General Instruction E.) | DG3RU1DBUFHT4ZF9WN62 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US21684LHE56 |
b. The CIK; or
| 0001098062 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 10/23/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 10/23/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.55%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $90,039,040.20 |
b. Excluding the value of any sponsor support:
| $90,039,040.20 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.58%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | RBC DOMINION SECURITIES INC. | | Item C.2 The title of the issue (including coupon, if applicable). | RBC Dominion Securities Inc., 5.3000% | | Item C.3 The CUSIP. | RBC124301 | | Item C.4 The LEI (if available). (See General Instruction E.) | ES7IP3U3RHIGC71XBU11 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001000275 |
c. Other unique identifier.
| RBC124301 | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
a. Is the repurchase agreement "open"?
| Yes
No
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 4/11/24 |
e. Coupon or yield.
| 0.000000 |
f. The principal amount, to the nearest cent.
| $9,200.00 |
g. Value of collateral, to the nearest cent.
| $9,143.20 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 4/16/24 |
e. Coupon or yield.
| 0.000000 |
f. The principal amount, to the nearest cent.
| $400.00 |
g. Value of collateral, to the nearest cent.
| $397.24 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 4/15/29 |
e. Coupon or yield.
| 3.875000 |
f. The principal amount, to the nearest cent.
| $500.00 |
g. Value of collateral, to the nearest cent.
| $1,032.75 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 1/15/28 |
e. Coupon or yield.
| 0.500000 |
f. The principal amount, to the nearest cent.
| $100.00 |
g. Value of collateral, to the nearest cent.
| $117.53 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 2/15/28 |
e. Coupon or yield.
| 2.750000 |
f. The principal amount, to the nearest cent.
| $17,500,000.00 |
g. Value of collateral, to the nearest cent.
| $16,499,169.62 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 3/31/25 |
e. Coupon or yield.
| 2.625000 |
f. The principal amount, to the nearest cent.
| $1,540,300.00 |
g. Value of collateral, to the nearest cent.
| $1,518,826.12 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 4/30/25 |
e. Coupon or yield.
| 2.875000 |
f. The principal amount, to the nearest cent.
| $54,400.00 |
g. Value of collateral, to the nearest cent.
| $53,646.56 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 4/30/26 |
e. Coupon or yield.
| 2.375000 |
f. The principal amount, to the nearest cent.
| $5,000.00 |
g. Value of collateral, to the nearest cent.
| $4,811.71 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 11/15/25 |
e. Coupon or yield.
| 2.250000 |
f. The principal amount, to the nearest cent.
| $8,505,700.00 |
g. Value of collateral, to the nearest cent.
| $8,215,538.23 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 1/15/27 |
e. Coupon or yield.
| 0.375000 |
f. The principal amount, to the nearest cent.
| $4,999,300.00 |
g. Value of collateral, to the nearest cent.
| $6,053,642.80 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 5/15/25 |
e. Coupon or yield.
| 2.125000 |
f. The principal amount, to the nearest cent.
| $1,000.00 |
g. Value of collateral, to the nearest cent.
| $973.62 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 7/15/30 |
e. Coupon or yield.
| 0.125000 |
f. The principal amount, to the nearest cent.
| $100.00 |
g. Value of collateral, to the nearest cent.
| $107.21 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 10/15/25 |
e. Coupon or yield.
| 0.125000 |
f. The principal amount, to the nearest cent.
| $100.00 |
g. Value of collateral, to the nearest cent.
| $114.71 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 11/15/30 |
e. Coupon or yield.
| 0.875000 |
f. The principal amount, to the nearest cent.
| $17,326,700.00 |
g. Value of collateral, to the nearest cent.
| $13,965,841.33 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 8/15/31 |
e. Coupon or yield.
| 1.250000 |
f. The principal amount, to the nearest cent.
| $27,430,300.00 |
g. Value of collateral, to the nearest cent.
| $22,171,438.84 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 11/30/26 |
e. Coupon or yield.
| 1.250000 |
f. The principal amount, to the nearest cent.
| $100.00 |
g. Value of collateral, to the nearest cent.
| $92.04 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 12/15/24 |
e. Coupon or yield.
| 1.000000 |
f. The principal amount, to the nearest cent.
| $900.00 |
g. Value of collateral, to the nearest cent.
| $872.96 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 2/15/32 |
e. Coupon or yield.
| 1.875000 |
f. The principal amount, to the nearest cent.
| $100.00 |
g. Value of collateral, to the nearest cent.
| $83.86 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 4/30/27 |
e. Coupon or yield.
| 2.750000 |
f. The principal amount, to the nearest cent.
| $241,126,900.00 |
g. Value of collateral, to the nearest cent.
| $231,495,684.82 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 5/15/32 |
e. Coupon or yield.
| 2.875000 |
f. The principal amount, to the nearest cent.
| $600.00 |
g. Value of collateral, to the nearest cent.
| $546.19 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 7/31/29 |
e. Coupon or yield.
| 2.625000 |
f. The principal amount, to the nearest cent.
| $800.00 |
g. Value of collateral, to the nearest cent.
| $737.52 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 9/30/29 |
e. Coupon or yield.
| 3.875000 |
f. The principal amount, to the nearest cent.
| $10,100.00 |
g. Value of collateral, to the nearest cent.
| $10,048.32 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 9/30/27 |
e. Coupon or yield.
| 4.125000 |
f. The principal amount, to the nearest cent.
| $200.00 |
g. Value of collateral, to the nearest cent.
| $201.68 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 9/30/24 |
e. Coupon or yield.
| 4.250000 |
f. The principal amount, to the nearest cent.
| $100.00 |
g. Value of collateral, to the nearest cent.
| $101.17 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 10/31/29 |
e. Coupon or yield.
| 4.000000 |
f. The principal amount, to the nearest cent.
| $3,000.00 |
g. Value of collateral, to the nearest cent.
| $2,993.48 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 11/30/27 |
e. Coupon or yield.
| 3.875000 |
f. The principal amount, to the nearest cent.
| $100.00 |
g. Value of collateral, to the nearest cent.
| $99.22 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 12/31/29 |
e. Coupon or yield.
| 3.875000 |
f. The principal amount, to the nearest cent.
| $144,089,000.00 |
g. Value of collateral, to the nearest cent.
| $141,835,068.03 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 4/15/26 |
e. Coupon or yield.
| 3.750000 |
f. The principal amount, to the nearest cent.
| $44,100.00 |
g. Value of collateral, to the nearest cent.
| $43,947.14 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 7/15/26 |
e. Coupon or yield.
| 4.500000 |
f. The principal amount, to the nearest cent.
| $1,700.00 |
g. Value of collateral, to the nearest cent.
| $1,707.30 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| USTR |
d. Maturity date.
| 7/15/33 |
e. Coupon or yield.
| 1.375000 |
f. The principal amount, to the nearest cent.
| $70,497,100.00 |
g. Value of collateral, to the nearest cent.
| $68,113,051.61 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
| | 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 C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| AA- | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/1/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/1/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.30%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $500,000,000.00 |
b. Excluding the value of any sponsor support:
| $500,000,000.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 3.23%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | ROYAL BANK OF CANADA | | Item C.2 The title of the issue (including coupon, if applicable). | Royal Bank of Canada, 5.9400% | | Item C.3 The CUSIP. | 78014XLA3 | | Item C.4 The LEI (if available). (See General Instruction E.) | ES7IP3U3RHIGC71XBU11 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001000275 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 6/25/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 6/25/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.94%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $75,108,663.00 |
b. Excluding the value of any sponsor support:
| $75,108,663.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.48%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | ROYAL BANK OF CANADA NY | | Item C.2 The title of the issue (including coupon, if applicable). | Royal Bank of Canada NY, 5.8600% | | Item C.3 The CUSIP. | 78015MAW0 | | Item C.4 The LEI (if available). (See General Instruction E.) | ES7IP3U3RHIGC71XBU11 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001000275 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 9/11/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 9/11/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.86%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $50,084,450.00 |
b. Excluding the value of any sponsor support:
| $50,084,450.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.32%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | ROYAL BANK OF CANADA NY | | Item C.2 The title of the issue (including coupon, if applicable). | Royal Bank of Canada NY, 5.8600% | | Item C.3 The CUSIP. | 78015JAP2 | | Item C.4 The LEI (if available). (See General Instruction E.) | ES7IP3U3RHIGC71XBU11 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US78015JAP21 |
b. The CIK; or
| 0001000275 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 9/20/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 9/20/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.86%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $40,065,530.40 |
b. Excluding the value of any sponsor support:
| $40,065,530.40 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.26%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | ROYAL BANK OF CANADA NY | | Item C.2 The title of the issue (including coupon, if applicable). | Royal Bank of Canada NY, 5.8500% | | Item C.3 The CUSIP. | 78015JCF2 | | Item C.4 The LEI (if available). (See General Instruction E.) | ES7IP3U3RHIGC71XBU11 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US78015JCF21 |
b. The CIK; or
| 0001000275 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 10/2/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 10/2/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.85%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $125,198,905.00 |
b. Excluding the value of any sponsor support:
| $125,198,905.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.81%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | ROYAL BANK OF CANADA NY | | Item C.2 The title of the issue (including coupon, if applicable). | Royal Bank of Canada NY, 5.8500% | | Item C.3 The CUSIP. | 78015JCP0 | | Item C.4 The LEI (if available). (See General Instruction E.) | ES7IP3U3RHIGC71XBU11 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US78015JCP03 |
b. The CIK; or
| 0001000275 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 10/7/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 10/7/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.85%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $35,057,026.55 |
b. Excluding the value of any sponsor support:
| $35,057,026.55 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.23%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | ROYAL BANK OF CANADA NY | | Item C.2 The title of the issue (including coupon, if applicable). | Royal Bank of Canada NY, 5.8700% | | Item C.3 The CUSIP. | 78015JET0 | | Item C.4 The LEI (if available). (See General Instruction E.) | ES7IP3U3RHIGC71XBU11 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US78015JET07 |
b. The CIK; or
| 0001000275 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 11/4/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 11/4/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.87%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $40,080,131.60 |
b. Excluding the value of any sponsor support:
| $40,080,131.60 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.26%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | SANOFI-AVENTIS | | Item C.2 The title of the issue (including coupon, if applicable). | Sanofi-Aventis, 5.3300% | | Item C.3 The CUSIP. | 8010M2CK6 | | Item C.4 The LEI (if available). (See General Instruction E.) | 549300E9PC51EN656011 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001121404 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/19/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/19/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/19/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.33%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $90,645,012.77 |
b. Excluding the value of any sponsor support:
| $90,645,012.77 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.58%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | SIEMENS AG | | Item C.2 The title of the issue (including coupon, if applicable). | Siemens Capital Co. LLC, 5.3000% | | Item C.3 The CUSIP. | 82619TCU9 | | Item C.4 The LEI (if available). (See General Instruction E.) | EOSCVWUER252U910GR08 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000940418 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/28/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/28/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/28/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.30%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $184,240,393.70 |
b. Excluding the value of any sponsor support:
| $184,240,393.70 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.19%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | SKANDINAVISKA ENSKILDA BANKEN AB | | Item C.2 The title of the issue (including coupon, if applicable). | Skandinaviska Enskilda Banken AB, 5.2900% | | Item C.3 The CUSIP. | 83050TCC3 | | Item C.4 The LEI (if available). (See General Instruction E.) | F3JS33DEI6XQ4ZBPTN86 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001534653 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/12/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/12/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/12/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.29%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $80,857,524.24 |
b. Excluding the value of any sponsor support:
| $80,857,524.24 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.52%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | SOCIETE GENERALE NORTH AMERICA, INC. | | Item C.2 The title of the issue (including coupon, if applicable). | Societe Generale North America, Inc., 5.3200% | | Item C.3 The CUSIP. | 83369BC61 | | Item C.4 The LEI (if available). (See General Instruction E.) | O2RNE8IBXP4R0TD8PU41 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001145665 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/6/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/6/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/6/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.32%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $79,929,161.60 |
b. Excluding the value of any sponsor support:
| $79,929,161.60 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.52%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | SOCIETE GENERALE NORTH AMERICA, INC. | | Item C.2 The title of the issue (including coupon, if applicable). | Societe Generale North America, Inc., 5.3400% | | Item C.3 The CUSIP. | 83369BCC8 | | Item C.4 The LEI (if available). (See General Instruction E.) | O2RNE8IBXP4R0TD8PU41 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001145665 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/12/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/12/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/12/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.34%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $79,857,916.80 |
b. Excluding the value of any sponsor support:
| $79,857,916.80 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.52%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | SUMITOMO MITSUI FINANCIAL GROUP, INC. | | Item C.2 The title of the issue (including coupon, if applicable). | Sumitomo Mitsui Bank NY, 5.3200% | | Item C.3 The CUSIP. | 86562KCE2 | | Item C.4 The LEI (if available). (See General Instruction E.) | 5U0XI89JRFVHWIBS4F54 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001184915 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/14/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/14/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/14/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.32%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $149,690,053.50 |
b. Excluding the value of any sponsor support:
| $149,690,053.50 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.97%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | SUMITOMO MITSUI FINANCIAL GROUP, INC. | | Item C.2 The title of the issue (including coupon, if applicable). | Sumitomo Mitsui Bank NY, 5.3400% | | Item C.3 The CUSIP. | 86562KCK8 | | Item C.4 The LEI (if available). (See General Instruction E.) | 5U0XI89JRFVHWIBS4F54 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001184915 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/19/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/19/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/19/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.34%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $34,901,604.50 |
b. Excluding the value of any sponsor support:
| $34,901,604.50 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.23%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | SUMITOMO MITSUI FINANCIAL GROUP, INC. | | Item C.2 The title of the issue (including coupon, if applicable). | Sumitomo Mitsui Bank NY, 5.3000% | | Item C.3 The CUSIP. | 86562KC77 | | Item C.4 The LEI (if available). (See General Instruction E.) | 5U0XI89JRFVHWIBS4F54 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001184915 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/7/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/7/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/7/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.30%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $49,948,521.00 |
b. Excluding the value of any sponsor support:
| $49,948,521.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.32%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | SVENSKA HANDELSBANKEN AB | | Item C.2 The title of the issue (including coupon, if applicable). | Svenska Handelsbank, Inc., 5.6300% | | Item C.3 The CUSIP. | 86959RW30 | | Item C.4 The LEI (if available). (See General Instruction E.) | NHBDILHZTYCNBV5UYZ31 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US86959RW309 |
b. The CIK; or
| 0001448613 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/15/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/15/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.63%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $150,014,335.50 |
b. Excluding the value of any sponsor support:
| $150,014,335.50 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.97%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | SWEDBANK AB | | Item C.2 The title of the issue (including coupon, if applicable). | Swedbank AB, 5.3400% | | Item C.3 The CUSIP. | 87020WEG3 | | Item C.4 The LEI (if available). (See General Instruction E.) | M312WZV08Y7LYUC71685 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001497940 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 5/16/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 5/16/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 5/16/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.34%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $123,587,781.25 |
b. Excluding the value of any sponsor support:
| $123,587,781.25 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.80%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | SWEDBANK AB | | Item C.2 The title of the issue (including coupon, if applicable). | Swedbank AB, 5.3300% | | Item C.3 The CUSIP. | 87019RE36 | | Item C.4 The LEI (if available). (See General Instruction E.) | M312WZV08Y7LYUC71685 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001497940 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 5/3/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 5/3/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 5/3/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.33%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $24,765,549.75 |
b. Excluding the value of any sponsor support:
| $24,765,549.75 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.16%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | SWEDBANK AB | | Item C.2 The title of the issue (including coupon, if applicable). | Swedbank AB, 5.3400% | | Item C.3 The CUSIP. | 87020WEF5 | | Item C.4 The LEI (if available). (See General Instruction E.) | M312WZV08Y7LYUC71685 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001497940 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 5/15/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 5/15/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 5/15/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.34%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $123,606,262.50 |
b. Excluding the value of any sponsor support:
| $123,606,262.50 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.80%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | SWEDISH EXPORT CREDIT CORP. | | Item C.2 The title of the issue (including coupon, if applicable). | Swedish Export Credit Corp., 5.2500% | | Item C.3 The CUSIP. | 87030JDH9 | | Item C.4 The LEI (if available). (See General Instruction E.) | 1FOLRR5RWTWWI397R131 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000352960 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 4/17/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 4/17/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 4/17/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.25%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $51,340,443.56 |
b. Excluding the value of any sponsor support:
| $51,340,443.56 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.33%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | TD SECURITIES (USA) LLC | | Item C.2 The title of the issue (including coupon, if applicable). | TD Securiities (USA) LLC, 5.2900% | | Item C.3 The CUSIP. | TOR324301 | | Item C.4 The LEI (if available). (See General Instruction E.) | PT3QB789TSUIDF371261 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000947263 |
c. Other unique identifier.
| TOR324301 | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| |
a. Is the repurchase agreement "open"?
| Yes
No
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 3/22/24 |
e. Coupon or yield.
| 0.000000 |
f. The principal amount, to the nearest cent.
| $5,080,000.00 |
g. Value of collateral, to the nearest cent.
| $5,062,931.20 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 5/17/24 |
e. Coupon or yield.
| 0.000000 |
f. The principal amount, to the nearest cent.
| $6,594,000.00 |
g. Value of collateral, to the nearest cent.
| $6,518,696.52 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 2/7/25 |
e. Coupon or yield.
| 0.000000 |
f. The principal amount, to the nearest cent.
| $891,000.00 |
g. Value of collateral, to the nearest cent.
| $849,543.55 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 3/15/31 |
e. Coupon or yield.
| 6.750000 |
f. The principal amount, to the nearest cent.
| $26,000.00 |
g. Value of collateral, to the nearest cent.
| $30,451.72 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 7/15/32 |
e. Coupon or yield.
| 6.250000 |
f. The principal amount, to the nearest cent.
| $5,605,000.00 |
g. Value of collateral, to the nearest cent.
| $6,375,765.35 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 11/18/24 |
e. Coupon or yield.
| 0.375000 |
f. The principal amount, to the nearest cent.
| $1,500,000.00 |
g. Value of collateral, to the nearest cent.
| $1,450,033.62 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 8/1/24 |
e. Coupon or yield.
| 5.050000 |
f. The principal amount, to the nearest cent.
| $3,000,000.00 |
g. Value of collateral, to the nearest cent.
| $3,006,704.33 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 12/7/26 |
e. Coupon or yield.
| 5.750000 |
f. The principal amount, to the nearest cent.
| $40,498,000.00 |
g. Value of collateral, to the nearest cent.
| $41,040,034.23 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 2/12/27 |
e. Coupon or yield.
| 5.000000 |
f. The principal amount, to the nearest cent.
| $45,445,000.00 |
g. Value of collateral, to the nearest cent.
| $45,431,871.44 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 5/15/29 |
e. Coupon or yield.
| 6.250000 |
f. The principal amount, to the nearest cent.
| $354,000.00 |
g. Value of collateral, to the nearest cent.
| $391,482.78 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 1/15/30 |
e. Coupon or yield.
| 7.125000 |
f. The principal amount, to the nearest cent.
| $266,000.00 |
g. Value of collateral, to the nearest cent.
| $305,913.65 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 5/15/30 |
e. Coupon or yield.
| 7.250000 |
f. The principal amount, to the nearest cent.
| $172,000.00 |
g. Value of collateral, to the nearest cent.
| $202,416.04 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 11/15/30 |
e. Coupon or yield.
| 6.625000 |
f. The principal amount, to the nearest cent.
| $263,000.00 |
g. Value of collateral, to the nearest cent.
| $301,321.44 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 4/22/25 |
e. Coupon or yield.
| 0.625000 |
f. The principal amount, to the nearest cent.
| $2,368,000.00 |
g. Value of collateral, to the nearest cent.
| $2,259,462.39 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 6/17/25 |
e. Coupon or yield.
| 0.500000 |
f. The principal amount, to the nearest cent.
| $353,000.00 |
g. Value of collateral, to the nearest cent.
| $334,085.20 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 8/5/30 |
e. Coupon or yield.
| 0.875000 |
f. The principal amount, to the nearest cent.
| $202,000.00 |
g. Value of collateral, to the nearest cent.
| $162,347.47 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 8/25/25 |
e. Coupon or yield.
| 0.375000 |
f. The principal amount, to the nearest cent.
| $226,000.00 |
g. Value of collateral, to the nearest cent.
| $211,665.20 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 10/8/27 |
e. Coupon or yield.
| 0.750000 |
f. The principal amount, to the nearest cent.
| $93,894,000.00 |
g. Value of collateral, to the nearest cent.
| $82,727,796.89 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 11/7/25 |
e. Coupon or yield.
| 0.500000 |
f. The principal amount, to the nearest cent.
| $1,469,000.00 |
g. Value of collateral, to the nearest cent.
| $1,370,593.98 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 8/28/24 |
e. Coupon or yield.
| 3.875000 |
f. The principal amount, to the nearest cent.
| $1,500,000.00 |
g. Value of collateral, to the nearest cent.
| $1,489,124.46 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 4/24/26 |
e. Coupon or yield.
| 2.125000 |
f. The principal amount, to the nearest cent.
| $347,000.00 |
g. Value of collateral, to the nearest cent.
| $332,300.20 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 9/24/26 |
e. Coupon or yield.
| 1.875000 |
f. The principal amount, to the nearest cent.
| $383,000.00 |
g. Value of collateral, to the nearest cent.
| $361,702.49 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 7/2/24 |
e. Coupon or yield.
| 1.750000 |
f. The principal amount, to the nearest cent.
| $2,240,000.00 |
g. Value of collateral, to the nearest cent.
| $2,219,230.35 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 10/15/24 |
e. Coupon or yield.
| 1.625000 |
f. The principal amount, to the nearest cent.
| $337,000.00 |
g. Value of collateral, to the nearest cent.
| $331,462.62 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 1/7/25 |
e. Coupon or yield.
| 1.625000 |
f. The principal amount, to the nearest cent.
| $6,695,000.00 |
g. Value of collateral, to the nearest cent.
| $6,516,894.40 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 9/6/24 |
e. Coupon or yield.
| 2.625000 |
f. The principal amount, to the nearest cent.
| $10,065,000.00 |
g. Value of collateral, to the nearest cent.
| $10,056,209.06 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 2/12/25 |
e. Coupon or yield.
| 1.500000 |
f. The principal amount, to the nearest cent.
| $206,000.00 |
g. Value of collateral, to the nearest cent.
| $199,325.26 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 7/21/25 |
e. Coupon or yield.
| 0.375000 |
f. The principal amount, to the nearest cent.
| $4,373,000.00 |
g. Value of collateral, to the nearest cent.
| $4,112,797.03 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 9/23/25 |
e. Coupon or yield.
| 0.375000 |
f. The principal amount, to the nearest cent.
| $354,000.00 |
g. Value of collateral, to the nearest cent.
| $331,140.45 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 10/20/27 |
e. Coupon or yield.
| 3.500000 |
f. The principal amount, to the nearest cent.
| $225,000.00 |
g. Value of collateral, to the nearest cent.
| $5,991.46 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 9/20/53 |
e. Coupon or yield.
| 6.000000 |
f. The principal amount, to the nearest cent.
| $23,683,878.00 |
g. Value of collateral, to the nearest cent.
| $23,885,760.74 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 9/20/53 |
e. Coupon or yield.
| 5.000000 |
f. The principal amount, to the nearest cent.
| $107,515,071.00 |
g. Value of collateral, to the nearest cent.
| $104,790,077.86 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 4/15/39 |
e. Coupon or yield.
| 5.000000 |
f. The principal amount, to the nearest cent.
| $10,000.00 |
g. Value of collateral, to the nearest cent.
| $364.19 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 11/15/39 |
e. Coupon or yield.
| 6.000000 |
f. The principal amount, to the nearest cent.
| $2,139,946.00 |
g. Value of collateral, to the nearest cent.
| $44,615.54 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 7/15/33 |
e. Coupon or yield.
| 4.700000 |
f. The principal amount, to the nearest cent.
| $412,000.00 |
g. Value of collateral, to the nearest cent.
| $419,629.19 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 9/15/24 |
e. Coupon or yield.
| 2.875000 |
f. The principal amount, to the nearest cent.
| $3,354,000.00 |
g. Value of collateral, to the nearest cent.
| $3,353,319.88 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
|
b. The name of the collateral issuer.
| GNMA |
d. Maturity date.
| 5/15/25 |
e. Coupon or yield.
| 0.750000 |
f. The principal amount, to the nearest cent.
| $543,000.00 |
g. Value of collateral, to the nearest cent.
| $517,210.58 |
h. The category of investments that most closely represents the collateral, selected from among the following:
| Asset-Backed Securities
Agency Collateralized Mortgage Obligations
Agency Debentures and Agency Strips
Agency Mortgage-Backed Securities
Private Label Collateralized Mortgage Obligations
Corporate Debt Securities
Equities
Money Market
U.S. Treasuries (including strips)
Other Instrument
| | 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 C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| AA- | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/1/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/1/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.29%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $350,000,000.00 |
b. Excluding the value of any sponsor support:
| $350,000,000.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 2.26%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | TORONTO-DOMINION BANK NY | | Item C.2 The title of the issue (including coupon, if applicable). | Toronto Dominion Bank NY, 5.9700% | | Item C.3 The CUSIP. | 89115BKG4 | | Item C.4 The LEI (if available). (See General Instruction E.) | PT3QB789TSUIDF371261 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000947263 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 6/6/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 6/6/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.97%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $100,150,540.00 |
b. Excluding the value of any sponsor support:
| $100,150,540.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.65%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | TORONTO-DOMINION BANK NY | | Item C.2 The title of the issue (including coupon, if applicable). | Toronto Dominion Bank NY, 5.9800% | | Item C.3 The CUSIP. | 89115BZ78 | | Item C.4 The LEI (if available). (See General Instruction E.) | PT3QB789TSUIDF371261 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000947263 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/25/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/25/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.98%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $100,038,511.00 |
b. Excluding the value of any sponsor support:
| $100,038,511.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.65%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | TORONTO-DOMINION BANK NY | | Item C.2 The title of the issue (including coupon, if applicable). | Toronto Dominion Bank NY, 5.8800% | | Item C.3 The CUSIP. | 89115B2D1 | | Item C.4 The LEI (if available). (See General Instruction E.) | PT3QB789TSUIDF371261 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US89115B2D10 |
b. The CIK; or
| 0000947263 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 8/30/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 8/30/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.88%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $55,120,614.45 |
b. Excluding the value of any sponsor support:
| $55,120,614.45 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.36%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | TORONTO-DOMINION BANK NY | | Item C.2 The title of the issue (including coupon, if applicable). | Toronto Dominion Bank NY, 5.3800% | | Item C.3 The CUSIP. | 89119AEN4 | | Item C.4 The LEI (if available). (See General Instruction E.) | PT3QB789TSUIDF371261 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000947263 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 5/22/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 5/22/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 5/22/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.38%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $34,571,517.75 |
b. Excluding the value of any sponsor support:
| $34,571,517.75 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.22%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | TORONTO-DOMINION BANK NY | | Item C.2 The title of the issue (including coupon, if applicable). | Toronto Dominion Bank NY, 5.7600% | | Item C.3 The CUSIP. | 89115BYP9 | | Item C.4 The LEI (if available). (See General Instruction E.) | PT3QB789TSUIDF371261 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000947263 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/15/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/15/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.76%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $100,013,494.00 |
b. Excluding the value of any sponsor support:
| $100,013,494.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.65%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | TORONTO-DOMINION BANK NY | | Item C.2 The title of the issue (including coupon, if applicable). | Toronto Dominion Bank NY, 5.8500% | | Item C.3 The CUSIP. | 89115BDM9 | | Item C.4 The LEI (if available). (See General Instruction E.) | PT3QB789TSUIDF371261 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US89115BDM90 |
b. The CIK; or
| 0000947263 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 10/3/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 10/3/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.85%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $40,078,181.20 |
b. Excluding the value of any sponsor support:
| $40,078,181.20 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.26%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | TOTAL S.A. | | Item C.2 The title of the issue (including coupon, if applicable). | Total Capital Canada, Ltd., 5.3400% | | Item C.3 The CUSIP. | 89152EC63 | | Item C.4 The LEI (if available). (See General Instruction E.) | 529900S21EQ1BO4ESM68 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001226646 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/6/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/6/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/6/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.34%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $63,943,070.72 |
b. Excluding the value of any sponsor support:
| $63,943,070.72 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.41%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | TOTAL S.A. | | Item C.2 The title of the issue (including coupon, if applicable). | Total Capital Canada, Ltd., 5.3700% | | Item C.3 The CUSIP. | 89152ECU0 | | Item C.4 The LEI (if available). (See General Instruction E.) | 529900S21EQ1BO4ESM68 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001226646 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/28/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/28/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/28/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.37%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $57,758,695.64 |
b. Excluding the value of any sponsor support:
| $57,758,695.64 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.37%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | TOTAL S.A. | | Item C.2 The title of the issue (including coupon, if applicable). | Total Capital Canada, Ltd., 5.3600% | | Item C.3 The CUSIP. | 89152ECM8 | | Item C.4 The LEI (if available). (See General Instruction E.) | 529900S21EQ1BO4ESM68 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001226646 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/21/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/21/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/21/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.36%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $49,844,075.00 |
b. Excluding the value of any sponsor support:
| $49,844,075.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.32%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | TOTAL S.A. | | Item C.2 The title of the issue (including coupon, if applicable). | Total Capital Canada, Ltd., 5.3500% | | Item C.3 The CUSIP. | 89152ECB2 | | Item C.4 The LEI (if available). (See General Instruction E.) | 529900S21EQ1BO4ESM68 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0001226646 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1 | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/11/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/11/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/11/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.35%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $134,779,663.80 |
b. Excluding the value of any sponsor support:
| $134,779,663.80 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.87%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | TOYOTA MOTOR CREDIT CORP. | | Item C.2 The title of the issue (including coupon, if applicable). | Toyota Motor Credit Corp., 5.4100% | | Item C.3 The CUSIP. | 89233GEE2 | | Item C.4 The LEI (if available). (See General Instruction E.) | Z2VZBHUMB7PWWJ63I008 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000834071 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 5/14/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 5/14/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 5/14/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.41%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $49,443,229.00 |
b. Excluding the value of any sponsor support:
| $49,443,229.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.32%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | U.S. TREASURY SECURITIES | | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Note, 5.4657% | | Item C.3 The CUSIP. | 91282CFS5 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900HROIFWPRGM1V77 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US91282CFS52 |
b. The CIK; or
| |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/5/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 10/31/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 10/31/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.46%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $400,175,496.00 |
b. Excluding the value of any sponsor support:
| $400,175,496.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 2.58%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | U.S. TREASURY SECURITIES | | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Note, 5.2507% | | Item C.3 The CUSIP. | 91282CEL1 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900HROIFWPRGM1V77 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US91282CEL19 |
b. The CIK; or
| |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/5/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 4/30/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 4/30/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.25%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $274,945,011.00 |
b. Excluding the value of any sponsor support:
| $274,945,011.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.77%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | U.S. TREASURY SECURITIES | | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Note, 5.5257% | | Item C.3 The CUSIP. | 91282CGF2 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900HROIFWPRGM1V77 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US91282CGF23 |
b. The CIK; or
| |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/5/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 1/31/25 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 1/31/25 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.52%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $450,520,767.00 |
b. Excluding the value of any sponsor support:
| $450,520,767.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 2.91%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | U.S. TREASURY SECURITIES | | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Note, 5.3627% | | Item C.3 The CUSIP. | 91282CFD8 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900HROIFWPRGM1V77 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US91282CFD83 |
b. The CIK; or
| |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/5/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 7/31/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 7/31/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.36%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $349,983,441.50 |
b. Excluding the value of any sponsor support:
| $349,983,441.50 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 2.26%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | U.S. TREASURY SECURITIES | | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Bill, 5.2300% | | Item C.3 The CUSIP. | 912797JP3 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900HROIFWPRGM1V77 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912797JP39 |
b. The CIK; or
| |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 4/23/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 4/23/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 4/23/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.23%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $248,054,827.50 |
b. Excluding the value of any sponsor support:
| $248,054,827.50 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.60%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | U.S. TREASURY SECURITIES | | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Bill, 5.2400% | | Item C.3 The CUSIP. | 912797HR1 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900HROIFWPRGM1V77 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912797HR13 |
b. The CIK; or
| |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 5/23/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 5/23/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 5/23/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.24%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $246,979,435.00 |
b. Excluding the value of any sponsor support:
| $246,979,435.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.59%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | U.S. TREASURY SECURITIES | | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Bill, 5.1100% | | Item C.3 The CUSIP. | 912797JK4 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900HROIFWPRGM1V77 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912797JK42 |
b. The CIK; or
| |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/26/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/26/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/26/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.11%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $373,622,396.25 |
b. Excluding the value of any sponsor support:
| $373,622,396.25 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 2.41%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | U.S. TREASURY SECURITIES | | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Bill, 5.1900% | | Item C.3 The CUSIP. | 912797JM0 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900HROIFWPRGM1V77 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912797JM08 |
b. The CIK; or
| |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 4/9/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 4/9/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 4/9/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.19%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $248,565,937.50 |
b. Excluding the value of any sponsor support:
| $248,565,937.50 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.60%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | U.S. TREASURY SECURITIES | | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Bill, 5.1600% | | Item C.3 The CUSIP. | 912797JL2 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900HROIFWPRGM1V77 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912797JL25 |
b. The CIK; or
| |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 4/2/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 4/2/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 4/2/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.16%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $248,822,222.50 |
b. Excluding the value of any sponsor support:
| $248,822,222.50 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.61%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | U.S. TREASURY SECURITIES | | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Bill, 4.5200% | | Item C.3 The CUSIP. | 912797GQ4 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900HROIFWPRGM1V77 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912797GQ49 |
b. The CIK; or
| |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/7/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/7/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/7/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 4.52%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $224,802,609.75 |
b. Excluding the value of any sponsor support:
| $224,802,609.75 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.45%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | U.S. TREASURY SECURITIES | | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Bill, 5.2100% | | Item C.3 The CUSIP. | 912797JN8 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900HROIFWPRGM1V77 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912797JN80 |
b. The CIK; or
| |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 4/16/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 4/16/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 4/16/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.21%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $248,311,097.50 |
b. Excluding the value of any sponsor support:
| $248,311,097.50 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.60%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | U.S. TREASURY SECURITIES | | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Bill, 5.0400% | | Item C.3 The CUSIP. | 912797JJ7 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900HROIFWPRGM1V77 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912797JJ78 |
b. The CIK; or
| |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/19/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/19/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/19/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.04%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $299,204,250.00 |
b. Excluding the value of any sponsor support:
| $299,204,250.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.93%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | U.S. TREASURY SECURITIES | | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Bill, 5.2300% | | Item C.3 The CUSIP. | 912797FH5 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900HROIFWPRGM1V77 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912797FH58 |
b. The CIK; or
| |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 5/16/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 5/16/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 5/16/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.23%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $247,236,027.50 |
b. Excluding the value of any sponsor support:
| $247,236,027.50 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.59%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | U.S. TREASURY SECURITIES | | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Bill, 5.2400% | | Item C.3 The CUSIP. | 912797HS9 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900HROIFWPRGM1V77 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912797HS95 |
b. The CIK; or
| |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 5/30/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 5/30/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 5/30/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.24%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $246,729,687.50 |
b. Excluding the value of any sponsor support:
| $246,729,687.50 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.59%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | U.S. TREASURY SECURITIES | | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Bill, 5.2300% | | Item C.3 The CUSIP. | 912797HQ3 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900HROIFWPRGM1V77 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912797HQ30 |
b. The CIK; or
| |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 5/9/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 5/9/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 5/9/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.23%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $247,483,177.50 |
b. Excluding the value of any sponsor support:
| $247,483,177.50 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.60%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | U.S. TREASURY SECURITIES | | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Bill, 4.8500% | | Item C.3 The CUSIP. | 912797JH1 | | Item C.4 The LEI (if available). (See General Instruction E.) | 254900HROIFWPRGM1V77 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US912797JH13 |
b. The CIK; or
| |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| NR |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/12/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 3/12/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 3/12/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 4.85%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $199,677,394.00 |
b. Excluding the value of any sponsor support:
| $199,677,394.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 1.29%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | UNITED OVERSEAS BANK | | Item C.2 The title of the issue (including coupon, if applicable). | United Overseas Bank, Ltd., 5.6400% | | Item C.3 The CUSIP. | 91127RDF1 | | Item C.4 The LEI (if available). (See General Instruction E.) | IO66REGK3RCBAMA8HR66 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000867530 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 7/1/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 7/1/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.64%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $100,037,745.00 |
b. Excluding the value of any sponsor support:
| $100,037,745.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.65%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | UNITED OVERSEAS BANK | | Item C.2 The title of the issue (including coupon, if applicable). | United Overseas Bank, Ltd., 5.6400% | | Item C.3 The CUSIP. | 91127RDE4 | | Item C.4 The LEI (if available). (See General Instruction E.) | IO66REGK3RCBAMA8HR66 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000867530 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 6/28/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 6/28/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.64%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $150,143,550.00 |
b. Excluding the value of any sponsor support:
| $150,143,550.00 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.97%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | WESTPAC BANKING CORP. | | Item C.2 The title of the issue (including coupon, if applicable). | Westpac Banking Corp., 5.9300% | | Item C.3 The CUSIP. | 9612C43T6 | | Item C.4 The LEI (if available). (See General Instruction E.) | EN5TNI6CI43VEPAMHL14 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000719245 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 5/24/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 5/24/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.93%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $90,107,030.70 |
b. Excluding the value of any sponsor support:
| $90,107,030.70 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.58%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | WESTPAC BANKING CORP. | | Item C.2 The title of the issue (including coupon, if applicable). | Westpac Banking Corp., 5.8600% | | Item C.3 The CUSIP. | 9612C43Q2 | | Item C.4 The LEI (if available). (See General Instruction E.) | EN5TNI6CI43VEPAMHL14 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| |
b. The CIK; or
| 0000719245 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 5/1/24 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 5/1/24 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.86%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $70,052,525.90 |
b. Excluding the value of any sponsor support:
| $70,052,525.90 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.45%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
Part C: Schedule of Portfolio Securities. For each security held by the money market fund, disclose the following:| Item C.1 The name of the issuer. | WESTPAC BANKING CORP. | | Item C.2 The title of the issue (including coupon, if applicable). | Westpac Banking Corp., 5.6400% | | Item C.3 The CUSIP. | 96130AVT2 | | Item C.4 The LEI (if available). (See General Instruction E.) | EN5TNI6CI43VEPAMHL14 | | Item C.5
Other identifier. In addition to CUSIP and LEI, provide at least one of the
following other identifiers, if available:
| |
a. The ISIN;
| US96130AVT23 |
b. The CIK; or
| 0000719245 |
c. Other unique identifier.
| | | Item C.6 The category of investment. Indicate the category that most closely identifies the instrument from among the following:
| U.S. Treasury Debt
U.S. Government Agency Debt
Non-U.S. Sovereign, Sub-Sovereign and Supra-National debt
Certificate of Deposit
Non-Negotiable Time Deposit
Variable Rate Demand Note
Other Municipal Security
Asset Backed Commercial Paper
Other Asset Backed Securities
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
Insurance Company Funding Agreement
Investment Company
Financial Company Commercial Paper
Non-Financial Company Commercial Paper
Tender Option Bond
Other Instrument
| | Item C.7 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?
| Yes
No
| | Item C.8 For all repurchase agreements, specify whether the repurchase agreement is "open"
(i.e., the repurchase agreement has no specified end date and, by its terms, will be extended
or "rolled" each business day (or at another specified period) unless the investor chooses to terminate it),
and describe the securities subject to the repurchase agreement (i.e., collateral).
| | | If multiple securities of an issuer are subject to the
repurchase agreement, the securities may be aggregated, in which case disclose: (a) the total principal amount and value and (b) the range of maturity dates and interest rates. | | | Item C.9 Is the security an Eligible Security?
| Yes
No
| | Item C.10 Security rating(s) considered. Provide each rating assigned
by any NRSRO that the fund's board of directors (or its delegate) considered
in determining that the security presents minimal credit risks (together with
the name of the assigning NRSRO). If none, leave blank.
| |
Name of NRSRO
| Moody's |
Rating
| P 1 |
Name of NRSRO
| Standard & Poor's |
Rating
| A-1+ | | Item C.11 The maturity date determined by taking into account the maturity shortening provisions of rule 2a-7(i) (i.e., the maturity date used to calculate WAM under rule 2a-7(d)(1)(ii)).
| 3/1/24 | | Item C.12 The maturity date determined without reference to the exceptions in rule 2a-7(i) regarding interest rate readjustments (i.e., the maturity date used to calculate WAL under rule 2a-7(d)(1)(iii)).
| 1/17/25 | | Item C.13 The maturity date determined without reference to the maturity shortening provisions of rule 2a-7(i) (i.e., the
ultimate legal maturity date on which, in accordance with the terms of the security without regard to any interest rate readjustment
or demand feature, the principal amount must unconditionally be paid).
| 1/17/25 | | Item C.14 Does the security have a Demand Feature on which the fund is
relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.14.a - 14.e. Where applicable, provide the information
required in Items C.14b - 14.e in the order that each Demand Feature issuer was
reported in Item C.14.a
| | | Item C.15 Does the security have a Guarantee
(other than an unconditional letter of credit disclosed in item C.14
above) on which the fund is relying to determine the quality, maturity
or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.15.a - 15.c.
Where applicable, provide the information required in Item C.15.b - 15.c
in the order that each Guarantor was reported in Item C.15.a.
| | | Item C.16 Does the security have any enhancements, other than those identified in Items C.14 and C.15
above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
| Yes
No
| |
If Yes, answer Items C.16.a - 16.d. Where applicable, provide the information required in
Items C.16.b - 16.d in the order that each enhancement provider was reported in Item C.16.a.
| | | Item C.17 The yield of the security as of the reporting date. | 5.64%
| | Item C.18 The total Value of the fund's position in the
security, to the nearest cent: (See General Instruction E.) | |
a. Including the value of any sponsor support:
| $40,012,591.60 |
b. Excluding the value of any sponsor support:
| $40,012,591.60 | | Item C.19 The percentage of the money market fund's net assets
invested in the security, to the nearest hundredth of a percent. | 0.26%
| | Item C.20 Is the security categorized at level 3 in the fair value hierarchy under U.S. Generally Accepted Accounting Principles (ASC 820, Fair Value Measurement)? | Yes
No
| | Item C.21 Is the security a Daily Liquid Asset? | Yes
No
| | Item C.22 Is the security a Weekly Liquid Asset? | Yes
No
| | Item C.23 Is the security an Illiquid Security? | Yes
No
| | Item C.24
Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security. If none, leave blank. | |
N-MFP: Signatures
Pursuant to the requirements of the Investment Company Act of 1940, the registrant has
duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
| (Registrant) | THE DFA INVESTMENT TRUST COMPANY | | Date | 3/6/24 | | (Signature)* | /s/ Ryan Buechner | | Name of Signing Officer | Ryan Buechner | | Title of Signing Officer | Vice President and Assistant Secretary |
|
