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:
Abn Amro Securities LLC
Item 27. The title of the issue (including coupon or yield):
ABN Amro Securities LLC 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:
ARP05AJ14_0.1800_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001245022
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
ADT CORP
|
2022-07-15
|
3.500000
|
Other Instrument - Corporate Bond
|
$9,037.00
|
$8,706.53
|
ALCOA INC
|
2021-04-15
|
5.400000
|
Other Instrument - Corporate Bond
|
$2,725,851.00
|
$2,810,379.64
|
BANK OF AMERICA FUNDING CORPORATION 2002
|
2021-05-13
|
5.000000
|
Other Instrument - Corporate Bond
|
$341,070.00
|
$380,269.18
|
CARDINAL HEALTH INC
|
2023-03-15
|
3.200000
|
Other Instrument - Corporate Bond
|
$1,901,510.00
|
$1,858,516.86
|
CISCO SYSTEMS INC
|
2014-03-14
|
1.625000
|
Other Instrument - Corporate Bond
|
$3,058,353.00
|
$3,111,195.82
|
DOW CHEMICAL COMPANY
|
2015-02-15
|
5.900000
|
Other Instrument - Corporate Bond
|
$722,742.00
|
$797,186.03
|
ENSCO PLC
|
2016-03-15
|
3.250000
|
Other Instrument - Corporate Bond
|
$171.00
|
$182.00
|
KIMBERLY CLARK CORP
|
2023-06-01
|
2.399999
|
Other Instrument - Corporate Bond
|
$539,882.00
|
$520,986.13
|
PHILIP MORRIS INTERNATIONAL INC,VA
|
2014-03-17
|
6.875000
|
Other Instrument - Corporate Bond
|
$7,164.00
|
$7,628.38
|
RIO TINTO FIN USA LTD
|
2014-05-01
|
8.949999
|
Other Instrument - Corporate Bond
|
$500,000.00
|
$541,199.17
|
WALGREEN CO
|
2042-09-15
|
4.400000
|
Other Instrument - Corporate Bond
|
$338,487.00
|
$323,231.39
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. 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:
.34%
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:
Abn Amro Securities LLC
Item 27. The title of the issue (including coupon or yield):
ABN Amro Securities LLC 0.280000%
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:
ARP05AJ63_0.2800_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001245022
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
3M CO COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$351,641.52
|
ALLERGAN INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$497,971.89
|
ALLSTATE CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$505,732.31
|
ALTRIA GROUP INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$306,558.45
|
AMERICAN TOWER CORP NEW COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$506,176.02
|
AMERISOURCEBERGEN CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$367,718.40
|
ANADARKO PETE CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$19,824.20
|
APACHE CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$536,382.75
|
AUTOMATIC DATA PROCESSING INCOM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$560,574.30
|
BLOCK H & R INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$228,536.00
|
CAPITAL ONE FINL CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$47,009.79
|
CBS CORP NEW CL B
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$596,356.80
|
CITRIX SYS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$67,671.52
|
COLGATE PALMOLIVE CO COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$342,037.68
|
COMERICA INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$217,853.90
|
CROWN CASTLE INTL CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$583,344.00
|
D R HORTON INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$195,396.52
|
DANAHER CORP DEL COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$384,125.00
|
DARDEN RESTAURANTS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$191,342.08
|
DELL INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$217,070.66
|
DENBURY RES INC COM NEW
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$204,079.05
|
DENTSPLY INTL INC NEW COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$169,424.64
|
DIRECTV COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$596,799.80
|
DISNEY WALT CO COM DISN
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$506,856.00
|
DOMINION RES INC VA NEW COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$511,355.13
|
ECOLAB INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$341,669.08
|
EQUIFAX INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$210,137.28
|
EXXON MOBIL CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$562,025.27
|
FAMILY DLR STORES INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$170,113.99
|
FORD MTR CO DEL COM PAR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$240,026.40
|
GANNETT INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$141,829.15
|
GENERAL DYNAMICS CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$140,559.90
|
GENERAL MLS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$188,250.40
|
HARRIS CORP DEL COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$164,367.63
|
HELMERICH & PAYNE INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$188,860.95
|
HEWLETT PACKARD CO COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$532,783.92
|
HOME DEPOT INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$203,128.08
|
HORMEL FOODS CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$154,500.36
|
HOWARD HUGHES CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$108,312.90
|
ILLINOIS TOOL WKS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$593,197.92
|
INTERNATIONAL BUSINESS MACHSCOM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$587,882.88
|
JABIL CIRCUIT INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$107,350.23
|
KRAFT FOODS GROUP INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$18,396.12
|
L BRANDS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,984.80
|
LEGGETT & PLATT INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$129,430.44
|
MARATHON PETE CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$79,112.38
|
METLIFE INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$96,306.48
|
MICROSOFT CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$301,608.30
|
NEXTERA ENERGY INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$578,802.95
|
NRG ENERGY INC COM NEW
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$235,536.96
|
NYSE EURONEXT COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$375,441.72
|
PEPCO HOLDINGS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$136,840.20
|
PFIZER INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,412.50
|
PHILIP MORRIS INTL INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$118,205.18
|
PUBLIC STORAGE COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$130,275.54
|
PULTE GROUP INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$212,322.33
|
REYNOLDS AMERICAN INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,767.92
|
ROBERT HALF INTL INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$139,697.84
|
SIMON PPTY GROUP INC NEW COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$506,430.00
|
SNAP ON INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$151,382.85
|
TIME WARNER CABLE INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$597,229.96
|
TJX COS INC NEW COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$517,817.30
|
TRAVELERS COMPANIES INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$408,340.24
|
TRIPADVISOR INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$199,392.84
|
VERIZON COMMUNICATIONS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$554,358.60
|
WABCO HLDGS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$377,685.33
|
WESTERN DIGITAL CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$122,923.33
|
WEYERHAEUSER CO COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$453,590.38
|
WYNN RESORTS LTD COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$312,013.08
|
XYLEM INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$150,658.35
|
YAHOO INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$521,597.30
|
YUM BRANDS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$72,030.00
|
ZIONS BANCORPORATION COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$149,749.60
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.67%
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:
$20,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$20,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
ASB Finance Ltd.
Item 27. The title of the issue (including coupon or yield):
ASB Finance Ltd. 0.303600%
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:
0020P5DV8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-07-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$23,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$23,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
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:
$23,001,380.00
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:
$23,001,380.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of Nova Scotia
Item 27. The title of the issue (including coupon or yield):
Bank of Nova Scotia 0.328600%
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:
06417E4U4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-07-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-02
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:
.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
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:
$25,007,000.00
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:
$25,007,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of Nova Scotia
Item 27. The title of the issue (including coupon or yield):
Bank of Nova Scotia 0.335600%
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:
06417FMJ6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-07-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-30
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$33,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$33,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.11%
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:
$33,020,130.00
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:
$33,020,130.00
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):
Barclays Capital, Inc. 0.660000%
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:
ARP03YKL8_0.6600_M130603_MGF3
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:
Other 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?
No
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
|
ACTIVISION BLIZZARD INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,049,989.54
|
AG MTG INVT TR INC PFD SER
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$748.50
|
ALLERGAN INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,049,915.16
|
ALLIANT TECHSYSTEMS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$124,930.48
|
AMERICAN RLTY CAP PPTYS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,049,998.14
|
AV HOMES INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$19,361.42
|
BABCOCK & WILCOX CO NEW COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$201,002.24
|
BANCO SANTANDER CHILE NEW SP ADR R
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$13,226.31
|
BANK OF AMERICA CORPORATION COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,924.60
|
BIGLARI HLDGS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$92,196.72
|
BLACKBAUD INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$265,538.79
|
CALAMOS ASSET MGMT INC CL A
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$124,102.37
|
CBL & ASSOC PPTYS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,049,999.05
|
CDN IMPERIAL BK OF COMMERCE COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$85,974.20
|
CONAGRA FOODS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$481,460.00
|
DUKE ENERGY CORP NEW COM NEW
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$843,259.68
|
EDISON INTL COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$203,125.30
|
ELECTRONICS FOR IMAGING INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$701,670.75
|
ERICSSON ADR B SE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$684,197.36
|
EVERCORE PARTNERS INC CLASS A
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$969,326.12
|
FRANKLIN STREET PPTYS CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$519,248.01
|
G & K SVCS INC CL A
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$196,108.44
|
GENCORP INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$75,033.78
|
GILDAN ACTIVEWEAR INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$332,178.44
|
GOOGLE INC CL A
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,049,265.80
|
HEALTHCARE TR AMER INC CL A
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$251,060.08
|
HEINZ H J CO COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$984,975.57
|
INFINITY PHARMACEUTICALS INCCOM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$499,296.42
|
INFORMATICA CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$220,975.70
|
LIBERTY GLOBAL INC COM SER
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,049,972.02
|
MAGNACHIP SEMICONDUCTOR CORPCOM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$285,608.00
|
MANULIFE FINL CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$52,681.60
|
METHODE ELECTRS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$44,220.93
|
MGM RESORTS INTERNATIONAL NOTE 4.
|
2015-04-15
|
4.250000
|
Other Instrument - Convertible Bond
|
$821,000.00
|
$944,503.49
|
MPG OFFICE TR INC PFD A 7.
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$84,320.00
|
MPG OFFICE TR INC PFD A 7.
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$27,200.00
|
MUELLER INDS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$91,489.80
|
NEWS CORP CL B
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,037,256.79
|
NYSE EURONEXT COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,049,988.65
|
OMNICARE CAP TR II PFD B TR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$3,499,022.00
|
OMNICARE INC DBCV 3.
|
2035-12-15
|
3.250000
|
Other Instrument - Convertible Bond
|
$1,758,000.00
|
$1,850,270.58
|
PEOPLES FED BANCSHARES INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$10,280.38
|
PHH CORP NOTE 6.
|
2017-06-15
|
6.000000
|
Other Instrument - Convertible Bond
|
$1,647,000.00
|
$2,982,382.11
|
PROCTER & GAMBLE CO COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,049,998.84
|
PUMA BIOTECHNOLOGY INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$130,192.70
|
QUAD / GRAPHICS INC COM CL A
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,041,992.91
|
RBS CAP FDG TR V PFD TR 5
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$624,937.50
|
RBS CAP FDG TR VII PFD TR 6
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$893,940.62
|
RITCHIE BROS AUCTIONEERS COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$84,708.84
|
ROCKY MTN CHOCOLATE FACTORY COM PAR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,321.00
|
SCRIPPS NETWORKS INTERACT INCL A COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,049,940.64
|
SEMGROUP CORP CL A
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$118,658.30
|
SILVER WHEATON CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,026,700.92
|
STANDARD PARKING CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$5,016.70
|
TAIWAN SEMICONDUCTOR MFG LTDSPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$972,819.54
|
TESORO CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,049,969.60
|
TEVA PHARMACEUTICAL INDS LTDADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,049,963.20
|
VALE S A ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,049,993.60
|
VALEANT PHARMACEUTICALS INTLCOM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$434,889.00
|
VIRTUS INVT PARTNERS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$18,944.00
|
W P CAREY INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$7,453.65
|
WNS HOLDINGS LTD SPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$17,076.60
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$35,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.18%
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?
Yes
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:
$35,000,000.00
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:
$35,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BMO Capital Markets Corp.
Item 27. The title of the issue (including coupon or yield):
BMO Capital Markets Corp. 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:
ARP05AJ30_0.1800_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000009622
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
Bank of Montreal
|
2013-06-28
|
2.125000
|
Other Instrument - Corporate Bond
|
$12,152.00
|
$12,276.69
|
BANK OF NOVA SCOTIA HALIFAX
|
2015-10-07
|
2.049999
|
Other Instrument - Corporate Bond
|
$2,845,252.00
|
$2,933,042.25
|
CANADIAN IMPERIAL BK COMM ON
|
2014-12-12
|
1.500000
|
Other Instrument - Corporate Bond
|
$964,176.00
|
$979,892.07
|
PROVINCE MANITOBA
|
2017-04-03
|
1.300000
|
Other Instrument - Corporate Bond
|
$1,205,670.00
|
$1,226,159.69
|
PROVINCE OF ONTARIO
|
2019-09-27
|
1.649999
|
Other Instrument - Corporate Bond
|
$100,000.00
|
$98,630.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$5,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.17%
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:
$5,000,000.00
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:
$5,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield):
BNP Paribas Securities Corp. 0.205000%
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:
ARP048VN8_0.2050_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001197610
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
|
Government National Mortgage Association
|
2023-01-20
|
1.625000
|
Government Agency Debt
|
$98,000,000.00
|
$1,623,372.34
|
Government National Mortgage Association
|
2024-02-20
|
1.625000
|
Government Agency Debt
|
$116,000,000.00
|
$1,669,958.82
|
Government National Mortgage Association
|
2039-01-20
|
4.500000
|
Government Agency Debt
|
$11,400,000.00
|
$1,758,325.95
|
Government National Mortgage Association
|
2040-03-20
|
3.750000
|
Government Agency Debt
|
$4,000,000.00
|
$2,019,577.98
|
Government National Mortgage Association
|
2040-09-20
|
3.500000
|
Government Agency Debt
|
$2,465,134.00
|
$1,724,076.01
|
Government National Mortgage Association
|
2041-05-20
|
3.000000
|
Government Agency Debt
|
$2,638,513.00
|
$1,703,640.05
|
Government National Mortgage Association
|
2041-06-20
|
2.500000
|
Government Agency Debt
|
$1,805,107.00
|
$1,640,980.80
|
Government National Mortgage Association
|
2042-04-20
|
3.000000
|
Government Agency Debt
|
$226,087.00
|
$220,068.09
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$12,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$12,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.4%
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:
$12,000,000.00
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:
$12,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield):
BNP Paribas Securities Corp. 0.200000%
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:
ARP049GQ6_0.2000_M130605_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001197610
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
|
Government National Mortgage Association
|
2038-11-20
|
3.500000
|
Government Agency Debt
|
$20,300,000.00
|
$2,374,491.02
|
Government National Mortgage Association
|
2038-12-20
|
2.750000
|
Government Agency Debt
|
$12,200,000.00
|
$1,468,401.94
|
Government National Mortgage Association
|
2039-11-20
|
3.500000
|
Government Agency Debt
|
$8,645,228.00
|
$2,381,503.21
|
Government National Mortgage Association
|
2042-05-20
|
2.500000
|
Government Agency Debt
|
$2,485,924.00
|
$2,573,854.50
|
Government National Mortgage Association
|
2042-06-20
|
2.500000
|
Government Agency Debt
|
$944,063.00
|
$918,677.57
|
Government National Mortgage Association
|
2042-06-20
|
3.000000
|
Government Agency Debt
|
$2,533,761.00
|
$2,643,071.82
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$12,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$12,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.4%
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:
$12,000,000.00
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:
$12,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield):
BNP Paribas Securities Corp. 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:
ARP04FGS8_0.1800_M130607_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001197610
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
|
Government National Mortgage Association
|
2029-09-20
|
1.750000
|
Government Agency Debt
|
$79,500,000.00
|
$1,600,163.75
|
Government National Mortgage Association
|
2038-04-20
|
3.000000
|
Government Agency Debt
|
$20,200,000.00
|
$1,599,147.45
|
Government National Mortgage Association
|
2039-07-20
|
3.750000
|
Government Agency Debt
|
$4,523,347.00
|
$1,509,898.63
|
Government National Mortgage Association
|
2039-08-20
|
3.750000
|
Government Agency Debt
|
$3,173,054.00
|
$1,492,878.95
|
Government National Mortgage Association
|
2041-02-20
|
2.500000
|
Government Agency Debt
|
$1,327,146.00
|
$1,345,845.98
|
Government National Mortgage Association
|
2041-08-20
|
4.000000
|
Government Agency Debt
|
$13,355.00
|
$14,012.24
|
Government National Mortgage Association
|
2042-04-20
|
3.000000
|
Government Agency Debt
|
$1,436,044.00
|
$1,397,813.47
|
Government National Mortgage Association
|
2042-11-20
|
2.500000
|
Government Agency Debt
|
$1,279,399.00
|
$1,340,239.69
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
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:
.34%
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:
BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield):
BNP Paribas Securities Corp. 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:
ARP04OFQ4_0.1700_M130607_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001197610
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
|
Government National Mortgage Association
|
2016-04-15
|
10.000000
|
Government Agency Debt
|
$1,000,000.00
|
$3,539.49
|
Government National Mortgage Association
|
2016-05-15
|
10.000000
|
Government Agency Debt
|
$1,000,000.00
|
$2,288.85
|
Government National Mortgage Association
|
2017-07-15
|
10.000000
|
Government Agency Debt
|
$6,947,497.00
|
$24,572.99
|
Government National Mortgage Association
|
2017-09-20
|
2.000000
|
Government Agency Debt
|
$3,000,000.00
|
$13,511.70
|
Government National Mortgage Association
|
2017-10-15
|
10.000000
|
Government Agency Debt
|
$500,000.00
|
$9,089.63
|
Government National Mortgage Association
|
2017-10-15
|
10.000000
|
Government Agency Debt
|
$2,000,000.00
|
$7,251.71
|
Government National Mortgage Association
|
2017-10-15
|
10.000000
|
Government Agency Debt
|
$500,000.00
|
$4,204.14
|
Government National Mortgage Association
|
2017-10-15
|
10.000000
|
Government Agency Debt
|
$2,040,000.00
|
$3,106.15
|
Government National Mortgage Association
|
2017-10-15
|
10.000000
|
Government Agency Debt
|
$500,000.00
|
$874.35
|
Government National Mortgage Association
|
2017-11-15
|
10.000000
|
Government Agency Debt
|
$507,794.00
|
$6,842.79
|
Government National Mortgage Association
|
2018-01-15
|
10.000000
|
Government Agency Debt
|
$4,000,000.00
|
$5,699.67
|
Government National Mortgage Association
|
2018-02-15
|
10.000000
|
Government Agency Debt
|
$3,000,000.00
|
$20,480.29
|
Government National Mortgage Association
|
2018-02-15
|
10.000000
|
Government Agency Debt
|
$490,000.00
|
$496.01
|
Government National Mortgage Association
|
2018-02-15
|
10.000000
|
Government Agency Debt
|
$25,000.00
|
$109.90
|
Government National Mortgage Association
|
2018-03-15
|
10.000000
|
Government Agency Debt
|
$3,023,715.00
|
$6,957.13
|
Government National Mortgage Association
|
2018-03-15
|
10.000000
|
Government Agency Debt
|
$3,000,000.00
|
$6,206.09
|
Government National Mortgage Association
|
2018-04-15
|
10.000000
|
Government Agency Debt
|
$5,100,000.00
|
$23,164.31
|
Government National Mortgage Association
|
2018-04-15
|
10.000000
|
Government Agency Debt
|
$2,022,324.00
|
$11,827.47
|
Government National Mortgage Association
|
2018-04-15
|
10.000000
|
Government Agency Debt
|
$1,010,000.00
|
$2,466.01
|
Government National Mortgage Association
|
2018-06-20
|
2.000000
|
Government Agency Debt
|
$1,616,774.00
|
$8,564.12
|
Government National Mortgage Association
|
2018-08-20
|
4.000000
|
Government Agency Debt
|
$1,650,000.00
|
$19,493.39
|
Government National Mortgage Association
|
2018-09-20
|
3.500000
|
Government Agency Debt
|
$6,894,694.00
|
$44,188.40
|
Government National Mortgage Association
|
2019-04-20
|
3.000000
|
Government Agency Debt
|
$3,055,721.00
|
$21,558.95
|
Government National Mortgage Association
|
2019-06-20
|
3.500000
|
Government Agency Debt
|
$5,610,000.00
|
$45,033.09
|
Government National Mortgage Association
|
2020-08-20
|
2.000000
|
Government Agency Debt
|
$1,778,456.00
|
$35,159.06
|
Government National Mortgage Association
|
2020-09-20
|
2.500000
|
Government Agency Debt
|
$4,049,316.00
|
$33,528.88
|
Government National Mortgage Association
|
2021-03-20
|
3.500000
|
Government Agency Debt
|
$2,506,308.00
|
$20,245.31
|
Government National Mortgage Association
|
2021-06-20
|
2.500000
|
Government Agency Debt
|
$6,500,000.00
|
$72,278.50
|
Government National Mortgage Association
|
2021-07-20
|
1.750000
|
Government Agency Debt
|
$4,139,170.00
|
$39,733.47
|
Government National Mortgage Association
|
2022-02-20
|
1.625000
|
Government Agency Debt
|
$2,650,000.00
|
$46,983.83
|
Government National Mortgage Association
|
2022-05-20
|
1.750000
|
Government Agency Debt
|
$100,000.00
|
$1,510.60
|
Government National Mortgage Association
|
2022-11-20
|
2.000000
|
Government Agency Debt
|
$5,400,000.00
|
$37,464.40
|
Government National Mortgage Association
|
2023-03-20
|
1.625000
|
Government Agency Debt
|
$1,198,832.00
|
$17,026.37
|
Government National Mortgage Association
|
2023-08-20
|
1.750000
|
Government Agency Debt
|
$2,000,000.00
|
$24,659.83
|
Government National Mortgage Association
|
2023-09-20
|
1.750000
|
Government Agency Debt
|
$7,492,880.00
|
$51,944.25
|
Government National Mortgage Association
|
2024-05-20
|
1.750000
|
Government Agency Debt
|
$5,143,887.00
|
$73,490.11
|
Government National Mortgage Association
|
2024-05-20
|
1.750000
|
Government Agency Debt
|
$4,379,136.00
|
$62,078.62
|
Government National Mortgage Association
|
2024-05-20
|
1.750000
|
Government Agency Debt
|
$5,154,450.00
|
$52,605.19
|
Government National Mortgage Association
|
2024-08-20
|
1.750000
|
Government Agency Debt
|
$2,500,000.00
|
$31,579.11
|
Government National Mortgage Association
|
2025-06-20
|
1.750000
|
Government Agency Debt
|
$2,395,000.00
|
$18,421.43
|
Government National Mortgage Association
|
2025-08-20
|
1.750000
|
Government Agency Debt
|
$10,200,000.00
|
$49,167.46
|
Government National Mortgage Association
|
2026-01-20
|
1.625000
|
Government Agency Debt
|
$3,717,602.00
|
$25,952.98
|
Government National Mortgage Association
|
2026-02-20
|
1.625000
|
Government Agency Debt
|
$1,027,443.00
|
$7,590.12
|
Government National Mortgage Association
|
2026-03-20
|
1.625000
|
Government Agency Debt
|
$3,970,019.00
|
$45,919.38
|
Government National Mortgage Association
|
2026-03-20
|
1.625000
|
Government Agency Debt
|
$1,000,000.00
|
$5,142.15
|
Government National Mortgage Association
|
2026-04-20
|
1.750000
|
Government Agency Debt
|
$9,121,428.00
|
$73,950.14
|
Government National Mortgage Association
|
2026-04-20
|
1.750000
|
Government Agency Debt
|
$4,058,424.00
|
$23,768.41
|
Government National Mortgage Association
|
2026-05-20
|
1.750000
|
Government Agency Debt
|
$3,469,944.00
|
$22,915.67
|
Government National Mortgage Association
|
2026-06-20
|
1.750000
|
Government Agency Debt
|
$1,585,756.00
|
$13,662.18
|
Government National Mortgage Association
|
2026-08-20
|
2.000000
|
Government Agency Debt
|
$10,100,000.00
|
$69,831.14
|
Government National Mortgage Association
|
2026-11-20
|
1.625000
|
Government Agency Debt
|
$12,300,000.00
|
$68,051.02
|
Government National Mortgage Association
|
2026-11-20
|
1.625000
|
Government Agency Debt
|
$5,062,065.00
|
$31,586.28
|
Government National Mortgage Association
|
2026-12-20
|
1.625000
|
Government Agency Debt
|
$5,000,000.00
|
$35,418.91
|
Government National Mortgage Association
|
2027-01-20
|
1.625000
|
Government Agency Debt
|
$1,000,000.00
|
$8,690.46
|
Government National Mortgage Association
|
2027-01-20
|
1.625000
|
Government Agency Debt
|
$200,000.00
|
$2,268.35
|
Government National Mortgage Association
|
2027-03-20
|
1.625000
|
Government Agency Debt
|
$505,000.00
|
$5,306.72
|
Government National Mortgage Association
|
2027-05-20
|
1.750000
|
Government Agency Debt
|
$1,983,895.00
|
$15,298.29
|
Government National Mortgage Association
|
2027-08-20
|
1.750000
|
Government Agency Debt
|
$4,750,000.00
|
$32,594.31
|
Government National Mortgage Association
|
2027-12-20
|
1.625000
|
Government Agency Debt
|
$9,375,001.00
|
$54,174.60
|
Government National Mortgage Association
|
2028-01-20
|
2.000000
|
Government Agency Debt
|
$8,257,504.00
|
$58,327.47
|
Government National Mortgage Association
|
2028-02-20
|
0.875000
|
Government Agency Debt
|
$728,502.00
|
$40,716.73
|
Government National Mortgage Association
|
2028-02-20
|
1.625000
|
Government Agency Debt
|
$4,937,988.00
|
$38,984.81
|
Government National Mortgage Association
|
2028-03-20
|
1.625000
|
Government Agency Debt
|
$8,250,000.00
|
$69,742.70
|
Government National Mortgage Association
|
2028-05-20
|
1.750000
|
Government Agency Debt
|
$10,900,000.00
|
$49,416.93
|
Government National Mortgage Association
|
2028-05-20
|
1.750000
|
Government Agency Debt
|
$6,977,694.00
|
$32,303.43
|
Government National Mortgage Association
|
2028-06-20
|
1.750000
|
Government Agency Debt
|
$7,000,000.00
|
$71,376.30
|
Government National Mortgage Association
|
2029-01-20
|
1.625000
|
Government Agency Debt
|
$3,535,000.00
|
$64,167.17
|
Government National Mortgage Association
|
2029-02-20
|
1.625000
|
Government Agency Debt
|
$4,150,000.00
|
$49,604.17
|
Government National Mortgage Association
|
2029-03-20
|
1.625000
|
Government Agency Debt
|
$3,831,434.00
|
$55,432.90
|
Government National Mortgage Association
|
2029-04-20
|
1.750000
|
Government Agency Debt
|
$3,000,000.00
|
$32,800.91
|
Government National Mortgage Association
|
2029-08-20
|
1.750000
|
Government Agency Debt
|
$500,605.00
|
$15,402.99
|
Government National Mortgage Association
|
2029-09-20
|
1.750000
|
Government Agency Debt
|
$500,000.00
|
$20,189.60
|
Government National Mortgage Association
|
2029-10-20
|
1.625000
|
Government Agency Debt
|
$597,570.00
|
$31,257.26
|
Government National Mortgage Association
|
2029-11-20
|
1.625000
|
Government Agency Debt
|
$766,360.00
|
$58,116.14
|
Government National Mortgage Association
|
2029-12-20
|
1.625000
|
Government Agency Debt
|
$4,999,500.00
|
$20,594.77
|
Government National Mortgage Association
|
2029-12-20
|
1.625000
|
Government Agency Debt
|
$500,000.00
|
$16,386.67
|
Government National Mortgage Association
|
2029-12-20
|
2.000000
|
Government Agency Debt
|
$4,535,504.00
|
$35,151.28
|
Government National Mortgage Association
|
2030-01-20
|
1.625000
|
Government Agency Debt
|
$4,750,000.00
|
$41,578.40
|
Government National Mortgage Association
|
2030-02-20
|
1.625000
|
Government Agency Debt
|
$3,999,600.00
|
$38,513.84
|
Government National Mortgage Association
|
2030-02-20
|
2.000000
|
Government Agency Debt
|
$1,000,709.00
|
$15,111.27
|
Government National Mortgage Association
|
2030-07-20
|
1.750000
|
Government Agency Debt
|
$1,025,000.00
|
$30,042.38
|
Government National Mortgage Association
|
2030-07-20
|
2.000000
|
Government Agency Debt
|
$1,625,000.00
|
$24,464.02
|
Government National Mortgage Association
|
2030-10-20
|
1.625000
|
Government Agency Debt
|
$500,000.00
|
$9,610.91
|
Government National Mortgage Association
|
2030-11-20
|
1.625000
|
Government Agency Debt
|
$540,000.00
|
$10,264.12
|
Government National Mortgage Association
|
2030-12-20
|
1.625000
|
Government Agency Debt
|
$515,000.00
|
$13,357.72
|
Government National Mortgage Association
|
2031-03-20
|
1.625000
|
Government Agency Debt
|
$1,000,000.00
|
$3,880.78
|
Government National Mortgage Association
|
2031-04-20
|
1.750000
|
Government Agency Debt
|
$1,900,190.00
|
$39,070.73
|
Government National Mortgage Association
|
2031-04-20
|
1.750000
|
Government Agency Debt
|
$1,100,000.00
|
$14,925.62
|
Government National Mortgage Association
|
2031-05-20
|
1.750000
|
Government Agency Debt
|
$2,900,100.00
|
$52,455.73
|
Government National Mortgage Association
|
2031-05-20
|
1.750000
|
Government Agency Debt
|
$3,000,000.00
|
$52,034.60
|
Government National Mortgage Association
|
2031-07-20
|
1.750000
|
Government Agency Debt
|
$3,011,684.00
|
$49,708.45
|
Government National Mortgage Association
|
2031-08-20
|
1.750000
|
Government Agency Debt
|
$1,000,100.00
|
$25,728.45
|
Government National Mortgage Association
|
2031-09-20
|
1.750000
|
Government Agency Debt
|
$1,270,000.00
|
$38,119.92
|
Government National Mortgage Association
|
2032-05-20
|
1.750000
|
Government Agency Debt
|
$1,002,290.00
|
$25,102.04
|
Government National Mortgage Association
|
2032-05-20
|
1.750000
|
Government Agency Debt
|
$855,000.00
|
$24,169.76
|
Government National Mortgage Association
|
2032-07-20
|
1.750000
|
Government Agency Debt
|
$1,000,000.00
|
$37,352.08
|
Government National Mortgage Association
|
2032-08-20
|
1.750000
|
Government Agency Debt
|
$1,000,000.00
|
$17,040.72
|
Government National Mortgage Association
|
2032-09-20
|
1.750000
|
Government Agency Debt
|
$1,000,000.00
|
$31,880.18
|
Government National Mortgage Association
|
2032-10-20
|
1.625000
|
Government Agency Debt
|
$301,211.00
|
$10,304.81
|
Government National Mortgage Association
|
2032-12-20
|
1.625000
|
Government Agency Debt
|
$1,800,000.00
|
$64,681.67
|
Government National Mortgage Association
|
2032-12-20
|
1.625000
|
Government Agency Debt
|
$1,500,000.00
|
$62,001.81
|
Government National Mortgage Association
|
2033-01-20
|
1.625000
|
Government Agency Debt
|
$1,000,062.00
|
$36,703.18
|
Government National Mortgage Association
|
2033-02-20
|
1.625000
|
Government Agency Debt
|
$2,000,000.00
|
$59,418.18
|
Government National Mortgage Association
|
2033-02-20
|
1.625000
|
Government Agency Debt
|
$682,731.00
|
$10,753.47
|
Government National Mortgage Association
|
2033-03-20
|
1.625000
|
Government Agency Debt
|
$1,140,000.00
|
$40,631.59
|
Government National Mortgage Association
|
2033-04-20
|
1.750000
|
Government Agency Debt
|
$1,000,000.00
|
$33,305.27
|
Government National Mortgage Association
|
2033-06-20
|
1.750000
|
Government Agency Debt
|
$1,506,297.00
|
$38,978.74
|
Government National Mortgage Association
|
2033-08-20
|
2.250000
|
Government Agency Debt
|
$328,677.00
|
$14,666.73
|
Government National Mortgage Association
|
2033-12-20
|
2.125000
|
Government Agency Debt
|
$1,000,000.00
|
$62,012.98
|
Government National Mortgage Association
|
2033-12-20
|
2.125000
|
Government Agency Debt
|
$787,567.00
|
$34,739.07
|
Government National Mortgage Association
|
2034-01-20
|
2.625000
|
Government Agency Debt
|
$3,128,964.00
|
$71,270.38
|
Government National Mortgage Association
|
2034-03-20
|
1.625000
|
Government Agency Debt
|
$629,701.00
|
$38,692.38
|
Government National Mortgage Association
|
2034-03-20
|
1.625000
|
Government Agency Debt
|
$503,424.00
|
$14,226.45
|
Government National Mortgage Association
|
2034-03-20
|
2.125000
|
Government Agency Debt
|
$704,292.00
|
$16,391.02
|
Government National Mortgage Association
|
2034-04-20
|
1.750000
|
Government Agency Debt
|
$734,033.00
|
$20,800.23
|
Government National Mortgage Association
|
2034-04-20
|
2.250000
|
Government Agency Debt
|
$704,724.00
|
$33,273.10
|
Government National Mortgage Association
|
2034-05-20
|
1.750000
|
Government Agency Debt
|
$735,696.00
|
$47,366.21
|
Government National Mortgage Association
|
2034-07-20
|
2.250000
|
Government Agency Debt
|
$402,850.00
|
$60,623.35
|
Government National Mortgage Association
|
2034-08-20
|
1.750000
|
Government Agency Debt
|
$977,453.00
|
$53,124.58
|
Government National Mortgage Association
|
2034-08-20
|
2.250000
|
Government Agency Debt
|
$948,245.00
|
$73,904.81
|
Government National Mortgage Association
|
2034-08-20
|
2.250000
|
Government Agency Debt
|
$710,796.00
|
$71,175.97
|
Government National Mortgage Association
|
2034-09-20
|
1.750000
|
Government Agency Debt
|
$2,152,139.00
|
$69,338.87
|
Government National Mortgage Association
|
2034-10-20
|
2.125000
|
Government Agency Debt
|
$586,143.00
|
$48,737.51
|
Government National Mortgage Association
|
2035-01-20
|
2.125000
|
Government Agency Debt
|
$500,000.00
|
$51,657.06
|
Government National Mortgage Association
|
2035-07-20
|
2.250000
|
Government Agency Debt
|
$544,552.00
|
$73,747.10
|
Government National Mortgage Association
|
2035-07-20
|
2.250000
|
Government Agency Debt
|
$1,626,817.00
|
$63,379.03
|
Government National Mortgage Association
|
2035-11-20
|
2.500000
|
Government Agency Debt
|
$583,778.00
|
$28,349.87
|
Government National Mortgage Association
|
2036-02-20
|
1.625000
|
Government Agency Debt
|
$273,358.00
|
$16,133.67
|
Government National Mortgage Association
|
2036-08-20
|
2.250000
|
Government Agency Debt
|
$560,067.00
|
$50,913.01
|
Government National Mortgage Association
|
2042-03-20
|
2.500000
|
Government Agency Debt
|
$28,000,000.00
|
$26,652,540.79
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
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:
1.01%
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:
BNZ International Funding Ltd.
Item 27. The title of the issue (including coupon or yield):
BNZ International Funding Ltd. 0.303100%
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:
0556X4BN5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-06
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:
$13,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$13,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.46%
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:
$13,498,650.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$13,498,650.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNZ International Funding Ltd.
Item 27. The title of the issue (including coupon or yield):
BNZ International Funding Ltd. 0.299600%
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:
0556X4BP0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-09
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:
$12,400,000.00
Item 41. The total current amortized cost, to the nearest cent:
$12,400,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.42%
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:
$12,398,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$12,398,760.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
California St Cas 06/13 Fixed 2.5
Item 27. The title of the issue (including coupon or yield):
California, Ser 2012-13 A-2 RANs 2.500000%
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:
13063BB68
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Municipal Debt
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-20
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:
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$40,038,427.91
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.35%
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:
$40,044,000.00
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:
$40,044,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
California Statewide Communities Development Authority,Kaiser Permanente Ser 2008 A
Item 27. The title of the issue (including coupon or yield):
California Statewide Communities Development Authority,Kaiser Permanente Ser 2008 A 0.100000%
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:
130795SZ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
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:
$26,100,000.00
Item 41. The total current amortized cost, to the nearest cent:
$26,100,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.88%
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:
$26,100,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$26,100,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
California Statewide Communities Development Authority,Kaiser Permanente Ser 2009 C-1
Item 27. The title of the issue (including coupon or yield):
California Statewide Communities Development Authority,Kaiser Permanente Ser 2009 C-1 0.100000%
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:
130795C70
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
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:
$27,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$27,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.91%
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:
$27,000,000.00
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:
$27,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
California Statewide Communities Development Authority,Kaiser Permanente Ser 2009 C-2
Item 27. The title of the issue (including coupon or yield):
California Statewide Communities Development Authority,Kaiser Permanente Ser 2009 C-2 0.100000%
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:
130795C88
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
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:
$17,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$17,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.59%
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:
$17,500,000.00
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:
$17,500,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
California Statewide Communities Development Authority,Kaiser Permanente Ser 2009 C-3
Item 27. The title of the issue (including coupon or yield):
California Statewide Communities Development Authority,Kaiser Permanente Ser 2009 C-3 0.100000%
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:
130795C96
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
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:
$34,900,000.00
Item 41. The total current amortized cost, to the nearest cent:
$34,900,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.18%
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:
$34,900,000.00
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:
$34,900,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Chicago Mission AAA Hockey Club,IL,Taxable Ser 2011
Item 27. The title of the issue (including coupon or yield):
Chicago Mission AAA Hockey Club,IL,Taxable Ser 2011 0.250000%
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:
167786AA0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
FEDERAL HOME LOAN BANKS
|
N/A
|
N/A
|
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:
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$5,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.17%
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:
$5,000,000.00
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:
$5,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Colorado Housing & Finance Authority,Multi-Family Class II 2005 Ser A-3 (AMT)
Item 27. The title of the issue (including coupon or yield):
Colorado Housing & Finance Authority,Multi-Family Class II 2005 Ser A-3 (AMT) (Federal Home Loan Bank SPA) 0.130000%
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:
196479KQ1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
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:
$15,385,000.00
Item 41. The total current amortized cost, to the nearest cent:
$15,385,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.52%
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:
$15,385,000.00
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:
$15,385,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Colorado Housing & Finance Authority,Single Family Mortgage Class I 2003 Ser B-3 (AMT)
Item 27. The title of the issue (including coupon or yield):
Colorado Housing & Finance Authority,Single Family Mortgage Class I 2003 Ser B-3 (AMT) (Federal Home Loan Bank SPA) 0.130000%
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:
196483BW0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
FEDERAL HOME LOAN BANKS
|
N/A
|
N/A
|
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:
$11,255,000.00
Item 41. The total current amortized cost, to the nearest cent:
$11,255,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.38%
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:
$11,255,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$11,255,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Credit Agricole Corp.
Item 27. The title of the issue (including coupon or yield):
Credit Agricole Corp. 0.090000%
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:
ARP05AM36_0.0900_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001191672
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
|
Federal Home Loan Mortgage Corp.
|
2040-03-01
|
5.000000
|
Government Agency Debt
|
$76,000,000.00
|
$40,557,242.45
|
Federal Home Loan Mortgage Corp.
|
2040-04-01
|
5.000000
|
Government Agency Debt
|
$67,800,000.00
|
$30,617,810.00
|
Federal National Mortgage Association
|
2028-04-01
|
2.500000
|
Government Agency Debt
|
$53,400,000.00
|
$54,510,760.78
|
Federal National Mortgage Association
|
2040-05-01
|
5.000000
|
Government Agency Debt
|
$105,000,000.00
|
$54,607,105.84
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$175,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$175,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
5.9%
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:
$175,000,000.00
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:
$175,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Credit Suisse NY
Item 27. The title of the issue (including coupon or yield):
Credit Suisse NY 0.246200%
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:
22550D2Y4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-24
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:
$47,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$47,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.58%
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:
$46,992,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$46,992,480.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Credit Suisse NY
Item 27. The title of the issue (including coupon or yield):
Credit Suisse NY 0.250000%
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:
22550D5D7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-07-31
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-31
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$28,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$28,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.94%
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:
$28,002,800.00
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:
$28,002,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Credit Suisse Securities USA
Item 27. The title of the issue (including coupon or yield):
Credit Suisse Securities USA 0.210000%
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:
ARP05AJR7_0.2100_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001230485
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
AMERICAN FINANCIAL GROUP INC OHIO
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,066.44
|
AMETEK INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,070.50
|
ASPEN TECHNOLOGY INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,053.00
|
Bank of Montreal
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,067.48
|
BANNER CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,060.88
|
BERRY PETROLEUM CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,045.60
|
BIO RAD LABORATORIES INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,126.70
|
BOB EVANS FARMS INC/DE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,066.60
|
CANADIAN NATIONAL RAILWAY CO
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,040.48
|
CARLISLE COS INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,057.87
|
CHURCHILL DOWNS INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,053.28
|
COMPUWARE CORP COM STK
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,032.54
|
CORVEL CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,064.08
|
CRANE CO
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,052.33
|
CREDICORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,102.96
|
DORCHESTER MINERALS LP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$114,508.32
|
ELBIT SYSTEMS
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$9,475.40
|
ELECTRO SCIENTIFIC INDUSTRIES INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,034.19
|
ELECTRONICS FOR IMAGING INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,029.55
|
EMPIRE DISTRICT ELECTRIC CO
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,028.74
|
ESTERLINE TECHNOLOGIES CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,067.50
|
EZCORP INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,030.66
|
FAIR ISAAC CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,071.46
|
FARMER BROS CO
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,449.00
|
FARMERS CAPITAL BANK CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$300,906.27
|
FBL FINANCIAL GROUP INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$147,165.03
|
FIRST FINANCIAL HLDGS INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$161,378.88
|
FIRST MERCHANTS CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,044.50
|
FIRST SOURCE CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$257,571.84
|
FIRSTSERVICE CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$99,541.00
|
FOSTER(L.B.)& CO
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$139,158.84
|
FRANKLIN COVEY CO
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$36,651.36
|
GILDAN ACTIVEWEAR INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,035.63
|
INFINITY PROPERTY & CASUALTY CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,078.54
|
INSTEEL INDUSTRIES INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,037.38
|
MCMORAN EXPLORATION
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,037.72
|
MOLINA HEALTHCARE INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,040.34
|
PICO HOLDING INC COM STK
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$97,319.80
|
QUESTCOR PHARMACEUTICAL INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,048.10
|
ROGERS COMMUNICATIONS INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$315,068.64
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. 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:
.34%
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 AG
Item 27. The title of the issue (including coupon or yield):
Deutsche Bank AG 0.350000%
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:
25155BYD1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-10-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-30
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$44,100,000.00
Item 41. The total current amortized cost, to the nearest cent:
$44,100,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.49%
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:
$44,105,733.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$44,105,733.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Deutsche Bank AG
Item 27. The title of the issue (including coupon or yield):
Deutsche Bank AG 0.370000%
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:
25155BYX7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-11-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-11-26
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$25,250,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,250,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.85%
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:
$25,251,262.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,251,262.50
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):
Deutsche Bank Securities, Inc. 0.430000%
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:
ARP05AJQ9_0.4300_M130603_MGF3
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:
Other 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?
No
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
|
ADOBE SYS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$94,974.81
|
AK STL CORP NOTE 5.
|
2019-11-15
|
5.000000
|
Other Instrument - Convertible Bond
|
$1,051,555.00
|
$999,999.60
|
AMGEN INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,982.22
|
APPLE INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,855.76
|
BUNGE LIMITED PREF PER
|
2013-05-31
|
NA
|
Other Instrument - Convertible Preferred Stock
|
$.00
|
$696,800.00
|
CHESAPEAKE ENERGY CORP NOTE 2.
|
2035-11-15
|
2.750000
|
Other Instrument - Convertible Bond
|
$981,000.00
|
$999,984.53
|
CMS ENERGY CORP NOTE 5.
|
2029-06-15
|
5.500000
|
Other Instrument - Convertible Bond
|
$496,000.00
|
$999,931.59
|
COMPANIA DE MINAS BUENAVENTUSPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$181,512.09
|
GRIFOLS S A SP ADR R
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,974.48
|
HEALTH CARE REIT INC NOTE 3.
|
2029-12-01
|
3.000000
|
Other Instrument - Convertible Bond
|
$726,000.00
|
$999,157.50
|
LEUCADIA NATL CORP NOTE 3.
|
2014-04-15
|
3.750000
|
Other Instrument - Convertible Bond
|
$674,000.00
|
$999,489.20
|
M/I HOMES INC NOTE 3.
|
2017-09-15
|
3.250000
|
Other Instrument - Convertible Bond
|
$758,000.00
|
$999,605.76
|
M/I HOMES INC NOTE 3.
|
2018-03-01
|
3.000000
|
Other Instrument - Convertible Bond
|
$352.00
|
$388.74
|
NETEASE INC SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$56,057.84
|
NOVO-NORDISK A S ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$6,988.80
|
OMNICARE INC NOTE 3.
|
2025-12-15
|
3.750000
|
Other Instrument - Convertible Bond
|
$540,000.00
|
$999,562.50
|
OWENS-BROCKWAY GLASS CONTAINNOTE 3.
|
2015-06-01
|
3.000000
|
Other Instrument - Convertible Bond
|
$909,000.00
|
$928,888.92
|
RANDGOLD RES LTD ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,950.42
|
RYANAIR HLDGS PLC SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$19,164.24
|
RYLAND GROUP INC NOTE 1.
|
2018-05-15
|
1.625000
|
Other Instrument - Convertible Bond
|
$629,000.00
|
$998,991.78
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. 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:
.34%
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):
Deutsche Bank Securities, Inc. 0.220000%
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:
ARP05AJV8_0.2200_M130603_MGF3
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:
Other 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?
No
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
|
51JOB INC SP ADR R
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,987.20
|
ABB LTD SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,979.60
|
ACTIVISION BLIZZARD INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,994.87
|
ADOBE SYS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,997.74
|
AERCAP HOLDINGS NV SHS
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,997.17
|
AGNICO EAGLE MINES LTD COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,977.40
|
AMERICAN SCIENCE & ENGR INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,952.73
|
AMGEN INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,982.22
|
ANALOG DEVICES INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,958.88
|
APOLLO GROUP INC CL A
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,979.76
|
APPLE INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,855.76
|
BROOKFIELD OFFICE PPTYS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,965.08
|
BT GROUP PLC ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,956.14
|
COCA COLA FEMSA S A B DE C VSPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,858.35
|
COMPANIA DE MINAS BUENAVENTUSPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,998.89
|
DIAGEO P L C SPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,196.90
|
EBAY INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,964.40
|
ENERSIS S A SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,983.40
|
ERICSSON ADR B SE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,989.80
|
GRIFOLS S A SP ADR R
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,974.48
|
GRUPO AEROPORTUARIO DEL SURESPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,884.50
|
GRUPO FINANCIERO SANTANDER MSPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,994.24
|
LENNAR CORP CL B
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,975.20
|
MELCO CROWN ENTMT LTD ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,976.75
|
NETEASE INC SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,976.56
|
NEW ORIENTAL ED & TECH GRP ISPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,980.32
|
NICE SYS LTD SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,966.72
|
NOVO-NORDISK A S ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,852.80
|
PHILIPPINE LONG DISTANCE TELSPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,984.40
|
RANDGOLD RES LTD ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,950.42
|
ROYAL DUTCH SHELL PLC SPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,988.78
|
RYANAIR HLDGS PLC SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,992.16
|
STATOIL ASA SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,997.65
|
TIM PARTICIPACOES S A SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,980.64
|
TOTAL S A SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,965.40
|
VCA ANTECH INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,984.28
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. 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:
.34%
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):
Deutsche Bank Securities, Inc. 0.100000%
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:
ARP05APA7_0.1000_M130603_MGF3
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:
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
|
U.S. Treasury Note
|
2020-05-31
|
1.375000
|
Treasury Debt
|
$51,400,000.00
|
$50,900,000.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$49,900,000.00
Item 41. The total current amortized cost, to the nearest cent:
$49,900,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
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:
$49,900,000.00
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:
$49,900,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Fremont,CA,Ser 2010 COPs
Item 27. The title of the issue (including coupon or yield):
Fremont,CA,Ser 2010 COPs (U.S. Bank N.A. LOC) 0.110000%
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:
357122KX7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
US BANK NATIONAL ASSOCIATION
|
N/A
|
N/A
|
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:
.34%
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:
Goldman Sachs & Co.
Item 27. The title of the issue (including coupon or yield):
Goldman Sachs & Co. 0.090000%
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:
ARP05AP66_0.0900_M130603_MGF3
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
|
Federal Home Loan Mortgage Corp.
|
2042-07-01
|
2.536999
|
Government Agency Debt
|
$2,164,907.00
|
$2,024,550.01
|
Federal National Mortgage Association
|
2041-03-01
|
4.500000
|
Government Agency Debt
|
$55,400,000.00
|
$39,637,996.38
|
Federal National Mortgage Association
|
2043-04-01
|
3.500000
|
Government Agency Debt
|
$4,549,665.00
|
$4,733,662.21
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$45,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$45,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.52%
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:
$45,000,000.00
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:
$45,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
HSBC Securities USA
Item 27. The title of the issue (including coupon or yield):
HSBC Securities USA 0.280000%
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:
ARP05AJY2_0.2800_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000083246
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
144A COINSTAR INC 6.000
|
2019-03-15
|
6.000000
|
Other Instrument - Corporate Bond
|
$35,000.00
|
$36,330.00
|
144A INEOS FINANCE PLC 7.
|
2020-05-01
|
7.500000
|
Other Instrument - Corporate Bond
|
$400,000.00
|
$441,166.64
|
144A POLYONE CORP 5.250
|
2023-03-15
|
5.250000
|
Other Instrument - Corporate Bond
|
$75,000.00
|
$78,631.25
|
144A SCHAEFFLER FINANCE B
|
2021-05-15
|
4.750000
|
Other Instrument - Corporate Bond
|
$3,900,000.00
|
$3,867,202.02
|
144A TRONOX FINANCE LLC 6
|
2020-08-15
|
6.375000
|
Other Instrument - Corporate Bond
|
$440,000.00
|
$441,191.66
|
CHC HELICOPTER SA 9.250
|
2020-10-15
|
9.250000
|
Other Instrument - Corporate Bond
|
$530,000.00
|
$593,173.03
|
CIE GEN GEOPHYSIQUE 7.750
|
2017-05-15
|
7.750000
|
Other Instrument - Corporate Bond
|
$2,320,000.00
|
$2,391,291.69
|
HUNTSMAN INTERNATION 4.875
|
2020-11-15
|
4.875000
|
Other Instrument - Corporate Bond
|
$2,675,000.00
|
$2,751,014.49
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. 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:
.34%
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:
HSBC Securities USA
Item 27. The title of the issue (including coupon or yield):
HSBC Securities USA 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:
ARP05AK20_0.1800_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000083246
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
AUTOZONE INC 3.700
|
2022-04-15
|
3.700000
|
Other Instrument - Corporate Bond
|
$2,685,000.00
|
$2,739,774.13
|
TIME WARNER CABLE IN 6.200
|
2013-07-01
|
6.200000
|
Other Instrument - Corporate Bond
|
$2,436,000.00
|
$2,513,508.15
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$5,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.17%
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:
$5,000,000.00
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:
$5,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
ING Financial Markets LLC
Item 27. The title of the issue (including coupon or yield):
ING Financial Markets LLC 0.190000%
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:
ARP05AJX4_0.1900_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000877559
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
144A BAT INTL FINANCE PLC
|
2022-06-07
|
3.250000
|
Other Instrument - Corporate Bond
|
$2,000,000.00
|
$2,079,356.19
|
144A DANONE 3.000
|
2022-06-15
|
3.000000
|
Other Instrument - Corporate Bond
|
$4,000,000.00
|
$4,049,839.97
|
144A NORDEA BANK AB 4.250
|
2022-09-21
|
4.250000
|
Other Instrument - Corporate Bond
|
$5,000,000.00
|
$5,182,129.14
|
AMERICAN INTL GROUP 8.250
|
2018-08-15
|
8.250000
|
Other Instrument - Corporate Bond
|
$6,240,000.00
|
$8,181,430.66
|
CANADIAN NATL RAILWA 6.200
|
2036-06-01
|
6.200000
|
Other Instrument - Corporate Bond
|
$1,000,000.00
|
$1,333,920.12
|
CB ACE CAPITAL TR II 9.70
|
2030-04-01
|
9.699999
|
Other Instrument - Corporate Bond
|
$204,900.00
|
$304,204.23
|
CITIGROUP INC 6.125
|
2018-05-15
|
6.125000
|
Other Instrument - Corporate Bond
|
$115,000.00
|
$136,257.99
|
CORP UNION BANCORP 5.25
|
2013-12-16
|
5.250000
|
Other Instrument - Corporate Bond
|
$2,000,000.00
|
$2,092,533.35
|
FPL GROUP CAPITAL IN 7.875
|
2015-12-15
|
7.875000
|
Other Instrument - Corporate Bond
|
$218,000.00
|
$262,693.00
|
GOLDMAN SACHS GROUP 6.750
|
2037-10-01
|
6.750000
|
Other Instrument - Corporate Bond
|
$10,805,000.00
|
$12,017,185.99
|
MORGAN STANLEY 3.450
|
2015-11-02
|
3.450000
|
Other Instrument - Corporate Bond
|
$1,062,000.00
|
$1,112,183.08
|
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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$35,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.18%
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:
$35,000,000.00
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:
$35,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
ING Financial Markets LLC
Item 27. The title of the issue (including coupon or yield):
ING Financial Markets LLC 0.310000%
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:
ARP05AJZ9_0.3100_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000877559
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
CITIGROUP INC 6.010
|
2015-01-15
|
6.009999
|
Other Instrument - Corporate Bond
|
$2,000,000.00
|
$2,210,791.83
|
CITIGROUP INC 6.125
|
2018-05-15
|
6.125000
|
Other Instrument - Corporate Bond
|
$1,385,000.00
|
$1,641,020.19
|
CITIGROUP INC 8.125
|
2039-07-15
|
8.125000
|
Other Instrument - Corporate Bond
|
$2,000,000.00
|
$2,908,377.41
|
PRECISION CASTPARTS 2.500
|
2023-01-15
|
2.500000
|
Other Instrument - Corporate Bond
|
$7,570,000.00
|
$7,417,624.63
|
SHERWIN-WILLIAMS CO 3.125
|
2014-12-15
|
3.125000
|
Other Instrument - Corporate Bond
|
$1,500,000.00
|
$1,575,844.29
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.51%
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:
$15,000,000.00
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:
$15,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Jp Morgan Chase Bank Na Unsecured 03/19 Var
Item 27. The title of the issue (including coupon or yield):
JP Morgan Chase Bank NA 0.361100%
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:
48125LJB9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
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:
.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
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:
$24,995,850.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$24,995,850.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
JP Morgan Clearing Corp.
Item 27. The title of the issue (including coupon or yield):
JP Morgan Clearing Corp. 0.707100%
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:
ARP04PYU1_0.7071_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001168163
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
ALCOA INC
|
2014-03-15
|
5.250000
|
Other Instrument - Convertible Bond
|
$3,299,000.00
|
$4,529,075.04
|
ALCOA INC
|
2014-03-15
|
5.250000
|
Other Instrument - Convertible Bond
|
$3,299,000.00
|
$4,529,075.04
|
AMGEN
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$11,998.00
|
$1,262,429.56
|
ANGLOGOLD ASHANTI
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$70,328.00
|
$1,262,387.60
|
ANHEUSER-BUSCH INBEV SA
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$13,402.00
|
$1,262,468.40
|
BBX CAPITAL CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$75,084.00
|
$920,529.84
|
DR HORTON INC
|
2014-05-15
|
2.000000
|
Other Instrument - Convertible Bond
|
$2,366,000.00
|
$4,530,698.35
|
DR HORTON INC
|
2014-05-15
|
2.000000
|
Other Instrument - Convertible Bond
|
$2,366,000.00
|
$4,530,698.35
|
GENERAL CABLE CORP DEL NEW
|
2029-11-15
|
4.500000
|
Other Instrument - Convertible Bond
|
$3,688,000.00
|
$4,528,864.00
|
GENERAL CABLE CORP DEL NEW
|
2029-11-15
|
4.500000
|
Other Instrument - Convertible Bond
|
$3,688,000.00
|
$4,528,864.00
|
GRIFOLS SA
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$46,174.00
|
$1,262,397.16
|
GRUPO TELEVISA SA DE CV ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$48,572.00
|
$1,262,386.28
|
HESS CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$11,095.00
|
$762,670.30
|
LENNAR CORP
|
2021-11-15
|
3.250000
|
Other Instrument - Convertible Bond
|
$2,463,000.00
|
$4,529,442.22
|
LENNAR CORP
|
2021-11-15
|
3.250000
|
Other Instrument - Convertible Bond
|
$2,463,000.00
|
$4,529,442.22
|
MELCO CROWN ENTERTAINMENT
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$53,972.00
|
$1,262,405.08
|
NOVO-NORDISK AS
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$7,587.00
|
$1,262,476.80
|
OMNICARE INC
|
2025-12-15
|
3.750000
|
Other Instrument - Convertible Bond
|
$2,442,000.00
|
$4,531,746.38
|
OMNICARE INC
|
2025-12-15
|
3.750000
|
Other Instrument - Convertible Bond
|
$2,442,000.00
|
$4,531,746.38
|
PHILIPPINE LONG DISTANCE TELEPHONE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$17,422.00
|
$1,262,398.12
|
RDA MICROELECTRONICS INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$116,028.00
|
$1,262,384.64
|
SILVER WHEATON CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$51,823.00
|
$1,262,408.28
|
TELEFLEX INC
|
2017-08-01
|
3.875000
|
Other Instrument - Convertible Bond
|
$3,239,000.00
|
$4,528,500.96
|
TELEFLEX INC
|
2017-08-01
|
3.875000
|
Other Instrument - Convertible Bond
|
$3,239,000.00
|
$4,528,500.96
|
YOUKU TUDOU
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$60,721.00
|
$1,262,389.59
|
YPF SOCIEDAD ANONIMA
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$85,297.00
|
$1,262,395.60
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$40,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.35%
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?
Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$40,000,000.00
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:
$40,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
JP Morgan Clearing Corp.
Item 27. The title of the issue (including coupon or yield):
JP Morgan Clearing Corp. 0.240000%
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:
ARP05AK79_0.2400_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001168163
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
AGILENT TECHNOLOGIES INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,102.15
|
AMGEN
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,162.58
|
ANGLOGOLD ASHANTI
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,062.95
|
ANHEUSER-BUSCH INBEV SA
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,103.80
|
BBX CAPITAL CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,065.92
|
CITIGROUP INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,077.56
|
EMBOTELLADORA ANDINA SA
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$111,901.24
|
FAMILY DOLLAR STORES INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,063.35
|
FREEPORT-MCMORAN COPPER & GOLD INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,088.55
|
GOLDMAN SACHS GROUP INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,117.90
|
GRIFOLS SA
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,077.64
|
GRUPO TELEVISA SA DE CV ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,075.57
|
HESS CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,070.84
|
INTERNATIONAL PAPER CO
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,097.65
|
JPMORGAN CHASE & CO
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,063.36
|
LILLY(ELI)& CO
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,086.08
|
LINEAR TECHNOLOGY CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,095.76
|
LOEWS CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,077.79
|
LOUISIANA-PACIFIC CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,072.00
|
LUFKIN INDUSTRIES INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,071.26
|
MADDEN(STEVEN) COM STK
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,105.60
|
MCDONALD''S CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,081.37
|
MDC HLDGS INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$321,128.60
|
MDU RESOURCES GROUP INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,067.90
|
MELCO CROWN ENTERTAINMENT
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,079.82
|
MGM RESORTS
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,063.00
|
MORGAN STANLEY
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,059.64
|
NOVO-NORDISK AS
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,156.80
|
PHILIPPINE LONG DISTANCE TELEPHONE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,112.16
|
RDA MICROELECTRONICS INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,060.80
|
SILVER WHEATON CORP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,071.40
|
UNITED PARCEL SERVICE INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,082.56
|
XO GROUP INC
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$407,065.50
|
YOUKU TUDOU
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,061.74
|
YPF SOCIEDAD ANONIMA
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,065.60
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.67%
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:
$20,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$20,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
JP Morgan Securities LLC
Item 27. The title of the issue (including coupon or yield):
JP Morgan Securities LLC 0.500000%
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:
ARP04RG11_0.5000_M130614_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001168163
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
HARLAND CLARKE HOLD 9.500
|
2015-05-15
|
9.500000
|
Other Instrument - Corporate Bond
|
$1,959,000.00
|
$2,022,830.79
|
144A ALERE INC 7.250
|
2018-07-01
|
7.250000
|
Other Instrument - Corporate Bond
|
$50,000.00
|
$56,201.74
|
144A BIOMET INC 6.500
|
2020-08-01
|
6.500000
|
Other Instrument - Corporate Bond
|
$1,000,000.00
|
$1,073,972.23
|
144A BK CAPITAL HOLDING/B
|
2019-04-15
|
NA
|
Other Instrument - Corporate Bond
|
$40,000.00
|
$34,650.00
|
144A CAESARS OPERATING ES
|
2020-02-15
|
9.000000
|
Other Instrument - Corporate Bond
|
$4,514,000.00
|
$4,477,887.93
|
144A CAESARS OPERATING ES
|
2020-02-15
|
9.000000
|
Other Instrument - Corporate Bond
|
$1,000.00
|
$993.75
|
144A CEQUEL COM HLDG I/CA
|
2017-11-15
|
8.625000
|
Other Instrument - Corporate Bond
|
$160,000.00
|
$171,716.67
|
144A CEQUEL COM HLDG I/CA
|
2021-12-15
|
5.125000
|
Other Instrument - Corporate Bond
|
$3,000,000.00
|
$2,945,979.06
|
144A FIRST DATA CORPORATI
|
2021-06-15
|
10.625000
|
Other Instrument - Corporate Bond
|
$5,305,000.00
|
$5,409,810.42
|
144A FOREST OIL CORPORATI
|
2020-09-15
|
7.500000
|
Other Instrument - Corporate Bond
|
$1,005,000.00
|
$1,027,821.96
|
144A JAGUAR HOLDING CO/ME
|
2019-12-01
|
9.500000
|
Other Instrument - Corporate Bond
|
$600,000.00
|
$713,208.32
|
144A KODIAK OIL & GAS COR
|
2021-01-15
|
5.500000
|
Other Instrument - Corporate Bond
|
$325,000.00
|
$343,078.11
|
144A MAGNETATION LLC/FIN
|
2018-05-15
|
11.000000
|
Other Instrument - Corporate Bond
|
$2,450,000.00
|
$2,537,111.22
|
144A PINNACLE FOODS FINAN
|
2021-05-01
|
4.875000
|
Other Instrument - Corporate Bond
|
$220,000.00
|
$220,923.55
|
144A SELECT MEDICAL CORP
|
2021-06-01
|
6.375000
|
Other Instrument - Corporate Bond
|
$4,900,000.00
|
$4,889,485.45
|
144A TRAC INTERMODAL LLC/
|
2019-08-15
|
11.000000
|
Other Instrument - Corporate Bond
|
$2,001,000.00
|
$2,268,967.39
|
ACCURIDE CORP 9.500
|
2018-08-01
|
9.500000
|
Other Instrument - Corporate Bond
|
$3,000.00
|
$3,200.17
|
AK STEEL CORP 8.375
|
2022-04-01
|
8.375000
|
Other Instrument - Corporate Bond
|
$25,000.00
|
$22,895.49
|
APRIA HEALTHCARE GRO 12.375
|
2014-11-01
|
12.375000
|
Other Instrument - Corporate Bond
|
$569,000.00
|
$600,739.53
|
ASSOCIATED MATERIALS 9.125
|
2017-11-01
|
9.125000
|
Other Instrument - Corporate Bond
|
$500,000.00
|
$546,729.15
|
BOYD GAMING CORP 9.125
|
2018-12-01
|
9.125000
|
Other Instrument - Corporate Bond
|
$2,000,000.00
|
$2,181,291.58
|
CARRIZO OIL & GAS IN 8.625
|
2018-10-15
|
8.625000
|
Other Instrument - Corporate Bond
|
$85,000.00
|
$96,344.84
|
CHAPARRAL ENERGY INC 8.250
|
2021-09-01
|
8.250000
|
Other Instrument - Corporate Bond
|
$93,000.00
|
$103,293.94
|
CINCINNATI BELL INC 8.750
|
2018-03-15
|
8.750000
|
Other Instrument - Corporate Bond
|
$993,000.00
|
$1,035,926.50
|
EARTHLINK INC 8.875
|
2019-05-15
|
8.875000
|
Other Instrument - Corporate Bond
|
$1,000.00
|
$1,025.78
|
FERRELLGAS PARTNERS 8.625
|
2020-06-15
|
8.625000
|
Other Instrument - Corporate Bond
|
$195,000.00
|
$204,020.79
|
FIRST DATA CORPORATI 12.625
|
2021-01-15
|
12.625000
|
Other Instrument - Corporate Bond
|
$1,178,000.00
|
$1,352,290.78
|
HD SUPPLY INC 11.000
|
2020-04-15
|
11.000000
|
Other Instrument - Corporate Bond
|
$30,000.00
|
$36,751.67
|
HEXION US FIN/NOVA S 8.875
|
2018-02-01
|
8.875000
|
Other Instrument - Corporate Bond
|
$2,504,000.00
|
$2,723,473.96
|
HUGHES SATELLITE SYS 7.625
|
2021-06-15
|
7.625000
|
Other Instrument - Corporate Bond
|
$110,000.00
|
$125,641.78
|
IMMUCOR INC 11.125
|
2019-08-15
|
11.125000
|
Other Instrument - Corporate Bond
|
$1,236,000.00
|
$1,455,188.30
|
INFOR US INC 9.375
|
2019-04-01
|
9.375000
|
Other Instrument - Corporate Bond
|
$1,237,000.00
|
$1,415,849.60
|
KODIAK OIL & GAS COR 8.125
|
2019-12-01
|
8.125000
|
Other Instrument - Corporate Bond
|
$100,000.00
|
$112,973.96
|
LEVEL 3 COMMUNICATIO 11.875
|
2019-02-01
|
11.875000
|
Other Instrument - Corporate Bond
|
$1,500,000.00
|
$1,759,713.65
|
MEDASSETS INC 8.000
|
2018-11-15
|
8.000000
|
Other Instrument - Corporate Bond
|
$220,000.00
|
$242,378.89
|
MTR GAMING GROUP INC 11.500
|
2019-08-01
|
11.500000
|
Other Instrument - Corporate Bond
|
$522,057.00
|
$572,776.31
|
NAVISTAR INTL CORP 8.250
|
2021-11-01
|
8.250000
|
Other Instrument - Corporate Bond
|
$124,000.00
|
$128,629.32
|
SERVICEMASTER COMPAN 8.000
|
2020-02-15
|
8.000000
|
Other Instrument - Corporate Bond
|
$65,000.00
|
$67,347.22
|
TEMBEC INDUSTRIES IN 11.250
|
2018-12-15
|
11.250000
|
Other Instrument - Corporate Bond
|
$80,000.00
|
$89,500.00
|
TENET HEALTHCARE COR 6.750
|
2020-02-01
|
6.750000
|
Other Instrument - Corporate Bond
|
$3,700,000.00
|
$4,000,624.82
|
UNITED RENTALS NORTH 8.375
|
2020-09-15
|
8.375000
|
Other Instrument - Corporate Bond
|
$500,000.00
|
$549,579.86
|
USG CORP 6.300
|
2016-11-15
|
6.299999
|
Other Instrument - Corporate Bond
|
$75,000.00
|
$81,622.50
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-14
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$45,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$45,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.52%
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?
Yes
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:
$45,000,000.00
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:
$45,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Kansas Department of Transportation,Highway Ser 2004 C-4
Item 27. The title of the issue (including coupon or yield):
Kansas Department of Transportation,Highway Ser 2004 C-4 (JP Morgan Chase Bank N.A. SPA) 0.110000%
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:
485424LG8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
JPMorgan Chase Bank NA
|
N/A
|
N/A
|
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:
$46,550,000.00
Item 41. The total current amortized cost, to the nearest cent:
$46,550,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
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:
$46,550,000.00
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:
$46,550,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Loudoun County Industrial Development Authority,VA,Howard Hughes Medical Institute Ser 2003 D
Item 27. The title of the issue (including coupon or yield):
Loudoun County Industrial Development Authority,VA,Howard Hughes Medical Institute Ser 2003 D 0.100000%
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:
545910AH4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
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:
$11,200,000.00
Item 41. The total current amortized cost, to the nearest cent:
$11,200,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.38%
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:
$11,200,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$11,200,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Maryland Department of Housing & Community Development,Community Development Administration Residential 2004 Ser F (AMT)
Item 27. The title of the issue (including coupon or yield):
Maryland Department of Housing & Community Development,Community Development Administration Residential 2004 Ser F 0.130000%
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:
57419NU85
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
STATE STREET BANK AND TRUST COMP
|
N/A
|
N/A
|
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:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.67%
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:
$20,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$20,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Maryland Department of Housing & Community Development,Community Development Administration Residential 2006 Ser G (AMT)
Item 27. The title of the issue (including coupon or yield):
Maryland Department of Housing & Community Development,Community Development Administration Residential 2006 Ser G 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:
57419PBU2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
STATE STREET BANK AND TRUST COMP
|
N/A
|
N/A
|
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:
$19,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$19,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.64%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
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:
$19,000,000.00
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:
$19,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Merrill Lynch Pierce Fenner & Smith
Item 27. The title of the issue (including coupon or yield):
Merrill Lynch Pierce Fenner & Smith 0.510000%
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:
ARP04YXY5_0.5100_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000065100
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
ANGLOGOLD ASHANTI LTD SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$524,983.65
|
BAIDU INC SPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$524,927.13
|
BP PLC SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$529,717.10
|
CAPLEASE INC PFD B 8.
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$766.80
|
CHANGYOU COM LTD ADS REP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$553,108.14
|
CHINA MOBILE LIMITED SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$526,540.32
|
COMPANIA DE MINAS BUENAVENTUSPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$524,993.40
|
CORESITE RLTY CORP PFD SER
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$784.20
|
CORPORATE BACKED TR CTFS 04-4 CL
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$751.80
|
COUNTRYWIDE CAP IV PFD TR 6
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$399,892.50
|
CPFL ENERGIA S A SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$526,671.60
|
CTRIP COM INTL LTD AMERICAN
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$524,974.96
|
CUBESMART 7.75% RE
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$2,651.00
|
DDR CORP DEPOSITA
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$501,988.23
|
EMBRAER S A SP ADR R
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$531,715.00
|
EMPRESA NACIONAL DE ELCTRCIDSPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$268,422.12
|
FIBRIA CELULOSE S A SP ADR R
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$513,371.04
|
GMAC INC NT 7.375
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$438,527.95
|
GMAC INC PINES 7.
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$76,951.18
|
INFOSYS LTD SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$524,962.76
|
KILROY RLTY CORP PFD-H
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$2,250.69
|
MERITAGE HOMES CORP NOTE 1.
|
2032-09-15
|
1.875000
|
Other Instrument - Convertible Bond
|
$111,000.00
|
$131,280.62
|
MGM RESORTS INTERNATIONAL NOTE 4.
|
2015-04-15
|
4.250000
|
Other Instrument - Convertible Bond
|
$61,000.00
|
$70,176.26
|
MOBILE TELESYSTEMS OJSC SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$524,998.54
|
MONMOUTH REAL ESTATE INVT COPFD-B
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$2,650.00
|
MONTPELIER RE HOLDINGS LTD PFD NON
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$523,561.20
|
NIPPON TELEG & TEL CORP SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$494,189.44
|
OMNICARE CAP TR II PFD B TR
|
2013-05-31
|
NA
|
Other Instrument - Convertible Preferred Stock
|
$.00
|
$1,545,741.00
|
OMNICARE INC NOTE 3.
|
2025-12-15
|
3.750000
|
Other Instrument - Convertible Bond
|
$39,000.00
|
$72,190.63
|
PHH CORP NOTE 4.
|
2014-09-01
|
4.000000
|
Other Instrument - Convertible Bond
|
$1,612,000.00
|
$1,755,065.00
|
RANDGOLD RES LTD ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$570,556.14
|
RYANAIR HLDGS PLC SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$120,284.08
|
RYLAND GROUP INC NOTE 1.
|
2018-05-15
|
1.625000
|
Other Instrument - Convertible Bond
|
$1,055,000.00
|
$1,675,574.44
|
SCE TR I TR PREF
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$98,257.58
|
SK TELECOM LTD SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$524,995.80
|
TATA MTRS LTD SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$263,219.27
|
TIM PARTICIPACOES S A SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$208,755.92
|
ULTRAPAR PARTICIPACOES S A SP ADR R
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$523,544.46
|
UNILEVER N V N Y SHS
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$73,257.60
|
VORNADO RLTY TR PFD SER
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$84,784.50
|
WELLS FARGO & CO NEW PERP PFD
|
2013-05-31
|
NA
|
Other Instrument - Convertible Preferred Stock
|
$.00
|
$1,291,000.00
|
YANZHOU COAL MNG CO LTD SPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$528,548.80
|
YOUKU TUDOU INC SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$256,507.02
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$17,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$17,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.59%
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?
Yes
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:
$17,500,000.00
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:
$17,500,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Merrill Lynch Pierce Fenner & Smith
Item 27. The title of the issue (including coupon or yield):
Merrill Lynch Pierce Fenner & Smith 0.490000%
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:
ARP04YY16_0.4900_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000065100
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
ANGLOGOLD ASHANTI LTD SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$749,986.90
|
BAIDU INC SPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$749,993.67
|
BANCO SANTANDER CHILE NEW SP ADR R
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$135,957.60
|
BARCLAYS PLC ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$55,191.06
|
BP PLC SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$756,757.43
|
CAPLEASE INC PFD B 8.
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$766.80
|
CARNIVAL PLC ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,404.50
|
CHANGYOU COM LTD ADS REP
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$790,172.24
|
CHINA MOBILE LIMITED SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$755,327.00
|
CHINA PETE & CHEM CORP SPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$88,069.52
|
CNOOC LTD SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$630,819.00
|
COMPANHIA DE BEBIDAS DAS AMESPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$619.20
|
COMPANIA DE MINAS BUENAVENTUSPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$749,987.91
|
CORESITE RLTY CORP PFD SER
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$784.20
|
CORPORATE BACKED TR CTFS 04-4 CL
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$751.80
|
COUNTRYWIDE CAP IV PFD TR 6
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$146,931.93
|
CPFL ENERGIA S A SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$752,409.84
|
CTRIP COM INTL LTD AMERICAN
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$749,973.36
|
DDR CORP DEPOSITA
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$750,881.07
|
DR REDDYS LABS LTD ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$299,403.04
|
EMBRAER S A SP ADR R
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$759,618.75
|
EMPRESA NACIONAL DE ELCTRCIDSPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$107,233.72
|
FIBRIA CELULOSE S A SP ADR R
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$733,387.20
|
GMAC INC NT 7.375
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$638,443.25
|
GMAC INC PINES 7.
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$40,026.82
|
HOME INNS & HOTELS MGMT INC SPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$92,264.19
|
HUANENG PWR INTL INC SPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$297,793.08
|
INFOSYS LTD SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$246,898.96
|
ING GROEP N V PFD PERP
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$11,228.76
|
INTERCONTINENTAL HTLS GRP PLSPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$27,189.80
|
ISTAR FINL INC NOTE 3.
|
2016-11-15
|
3.000000
|
Other Instrument - Convertible Bond
|
$251,000.00
|
$315,653.42
|
KB FINANCIAL GROUP INC SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$3,884.40
|
MERITAGE HOMES CORP NOTE 1.
|
2032-09-15
|
1.875000
|
Other Instrument - Convertible Bond
|
$33,000.00
|
$39,029.37
|
MOBILE TELESYSTEMS OJSC SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$749,992.32
|
MONMOUTH REAL ESTATE INVT COPFD-B
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$1,934.50
|
MONTPELIER RE HOLDINGS LTD PFD NON
|
2013-05-31
|
NA
|
Other Instrument - Preferred Stock
|
$.00
|
$699,190.80
|
NIPPON TELEG & TEL CORP SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$712,162.64
|
OMNICARE CAP TR II PFD B TR
|
2013-05-31
|
NA
|
Other Instrument - Convertible Preferred Stock
|
$.00
|
$1,018,850.00
|
OMNICARE INC NOTE 3.
|
2042-04-01
|
3.750000
|
Other Instrument - Convertible Bond
|
$976,000.00
|
$1,205,974.88
|
PHH CORP NOTE 4.
|
2014-09-01
|
4.000000
|
Other Instrument - Convertible Bond
|
$2,303,000.00
|
$2,507,391.25
|
RANDGOLD RES LTD ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$749,955.36
|
RYLAND GROUP INC NOTE 1.
|
2018-05-15
|
1.625000
|
Other Instrument - Convertible Bond
|
$1,508,000.00
|
$2,395,039.11
|
SHINHAN FINANCIAL GROUP CO LSPN ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$639,736.65
|
SK TELECOM LTD SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$181,824.30
|
TAIWAN SEMICONDUCTOR MFG LTDSPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$409,752.00
|
TATA MTRS LTD SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$394,298.51
|
TIM PARTICIPACOES S A SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$757,287.44
|
ULTRAPAR PARTICIPACOES S A SP ADR R
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$747,938.90
|
UNILEVER N V N Y SHS
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$397,321.60
|
WELLS FARGO & CO NEW PERP PFD
|
2013-05-31
|
NA
|
Other Instrument - Convertible Preferred Stock
|
$.00
|
$1,291,000.00
|
WUXI PHARMATECH CAYMAN INC SPONS AD
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$64,418.40
|
YANZHOU COAL MNG CO LTD SPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$467,199.20
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. 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:
.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
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:
Mizuho Securities USA, Inc.
Item 27. The title of the issue (including coupon or yield):
Mizuho Securities USA, Inc. 0.290000%
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:
ARP05AJ71_0.2900_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000812291
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
ALLERGAN INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$30,321.00
|
ALTERA CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$83,950.00
|
AMAZON COM INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$768,737.23
|
AMEREN CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$427,293.09
|
AMERICA MOVIL SAB DE CV SPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,856,544.00
|
AMERICAN INTL GROUP INC COM NEW
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,893,161.89
|
ANADARKO PETE CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,571,919.62
|
AVALONBAY CMNTYS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,849,903.20
|
CABOT OIL & GAS CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,849,993.30
|
CAMECO CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,771,200.00
|
CARDINAL HEALTH INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$4,767.00
|
CATAMARAN CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$72,555.00
|
CBS CORP NEW CL B
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,201,128.00
|
CELGENE CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$74,730.00
|
CHEVRON CORP NEW COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$72,563.80
|
CIGNA CORPORATION COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,322,396.00
|
COCA COLA CO COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,849,986.08
|
COGNIZANT TECHNOLOGY SOLUTIOCL A
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,849,968.80
|
COLGATE PALMOLIVE CO COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$77,519.00
|
COSTCO WHSL CORP NEW COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,494,028.96
|
CRAY INC COM NEW
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,439,945.81
|
CROCS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,589,700.00
|
CTRIP COM INTL LTD AMERICAN
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,006,740.00
|
DANAHER CORP DEL COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$43,750.00
|
DELL INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$87,582.00
|
DIAGEO P L C SPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$119,690.00
|
DIRECTV COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,397.80
|
DISCOVER FINL SVCS COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,575,104.88
|
DOLLAR GEN CORP NEW COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$101,973.00
|
DOW CHEM CO COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$55,680.00
|
DU PONT E I DE NEMOURS & CO COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,593,741.00
|
EMPIRE DIST ELEC CO COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$868,605.00
|
EQUINIX INC COM NEW
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$7,320.60
|
EQUITY RESIDENTIAL SH BEN I
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$127,759.50
|
EXXON MOBIL CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,565,535.31
|
F5 NETWORKS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$218,712.00
|
GARMIN LTD SHS
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$356,200.00
|
GOLDMAN SACHS GROUP INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,134,015.00
|
GOOGLE INC CL A
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$842,895.68
|
GRIFOLS S A SP ADR R
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,263,806.68
|
HDFC BANK LTD ADR REPS
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$12,567.00
|
HEALTH CARE REIT INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$357,651.84
|
HEINZ H J CO COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,549,246.28
|
HEWLETT PACKARD CO COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$179,346.00
|
HOME DEPOT INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,254,278.16
|
HONEYWELL INTL INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$7,944.00
|
INFOSYS LTD SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$421,372.00
|
INGERSOLL-RAND PLC SHS
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,584,152.36
|
INTEL CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,579,817.60
|
INTERNATIONAL BUSINESS MACHSCOM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$55,480.40
|
INTUIT COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,612,477.89
|
INVESCO LTD SHS
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,849,971.36
|
IRON MTN INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,523,594.96
|
JP Morgan Chase & Co
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,597,620.86
|
LIBERTY INTERACTIVE CORP INT COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$86,146.00
|
LINN ENERGY LLC UNIT LTD
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,060,131.00
|
LOWES COS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$72,522.00
|
MCKESSON CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$22,988.00
|
NETAPP INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$166,901.91
|
NEW ORIENTAL ED & TECH GRP ISPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,829,616.00
|
NEWMONT MINING CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$154,598.68
|
NEWS CORP CL B
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,595,506.59
|
NOVARTIS A G SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$899,499.00
|
OWENS CORNING NEW COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$74,939.52
|
PEPSICO INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,512,540.70
|
PERRIGO CO COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$82,040.00
|
PG&E CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$401,982.00
|
PIEDMONT OFFICE REALTY TR INCOM CL A
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,702,483.20
|
PLUM CREEK TIMBER CO INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,103,487.00
|
PNC FINL SVCS GROUP INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,115,064.00
|
PPG INDS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$3,126.20
|
PROCTER & GAMBLE CO COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$63,272.00
|
PVH CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$451,858.08
|
QIHOO 360 TECHNOLOGY CO LTD ADS
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$61,670.00
|
RANDGOLD RES LTD ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$220,878.35
|
REGENERON PHARMACEUTICALS COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$252,180.00
|
ROYAL BK CDA MONTREAL QUE COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,780,324.00
|
SCHLUMBERGER LTD COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$157,101.00
|
SEAGATE TECHNOLOGY PLC SHS
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,598,758.03
|
SOCIEDAD QUIMICA MINERA DE CSPON ADR
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$213,946.00
|
SOHU COM INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$666,536.00
|
SPIRIT AIRLS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,532,199.12
|
SYMANTEC CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$80,325.00
|
TRIPADVISOR INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,849,986.62
|
UBS AG SHS NEW
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$547,780.00
|
UNITED TECHNOLOGIES CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$9,596.00
|
VIACOM INC NEW CL B
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$457,643.25
|
VIMPELCOM LTD SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,849,997.80
|
VODAFONE GROUP PLC NEW SPONS AD
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$2,475.48
|
WELLPOINT INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$1,738,422.00
|
WRIGHT MED GROUP INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$291,430.70
|
YAHOO INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$488,737.46
|
YOUKU TUDOU INC SPONSORE
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$841,995.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$95,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$95,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.2%
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:
$95,000,000.00
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:
$95,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
National Australia Bank
Item 27. The title of the issue (including coupon or yield):
National Australia Bank 0.275100%
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:
63253TRV2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-08-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-09
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:
$70,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$70,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.36%
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:
$70,018,200.00
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:
$70,018,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
National Australia Bank
Item 27. The title of the issue (including coupon or yield):
National Australia Bank 0.273100%
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:
63253TSU3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-07-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-11
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:
$53,600,000.00
Item 41. The total current amortized cost, to the nearest cent:
$53,600,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.81%
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:
$53,617,152.00
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:
$53,617,152.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
National Bank of Canada (Montreal)
Item 27. The title of the issue (including coupon or yield):
National Bank of Canada (Montreal) 0.060000%
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:
ATD064LL9_0.0600_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000926171
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Instrument
Brief description: (optional):
Time Deposit
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. 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:
1.01%
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:
New York City Municipal Water Finance Authority,NY,Second General Fiscal 2010 Ser CC
Item 27. The title of the issue (including coupon or yield):
New York City Municipal Water Finance Authority,NY,Second General Fiscal 2010 Ser CC (Barclays Bank PLC SPA) 0.110000%
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:
64972FK62
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Barclays Bank Plc
|
N/A
|
N/A
|
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:
$52,200,000.00
Item 41. The total current amortized cost, to the nearest cent:
$52,200,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.76%
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:
$52,200,000.00
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:
$52,200,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
New York City,NY,Fiscal 2010 Subser G-4
Item 27. The title of the issue (including coupon or yield):
New York City,NY,Fiscal 2010 Subser G-4 (Barclays Bank PLC LiqFac) 0.100000%
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:
64966HXT2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Barclays Bank Plc
|
N/A
|
N/A
|
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:
$23,700,000.00
Item 41. The total current amortized cost, to the nearest cent:
$23,700,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.8%
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:
$23,700,000.00
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:
$23,700,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
New York State Housing Finance Agency,Chelsea Apartments 2003 Ser A (AMT)
Item 27. The title of the issue (including coupon or yield):
New York State Housing Finance Agency,Chelsea Apartments 2003 Ser A (AMT) (Fannie Mae LiqFac) 0.120000%
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:
64986MQM0
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Fannie Mae
|
N/A
|
N/A
|
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:
$45,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$45,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.52%
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:
$45,000,000.00
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:
$45,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
New York State Housing Finance Agency,Related-Taconic West 17th Street Ser 2009 A
Item 27. The title of the issue (including coupon or yield):
New York State Housing Finance Agency,Related-Taconic West 17th Street Ser 2009 A (Fannie Mae LiqFac) 0.110000%
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:
64986M4E2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Fannie Mae
|
N/A
|
N/A
|
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:
$17,150,000.00
Item 41. The total current amortized cost, to the nearest cent:
$17,150,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$17,150,000.00
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:
$17,150,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Nordea North America, Inc.
Item 27. The title of the issue (including coupon or yield):
Nordea North America, Inc. 0.310000%
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:
6555P0T58
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$13,300,000.00
Item 41. The total current amortized cost, to the nearest cent:
$13,299,774.64
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.45%
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:
$13,299,867.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$13,299,867.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Nordea North America, Inc.
Item 27. The title of the issue (including coupon or yield):
Nordea North America, Inc. 0.300400%
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:
6555P0TC3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-12
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:
$4,600,000.00
Item 41. The total current amortized cost, to the nearest cent:
$4,599,655.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.16%
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:
$4,599,862.00
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:
$4,599,862.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Nuveen Premium Income Municipal Fund 2 Inc,OT,VRDP Ser 1-4895 (AMT)
Item 27. The title of the issue (including coupon or yield):
Nuveen Premium Income Municipal Fund 2 Inc,OT,VRDP Ser 1-4895 (AMT) (Barclays Bank PLC LiqFac) 0.220000%
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:
67063W847
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Investment Company
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Barclays Bank Plc
|
N/A
|
N/A
|
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:
.34%
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:
Oversea Chinese Banking Corporation
Item 27. The title of the issue (including coupon or yield):
Oversea Chinese Banking Corporation 0.220200%
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:
69033QUN6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-07-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-22
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:
$23,200,000.00
Item 41. The total current amortized cost, to the nearest cent:
$23,193,052.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.78%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
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:
$23,193,272.00
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:
$23,193,272.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Oversea Chinese Banking Corporation
Item 27. The title of the issue (including coupon or yield):
Oversea Chinese Banking Corporation 0.274000%
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:
69033QX29
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-10-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-02
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:
$20,100,000.00
Item 41. The total current amortized cost, to the nearest cent:
$20,081,759.25
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.68%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
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:
$20,082,714.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$20,082,714.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Oversea Chinese Banking Corporation
Item 27. The title of the issue (including coupon or yield):
Oversea Chinese Banking Corporation 0.274000%
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:
69033QX45
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-10-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-10-04
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:
$24,976,937.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
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:
$24,978,000.00
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:
$24,978,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Rabobank Nederland NY
Item 27. The title of the issue (including coupon or yield):
Rabobank Nederland NY 0.327100%
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:
21684BBV5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-09-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-09-24
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:
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$40,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.35%
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:
$40,000,000.00
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:
$40,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
RBC Capital Markets LLC
Item 27. The title of the issue (including coupon or yield):
RBC Capital Markets LLC 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:
ARP05AJ22_0.1500_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000050916
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
BANK OF AMERICA CORP
|
2013-12-15
|
4.650000
|
Other Instrument - Corporate Bond
|
$15,000.00
|
$15,485.72
|
BANK OF AMERICA CORP
|
2016-08-15
|
3.649999
|
Other Instrument - Corporate Bond
|
$22,000.00
|
$23,417.18
|
BANK OF AMERICA CORP
|
2020-08-17
|
5.000000
|
Other Instrument - Corporate Bond
|
$6,000.00
|
$6,626.77
|
BANK OF AMERICA CORP
|
2021-04-30
|
NA
|
Other Instrument - Corporate Bond
|
$447,590.00
|
$446,918.61
|
BANK OF AMERICA CORP
|
2027-06-14
|
NA
|
Other Instrument - Corporate Bond
|
$100,000.00
|
$99,661.00
|
BANK OF AMERICA CORP
|
2038-09-15
|
6.900000
|
Other Instrument - Corporate Bond
|
$71,000.00
|
$72,673.94
|
BANK OF AMERICAN CORP
|
2017-08-15
|
6.000000
|
Other Instrument - Corporate Bond
|
$75,000.00
|
$87,708.50
|
Barclays Bank PLC
|
2034-08-23
|
NA
|
Other Instrument - Corporate Bond
|
$30,000.00
|
$28,616.40
|
ENDURANCE SPECIALTY
|
2034-07-15
|
7.000000
|
Other Instrument - Corporate Bond
|
$4,000,000.00
|
$4,726,257.78
|
GOLDMAN SACHS
|
2024-06-17
|
5.099999
|
Other Instrument - Corporate Bond
|
$5,000.00
|
$5,256.63
|
GOLDMAN SACHS
|
2041-09-16
|
5.750000
|
Other Instrument - Corporate Bond
|
$31,000.00
|
$31,675.97
|
GOLDMAN SACHS GRP
|
2025-05-15
|
5.000000
|
Other Instrument - Corporate Bond
|
$25,000.00
|
$26,128.56
|
GOLDMAN SACHS GRP
|
2025-12-15
|
5.000000
|
Other Instrument - Corporate Bond
|
$65,000.00
|
$67,150.99
|
GOLDMAN SACHS GRP INC
|
2025-08-15
|
5.000000
|
Other Instrument - Corporate Bond
|
$15,000.00
|
$15,318.33
|
GOLDMAN SACHS GRP INC
|
2026-09-15
|
5.250000
|
Other Instrument - Corporate Bond
|
$20,000.00
|
$21,307.87
|
GOLDMAN SACHS GRP INC
|
2028-02-15
|
5.000000
|
Other Instrument - Corporate Bond
|
$20,000.00
|
$19,891.24
|
GOLDMAN SACHS GRP INC
|
2033-11-15
|
5.250000
|
Other Instrument - Corporate Bond
|
$2,000.00
|
$2,016.23
|
GOLDMAN SACHS GRP INC
|
2033-12-15
|
6.000000
|
Other Instrument - Corporate Bond
|
$10,000.00
|
$10,577.77
|
GOLDMAN SACHS GRP INC
|
2038-02-16
|
4.250000
|
Other Instrument - Corporate Bond
|
$30,000.00
|
$29,361.87
|
GOLDMAN SACHS GRP INC
|
2041-07-15
|
5.750000
|
Other Instrument - Corporate Bond
|
$25,000.00
|
$25,154.64
|
MERRILL LYNCH AND CO.
|
2018-04-25
|
6.875000
|
Other Instrument - Corporate Bond
|
$2,000,000.00
|
$2,416,870.00
|
TELECOM ITALIA CAPTIAL
|
2036-07-18
|
7.200000
|
Other Instrument - Corporate Bond
|
$2,154,947.00
|
$2,292,798.95
|
WELLS FARGO CO
|
2027-06-29
|
2.500000
|
Other Instrument - Corporate Bond
|
$30,000.00
|
$29,125.97
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. 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:
.34%
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:
RBS Securities Inc.
Item 27. The title of the issue (including coupon or yield):
RBS Securities, Inc. 0.380000%
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:
ARP05AK61_0.3800_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000808379
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
Federal National Mortgage Association
|
2027-02-01
|
3.000000
|
Government Agency Debt
|
$1,530,000.00
|
$1,154,022.37
|
Federal National Mortgage Association
|
2028-06-01
|
2.500000
|
Government Agency Debt
|
$18,651,140.00
|
$19,126,869.68
|
Federal National Mortgage Association
|
2043-06-01
|
3.500000
|
Government Agency Debt
|
$305,660.00
|
$319,266.28
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.67%
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:
$20,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$20,000,000.00
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):
RBS Securities, Inc. 0.100000%
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:
ARP05AOQ3_0.1000_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000808379
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
|
U.S. Treasury Note
|
2014-04-30
|
0.250000
|
Treasury Debt
|
$69,926,000.00
|
$70,009,249.92
|
U.S. Treasury Note
|
2014-08-15
|
0.500000
|
Treasury Debt
|
$42,405,400.00
|
$42,631,009.90
|
U.S. Treasury Note
|
2015-01-31
|
2.250000
|
Treasury Debt
|
$69,158,100.00
|
$71,967,200.97
|
U.S. Treasury Note
|
2017-08-31
|
1.875000
|
Treasury Debt
|
$18,490,000.00
|
$19,392,821.01
|
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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
6.74%
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:
$200,000,000.00
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:
$200,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Riverside,CA,Pension Obligation Ser 2013 A BANs (Taxable)
Item 27. The title of the issue (including coupon or yield):
Riverside, CA 0.650000%
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:
769036AT1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Municipal Debt
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2014-06-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-06-01
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:
$16,940,000.00
Item 41. The total current amortized cost, to the nearest cent:
$16,940,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.57%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
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:
$16,931,699.40
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:
$16,931,699.40
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Royal Bank of Canada
Item 27. The title of the issue (including coupon or yield):
Royal Bank of Canada 0.328100%
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:
78009NHF6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-07-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-11
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:
$48,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$48,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.62%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
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:
$48,008,640.00
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:
$48,008,640.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Royal Bank of Canada
Item 27. The title of the issue (including coupon or yield):
Royal Bank of Canada 0.325600%
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:
78009NHK5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-07-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-26
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$13,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$13,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.44%
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:
$13,003,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$13,003,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Royal Bank of Canada
Item 27. The title of the issue (including coupon or yield):
Royal Bank of Canada 0.374500%
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:
78009NLP9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-07-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-01
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:
$55,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$54,995,587.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.85%
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:
$54,991,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$54,991,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Santa Clara Valley Transportation Authority,CA,Measure A Sales Tax Ser 2008 A
Item 27. The title of the issue (including coupon or yield):
Santa Clara Valley Transportation Authority,CA,Measure A Sales Tax Ser 2008 A (Sumitomo Mitsui Banking SPA) 0.080000%
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:
80168NDQ9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
Item 37. Does the security have a Demand Feature?
Yes
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
Sumitomo Mitsui Banking Corp
|
N/A
|
N/A
|
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:
$22,945,000.00
Item 41. The total current amortized cost, to the nearest cent:
$22,945,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.77%
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:
$22,945,000.00
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:
$22,945,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
SG Americas Securities
Item 27. The title of the issue (including coupon or yield):
SG Americas Securities 0.290000%
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:
ARP05A6V2_0.2900_M130606_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001261467
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
ABBOTT LABS COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$499,448.40
|
ANADARKO PETE CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$497,767.64
|
BANK OF AMERICA CORPORATION COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$512,968.53
|
BAXTER INTL INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$504,576.00
|
BMC SOFTWARE INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$500,508.26
|
CBS CORP NEW CL B
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$498,473.00
|
CHEVRON CORP NEW COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$498,438.24
|
CISCO SYS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$505,385.06
|
CITIGROUP INC COM NEW
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$509,421.01
|
COGNIZANT TECHNOLOGY SOLUTIOCL A
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$504,014.40
|
EQT CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$505,005.60
|
FIDELITY NATL INFORMATION SVCOM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$507,837.54
|
GENERAL ELECTRIC CO COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$755.20
|
HOME DEPOT INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$499,677.60
|
MCDONALDS CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$499,910.50
|
MICROSOFT CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$502,120.02
|
NYSE EURONEXT COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$514,021.21
|
OCCIDENTAL PETE CORP DEL COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$501,038.00
|
PEPSICO INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$500,558.86
|
PNC FINL SVCS GROUP INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$507,463.44
|
UNITEDHEALTH GROUP INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$431,605.50
|
WILLIAMS COS INC DEL COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$499,012.35
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 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):
2013-06-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-06
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:
.34%
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:
SG Americas Securities
Item 27. The title of the issue (including coupon or yield):
SG Americas Securities 0.290000%
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:
ARP05AJ97_0.2900_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0001261467
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
ABBOTT LABS COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$499,448.40
|
ANADARKO PETE CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$497,767.64
|
BANK OF AMERICA CORPORATION COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$512,968.53
|
BAXTER INTL INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$504,576.00
|
BMC SOFTWARE INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$500,508.26
|
CBS CORP NEW CL B
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$498,473.00
|
CHEVRON CORP NEW COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$498,438.24
|
CISCO SYS INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$505,385.06
|
CITIGROUP INC COM NEW
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$509,421.01
|
COGNIZANT TECHNOLOGY SOLUTIOCL A
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$504,014.40
|
EQT CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$505,005.60
|
FIDELITY NATL INFORMATION SVCOM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$507,837.54
|
GENERAL ELECTRIC CO COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$755.20
|
HOME DEPOT INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$499,677.60
|
MCDONALDS CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$499,910.50
|
MICROSOFT CORP COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$502,120.02
|
NYSE EURONEXT COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$514,021.21
|
OCCIDENTAL PETE CORP DEL COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$501,038.00
|
PEPSICO INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$500,558.86
|
PNC FINL SVCS GROUP INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$507,463.44
|
UNITEDHEALTH GROUP INC COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$431,605.50
|
WILLIAMS COS INC DEL COM
|
2013-05-31
|
NA
|
Other Instrument - Common Stock
|
$.00
|
$499,012.35
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. 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:
.34%
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:
Skandin Ens Banken AB
Item 27. The title of the issue (including coupon or yield):
Skandin Ens Banken AB 0.305000%
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:
83050TY13
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-11-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-11-01
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:
$58,700,000.00
Item 41. The total current amortized cost, to the nearest cent:
$58,626,135.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.98%
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:
$58,628,973.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$58,628,973.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Skandin Ens Banken AB
Item 27. The title of the issue (including coupon or yield):
Skandin Ens Banken AB 0.295000%
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:
83051HKB1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-11-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-11-07
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:
$26,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,999,433.84
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.88%
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:
$25,999,480.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,999,480.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Societe Generale
Item 27. The title of the issue (including coupon or yield):
Societe Generale 0.140000%
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:
ARP05AOZ3_0.1400_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000865845
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
|
U.S. Treasury Bond
|
2023-08-15
|
6.250000
|
Treasury Debt
|
$145,000,000.00
|
$203,635,684.91
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$200,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$200,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
6.74%
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:
$200,000,000.00
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:
$200,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
South Carolina Jobs - Economic Development Authority,Oconee Memorial Hospital Ser 2006 A (Radian)
Item 27. The title of the issue (including coupon or yield):
South Carolina Jobs - Economic Development Authority,Oconee Memorial Hospital Ser 2006 A (Radian) (Wells Fargo Bank N.A. LOC) 0.130000%
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:
83703FAV4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Variable Rate Demand Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-07
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:
$26,830,000.00
Item 41. The total current amortized cost, to the nearest cent:
$26,830,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.9%
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:
$26,830,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$26,830,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Sumitomo Mitsui Banking Corp.
Item 27. The title of the issue (including coupon or yield):
Sumitomo Mitsui Banking Corp. 0.244000%
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:
86562KVT8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-27
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:
$52,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$52,470,250.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.77%
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:
$52,468,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$52,468,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Svenska Handelsbanken AB
Item 27. The title of the issue (including coupon or yield):
Svenska Handelsbanken AB 0.310000%
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:
86958CNA8
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. 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:
$30,000,008.32
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.01%
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:
$30,000,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$30,000,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Svenska Handelsbanken AB
Item 27. The title of the issue (including coupon or yield):
Svenska Handelsbanken AB 0.258000%
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:
86958FTU1
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-28
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$33,400,000.00
Item 41. The total current amortized cost, to the nearest cent:
$33,394,085.42
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.13%
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:
$33,396,326.00
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:
$33,396,326.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Svenska Handelsbanken AB
Item 27. The title of the issue (including coupon or yield):
Svenska Handelsbanken AB 0.250300%
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:
86958FU54
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-07-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$16,700,000.00
Item 41. The total current amortized cost, to the nearest cent:
$16,696,288.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.56%
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:
$16,697,495.00
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:
$16,697,495.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Svenska Handelsbanken AB
Item 27. The title of the issue (including coupon or yield):
Svenska Handelsbanken AB 0.250300%
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:
86958FUC9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-07-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-12
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:
$4,650,000.00
Item 41. The total current amortized cost, to the nearest cent:
$4,648,740.63
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.16%
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:
$4,649,116.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$4,649,116.50
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Svenska Handelsbanken AB
Item 27. The title of the issue (including coupon or yield):
Svenska Handelsbanken AB 0.289200%
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:
86959JDE5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-17
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:
$36,700,000.00
Item 41. The total current amortized cost, to the nearest cent:
$36,700,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.24%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
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:
$36,696,807.10
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$36,696,807.10
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield):
Toronto Dominion Bank 0.276100%
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:
89112WDG9
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-07-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-19
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$32,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$32,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.1%
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:
$32,514,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$32,514,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield):
Toronto Dominion Bank 0.280100%
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:
89112X5D3
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-13
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-13
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:
$31,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$31,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.05%
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:
$31,011,780.00
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:
$31,011,780.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Toronto-Dominion Bank
Item 27. The title of the issue (including coupon or yield):
Toronto Dominion Bank 0.275600%
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:
89112XR31
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-07-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-26
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. 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:
1.01%
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:
$30,014,100.00
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:
$30,014,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
UOB Funding LLC
Item 27. The title of the issue (including coupon or yield):
UOB Funding LLC 0.220200%
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:
90319QUA5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-07-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-10
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:
$14,900,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,896,630.94
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.5%
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:
$14,897,318.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$14,897,318.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
UOB Funding LLC
Item 27. The title of the issue (including coupon or yield):
UOB Funding LLC 0.220200%
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:
90319QUF4
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-07-15
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-15
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$4,998,716.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.17%
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:
$4,998,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$4,998,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
UOB Funding LLC
Item 27. The title of the issue (including coupon or yield):
UOB Funding LLC 0.220200%
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:
90319QUG2
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-07-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-16
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:
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$4,998,686.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.17%
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:
$4,998,900.00
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:
$4,998,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Wells Fargo Bank NA
Item 27. The title of the issue (including coupon or yield):
Wells Fargo Bank NA 0.338200%
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:
94985HU44
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Note
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-20
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:
$51,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$51,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.72%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
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:
$50,992,095.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$50,992,095.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Wells Fargo Securities LLC
Item 27. The title of the issue (including coupon or yield):
Wells Fargo Securities LLC 0.300000%
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:
ARP059LH9_0.3000_M130604_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000072971
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
APPLE COMPUTER INC
|
2018-05-03
|
1.000000
|
Other Instrument - Corporate Bond
|
$213,648.00
|
$210,229.16
|
COMCAST CORP
|
2018-02-15
|
5.875000
|
Other Instrument - Corporate Bond
|
$885,989.00
|
$1,074,951.50
|
CVS/CAREMARK
|
2027-06-01
|
6.250000
|
Other Instrument - Corporate Bond
|
$2,805,734.00
|
$3,580,593.56
|
OGLETHORPE POWER CORP
|
2040-11-01
|
5.375000
|
Other Instrument - Corporate Bond
|
$2,652,609.00
|
$2,972,113.54
|
PNC BANK CORP
|
2099-12-31
|
4.849999
|
Other Instrument - Corporate Bond
|
$40,195.00
|
$39,943.78
|
PUBLIC SERVICE CO OKLAHOMA 1ST MORTGAGE
|
2037-11-15
|
6.625000
|
Other Instrument - Corporate Bond
|
$9,805.00
|
$12,519.17
|
TRANSCONTINENTAL GAS PIPE LINECO LLC
|
2042-08-01
|
4.450000
|
Other Instrument - Corporate Bond
|
$2,692,804.00
|
$2,609,650.21
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-04
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:
.34%
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:
Wells Fargo Securities LLC
Item 27. The title of the issue (including coupon or yield):
Wells Fargo Securities LLC 0.400000%
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:
ARP059UU0_0.4000_M130605_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000072971
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
AGL CAPITAL CORP
|
2034-10-01
|
6.000000
|
Other Instrument - Corporate Bond
|
$277,247.00
|
$339,918.68
|
AMERISTAR CASINOS INC
|
2021-04-15
|
7.500000
|
Other Instrument - Corporate Bond
|
$600,219.00
|
$674,996.28
|
ASHLAND INC COMMON NEW-<
|
2022-08-15
|
4.750000
|
Other Instrument - Corporate Bond
|
$475,000.00
|
$492,832.29
|
AXIS SPECIALTY FINANCE LLC.
|
2020-06-01
|
5.875000
|
Other Instrument - Corporate Bond
|
$240,000.00
|
$282,706.80
|
BANK NY MELLON CORP
|
2017-06-20
|
1.969000
|
Other Instrument - Corporate Bond
|
$157,341.00
|
$162,397.28
|
BANK OF AMERICA CORP
|
2020-08-17
|
4.750000
|
Other Instrument - Corporate Bond
|
$70,000.00
|
$75,518.53
|
BOYD ACQ SUB LLC
|
2018-02-15
|
8.375000
|
Other Instrument - Corporate Bond
|
$297,106.00
|
$323,102.78
|
CATERPILAR FIN. SRV. CO.
|
2014-12-15
|
1.125000
|
Other Instrument - Corporate Bond
|
$246,000.00
|
$249,773.03
|
CHESAPEAKE ENERGY CORP
|
2017-08-15
|
6.500000
|
Other Instrument - Corporate Bond
|
$80,000.00
|
$89,531.11
|
CITIGROUP, INC
|
2039-07-15
|
8.125000
|
Other Instrument - Corporate Bond
|
$20,000.00
|
$29,088.29
|
COGENT COM GRP PFDA
|
2018-02-15
|
8.375000
|
Other Instrument - Corporate Bond
|
$66,609.00
|
$76,161.38
|
COMMONWEALTH EDISON COMPANY
|
2021-09-01
|
3.399999
|
Other Instrument - Corporate Bond
|
$139,250.00
|
$149,242.58
|
CONCHO RESOURCES
|
2021-01-15
|
7.000000
|
Other Instrument - Corporate Bond
|
$152,251.00
|
$170,360.41
|
DOMINION RESOURCES INC
|
2038-06-15
|
7.000000
|
Other Instrument - Corporate Bond
|
$1,202.00
|
$1,683.94
|
DUKE ENERGY CAROLINAS
|
2018-04-15
|
5.099999
|
Other Instrument - Corporate Bond
|
$139,000.00
|
$162,978.43
|
EAGLE SPINCO INC
|
2021-02-15
|
4.625000
|
Other Instrument - Corporate Bond
|
$2,274.00
|
$2,291.05
|
EQUINIX, INC
|
2020-04-01
|
4.875000
|
Other Instrument - Corporate Bond
|
$43,725.00
|
$45,545.96
|
GENERAL ELEC CAPT CORP
|
2015-03-04
|
4.875000
|
Other Instrument - Corporate Bond
|
$1,502,463.00
|
$1,629,633.35
|
GOLDMAN SACHS CAPITAL III
|
2043-09-01
|
4.000000
|
Other Instrument - Corporate Bond
|
$40,000.00
|
$34,991.11
|
HARTFORD FINANCIAL SERVICES GROUP,INC SE
|
2017-10-15
|
4.000000
|
Other Instrument - Corporate Bond
|
$132,000.00
|
$144,351.53
|
HRPT PROPS TR
|
2017-06-15
|
6.250000
|
Other Instrument - Corporate Bond
|
$250,000.00
|
$280,334.86
|
HSBC FNC CORP INTNTS
|
2014-08-15
|
5.799999
|
Other Instrument - Corporate Bond
|
$148,000.00
|
$155,747.47
|
HSBC FNC CORP INTNTS
|
2014-09-15
|
4.700000
|
Other Instrument - Corporate Bond
|
$158,000.00
|
$167,646.78
|
HUNTSMAN INTERNATIONAL LLC
|
2021-03-15
|
8.625000
|
Other Instrument - Corporate Bond
|
$1,468.00
|
$1,667.22
|
INTERN'L PAPER CAPITAL TRUST
|
2039-11-15
|
7.299999
|
Other Instrument - Corporate Bond
|
$118,000.00
|
$157,020.76
|
JPMORGAN CHASE CO
|
2015-04-23
|
0.800000
|
Other Instrument - Corporate Bond
|
$195,000.00
|
$194,694.72
|
KERR MCGEE
|
2024-07-01
|
6.950000
|
Other Instrument - Corporate Bond
|
$85,828.00
|
$108,834.91
|
KIMCO REALTY CORP
|
2013-10-01
|
5.190000
|
Other Instrument - Corporate Bond
|
$156,000.00
|
$159,494.40
|
KRAFT FOODS GROUP INC
|
2022-06-06
|
3.500000
|
Other Instrument - Corporate Bond
|
$204,688.00
|
$211,012.86
|
MARKEL CORP.
|
2034-08-15
|
7.349999
|
Other Instrument - Corporate Bond
|
$190,007.00
|
$237,147.74
|
PENN VA CORP
|
2020-05-01
|
8.500000
|
Other Instrument - Corporate Bond
|
$228,855.00
|
$228,855.00
|
PNC BANK CORP
|
2099-12-31
|
4.849999
|
Other Instrument - Corporate Bond
|
$10,152.00
|
$10,088.55
|
PROLOGIS INTL FDG
|
2020-02-15
|
4.875000
|
Other Instrument - Corporate Bond
|
$270,000.00
|
$278,724.82
|
PUBLIC SERVICE CO OKLAHOMA 1ST MORTGAGE
|
2037-11-15
|
6.625000
|
Other Instrument - Corporate Bond
|
$357,611.00
|
$456,602.89
|
QR ENERGY LP QRE FIN CORP
|
2020-08-01
|
9.250000
|
Other Instrument - Corporate Bond
|
$376,654.00
|
$408,983.47
|
ROSETTA RESOURCES INC
|
2018-04-15
|
9.500000
|
Other Instrument - Corporate Bond
|
$572,522.00
|
$636,723.98
|
SPRINT NEXTEL
|
2020-03-01
|
7.000000
|
Other Instrument - Corporate Bond
|
$440,000.00
|
$504,900.00
|
TARGA RESOURCES PARTNERS LP/FINANCE COR
|
2023-11-15
|
4.250000
|
Other Instrument - Corporate Bond
|
$30,295.00
|
$28,931.72
|
TENET HEALTHCARE CORP
|
2020-02-01
|
6.750000
|
Other Instrument - Corporate Bond
|
$222,993.00
|
$235,257.61
|
TOYOTA MOTOR CREDIT CO
|
2015-07-17
|
0.875000
|
Other Instrument - Corporate Bond
|
$41,000.00
|
$41,317.68
|
TRANSCANADA PIPELINES LIMITED
|
2037-10-15
|
6.200000
|
Other Instrument - Corporate Bond
|
$591,706.00
|
$733,805.51
|
WACHOVIA CAP TRUST III
|
2099-12-31
|
5.569750
|
Other Instrument - Corporate Bond
|
$567.00
|
$575.14
|
WINDSTREAM CORP
|
2023-04-01
|
7.500000
|
Other Instrument - Corporate Bond
|
$81,099.00
|
$86,167.69
|
WINDSTREAM CORPORATION
|
2021-10-01
|
7.750000
|
Other Instrument - Corporate Bond
|
$70,811.00
|
$77,213.49
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. 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:
.34%
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:
Wells Fargo Securities LLC
Item 27. The title of the issue (including coupon or yield):
Wells Fargo Securities LLC 0.300000%
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:
ARP059UV8_0.3000_M130605_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000072971
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
ACE INA HOLDINGS INC
|
2043-03-13
|
4.150000
|
Other Instrument - Corporate Bond
|
$766,293.00
|
$759,757.80
|
AMERICAN HONDA FINACE
|
2017-09-11
|
1.500000
|
Other Instrument - Corporate Bond
|
$413,347.00
|
$414,993.50
|
ARDEN REALTY LIMITED PART
|
2015-03-01
|
5.250000
|
Other Instrument - Corporate Bond
|
$1,064,728.00
|
$1,147,356.22
|
BK OF AMERICA CORP
|
2016-08-15
|
5.750000
|
Other Instrument - Corporate Bond
|
$587,000.00
|
$659,248.29
|
CITIGROUP, INC
|
2023-05-15
|
3.500000
|
Other Instrument - Corporate Bond
|
$634,757.00
|
$602,246.51
|
CMS ENERGY CORPORATIOON
|
2022-03-15
|
5.049999
|
Other Instrument - Corporate Bond
|
$36,245.00
|
$41,433.90
|
CNA FINL CORP
|
2023-11-15
|
7.250000
|
Other Instrument - Corporate Bond
|
$662,000.00
|
$838,325.17
|
DUKE ENERGY HLDG CORP COM
|
2022-08-15
|
3.049999
|
Other Instrument - Corporate Bond
|
$395,036.00
|
$394,269.63
|
ENTERPRISE PROD OPER LLC
|
2018-04-15
|
6.650000
|
Other Instrument - Corporate Bond
|
$694,794.00
|
$856,067.65
|
GENERAL ELEC CAPT CORP
|
2015-03-04
|
4.875000
|
Other Instrument - Corporate Bond
|
$303,525.00
|
$329,215.74
|
GENERAL ELEC CAPT CORP
|
2015-12-11
|
0.880600
|
Other Instrument - Corporate Bond
|
$485,909.00
|
$490,287.04
|
GOLDMAN SACHS
|
2014-01-15
|
5.150000
|
Other Instrument - Corporate Bond
|
$828,000.00
|
$867,483.64
|
KRAFT FOODS GROUP INC
|
2039-01-26
|
6.875000
|
Other Instrument - Corporate Bond
|
$378,742.00
|
$498,401.75
|
MORGAN STANLEY
|
2015-04-28
|
6.000000
|
Other Instrument - Corporate Bond
|
$437,551.00
|
$477,223.75
|
PETROHAWK ENERGY CORP DELAWARE
|
2019-06-01
|
6.250000
|
Other Instrument - Corporate Bond
|
$23,747.00
|
$27,338.73
|
PNC BANK CORP
|
2099-12-31
|
4.849999
|
Other Instrument - Corporate Bond
|
$9,098.00
|
$9,041.14
|
PRUDENTIAL FINCIAL INC
|
2014-04-01
|
4.750000
|
Other Instrument - Corporate Bond
|
$170,566.00
|
$177,679.74
|
PUBLIC SERVICE CO OKLAHOMA 1ST MORTGAGE
|
2037-11-15
|
6.625000
|
Other Instrument - Corporate Bond
|
$654,998.00
|
$836,310.91
|
TIME WARNER INC
|
2021-01-15
|
4.700000
|
Other Instrument - Corporate Bond
|
$15,000.00
|
$16,987.74
|
WALT DISNEY CO
|
2017-12-15
|
5.875000
|
Other Instrument - Corporate Bond
|
$862,000.00
|
$1,052,269.50
|
YALE UNIVERSITY,CT
|
2014-10-15
|
2.899999
|
Other Instrument - Corporate Bond
|
$3,915.00
|
$4,061.99
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. 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:
.34%
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:
Wells Fargo Securities LLC
Item 27. The title of the issue (including coupon or yield):
Wells Fargo Securities LLC 0.280000%
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:
ARP05AK38_0.2800_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000072971
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other 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?
No
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
|
DUKE ENERGY HOLDING CORP
|
2021-09-15
|
3.549999
|
Other Instrument - Corporate Bond
|
$3,323,207.00
|
$3,500,016.38
|
IBM CORP
|
2014-05-12
|
1.250000
|
Other Instrument - Corporate Bond
|
$877,540.00
|
$885,604.35
|
KILROY REALTY L P
|
2023-01-15
|
3.799999
|
Other Instrument - Corporate Bond
|
$3,346,000.00
|
$3,326,191.68
|
KRAFT FOODS INC.
|
2020-02-10
|
5.375000
|
Other Instrument - Corporate Bond
|
$1,470,240.00
|
$1,733,182.01
|
PNC BANK CORP
|
2099-12-31
|
4.849999
|
Other Instrument - Corporate Bond
|
$48,336.00
|
$48,033.90
|
PUBLIC SERVICE CO OKLAHOMA 1ST MORTGAGE
|
2037-11-15
|
6.625000
|
Other Instrument - Corporate Bond
|
$788,660.00
|
$1,006,972.48
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. 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:
.34%
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:
Wells Fargo Securities LLC
Item 27. The title of the issue (including coupon or yield):
Wells Fargo Securities LLC 0.100000%
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:
ARP05AOT7_0.1000_M130603_MGF3
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
0000072971
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
|
Federal National Mortgage Association
|
2028-02-01
|
2.500000
|
Government Agency Debt
|
$51,300,000.00
|
$51,504,623.11
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.69%
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:
$50,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$50,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Westpac Banking Corp.
Item 27. The title of the issue (including coupon or yield):
Westpac Banking Corp. 0.272800%
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:
96121TRG5
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-08-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-08-27
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:
$45,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$44,999,501.62
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.52%
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:
$45,011,250.00
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:
$45,011,250.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Westpac Banking Corp.
Item 27. The title of the issue (including coupon or yield):
Westpac Banking Corp. 0.279400%
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:
96121TSA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Certificate of Deposit
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-07-09
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-07-09
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.51%
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:
$15,004,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$15,004,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Westpac Securities NZ Ltd.
Item 27. The title of the issue (including coupon or yield):
Westpac Securities NZ Ltd. 0.248200%
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:
96122JBX6
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Financial Company Commercial Paper
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?
No
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
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2013-06-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2013-06-18
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:
$24,998,769.12
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
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:
$24,999,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$24,999,750.00