N-MFP: Filer Information
Submission Type
| N-MFP1
N-MFP1/A
|
CIK
| 0001140869 |
CCC
|
********
|
Test or Live
| LIVE
TEST
| Contact Information - Name | | Contact Information - Phone Number | | 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 InformationItem 1. Report for [YYYY-MM-DD]: | 6/30/16 | Item 2. CIK Number of Registrant. | 0001140869 | Item 3. LEI of Registrant (if available) (See General Instructions E.) | | 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 FundItem A.1 Securities Act File Number. | | Item A.2 Investment Adviser | Legg Mason Partners Fund Advisor LLC | a. SEC file number of investment adviser | 801-66785 | Item A.3 Sub-Adviser. If a fund has one or more sub-advisers, disclose the name of each sub-adviser.
| Western Asset Management Company | a. SEC file number of sub-adviser | 801-08162 | Item A.4 Independent Public Accountant. | KPMG LLP | a. City and state of independent public accountant. | | City of independent public accountant | New York | State/Province/Country of independent public accountant |
NEW YORK
| Item A.5 Administrator. If a fund has one or more administrators, disclose the name of each administrator.
| None | Item A.6 Transfer Agent. | None | 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
|
a. Identify all Feeder Funds by CIK or, if the fund does not have a CIK, by name.
| | CIK of the Feeder Fund | 0000889512 | Name of the Feeder Fund | Western Asset Institutional Cash Reserves | b. Securities Act file number of each Feeder Fund. | 033-49552 | c. EDGAR series identifier of each Feeder Fund. | | 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)). | 25 | 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. | 95 | 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, week 1: | $4,299,084,807.60 | ii. Friday, week 2: | $5,471,944,366.33 | iii. Friday, week 3: | $5,745,531,339.64 | iv. Friday, week 4: | $5,711,443,885.62 | v. Friday, week 5 (if applicable): | |
b. Total Value of Weekly Liquid Assets (including Daily Liquid Assets) to the nearest cent:i. Friday, week 1: | $5,989,740,776.71 | ii. Friday, week 2: | $7,843,013,306.75 | iii. Friday, week 3: | $6,549,017,852.56 | iv. Friday, week 4: | $7,277,831,387.16 | v. Friday, week 5 (if applicable): | $0.00 |
c. Percentage of Total Assets invested in Daily Liquid Assets:i. Friday, week 1: | 24.36%
| ii. Friday, week 2: | 30.02%
| iii. Friday, week 3: | 33.19%
| iv. Friday, week 4: | 34.08%
| v. Friday, week 5 (if applicable): | |
d. Percentage of Total Assets invested in Weekly Liquid Assets (including Daily Liquid Assets):i. Friday, week 1: | 33.94%
| ii. Friday, week 2: | 43.02%
| iii. Friday, week 3: | 37.83%
| iv. Friday, week 4: | 43.42%
| v. Friday, week 5 (if applicable): | 0.00%
|
Item A.14 Provide the following, to the nearest cent:
| | a. Cash. (See General Instructions E.) | $201.20 |
b. Total Value of portfolio securities. (See General Instructions E.)
| $14,993,978,926.59 | i. If any portfolio securities are valued using amortized cost, the total value of the portfolio securities valued at amortized cost. | $14,991,559,902.51 | c. Total Value of other assets (excluding amounts provided in A.14.a-c.) | $9,588,087.91 | Item A.15 Total value of liabilities, to the nearest cent. | $186,818,164.79 | Item A.16 Net assets of the series, to the nearest cent. | $14,814,330,026.83 | Item A.17 Number of shares outstanding, to the nearest hundredth. |
$0.00 | Item A.18 If the fund seeks to maintain a stable price per share, state the price the fund seeks to maintain. | $0.0000 | 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. | 0.00%
| 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: | $0.0000 | ii. Friday, week 2: | $0.0000 | iii. Friday, week 3: | $0.0000 | iv. Friday, week 4: | $0.0000 | v. Friday, week 5 (if applicable): | $0.0000 |
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. | $14,814,330,026.83 | Item B.4 Number of shares outstanding, to the nearest hundredth.
|
$0.00 | 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: | $0.0000 | ii. Friday, week 2: | $0.0000 | iii. Friday, week 3: | $0.0000 | iv. Friday, week 4: | $0.0000 | v. Friday, week 5 (if applicable): | $0.0000 | 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): | $2,609,449,489.74 | ii. Weekly gross redemptions: | $3,923,557,987.95 |
b. Friday, week 2:i. Weekly gross subscriptions (including dividend reinvestments): | $4,277,414,644.08 | ii. Weekly gross redemptions: | $3,847,916,467.01 |
c. Friday, week 3:i. Weekly gross subscriptions (including dividend reinvestments): | $3,333,267,374.49 | ii. Weekly gross redemptions: | $4,001,460,634.96 |
d. Friday, week 4:i. Weekly gross subscriptions (including dividend reinvestments): | $3,171,427,577.19 | ii. Weekly gross redemptions: | $3,824,683,752.30 |
e. Friday, week 5:i. Weekly gross subscriptions (including dividend reinvestments): |
$0.00 | ii. Weekly gross redemptions: |
$0.00 |
f. Total for the month reported:i. Monthly gross subscriptions (including dividend reinvestments): | $8,546,370,614.66 | ii. Monthly gross redemptions: | $13,410,632,847.66 |
Item B.7 7-day net yield, as calculated under Item 26(a)(1) of Form N-1A (§ 274.11A of this chapter). | 0.00%
| 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
| a. Provide the name of the Person and describe the nature and amount of the expense payment or fee waiver, or both (reported in dollars). | Legg Mason Partners Fund Advisor Hub Mgmt fee waiver 1,413,022 |
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. | ABN AMRO Funding U.S.A. LLC | Item C.2 The title of the issue (including coupon, if applicable). | ABN AMRO Funding U.S.A. LLC | Item C.3 The CUSIP. | 00084BGN8 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0001245022 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/22/16 | 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)).
| 7/22/16 | 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).
| 7/22/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.40%
|
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: | $74,982,000.00 | b. Excluding the value of any sponsor support: | $74,982,000.00 |
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. | ABN AMRO Funding U.S.A. LLC | Item C.2 The title of the issue (including coupon, if applicable). | ABN AMRO Funding U.S.A. LLC | Item C.3 The CUSIP. | 00084BGV0 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0001245022 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/29/16 | 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)).
| 7/29/16 | 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).
| 7/29/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.40%
|
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: | $99,967,000.00 | b. Excluding the value of any sponsor support: | $99,967,000.00 |
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. | ABN AMRO Funding U.S.A. LLC | Item C.2 The title of the issue (including coupon, if applicable). | ABN AMRO Funding U.S.A. LLC | Item C.3 The CUSIP. | 00084BH15 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0001245022 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/1/16 | 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)).
| 8/1/16 | 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).
| 8/1/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.41%
|
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: | $96,965,080.00 | b. Excluding the value of any sponsor support: | $96,965,080.00 |
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. | ABN AMRO Funding U.S.A. LLC | Item C.2 The title of the issue (including coupon, if applicable). | ABN AMRO Funding U.S.A. LLC | Item C.3 The CUSIP. | 00084BH98 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0001245022 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/9/16 | 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)).
| 8/9/16 | 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).
| 8/9/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.42%
|
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: | $42,980,220.00 | b. Excluding the value of any sponsor support: | $42,980,220.00 |
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 New Zealand Int'l Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | ANZ New Zealand Int'l Ltd. | Item C.3 The CUSIP. | 0018A2J72 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/7/16 | 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)).
| 9/7/16 | 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).
| 9/7/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.57%
|
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: | $46,452,311.73 | b. Excluding the value of any sponsor support: | $46,452,311.73 |
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. | Abbey National Treasury Services PLC | Item C.2 The title of the issue (including coupon, if applicable). | Abbey National Treasury Services PLC | Item C.3 The CUSIP. | 00280NG79 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0000931061 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/7/16 | 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)).
| 7/7/16 | 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).
| 7/7/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.38%
|
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: | $19,998,600.00 | b. Excluding the value of any sponsor support: | $19,998,600.00 |
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. | Abbey National Treasury Services PLC | Item C.2 The title of the issue (including coupon, if applicable). | Abbey National Treasury Services PLC | Item C.3 The CUSIP. | 00280NH37 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0000931061 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/3/16 | 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)).
| 8/3/16 | 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).
| 8/3/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.43%
|
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: | $14,993,850.00 | b. Excluding the value of any sponsor support: | $14,993,850.00 |
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. | Abbey National Treasury Services PLC | Item C.2 The title of the issue (including coupon, if applicable). | Abbey National Treasury Services PLC | Item C.3 The CUSIP. | 00280NHN3 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0000931061 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/22/16 | 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)).
| 8/22/16 | 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).
| 8/22/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.47%
|
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: | $9,993,100.00 | b. Excluding the value of any sponsor support: | $9,993,100.00 |
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. | American Honda Finance Corp. | Item C.2 The title of the issue (including coupon, if applicable). | American Honda Finance Corp. | Item C.3 The CUSIP. | 02665JH45 | Item C.4 The LEI (if available). (See General Instruction E.) | B6Q2VFHD1797Q7NZ3E43 | 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 | 0001122185 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/4/16 | 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)).
| 8/4/16 | 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).
| 8/4/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.49%
|
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: | $49,976,500.00 | b. Excluding the value of any sponsor support: | $49,976,500.00 |
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 America Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Bank of America Corp. 0.430000% | Item C.3 The CUSIP. | | 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 | 0001102113 | c. Other unique identifier. | 03199P000_0.43_0804 | 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.
| Freddie Mac Gold Pool | d. Maturity date. | 2/1/30 | e. Coupon or yield. | 2.500000 | f. The principal amount, to the nearest cent. | $36,400,000.00 | g. Value of collateral, to the nearest cent. | $31,600,000.00 | 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.
| Freddie Mac Gold Pool | d. Maturity date. | 3/1/46 | e. Coupon or yield. | 3.500000 | f. The principal amount, to the nearest cent. | $107,000,000.00 | g. Value of collateral, to the nearest cent. | $111,000,000.00 | 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.
| Freddie Mac Gold Pool | d. Maturity date. | 3/1/46 | e. Coupon or yield. | 3.500000 | f. The principal amount, to the nearest cent. | $127,000,000.00 | g. Value of collateral, to the nearest cent. | $133,000,000.00 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 8/4/16 | 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).
| 8/10/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.43%
|
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: | $270,000,000.00 | b. Excluding the value of any sponsor support: | $270,000,000.00 |
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. | Australia & New Zealand Banking Group Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Australia & New Zealand Banking Group Ltd. | Item C.3 The CUSIP. | 05253AJM3 | 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 | 0000859994 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/21/16 | 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)).
| 9/21/16 | 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).
| 9/21/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.60%
|
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: | $19,972,200.00 | b. Excluding the value of any sponsor support: | $19,972,200.00 |
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. | Automatic Data Processing, Inc. | Item C.2 The title of the issue (including coupon, if applicable). | Automatic Data Processing, Inc. | Item C.3 The CUSIP. | 0530A2G61 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/6/16 | 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)).
| 7/6/16 | 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).
| 7/6/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.35%
|
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: | $184,989,608.55 | b. Excluding the value of any sponsor support: | $184,989,608.60 |
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. | BMW U.S. Capital LLC | Item C.2 The title of the issue (including coupon, if applicable). | BMW U.S. Capital LLC | Item C.3 The CUSIP. | 0556C2GC1 | Item C.4 The LEI (if available). (See General Instruction E.) | KK5MZM9DIXLXZL9DZL15 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/12/16 | 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)).
| 7/12/16 | 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).
| 7/12/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.38%
|
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: | $74,990,250.00 | b. Excluding the value of any sponsor support: | $74,990,250.00 |
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 NY | Item C.2 The title of the issue (including coupon, if applicable). | BNP Paribas SA 0.710000% | Item C.3 The CUSIP. | 05574R5L5 | 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 | 0001197610 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 10/3/16 | 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)).
| 10/3/16 | 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).
| 10/3/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.62%
|
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: | $100,024,000.00 | b. Excluding the value of any sponsor support: | $100,024,000.00 |
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 America NA | Item C.2 The title of the issue (including coupon, if applicable). | Bank of America NA 0.820000% | Item C.3 The CUSIP. | 06053PNE3 | Item C.4 The LEI (if available). (See General Instruction E.) | B4TYDEB6GKMZO031MB27 | 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 | 0001102113 | 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
| Brief Description | Bank Notes | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/15/16 | 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)).
| 8/15/16 | 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).
| 8/15/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.48%
|
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: | $162,746,698.80 | b. Excluding the value of any sponsor support: | $162,746,698.80 |
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 1.148400% | Item C.3 The CUSIP. | 06366RPS8 | 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; | US06366RPS84 | b. The CIK; or | 0000009622 | 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
| Brief Description | Bank Notes | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/15/16 | 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)).
| 7/15/16 | 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).
| 7/15/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.39%
|
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: | $35,006,825.00 | b. Excluding the value of any sponsor support: | $35,006,825.00 |
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 0.878900% | Item C.3 The CUSIP. | 06417GKL1 | 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; | US06417GKL13 | b. The CIK; or | 0001041839 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/5/16 | 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)).
| 1/3/17 | 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).
| 1/3/17 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.87%
|
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: | $150,001,500.00 | b. Excluding the value of any sponsor support: | $150,001,500.00 |
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 | Item C.3 The CUSIP. | 06417JJL7 | 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; | | b. The CIK; or | 0001041839 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/20/16 | 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)).
| 9/20/16 | 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).
| 9/20/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.59%
|
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: | $149,799,000.00 | b. Excluding the value of any sponsor support: | $149,799,000.00 |
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 0.630000% | Item C.3 The CUSIP. | 06427E2Y6 | 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 | 0000009622 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/20/16 | 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)).
| 9/20/16 | 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).
| 9/20/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.61%
|
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: | $50,002,500.00 | b. Excluding the value of any sponsor support: | $50,002,500.00 |
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 0.560000% | Item C.3 The CUSIP. | 06427EP39 | 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 | 0000009622 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/5/16 | 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)).
| 8/5/16 | 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).
| 8/5/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.47%
|
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: | $150,013,500.00 | b. Excluding the value of any sponsor support: | $150,013,500.00 |
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 0.420000% | Item C.3 The CUSIP. | 06427EX89 | 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 | 0000009622 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/8/16 | 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)).
| 7/8/16 | 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).
| 7/8/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.44%
|
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 |
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 Tokyo-Mitsubishi UFJ Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Bank of Tokyo-Mitsubishi UFJ Ltd. 0.739600% | Item C.3 The CUSIP. | 06538MK73 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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; | US06538MK734 | b. The CIK; or | 0001021565 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/5/16 | 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)).
| 10/3/16 | 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).
| 10/3/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.63%
|
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: | $100,028,000.00 | b. Excluding the value of any sponsor support: | $100,028,000.00 |
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 Tokyo-Mitsubishi UFJ Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Bank of Tokyo-Mitsubishi UFJ Ltd. 0.390000% | Item C.3 The CUSIP. | 06538MV48 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0001021565 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/8/16 | 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)).
| 7/8/16 | 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).
| 7/8/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.40%
|
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 |
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 NY | Item C.2 The title of the issue (including coupon, if applicable). | BNP Paribas NY | Item C.3 The CUSIP. | 09659BH52 | 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 | 0001197610 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/5/16 | 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)).
| 8/5/16 | 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).
| 8/5/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.43%
|
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: | $199,914,000.00 | b. Excluding the value of any sponsor support: | $199,914,000.00 |
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. | CPPIB Capital, Inc. | Item C.2 The title of the issue (including coupon, if applicable). | CPPIB Capital, Inc. | Item C.3 The CUSIP. | 12624CGR9 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/25/16 | 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)).
| 7/25/16 | 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).
| 7/25/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.37%
|
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: | $124,967,500.00 | b. Excluding the value of any sponsor support: | $124,967,500.00 |
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. | Caisse des Depots et Consignations | Item C.2 The title of the issue (including coupon, if applicable). | Caisse des Depots et Consignations | Item C.3 The CUSIP. | 12800AGK4 | Item C.4 The LEI (if available). (See General Instruction E.) | 969500Q2PFTTP0Y5QL44 | 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 | 0001056947 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/19/16 | 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)).
| 7/19/16 | 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).
| 7/19/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.46%
|
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: | $99,976,000.00 | b. Excluding the value of any sponsor support: | $99,976,000.00 |
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. | Caisse des Depots et Consignations | Item C.2 The title of the issue (including coupon, if applicable). | Caisse des Depots et Consignations | Item C.3 The CUSIP. | 12800AHN7 | Item C.4 The LEI (if available). (See General Instruction E.) | 969500Q2PFTTP0Y5QL44 | 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 | 0001056947 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/22/16 | 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)).
| 8/22/16 | 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).
| 8/22/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.51%
|
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: | $49,962,500.00 | b. Excluding the value of any sponsor support: | $49,962,500.00 |
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 0.869600% | Item C.3 The CUSIP. | 13606AZK7 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0000800030 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/5/16 | 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)).
| 1/3/17 | 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).
| 1/3/17 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.87%
|
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: | $149,994,000.00 | b. Excluding the value of any sponsor support: | $149,994,000.00 |
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 Holdings, Inc. | Item C.2 The title of the issue (including coupon, if applicable). | Canadian Imperial Holdings, Inc. | Item C.3 The CUSIP. | 13607EGB9 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0000800030 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/11/16 | 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)).
| 7/11/16 | 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).
| 7/11/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.38%
|
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: | $99,989,000.00 | b. Excluding the value of any sponsor support: | $99,989,000.00 |
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. | Chase Bank USA NA | Item C.2 The title of the issue (including coupon, if applicable). | Chase Bank USA NA 1.055300% | Item C.3 The CUSIP. | 161453BK0 | Item C.4 The LEI (if available). (See General Instruction E.) | P75WI43B18E8SLP5FN93 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/26/16 | 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)).
| 5/26/17 | 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).
| 5/26/17 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 1.03%
|
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: | $35,155,624.00 | b. Excluding the value of any sponsor support: | $35,155,624.00 |
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. | Citibank N.A. | Item C.2 The title of the issue (including coupon, if applicable). | Citibank NA 0.480000% | Item C.3 The CUSIP. | 17305TAS1 | Item C.4 The LEI (if available). (See General Instruction E.) | E57ODZWZ7FF32TWEFA76 | 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 | 0000036684 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/28/16 | 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)).
| 7/28/16 | 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).
| 7/28/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.37%
|
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: | $30,002,700.00 | b. Excluding the value of any sponsor support: | $30,002,700.00 |
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. | Citibank N.A. | Item C.2 The title of the issue (including coupon, if applicable). | Citibank NA 0.700000% | Item C.3 The CUSIP. | 17305TAW2 | Item C.4 The LEI (if available). (See General Instruction E.) | E57ODZWZ7FF32TWEFA76 | 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 | 0000036684 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 10/6/16 | 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)).
| 10/6/16 | 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).
| 10/6/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.60%
|
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: | $135,036,450.00 | b. Excluding the value of any sponsor support: | $135,036,450.00 |
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. | Citibank N.A. | Item C.2 The title of the issue (including coupon, if applicable). | Citibank NA 0.720000% | Item C.3 The CUSIP. | 17305TBQ4 | Item C.4 The LEI (if available). (See General Instruction E.) | E57ODZWZ7FF32TWEFA76 | 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 | 0000036684 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 10/24/16 | 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)).
| 10/24/16 | 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).
| 10/24/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.66%
|
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: | $55,010,450.00 | b. Excluding the value of any sponsor support: | $55,010,450.00 |
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. | Citibank N.A. | Item C.2 The title of the issue (including coupon, if applicable). | Citibank NA 0.570000% | Item C.3 The CUSIP. | 17305TCD2 | Item C.4 The LEI (if available). (See General Instruction E.) | E57ODZWZ7FF32TWEFA76 | 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 | 0000036684 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/29/16 | 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)).
| 8/29/16 | 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).
| 8/29/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.46%
|
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: | $50,009,500.00 | b. Excluding the value of any sponsor support: | $50,009,500.00 |
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 0.797100% | Item C.3 The CUSIP. | 20272APZ3 | 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 | 0000008565 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/11/16 | 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)).
| 8/11/16 | 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).
| 8/11/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.49%
|
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: | $52,269,332.50 | b. Excluding the value of any sponsor support: | $52,269,332.50 |
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 | Item C.3 The CUSIP. | 21687AJF1 | 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; | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/15/16 | 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)).
| 9/15/16 | 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).
| 9/15/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.56%
|
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: | $116,948,321.10 | b. Excluding the value of any sponsor support: | $116,948,321.10 |
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 Corporate and Investment Bank | Item C.2 The title of the issue (including coupon, if applicable). | Credit Agricole Corporate and Investment Bank | Item C.3 The CUSIP. | 22533TH25 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0001330437 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/2/16 | 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)).
| 8/2/16 | 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).
| 8/2/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.41%
|
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: | $97,962,760.00 | b. Excluding the value of any sponsor support: | $97,962,760.00 |
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 Suisse NY | Item C.2 The title of the issue (including coupon, if applicable). | Credit Suisse NY | Item C.3 The CUSIP. | 2254EAG15 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0001053092 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 7/1/16 | 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).
| 7/1/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.31%
|
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: | $99,999,000.00 | b. Excluding the value of any sponsor support: | $99,999,000.00 |
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 Suisse NY | Item C.2 The title of the issue (including coupon, if applicable). | Credit Suisse NY | Item C.3 The CUSIP. | 2254EAJK0 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0001053092 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/19/16 | 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)).
| 9/19/16 | 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).
| 9/19/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.58%
|
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: | $24,967,500.00 | b. Excluding the value of any sponsor support: | $24,967,500.00 |
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 Suisse NY | Item C.2 The title of the issue (including coupon, if applicable). | Credit Suisse NY | Item C.3 The CUSIP. | 2254EAJV6 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0001053092 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/29/16 | 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)).
| 9/29/16 | 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).
| 9/29/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.62%
|
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: | $99,843,000.00 | b. Excluding the value of any sponsor support: | $99,843,000.00 |
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. | DBS Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | DBS Bank Ltd. | Item C.3 The CUSIP. | 23305DGB5 | Item C.4 The LEI (if available). (See General Instruction E.) | ATUEL7OJR5057F2PV266 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/11/16 | 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)).
| 7/11/16 | 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).
| 7/11/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.34%
|
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: | $94,989,550.00 | b. Excluding the value of any sponsor support: | $94,989,550.00 |
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. | DBS Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | DBS Bank Ltd. | Item C.3 The CUSIP. | 23305DH24 | Item C.4 The LEI (if available). (See General Instruction E.) | ATUEL7OJR5057F2PV266 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/2/16 | 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)).
| 8/2/16 | 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).
| 8/2/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.38%
|
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: | $89,968,500.00 | b. Excluding the value of any sponsor support: | $89,968,500.00 |
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. | DBS Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | DBS Bank Ltd. | Item C.3 The CUSIP. | 23305DHC2 | Item C.4 The LEI (if available). (See General Instruction E.) | ATUEL7OJR5057F2PV266 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/12/16 | 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)).
| 8/12/16 | 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).
| 8/12/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.39%
|
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: | $199,906,000.00 | b. Excluding the value of any sponsor support: | $199,906,000.00 |
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. | DBS Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | DBS Bank Ltd. | Item C.3 The CUSIP. | 23305DHG3 | Item C.4 The LEI (if available). (See General Instruction E.) | ATUEL7OJR5057F2PV266 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/16/16 | 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)).
| 8/16/16 | 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).
| 8/16/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.40%
|
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: | $99,948,000.00 | b. Excluding the value of any sponsor support: | $99,948,000.00 |
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. | DBS Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | DBS Bank Ltd. | Item C.3 The CUSIP. | 23305DJM8 | Item C.4 The LEI (if available). (See General Instruction E.) | ATUEL7OJR5057F2PV266 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/21/16 | 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)).
| 9/21/16 | 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).
| 9/21/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.49%
|
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: | $88,698,768.00 | b. Excluding the value of any sponsor support: | $88,698,768.00 |
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 Bank ASA | Item C.2 The title of the issue (including coupon, if applicable). | DNB Bank ASA 0.620000% | Item C.3 The CUSIP. | 23340QGB3 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/29/16 | 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)).
| 7/29/16 | 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).
| 7/29/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.37%
|
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: | $220,044,000.00 | b. Excluding the value of any sponsor support: | $220,044,000.00 |
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. | Danske Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Danske Corp. | Item C.3 The CUSIP. | 2363F6H29 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0001142175 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/2/16 | 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)).
| 8/2/16 | 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).
| 8/2/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.41%
|
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: | $144,946,350.00 | b. Excluding the value of any sponsor support: | $144,946,350.00 |
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. | Danske Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Danske Corp. | Item C.3 The CUSIP. | 2363F6HC7 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0001142175 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/12/16 | 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)).
| 8/12/16 | 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).
| 8/12/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.42%
|
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: | $219,890,000.00 | b. Excluding the value of any sponsor support: | $219,890,000.00 |
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. | Danske Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Danske Corp. | Item C.3 The CUSIP. | 2363F6HQ6 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0001142175 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/24/16 | 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)).
| 8/24/16 | 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).
| 8/24/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.44%
|
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: | $23,983,680.00 | b. Excluding the value of any sponsor support: | $23,983,680.00 |
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. | Danske Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Danske Corp. | Item C.3 The CUSIP. | 2363F6J19 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0001142175 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/1/16 | 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)).
| 9/1/16 | 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).
| 9/1/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.46%
|
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: | $12,767,649.82 | b. Excluding the value of any sponsor support: | $12,767,649.82 |
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. | Exxon Mobil Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Exxon Mobil Corp. | Item C.3 The CUSIP. | 30229AG86 | Item C.4 The LEI (if available). (See General Instruction E.) | J3WHBG0MTS7O8ZVMDC91 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/8/16 | 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)).
| 7/8/16 | 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).
| 7/8/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.34%
|
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: | $24,998,250.00 | b. Excluding the value of any sponsor support: | $24,998,250.00 |
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. | Exxon Mobil Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Exxon Mobil Corp. | Item C.3 The CUSIP. | 30229AGN3 | Item C.4 The LEI (if available). (See General Instruction E.) | J3WHBG0MTS7O8ZVMDC91 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/22/16 | 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)).
| 7/22/16 | 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).
| 7/22/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.37%
|
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: | $92,979,540.00 | b. Excluding the value of any sponsor support: | $92,979,540.00 |
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 Home Loan Mortgage Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Federal Home Loan Mortgage Corp. 0.493300% | Item C.3 The CUSIP. | 3134G75N7 | Item C.4 The LEI (if available). (See General Instruction E.) | S6XOOCT0IEG5ABCC6L87 | 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; | US3134G75N75 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/27/16 | 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)).
| 4/27/17 | 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).
| 4/27/17 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.49%
|
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: | $100,000,000.00 | b. Excluding the value of any sponsor support: | $100,000,000.00 |
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. | Landesbank Hessen-Thueringen | Item C.2 The title of the issue (including coupon, if applicable). | Landesbank Hessen-Thueringen | Item C.3 The CUSIP. | 51489GGJ0 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/18/16 | 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)).
| 7/18/16 | 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).
| 7/18/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.37%
|
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: | $49,990,500.00 | b. Excluding the value of any sponsor support: | $49,990,500.00 |
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. | Landesbank Hessen-Thueringen | Item C.2 The title of the issue (including coupon, if applicable). | Landesbank Hessen-Thueringen 0.470000% | Item C.3 The CUSIP. | 51489NPX4 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/5/16 | 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)).
| 7/5/16 | 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).
| 7/5/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.34%
|
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: | $45,000,900.00 | b. Excluding the value of any sponsor support: | $45,000,900.00 |
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. | Landesbank Hessen-Thueringen | Item C.2 The title of the issue (including coupon, if applicable). | Landesbank Hessen-Thueringen 0.550000% | Item C.3 The CUSIP. | 51489NQF2 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/8/16 | 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)).
| 8/8/16 | 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).
| 8/8/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.43%
|
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: | $55,007,150.00 | b. Excluding the value of any sponsor support: | $55,007,150.00 |
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. | Landesbank Hessen-Thueringen | Item C.2 The title of the issue (including coupon, if applicable). | Landesbank Hessen-Thueringen 0.610000% | Item C.3 The CUSIP. | 51489NQN5 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/22/16 | 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)).
| 9/22/16 | 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).
| 9/22/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.56%
|
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: | $30,003,000.00 | b. Excluding the value of any sponsor support: | $30,003,000.00 |
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. | Lloyds Bank PLC | Item C.2 The title of the issue (including coupon, if applicable). | Lloyds Bank PLC | Item C.3 The CUSIP. | 53943RGR4 | Item C.4 The LEI (if available). (See General Instruction E.) | H7FNTJ4851HG0EXQ1Z70 | 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 | 0001167831 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/25/16 | 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)).
| 7/25/16 | 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).
| 7/25/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.38%
|
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: | $94,974,350.00 | b. Excluding the value of any sponsor support: | $94,974,350.00 |
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. | Microsoft Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Microsoft Corp. | Item C.3 The CUSIP. | 59515MG17 | Item C.4 The LEI (if available). (See General Instruction E.) | INR2EJN1ERAN0W5ZP974 | 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 | 0000789019 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 7/1/16 | 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).
| 7/1/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.28%
|
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: | $32,789,741.29 | b. Excluding the value of any sponsor support: | $32,789,741.29 |
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. | Microsoft Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Microsoft Corp. | Item C.3 The CUSIP. | 59515MGU3 | Item C.4 The LEI (if available). (See General Instruction E.) | INR2EJN1ERAN0W5ZP974 | 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 | 0000789019 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/28/16 | 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)).
| 7/28/16 | 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).
| 7/28/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.35%
|
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: | $29,991,900.00 | b. Excluding the value of any sponsor support: | $29,991,900.00 |
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. | Mitsubishi UFJ Trust & Banking Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Mitsubishi UFJ Trust & Banking Corp. 0.870000% | Item C.3 The CUSIP. | 60682AG34 | Item C.4 The LEI (if available). (See General Instruction E.) | JBONEPAGQXF4QP29B387 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/18/16 | 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)).
| 7/18/16 | 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).
| 7/18/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.38%
|
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: | $163,039,120.00 | b. Excluding the value of any sponsor support: | $163,039,120.00 |
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. | Mitsubishi UFJ Trust & Banking Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Mitsubishi UFJ Trust & Banking Corp. | Item C.3 The CUSIP. | 60682WG85 | Item C.4 The LEI (if available). (See General Instruction E.) | JBONEPAGQXF4QP29B387 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/8/16 | 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)).
| 7/8/16 | 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).
| 7/8/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.35%
|
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: | $89,992,800.00 | b. Excluding the value of any sponsor support: | $89,992,800.00 |
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 Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Mizuho Bank Ltd. 0.700000% | Item C.3 The CUSIP. | 60689DSY0 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0000812291 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 7/1/16 | 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).
| 7/1/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.27%
|
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: | $61,700,617.00 | b. Excluding the value of any sponsor support: | $61,700,617.00 |
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 Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Mizuho Bank Ltd. 0.700000% | Item C.3 The CUSIP. | 60689DTY9 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0000812291 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/15/16 | 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)).
| 7/15/16 | 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).
| 7/15/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.34%
|
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: | $157,223,580.00 | b. Excluding the value of any sponsor support: | $157,223,580.00 |
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 Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Mizuho Bank Ltd. 0.680000% | Item C.3 The CUSIP. | 60689DUB7 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0000812291 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/13/16 | 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)).
| 7/13/16 | 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).
| 7/13/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.33%
|
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: | $50,006,500.00 | b. Excluding the value of any sponsor support: | $50,006,500.00 |
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 Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Mizuho Bank Ltd. 0.719600% | Item C.3 The CUSIP. | 60689DXG3 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0000812291 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/5/16 | 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)).
| 10/3/16 | 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).
| 10/3/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.63%
|
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: | $100,022,000.00 | b. Excluding the value of any sponsor support: | $100,022,000.00 |
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 Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Mizuho Bank Ltd. 0.530000% | Item C.3 The CUSIP. | 60689DXV0 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0000812291 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/15/16 | 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)).
| 8/15/16 | 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).
| 8/15/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.48%
|
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: | $25,001,500.00 | b. Excluding the value of any sponsor support: | $25,001,500.00 |
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 Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Mizuho Bank Ltd. | Item C.3 The CUSIP. | 60689FGS1 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0000812291 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/26/16 | 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)).
| 7/26/16 | 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).
| 7/26/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.39%
|
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: | $27,792,216.00 | b. Excluding the value of any sponsor support: | $27,792,216.00 |
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 Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Mizuho Bank Ltd. | Item C.3 The CUSIP. | 60689FH19 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0000812291 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/1/16 | 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)).
| 8/1/16 | 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).
| 8/1/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.41%
|
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: | $149,944,500.00 | b. Excluding the value of any sponsor support: | $149,944,500.00 |
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. | Mitsubishi UFJ Trust & Banking Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Mitsubishi UFJ Trust & Banking Corp. 0.480000% | Item C.3 The CUSIP. | | Item C.4 The LEI (if available). (See General Instruction E.) | JBONEPAGQXF4QP29B387 | 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 | | c. Other unique identifier. | 60699G005_0.48_0804 | 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.
| Mizuho Bank Ltd. | d. Maturity date. | 4/16/19 | e. Coupon or yield. | 2.450000 | f. The principal amount, to the nearest cent. | $2,032,000.00 | g. Value of collateral, to the nearest cent. | $2,080,800.74 | 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.
| Toronto-Dominion Bank, NY | c. LEI (if available). | PT3QB789TSUIDF371261 | d. Maturity date. | 12/14/20 | e. Coupon or yield. | 2.500000 | f. The principal amount, to the nearest cent. | $1,156,000.00 | g. Value of collateral, to the nearest cent. | $1,196,935.24 | 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.
| Toronto-Dominion Bank, NY | c. LEI (if available). | PT3QB789TSUIDF371261 | d. Maturity date. | 4/7/21 | e. Coupon or yield. | 2.125000 | f. The principal amount, to the nearest cent. | $1,976,933.00 | g. Value of collateral, to the nearest cent. | $2,017,735.52 | 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.
| Royal Bank of Canada | c. LEI (if available). | ES7IP3U3RHIGC71XBU11 | d. Maturity date. | 4/15/19 | e. Coupon or yield. | 1.625000 | f. The principal amount, to the nearest cent. | $2,047,493.00 | g. Value of collateral, to the nearest cent. | $2,071,316.43 | 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.
| XTO Energy, Inc. | d. Maturity date. | 8/1/37 | e. Coupon or yield. | 6.750000 | f. The principal amount, to the nearest cent. | $815,000.00 | g. Value of collateral, to the nearest cent. | $1,229,767.76 | 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.
| PACCAR Financial Corp. | c. LEI (if available). | PH3S12DWZBHHQKVYZ297 | d. Maturity date. | 5/18/18 | e. Coupon or yield. | 1.400000 | f. The principal amount, to the nearest cent. | $24,000.00 | g. Value of collateral, to the nearest cent. | $24,184.40 | 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.
| J.P. Morgan Securities LLC | c. LEI (if available). | 7H6GLXDRUGQFU57RNE97 | d. Maturity date. | 7/5/17 | e. Coupon or yield. | 6.000000 | f. The principal amount, to the nearest cent. | $400,000.00 | g. Value of collateral, to the nearest cent. | $429,238.67 | 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.
| Consolidated Edison Co of New York Inc. | d. Maturity date. | 12/1/45 | e. Coupon or yield. | 4.500000 | f. The principal amount, to the nearest cent. | $10,400,000.00 | g. Value of collateral, to the nearest cent. | $12,000,000.00 | 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.
| CITIGROUP INC. | d. Maturity date. | 9/29/27 | e. Coupon or yield. | 4.450000 | f. The principal amount, to the nearest cent. | $1,077,000.00 | g. Value of collateral, to the nearest cent. | $1,118,570.70 | 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.
| Anheuser-Busch InBev Finance Inc | d. Maturity date. | 2/1/26 | e. Coupon or yield. | 3.650000 | f. The principal amount, to the nearest cent. | $1,870,000.00 | g. Value of collateral, to the nearest cent. | $2,034,345.47 | 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.
| JPMORGAN CHASE & CO | d. Maturity date. | 6/1/45 | e. Coupon or yield. | 4.950000 | f. The principal amount, to the nearest cent. | $399,000.00 | g. Value of collateral, to the nearest cent. | $439,361.84 | 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.
| Bank of Nova Scotia | c. LEI (if available). | L3I9ZG2KFGXZ61BMYR72 | d. Maturity date. | 10/21/20 | e. Coupon or yield. | 2.350000 | f. The principal amount, to the nearest cent. | $5,119,000.00 | g. Value of collateral, to the nearest cent. | $5,248,634.41 | 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.
| JPMORGAN CHASE & CO | d. Maturity date. | 6/27/17 | e. Coupon or yield. | 6.125000 | f. The principal amount, to the nearest cent. | $3,858,000.00 | g. Value of collateral, to the nearest cent. | $4,034,582.27 | 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.
| 21st Century Fox America Inc | d. Maturity date. | 2/15/41 | e. Coupon or yield. | 6.150000 | f. The principal amount, to the nearest cent. | $3,000,000.00 | g. Value of collateral, to the nearest cent. | $3,850,597.50 | 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.
| Toyota Motor Credit Corp | c. LEI (if available). | Z2VZBHUMB7PWWJ63I008 | d. Maturity date. | 5/20/19 | e. Coupon or yield. | 1.400000 | f. The principal amount, to the nearest cent. | $7,764,240.00 | g. Value of collateral, to the nearest cent. | $7,826,397.06 | 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.
| Jets Stadium Development LLC | d. Maturity date. | 10/1/47 | e. Coupon or yield. | 1.125100 | f. The principal amount, to the nearest cent. | $3,390,000.00 | g. Value of collateral, to the nearest cent. | $3,398,537.71 | 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.
| Chubb Corp/The | d. Maturity date. | 3/29/67 | e. Coupon or yield. | 6.375000 | f. The principal amount, to the nearest cent. | $4,633,000.00 | g. Value of collateral, to the nearest cent. | $4,057,494.53 | 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
| If multiple securities of an issuer are subject to the
repurchase agreement, the securities 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 8/4/16 | 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).
| 8/10/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.48%
|
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: | $50,000,000.00 | b. Excluding the value of any sponsor support: | $50,000,000.00 |
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. | NRW Bank | Item C.2 The title of the issue (including coupon, if applicable). | NRW Bank | Item C.3 The CUSIP. | 62939LG52 | Item C.4 The LEI (if available). (See General Instruction E.) | 52990002O5KK6XOGJ020 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/5/16 | 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)).
| 7/5/16 | 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).
| 7/5/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.38%
|
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: | $49,997,500.00 | b. Excluding the value of any sponsor support: | $49,997,500.00 |
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. | NRW Bank | Item C.2 The title of the issue (including coupon, if applicable). | NRW Bank | Item C.3 The CUSIP. | 62939LG60 | Item C.4 The LEI (if available). (See General Instruction E.) | 52990002O5KK6XOGJ020 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/6/16 | 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)).
| 7/6/16 | 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).
| 7/6/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.38%
|
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: | $19,998,800.00 | b. Excluding the value of any sponsor support: | $19,998,800.00 |
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. | NRW Bank | Item C.2 The title of the issue (including coupon, if applicable). | NRW Bank | Item C.3 The CUSIP. | 62939LGD5 | Item C.4 The LEI (if available). (See General Instruction E.) | 52990002O5KK6XOGJ020 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/13/16 | 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)).
| 7/13/16 | 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).
| 7/13/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.38%
|
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: | $74,989,500.00 | b. Excluding the value of any sponsor support: | $74,989,500.00 |
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. | NRW Bank | Item C.2 The title of the issue (including coupon, if applicable). | NRW Bank | Item C.3 The CUSIP. | 62939LGE3 | Item C.4 The LEI (if available). (See General Instruction E.) | 52990002O5KK6XOGJ020 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/14/16 | 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)).
| 7/14/16 | 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).
| 7/14/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.38%
|
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: | $49,992,500.00 | b. Excluding the value of any sponsor support: | $49,992,500.00 |
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. | NRW Bank | Item C.2 The title of the issue (including coupon, if applicable). | NRW Bank | Item C.3 The CUSIP. | 62939LGN3 | Item C.4 The LEI (if available). (See General Instruction E.) | 52990002O5KK6XOGJ020 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/22/16 | 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)).
| 7/22/16 | 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).
| 7/22/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.39%
|
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: | $149,964,000.00 | b. Excluding the value of any sponsor support: | $149,964,000.00 |
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 Nederlandse Gemeenten NV | Item C.2 The title of the issue (including coupon, if applicable). | Bank Nederlandse Gemeenten NV 0.802900% | Item C.3 The CUSIP. | 62944BAM6 | Item C.4 The LEI (if available). (See General Instruction E.) | 529900GGYMNGRQTDOO93 | 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; | US62944BAM63 | 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
| Brief Description | Bank Notes | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/18/16 | 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)).
| 7/18/16 | 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).
| 7/18/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.90%
|
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: | $24,998,750.00 | b. Excluding the value of any sponsor support: | $24,998,750.00 |
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 Nederlandse Gemeenten NV | Item C.2 The title of the issue (including coupon, if applicable). | Bank Nederlandse Gemeenten NV | Item C.3 The CUSIP. | 62944GHX4 | Item C.4 The LEI (if available). (See General Instruction E.) | 529900GGYMNGRQTDOO93 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/31/16 | 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)).
| 8/31/16 | 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).
| 8/31/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.43%
|
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: | $154,885,300.00 | b. Excluding the value of any sponsor support: | $154,885,300.00 |
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 | Item C.3 The CUSIP. | 65558FJL0 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/20/16 | 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)).
| 9/20/16 | 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).
| 9/20/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.59%
|
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: | $29,959,800.00 | b. Excluding the value of any sponsor support: | $29,959,800.00 |
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. | Norinchukin Bank | Item C.2 The title of the issue (including coupon, if applicable). | Norinchukin Bank 0.700000% | Item C.3 The CUSIP. | 65602T2R1 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/10/16 | 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)).
| 8/10/16 | 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).
| 8/10/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.43%
|
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: | $100,030,000.00 | b. Excluding the value of any sponsor support: | $100,030,000.00 |
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. | Norinchukin Bank | Item C.2 The title of the issue (including coupon, if applicable). | Norinchukin Bank 0.620000% | Item C.3 The CUSIP. | 65602T4T5 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/16/16 | 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)).
| 8/16/16 | 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).
| 8/16/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.45%
|
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: | $75,016,500.00 | b. Excluding the value of any sponsor support: | $75,016,500.00 |
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. | Norinchukin Bank | Item C.2 The title of the issue (including coupon, if applicable). | Norinchukin Bank 0.650000% | Item C.3 The CUSIP. | 65602T6F3 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/9/16 | 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)).
| 9/9/16 | 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).
| 9/9/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.54%
|
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: | $34,607,612.00 | b. Excluding the value of any sponsor support: | $34,607,612.00 |
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. | Norinchukin Bank | Item C.2 The title of the issue (including coupon, if applicable). | Norinchukin Bank 0.660000% | Item C.3 The CUSIP. | 65602T6G1 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/16/16 | 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)).
| 9/16/16 | 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).
| 9/16/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.57%
|
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: | $50,010,000.00 | b. Excluding the value of any sponsor support: | $50,010,000.00 |
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. | Norinchukin Bank | Item C.2 The title of the issue (including coupon, if applicable). | Norinchukin Bank 0.700000% | Item C.3 The CUSIP. | 65602TU41 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 7/1/16 | 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).
| 7/1/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.33%
|
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: | $100,001,000.00 | b. Excluding the value of any sponsor support: | $100,001,000.00 |
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. | Norinchukin Bank | Item C.2 The title of the issue (including coupon, if applicable). | Norinchukin Bank 0.700000% | Item C.3 The CUSIP. | 65602TW31 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/5/16 | 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)).
| 7/5/16 | 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).
| 7/5/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.34%
|
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: | $100,005,000.00 | b. Excluding the value of any sponsor support: | $100,005,000.00 |
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. | Novartis Finance Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Novartis Finance Corp. | Item C.3 The CUSIP. | 6698M4GJ5 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0001114448 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/18/16 | 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)).
| 7/18/16 | 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).
| 7/18/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.36%
|
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: | $19,996,400.00 | b. Excluding the value of any sponsor support: | $19,996,400.00 |
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. | Ontario Teachers' Finance Trust | Item C.2 The title of the issue (including coupon, if applicable). | Ontario Teachers' Finance Trust | Item C.3 The CUSIP. | 68325KHV5 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/29/16 | 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)).
| 8/29/16 | 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).
| 8/29/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.66%
|
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: | $49,945,500.00 | b. Excluding the value of any sponsor support: | $49,945,500.00 |
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. | Ontario Teachers' Finance Trust | Item C.2 The title of the issue (including coupon, if applicable). | Ontario Teachers' Finance Trust | Item C.3 The CUSIP. | 68325KJ68 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/6/16 | 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)).
| 9/6/16 | 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).
| 9/6/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.68%
|
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: | $99,872,000.00 | b. Excluding the value of any sponsor support: | $99,872,000.00 |
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. | Oversea-Chinese Banking Corp. Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Oversea-Chinese Banking Corp. Ltd. 0.600000% | Item C.3 The CUSIP. | 69033LGJ2 | Item C.4 The LEI (if available). (See General Instruction E.) | 5493007O3QFXCPOGWK22 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/8/16 | 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)).
| 9/8/16 | 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).
| 9/8/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.52%
|
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: | $100,015,000.00 | b. Excluding the value of any sponsor support: | $100,015,000.00 |
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. | Oversea-Chinese Banking Corp. Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Oversea-Chinese Banking Corp. Ltd. 0.400000% | Item C.3 The CUSIP. | 69033LGU7 | Item C.4 The LEI (if available). (See General Instruction E.) | 5493007O3QFXCPOGWK22 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/13/16 | 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)).
| 7/13/16 | 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).
| 7/13/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.40%
|
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 |
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. | Oversea-Chinese Banking Corp. Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Oversea-Chinese Banking Corp. Ltd. | Item C.3 The CUSIP. | 69034AH88 | Item C.4 The LEI (if available). (See General Instruction E.) | 5493007O3QFXCPOGWK22 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/8/16 | 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)).
| 8/8/16 | 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).
| 8/8/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.39%
|
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: | $94,960,100.00 | b. Excluding the value of any sponsor support: | $94,960,100.00 |
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. | Oversea-Chinese Banking Corp. Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Oversea-Chinese Banking Corp. Ltd. | Item C.3 The CUSIP. | 69034AKQ4 | Item C.4 The LEI (if available). (See General Instruction E.) | 5493007O3QFXCPOGWK22 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 10/24/16 | 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)).
| 10/24/16 | 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).
| 10/24/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.58%
|
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: | $49,906,000.00 | b. Excluding the value of any sponsor support: | $49,906,000.00 |
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 | Item C.3 The CUSIP. | 74800JGN9 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/22/16 | 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)).
| 7/22/16 | 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).
| 7/22/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.37%
|
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: | $218,486,922.30 | b. Excluding the value of any sponsor support: | $218,486,922.30 |
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 | Item C.3 The CUSIP. | 74800JGT6 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/27/16 | 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)).
| 7/27/16 | 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).
| 7/27/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.37%
|
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: | $199,944,000.00 | b. Excluding the value of any sponsor support: | $199,944,000.00 |
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. | Reckitt Benckiser Treasury Services PLC | Item C.2 The title of the issue (including coupon, if applicable). | Reckitt Benckiser Treasury Services PLC | Item C.3 The CUSIP. | 7562E0GR1 | Item C.4 The LEI (if available). (See General Instruction E.) | 213800LAXWIUOOBZ3908 | 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 | 0001420798 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/25/16 | 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)).
| 7/25/16 | 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).
| 7/25/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.40%
|
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: | $22,993,560.00 | b. Excluding the value of any sponsor support: | $22,993,560.00 |
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 0.814800% | Item C.3 The CUSIP. | 78009NYZ3 | 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 | 0000352613 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/7/16 | 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)).
| 7/7/16 | 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).
| 7/7/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.40%
|
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: | $45,003,600.00 | b. Excluding the value of any sponsor support: | $45,003,600.00 |
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 Capital Co. LLC | Item C.2 The title of the issue (including coupon, if applicable). | Siemens Capital Co. LLC | Item C.3 The CUSIP. | 82619TG68 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/6/16 | 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)).
| 7/6/16 | 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).
| 7/6/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.33%
|
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: | $99,994,000.00 | b. Excluding the value of any sponsor support: | $99,994,000.00 |
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 0.850000% | Item C.3 The CUSIP. | 83050FFM8 | 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 | 0000917311 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 10/21/16 | 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)).
| 10/21/16 | 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).
| 10/21/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.61%
|
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: | $88,765,638.00 | b. Excluding the value of any sponsor support: | $88,765,638.00 |
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 | Item C.3 The CUSIP. | 83050TG54 | 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 | 0000917311 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/5/16 | 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)).
| 7/5/16 | 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).
| 7/5/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.28%
|
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: | $239,990,400.00 | b. Excluding the value of any sponsor support: | $239,990,400.00 |
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 SA | Item C.2 The title of the issue (including coupon, if applicable). | Societe Generale SA | Item C.3 The CUSIP. | 83369BG18 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 7/1/16 | 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).
| 7/1/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.30%
|
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: | $144,998,550.00 | b. Excluding the value of any sponsor support: | $144,998,550.00 |
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 Trust Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Sumitomo Mitsui Trust Bank Ltd. | Item C.3 The CUSIP. | 86563GH54 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/5/16 | 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)).
| 8/5/16 | 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).
| 8/5/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.42%
|
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: | $74,967,750.00 | b. Excluding the value of any sponsor support: | $74,967,750.00 |
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 Trust Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Sumitomo Mitsui Trust Bank Ltd. | Item C.3 The CUSIP. | 86563GK35 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 10/3/16 | 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)).
| 10/3/16 | 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).
| 10/3/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.66%
|
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: | $34,938,750.00 | b. Excluding the value of any sponsor support: | $34,938,750.00 |
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 Trust Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Sumitomo Mitsui Trust Bank Ltd. 0.860000% | Item C.3 The CUSIP. | 86563K2Q5 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/29/16 | 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)).
| 7/29/16 | 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).
| 7/29/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.40%
|
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: | $100,037,000.00 | b. Excluding the value of any sponsor support: | $100,037,000.00 |
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 Trust Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Sumitomo Mitsui Trust Bank Ltd. 0.710000% | Item C.3 The CUSIP. | 86563K4S9 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/27/16 | 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)).
| 7/27/16 | 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).
| 7/27/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.40%
|
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: | $180,043,200.00 | b. Excluding the value of any sponsor support: | $180,043,200.00 |
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 Banking Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Sumitomo Mitsui Banking Corp. 0.860000% | Item C.3 The CUSIP. | 86563QRQ5 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/28/16 | 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)).
| 7/28/16 | 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).
| 7/28/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.40%
|
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: | $50,018,000.00 | b. Excluding the value of any sponsor support: | $50,018,000.00 |
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 Banking Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Sumitomo Mitsui Banking Corp. 0.700000% | Item C.3 The CUSIP. | 86563QUR9 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/6/16 | 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)).
| 7/6/16 | 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).
| 7/6/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.32%
|
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: | $83,755,025.00 | b. Excluding the value of any sponsor support: | $83,755,025.00 |
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 Banking Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Sumitomo Mitsui Banking Corp. 0.719600% | Item C.3 The CUSIP. | 86563QZ37 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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; | US86563QZ379 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/5/16 | 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)).
| 10/3/16 | 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).
| 10/3/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.63%
|
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: | $100,022,000.00 | b. Excluding the value of any sponsor support: | $100,022,000.00 |
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 Trust Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Sumitomo Mitsui Trust Bank Ltd. 0.420000% | Item C.3 The CUSIP. | 86564EAY2 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/12/16 | 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)).
| 7/12/16 | 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).
| 7/12/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.34%
|
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: | $23,000,690.00 | b. Excluding the value of any sponsor support: | $23,000,690.00 |
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 Trust Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Sumitomo Mitsui Trust Bank Ltd. 0.700000% | Item C.3 The CUSIP. | 86564EBH8 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/29/16 | 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)).
| 9/29/16 | 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).
| 9/29/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.65%
|
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: | $43,005,590.00 | b. Excluding the value of any sponsor support: | $43,005,590.00 |
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 Trust Bank Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | Sumitomo Mitsui Trust Bank Ltd. 0.700000% | Item C.3 The CUSIP. | 86564EBR6 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 10/5/16 | 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)).
| 10/5/16 | 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).
| 10/5/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.67%
|
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: | $25,002,250.00 | b. Excluding the value of any sponsor support: | $25,002,250.00 |
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 Handelsbanken AB | Item C.3 The CUSIP. | 86960JJ71 | 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; | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/7/16 | 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)).
| 9/7/16 | 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).
| 9/7/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.51%
|
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: | $42,957,860.00 | b. Excluding the value of any sponsor support: | $42,957,860.00 |
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 Handelsbanken AB | Item C.3 The CUSIP. | 86960JJM8 | 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; | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/21/16 | 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)).
| 9/21/16 | 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).
| 9/21/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.56%
|
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: | $49,935,000.00 | b. Excluding the value of any sponsor support: | $49,935,000.00 |
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 0.410000% | Item C.3 The CUSIP. | 87019UME6 | 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 | 0001367624 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/5/16 | 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)).
| 7/5/16 | 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).
| 7/5/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.37%
|
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: | $100,001,000.00 | b. Excluding the value of any sponsor support: | $100,001,000.00 |
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 0.540000% | Item C.3 The CUSIP. | 89113E6D3 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/28/16 | 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)).
| 7/28/16 | 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).
| 7/28/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.40%
|
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: | $46,005,060.00 | b. Excluding the value of any sponsor support: | $46,005,060.00 |
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 Holdings USA, Inc. | Item C.2 The title of the issue (including coupon, if applicable). | Toronto-Dominion Holdings USA, Inc. | Item C.3 The CUSIP. | 89116EHF3 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/15/16 | 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)).
| 8/15/16 | 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).
| 8/15/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.45%
|
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: | $87,949,840.00 | b. Excluding the value of any sponsor support: | $87,949,840.00 |
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 Holdings USA, Inc. | Item C.2 The title of the issue (including coupon, if applicable). | Toronto-Dominion Holdings USA, Inc. | Item C.3 The CUSIP. | 89116EK77 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 10/7/16 | 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)).
| 10/7/16 | 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).
| 10/7/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.65%
|
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: | $99,821,000.00 | b. Excluding the value of any sponsor support: | $99,821,000.00 |
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. | UBS AG Stamford, CT | Item C.2 The title of the issue (including coupon, if applicable). | UBS AG Stamford, CT 0.850000% | Item C.3 The CUSIP. | 90267R4R7 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0001114446 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/2/16 | 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)).
| 8/2/16 | 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).
| 8/2/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.41%
|
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: | $82,032,800.00 | b. Excluding the value of any sponsor support: | $82,032,800.00 |
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. | UBS AG Stamford, CT | Item C.2 The title of the issue (including coupon, if applicable). | UBS AG Stamford, CT 0.690000% | Item C.3 The CUSIP. | 90275DAZ3 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0001114446 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 10/20/16 | 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)).
| 10/20/16 | 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).
| 10/20/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.68%
|
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: | $75,003,000.00 | b. Excluding the value of any sponsor support: | $75,003,000.00 |
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. | USAA Capital Corp. | Item C.2 The title of the issue (including coupon, if applicable). | USAA Capital Corp. | Item C.3 The CUSIP. | 90328AGE7 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/14/16 | 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)).
| 7/14/16 | 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).
| 7/14/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.35%
|
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: | $64,990,900.00 | b. Excluding the value of any sponsor support: | $64,990,900.00 |
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. Bank National Association | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Bank National Association 0.680000% | Item C.3 The CUSIP. | 90333VRG7 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/29/16 | 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)).
| 7/29/16 | 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).
| 7/29/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.30%
|
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: | $100,031,000.00 | b. Excluding the value of any sponsor support: | $100,031,000.00 |
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 Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | United Overseas Bank Ltd. | Item C.3 The CUSIP. | 91127PG13 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 7/1/16 | 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).
| 7/1/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.32%
|
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: | $199,998,000.00 | b. Excluding the value of any sponsor support: | $199,998,000.00 |
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 Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | United Overseas Bank Ltd. | Item C.3 The CUSIP. | 91127PK75 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 10/7/16 | 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)).
| 10/7/16 | 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).
| 10/7/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.54%
|
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: | $99,852,000.00 | b. Excluding the value of any sponsor support: | $99,852,000.00 |
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 Ltd. | Item C.2 The title of the issue (including coupon, if applicable). | United Overseas Bank Ltd. | Item C.3 The CUSIP. | 91127PKM2 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 10/21/16 | 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)).
| 10/21/16 | 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).
| 10/21/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.58%
|
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: | $49,909,500.00 | b. Excluding the value of any sponsor support: | $49,909,500.00 |
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 Note | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Note 0.313200% | Item C.3 The CUSIP. | 912828F70 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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; | US912828F700 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 10/31/16 | 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).
| 10/31/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.29%
|
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: | $215,018,705.00 | b. Excluding the value of any sponsor support: | $215,018,705.00 |
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 Note | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Note 0.334200% | Item C.3 The CUSIP. | 912828K41 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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; | US912828K411 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 4/30/17 | 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).
| 4/30/17 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.30%
|
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: | $195,053,040.00 | b. Excluding the value of any sponsor support: | $195,053,040.00 |
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 Note | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Note 0.428200% | Item C.3 The CUSIP. | 912828M23 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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; | US912828M235 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 10/31/17 | 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).
| 10/31/17 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.36%
|
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: | $323,029,501.50 | b. Excluding the value of any sponsor support: | $323,029,501.50 |
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 Note | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Note 0.532200% | Item C.3 The CUSIP. | 912828N97 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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; | US912828N977 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 1/31/18 | 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).
| 1/31/18 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.40%
|
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: | $23,550,055.00 | b. Excluding the value of any sponsor support: | $23,550,055.00 |
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 Note | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Note 0.450200% | Item C.3 The CUSIP. | 912828Q86 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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; | US912828Q863 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 4/30/18 | 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).
| 4/30/18 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.43%
|
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: | $440,168,960.00 | b. Excluding the value of any sponsor support: | $440,168,960.00 |
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 Note | Item C.2 The title of the issue (including coupon, if applicable). | U.S. Treasury Note 0.337200% | Item C.3 The CUSIP. | 912828XN5 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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; | US912828XN51 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 7/31/17 | 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).
| 7/31/17 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.32%
|
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: | $865,173,000.00 | b. Excluding the value of any sponsor support: | $865,173,000.00 |
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. | Mitsubishi UFJ Trust & Banking Corp. | Item C.2 The title of the issue (including coupon, if applicable). | Mitsubishi UFJ Trust & Banking Corp. 0.480000% | Item C.3 The CUSIP. | | Item C.4 The LEI (if available). (See General Instruction E.) | JBONEPAGQXF4QP29B387 | 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 | | c. Other unique identifier. | 913PDU001_0.48_0804 | 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.
| State of Wisconsin | d. Maturity date. | 5/1/32 | e. Coupon or yield. | 1.638000 | f. The principal amount, to the nearest cent. | $28,700,000.00 | g. Value of collateral, to the nearest cent. | $26,300,000.00 | 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 Other Instrument, include a brief description, including, if applicable, whether it is a collateralized debt obligation, municipal debt, whole loan, or international debt.
| Other Municipal Security | If multiple securities of an issuer are subject to the
repurchase agreement, the securities 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 8/4/16 | 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).
| 8/10/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.48%
|
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: | $25,000,000.00 | b. Excluding the value of any sponsor support: | $25,000,000.00 |
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. | Wal-Mart Stores, Inc. | Item C.2 The title of the issue (including coupon, if applicable). | Wal-Mart Stores, Inc. | Item C.3 The CUSIP. | 93114EG50 | Item C.4 The LEI (if available). (See General Instruction E.) | Y87794H0US1R65VBXU25 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/5/16 | 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)).
| 7/5/16 | 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).
| 7/5/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.28%
|
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: | $74,997,000.00 | b. Excluding the value of any sponsor support: | $74,997,000.00 |
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. | Wells Fargo Bank, NA | Item C.2 The title of the issue (including coupon, if applicable). | Wells Fargo Bank, NA 0.850000% | Item C.3 The CUSIP. | 94988EPR3 | Item C.4 The LEI (if available). (See General Instruction E.) | KB1H1DSPRFMYMCUFXT09 | 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 | 0000827124 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/25/16 | 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)).
| 7/25/16 | 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).
| 7/25/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.54%
|
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: | $17,003,570.00 | b. Excluding the value of any sponsor support: | $17,003,570.00 |
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. | Wells Fargo Bank, NA | Item C.2 The title of the issue (including coupon, if applicable). | Wells Fargo Bank, NA 0.830000% | Item C.3 The CUSIP. | 94988EQH4 | Item C.4 The LEI (if available). (See General Instruction E.) | KB1H1DSPRFMYMCUFXT09 | 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 | 0000827124 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/2/16 | 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)).
| 8/2/16 | 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).
| 8/2/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.56%
|
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: | $85,020,400.00 | b. Excluding the value of any sponsor support: | $85,020,400.00 |
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. | Wells Fargo Bank, NA | Item C.2 The title of the issue (including coupon, if applicable). | Wells Fargo Bank NA 0.868900% | Item C.3 The CUSIP. | 94988EWG9 | Item C.4 The LEI (if available). (See General Instruction E.) | KB1H1DSPRFMYMCUFXT09 | 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; | US94988EWG96 | b. The CIK; or | 0000827124 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/5/16 | 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)).
| 12/28/16 | 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).
| 12/28/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.87%
|
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: | $150,000,000.00 | b. Excluding the value of any sponsor support: | $150,000,000.00 |
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. 0.550000% | Item C.3 The CUSIP. | 96121TE61 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/5/16 | 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)).
| 7/5/16 | 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).
| 7/5/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.34%
|
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: | $55,001,650.00 | b. Excluding the value of any sponsor support: | $55,001,650.00 |
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. 0.810000% | Item C.3 The CUSIP. | 96121TL71 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 8/24/16 | 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)).
| 8/24/16 | 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).
| 8/24/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.47%
|
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: | $65,033,150.00 | b. Excluding the value of any sponsor support: | $65,033,150.00 |
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. 0.870000% | Item C.3 The CUSIP. | 96121TP28 | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 9/16/16 | 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)).
| 9/16/16 | 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).
| 9/16/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.56%
|
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: | $37,825,704.00 | b. Excluding the value of any sponsor support: | $37,825,704.00 |
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 0.290000% | Item C.3 The CUSIP. | | 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 | 0000917311 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 7/1/16 | 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).
| 7/1/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.29%
|
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: | $332,458,000.00 | b. Excluding the value of any sponsor support: | $332,458,000.00 |
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 Handelsbanken AB 0.300000% | Item C.3 The CUSIP. | | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 7/1/16 | 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).
| 7/1/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.30%
|
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: | $570,000,000.00 | b. Excluding the value of any sponsor support: | $570,000,000.00 |
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 0.330000% | Item C.3 The CUSIP. | | 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 | | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 7/1/16 | 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).
| 7/1/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.33%
|
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: | $350,000,000.00 | b. Excluding the value of any sponsor support: | $350,000,000.00 |
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 Corporate and Investment Bank | Item C.2 The title of the issue (including coupon, if applicable). | Credit Agricole Corporate and Investment Bank 0.320000% | Item C.3 The CUSIP. | | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0001330437 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 7/1/16 | 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).
| 7/1/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.32%
|
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: | $315,550,000.00 | b. Excluding the value of any sponsor support: | $315,550,000.00 |
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 0.300000% | Item C.3 The CUSIP. | ATD0H1UF6 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0000800030 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 7/1/16 | 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).
| 7/1/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.30%
|
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: | $100,000,000.00 | b. Excluding the value of any sponsor support: | $100,000,000.00 |
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 0.280000% | Item C.3 The CUSIP. | ATD0H1UJ8 | Item C.4 The LEI (if available). (See General Instruction E.) | | 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 | 0000800030 | 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 Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security.
| First Tier Security Rated Second Tier Security Unrated Security No Longer an Eligible Security
| Item C.10 Name of each Designated NRSRO.
| N/A |
a. For each Designated NRSRO, disclose the credit rating given by the Designated NRSRO.
If the instrument and its issuer are not rated by the Designated NRSRO, indicate "NR."
| N/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)).
| 7/1/16 | 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)).
| 7/1/16 | 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).
| 7/1/16 | 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? If Yes, answer Items C.14.a - 14.f. Where applicable, provide the information
required in Items C.14b - 14.f in the order that each Demand Feature issuer was reported in Item C.14.a
| Yes
No
|
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? If Yes, answer Items C.15.a - 15.d. Where applicable, provide the information required in Item C.15.b - 15.d
in the order that each Guarantor was reported in Item C.15.a. | Yes
No
|
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? If Yes, answer Items C.16.a - 16.e. Where applicable, provide the information required in
Items C.16.b - 16.e in the order that each enhancement provider was reported in Item C.16.a.
| Yes
No
|
Item C.17 The yield of the security as of the reporting date. | 0.28%
|
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: | $100,000,000.00 | b. Excluding the value of any sponsor support: | $100,000,000.00 |
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) | Master Portfolio Trust | Date | 2/6/17 | (Signature)* | /s/ Richard Sennett | Name of Signing Officer | Richard Sennett | Title of Signing Officer | Principal Financial Officer |
|