Part II - Schedule of Portfolio Securities
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BARCLAYS CAPITAL INC
Item 27. The title of the issue (including coupon or yield):
TRI-PARTY BARCLAYS CAPITAL INC. 0.150000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
BRSJ5FXK0
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001484219
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Treasury Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
UNITED STATES TREAS NTS
|
2015-03-31
|
0.250000
|
Treasury Debt
|
$10,000,000.00
|
$10,200,066.81
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-05-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-05-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
6.86%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$10,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$10,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
DEUTSCHE BANK SECURITIES INC
Item 27. The title of the issue (including coupon or yield):
TRI-PARTY DEUTSCHE BANK SECURITIES 0.160000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
BRSJ5FKS7
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001074042
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Treasury Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
UNITED STATES TREAS NTS
|
2018-03-31
|
0.750000
|
Treasury Debt
|
$29,000,000.00
|
$29,580,064.27
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-05-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-05-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$29,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$29,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
19.89%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$29,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$29,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
GOLDMAN SACHS & CO
Item 27. The title of the issue (including coupon or yield):
TRI-PARTY GOLDMAN SACHS & CO. 0.170000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
BRSJ5FK40
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000769993
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FANNIE MAE
|
2043-04-01
|
3.500000
|
Government Agency Debt
|
$25,000,000.00
|
$25,750,000.77
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-05-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-05-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
17.15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
HSBC SECURITIES (USA) INC
Item 27. The title of the issue (including coupon or yield):
TRI-PARTY HSBC SECURITIES (USA) IN 0.170000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
BRSJ5FM71
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000853784
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
GNM1 678752X
|
2053-05-15
|
5.349999
|
Government Agency Debt
|
$25,000,000.00
|
$16,837,473.08
|
GNM2 361GX2
|
2042-07-20
|
3.500000
|
Government Agency Debt
|
$25,000,000.00
|
$8,667,055.08
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-05-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-05-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
17.15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
MORGAN STANLEY & CO LLC
Item 27. The title of the issue (including coupon or yield):
TRI-PARTY MORGAN STANLEY & CO LLC 0.170000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
BRSJ5FJS9
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001359291
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
FANNIE MAE
|
2027-09-01
|
2.500000
|
Government Agency Debt
|
$30,000,000.00
|
$30,900,000.27
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-05-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-05-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
20.58%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$30,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$30,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
RBS SECURITIES INC
Item 27. The title of the issue (including coupon or yield):
TRI-PARTY RBS SECURITIES INC. 0.180000%
Item 28. The CUSIP. If the security has a CUSIP, filers must provide the security's CUSIP pursuant to this Item and may skip Items 29 and 30:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
BRSJ5N5C2
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
000808379
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Government Agency Repurchase Agreement
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
Yes
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
TINT 02/15/16
|
2016-02-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$172,415.91
|
TINT 02/15/19
|
2019-02-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$570,302.66
|
TINT 02/15/20
|
2020-02-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$1,969,558.91
|
TINT 02/15/24
|
2024-02-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$170,047.89
|
TINT 02/15/25
|
2025-02-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$914,368.10
|
TINT 02/15/26
|
2026-02-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$1,664,194.36
|
TINT 02/15/34
|
2034-02-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$691,971.62
|
TINT 02/15/36
|
2036-02-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$9,203.22
|
TINT 02/15/38
|
2038-02-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$1,073,002.43
|
TINT 05/15/14
|
2014-05-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$1,236,016.11
|
TINT 05/15/16
|
2016-05-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$1,412,471.47
|
TINT 05/15/17
|
2017-05-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$780,362.94
|
TINT 05/15/20
|
2020-05-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$313,206.46
|
TINT 05/15/23
|
2023-05-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$145,133.21
|
TINT 05/15/25
|
2025-05-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$1,779,163.02
|
TINT 05/15/26
|
2026-05-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$539,397.61
|
TINT 05/15/29
|
2029-05-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$503,343.15
|
TINT 05/15/33
|
2033-05-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$36,751.00
|
TINT 05/15/34
|
2034-05-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$654,549.10
|
TINT 05/15/35
|
2035-05-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$230,391.60
|
TINT 05/15/36
|
2036-05-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$186,417.78
|
TINT 05/15/37
|
2037-05-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$117,259.20
|
TINT 05/15/42
|
2042-05-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$536,203.22
|
TINT 08/15/15
|
2015-08-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$2,276,099.66
|
TINT 08/15/21
|
2021-08-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$165,473.51
|
TINT 08/15/24
|
2024-08-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$273,904.00
|
TINT 08/15/28
|
2028-08-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$817,181.85
|
TINT 08/15/34
|
2034-08-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$69,609.69
|
TINT 11/15/16
|
2016-11-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$1,476,578.21
|
TINT 11/15/17
|
2017-11-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$2,138,889.34
|
TINT 11/15/19
|
2019-11-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$1,096,919.20
|
TINT 11/15/22
|
2022-11-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$1,031,750.62
|
TINT 11/15/34
|
2034-11-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$1,254,129.47
|
TINT 11/15/36
|
2036-11-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$14,910.30
|
TINT 11/15/42
|
2042-11-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$11,917.80
|
TINY 11/15/38
|
2038-11-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$73,489.80
|
UNITED STATES TREAS SEC STRIPPED INT PMT
|
2025-11-15
|
0.00
|
Treasury Debt
|
$26,802,000.00
|
$934,819.01
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2013-05-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-05-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$26,802,000.00
Item 41. The total current amortized cost, to the nearest cent:
$26,802,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
18.39%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$26,802,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$26,802,000.00