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:
FEDERAL HOME LOAN BANK
Item 27. The title of the issue (including coupon or yield):
FHLB FLOAT 08/22/14 0.087001%
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:
3130A0CK4
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:
Government Agency 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
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:
Unrated Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
Unrated Security
|
Unrated Security
|
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):
2014-02-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-22
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
Yes
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
FEDERAL HOME LOAN BANK
|
N/A
|
NR
|
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:
$14,998,464.98
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
4.11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$14,999,100.00
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:
$14,999,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
FEDERAL HOME LOAN BANK
Item 27. The title of the issue (including coupon or yield):
FHLB FLOAT 02/12/14 0.0989997%
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:
313382TZ6
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:
Government Agency 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
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:
Unrated Security
Item 34. Name of each Designated NRSRO:
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
Unrated Security
|
Unrated Security
|
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):
2014-02-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-12
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
Yes
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
FEDERAL HOME LOAN BANK
|
N/A
|
NR
|
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:
$25,000,115.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
6.84%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$25,000,200.00
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:
$25,000,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
FEDERAL HOME LOAN BANK *
Item 27. The title of the issue (including coupon or yield):
FHLB DISC NOTE 0.08%
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:
313385TY2
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:
Government Agency 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
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
|
Moody
|
AAA
|
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):
2014-03-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-07
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
Yes
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
FEDERAL HOME LOAN BANK
|
N/A
|
NR
|
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:
$14,998,866.60
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
4.11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$14,999,700.00
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:
$14,999,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
FEDERAL HOME LOAN BANK *
Item 27. The title of the issue (including coupon or yield):
FHLB DISC NOTE 0.09%
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:
313385VA1
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:
Government Agency 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
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
|
Moody
|
AAA
|
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):
2014-04-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-04-02
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
Yes
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
FEDERAL HOME LOAN BANK
|
N/A
|
NR
|
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:
$19,996,833.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
5.47%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$19,998,800.00
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:
$19,998,800.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
FEDERAL HOME LOAN MORTGAGE CORP DISCOUNT NOTE
Item 27. The title of the issue (including coupon or yield):
FREDDIE DISC 2/20/14 0.05%
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:
313397TH4
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:
Government Agency 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
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
|
Moody
|
P-1
|
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):
2014-02-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-20
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
Yes
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
FREDDIE MAC
|
N/A
|
NR
|
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:
$16,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$16,499,573.29
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
4.52%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$16,499,851.50
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:
$16,499,851.50
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
FREDDIE MAC DISCOUNT NOTE
Item 27. The title of the issue (including coupon or yield):
FREDDIE MAC DISCOUNT NOTE 0.06%
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:
313397UR0
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:
Government Agency 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
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
|
Moody
|
AAA
|
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):
2014-03-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-24
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
Yes
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
FREDDIE MAC
|
N/A
|
NR
|
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:
$14,998,661.25
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
4.11%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$14,999,595.00
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:
$14,999,595.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
FEDERAL FARM CREDIT BANK
Item 27. The title of the issue (including coupon or yield):
FFCB FLOATER (WT) 0.116001%
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:
3133ECJA3
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:
Government Agency 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
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
|
Moody
|
AAA
|
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):
2014-02-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-04
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
Yes
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
FEDERAL FARM CREDIT BANK
|
N/A
|
NR
|
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:
$29,999,629.57
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
8.21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$29,999,100.00
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:
$29,999,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
FEDERAL FARM CREDIT BANK
Item 27. The title of the issue (including coupon or yield):
FFCB FLOATER 11/24/14 0.0799992%
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:
3133EDA93
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:
Government Agency 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
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
|
Moody
|
AAA
|
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):
2014-02-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
Yes
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
FEDERAL FARM CREDIT BANK
|
N/A
|
NR
|
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:
5.48%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$19,998,880.00
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:
$19,998,880.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
FEDERAL NATIONAL MORTGAGE ASSOC *
Item 27. The title of the issue (including coupon or yield):
FNMA NOTE 1.125%
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:
3135G0BJ1
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:
Government Agency 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
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
|
Moody
|
AAA
|
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):
2014-06-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-06-27
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
Yes
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
FANNIE MAE COLLATERAL
|
N/A
|
NR
|
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:
$30,124,983.44
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
8.25%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$30,127,770.00
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:
$30,127,770.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
FEDERAL NATIONAL MORTGAGE ASSOC *
Item 27. The title of the issue (including coupon or yield):
FNMA FLOATING NOTE 0.137002%
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:
3135G0MH3
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:
Government Agency 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
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
|
Moody
|
AAA
|
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):
2014-02-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-20
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
Yes
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
FANNIE MAE COLLATERAL
|
N/A
|
NR
|
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:
$30,004,736.58
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
8.21%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$30,006,000.00
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:
$30,006,000.00
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 REPO 0.02%
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:
HBTDT0257
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:
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
|
FMAC
|
2014-12-29
|
0.625
|
Government Agency Repurchase Agreement
|
$14,952,644.73
|
$15,251,697.62
|
FMAC
|
2019-05-30
|
1.75
|
Government Agency Repurchase Agreement
|
$6,825,039.06
|
$6,961,539.84
|
FMAC
|
2018-01-12
|
0.75
|
Government Agency Repurchase Agreement
|
$1,223,834.54
|
$1,248,311.23
|
FMAC
|
2018-08-07
|
1.93
|
Government Agency Repurchase Agreement
|
$578,999.93
|
$590,579.93
|
FMAC
|
2028-06-14
|
3.06
|
Government Agency Repurchase Agreement
|
$7,129,857.33
|
$7,272,454.48
|
FMAC
|
2026-03-15
|
0
|
Government Agency Repurchase Agreement
|
$4,474,398.60
|
$4,563,886.57
|
FMAC
|
2029-09-15
|
0
|
Government Agency Repurchase Agreement
|
$3,851,601.76
|
$3,928,633.80
|
FMAC
|
2027-08-15
|
0
|
Government Agency Repurchase Agreement
|
$20,658,597.30
|
$21,071,769.25
|
FCSB
|
2018-11-05
|
1.7
|
Government Agency Repurchase Agreement
|
$1,348,812.47
|
$1,375,788.72
|
FHLB
|
2014-03-14
|
0
|
Government Agency Repurchase Agreement
|
$2,471,519.20
|
$2,520,949.58
|
FHLB
|
2014-10-30
|
0.13
|
Government Agency Repurchase Agreement
|
$156,852.33
|
$159,989.38
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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
|
Moody
|
AAA
|
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):
2014-02-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-01
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:
$63,671,045.34
Item 41. The total current amortized cost, to the nearest cent:
$63,671,045.34
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
17.43%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$63,671,045.34
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:
$63,671,045.34
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
SOUTH STREET SECURITIES LLC
Item 27. The title of the issue (including coupon or yield):
SOUTH STREET BANK REPO 0.05%
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:
HBTSTS985
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:
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
|
FNMA
|
2033-03-01
|
3
|
Government Agency Repurchase Agreement
|
$2,201,590.04
|
$2,245,621.84
|
FNMA
|
2040-01-01
|
3.656
|
Government Agency Repurchase Agreement
|
$1,509,126.01
|
$1,539,308.53
|
FNMA
|
2033-05-01
|
3
|
Government Agency Repurchase Agreement
|
$2,268,898.30
|
$2,314,276.27
|
FNMA
|
2039-06-01
|
3.608
|
Government Agency Repurchase Agreement
|
$1,707,511.69
|
$1,741,661.92
|
FNMA
|
2038-09-01
|
2.478
|
Government Agency Repurchase Agreement
|
$1,815,325.44
|
$1,851,631.95
|
FNMA
|
2038-05-01
|
4.678
|
Government Agency Repurchase Agreement
|
$1,147,255.72
|
$1,170,200.83
|
FNMA
|
2038-07-01
|
2.68
|
Government Agency Repurchase Agreement
|
$2,626,691.46
|
$2,679,225.29
|
FNMA
|
2037-12-01
|
2.36
|
Government Agency Repurchase Agreement
|
$1,077,159.01
|
$1,098,702.19
|
FNMA
|
2037-10-01
|
2.527
|
Government Agency Repurchase Agreement
|
$3,416,012.68
|
$3,484,332.93
|
FNMA
|
2032-06-01
|
1.695
|
Government Agency Repurchase Agreement
|
$14,397.67
|
$14,685.62
|
FNMA
|
2034-06-01
|
2.336
|
Government Agency Repurchase Agreement
|
$3,425,646.93
|
$3,494,159.86
|
FNMA
|
2034-01-01
|
2.625
|
Government Agency Repurchase Agreement
|
$14,367.26
|
$14,654.60
|
FNMA
|
2018-05-01
|
3.85
|
Government Agency Repurchase Agreement
|
$7,381.76
|
$7,529.39
|
FNMA
|
2033-02-01
|
2.894
|
Government Agency Repurchase Agreement
|
$7,377.86
|
$7,525.41
|
FNMA
|
2030-10-01
|
2.454
|
Government Agency Repurchase Agreement
|
$6,971.51
|
$7,110.94
|
FNMA
|
2032-06-01
|
1.515
|
Government Agency Repurchase Agreement
|
$6,525.83
|
$6,656.35
|
FNMA
|
2032-04-01
|
4.195
|
Government Agency Repurchase Agreement
|
$23,614.36
|
$24,086.65
|
FNMA
|
2043-05-01
|
2.883
|
Government Agency Repurchase Agreement
|
$87,813.86
|
$89,570.14
|
FNMA
|
2038-02-01
|
2.53
|
Government Agency Repurchase Agreement
|
$6,667,614.50
|
$6,800,966.79
|
FNMA
|
2042-02-01
|
3.5
|
Government Agency Repurchase Agreement
|
$26,692.37
|
$27,226.22
|
FNMA
|
2042-03-01
|
3.029
|
Government Agency Repurchase Agreement
|
$984,409.23
|
$1,004,097.42
|
FNMA
|
2042-01-01
|
2.773
|
Government Agency Repurchase Agreement
|
$19,937.35
|
$20,336.10
|
FNMA
|
2032-03-01
|
1.339
|
Government Agency Repurchase Agreement
|
$16,498.34
|
$16,828.31
|
FNMA
|
2032-03-01
|
2.502
|
Government Agency Repurchase Agreement
|
$12,979.52
|
$13,239.11
|
FNMA
|
2031-09-01
|
2.34
|
Government Agency Repurchase Agreement
|
$16,291.13
|
$16,616.96
|
FNMA
|
2029-11-01
|
2.285
|
Government Agency Repurchase Agreement
|
$11,588.77
|
$11,820.54
|
FNMA
|
2030-03-01
|
2.13
|
Government Agency Repurchase Agreement
|
$11,712.23
|
$11,946.47
|
FNMA
|
2027-07-01
|
2.345
|
Government Agency Repurchase Agreement
|
$11,088.24
|
$11,310.01
|
FNMA
|
2018-06-01
|
2.845
|
Government Agency Repurchase Agreement
|
$464.04
|
$473.32
|
FNMA
|
2016-04-01
|
1.606
|
Government Agency Repurchase Agreement
|
$9,954.87
|
$10,153.97
|
FNMA
|
2033-08-01
|
2.318
|
Government Agency Repurchase Agreement
|
$17,976.13
|
$18,335.65
|
FNMA
|
2025-05-01
|
2.3
|
Government Agency Repurchase Agreement
|
$21,474.12
|
$21,903.61
|
FNMA
|
2018-08-01
|
1.543
|
Government Agency Repurchase Agreement
|
$14,436.67
|
$14,725.41
|
FNMA
|
2026-06-01
|
2.791
|
Government Agency Repurchase Agreement
|
$17,327.49
|
$17,674.03
|
FNMA
|
2026-09-01
|
2.25
|
Government Agency Repurchase Agreement
|
$18,196.46
|
$18,560.39
|
FNMA
|
2016-01-01
|
2.335
|
Government Agency Repurchase Agreement
|
$20,193.23
|
$20,597.09
|
FNMA
|
2025-03-01
|
1.47
|
Government Agency Repurchase Agreement
|
$2,416.33
|
$2,464.66
|
FNMA
|
2029-08-01
|
3.285
|
Government Agency Repurchase Agreement
|
$18,061.70
|
$18,422.93
|
FNMA
|
2024-09-01
|
4.725
|
Government Agency Repurchase Agreement
|
$12,831.93
|
$13,088.56
|
FNMA
|
2014-08-01
|
1.572
|
Government Agency Repurchase Agreement
|
$3,923.83
|
$4,002.31
|
FNMA
|
2033-03-14
|
3.4
|
Government Agency Repurchase Agreement
|
$1,346,864.91
|
$1,373,802.21
|
FNMA
|
2027-11-01
|
4.713
|
Government Agency Repurchase Agreement
|
$20,653.04
|
$21,066.10
|
FNMA
|
2022-05-01
|
4.75
|
Government Agency Repurchase Agreement
|
$2,278.81
|
$2,324.39
|
FNMA
|
2018-09-01
|
1.93
|
Government Agency Repurchase Agreement
|
$5,585.33
|
$5,697.04
|
FNMA
|
2020-01-01
|
1.974
|
Government Agency Repurchase Agreement
|
$6,568.41
|
$6,699.78
|
FNMA
|
2017-11-01
|
4.505
|
Government Agency Repurchase Agreement
|
$20,129.28
|
$20,531.86
|
FNMA
|
2018-12-01
|
7.5
|
Government Agency Repurchase Agreement
|
$246.76
|
$251.70
|
FNMA
|
2018-11-01
|
2.25
|
Government Agency Repurchase Agreement
|
$21,435.30
|
$21,864.00
|
FNMA
|
2018-05-01
|
2.25
|
Government Agency Repurchase Agreement
|
$17,607.11
|
$17,959.25
|
FNMA
|
2016-12-01
|
1.875
|
Government Agency Repurchase Agreement
|
$13,889.12
|
$14,166.90
|
FNMA
|
2016-09-01
|
1.875
|
Government Agency Repurchase Agreement
|
$21,203.74
|
$21,627.82
|
FMAC
|
2031-06-01
|
2.28
|
Government Agency Repurchase Agreement
|
$11,365.61
|
$11,592.92
|
FMAC
|
2016-04-01
|
2.6
|
Government Agency Repurchase Agreement
|
$2,444.37
|
$2,493.26
|
FMAC
|
2017-11-01
|
2.405
|
Government Agency Repurchase Agreement
|
$1,115.36
|
$1,137.67
|
FMAC
|
2023-09-01
|
2.125
|
Government Agency Repurchase Agreement
|
$16,319.62
|
$16,646.01
|
FMAC
|
2027-07-01
|
2.319
|
Government Agency Repurchase Agreement
|
$11,303.24
|
$11,529.31
|
FMAC
|
2027-02-01
|
2.342
|
Government Agency Repurchase Agreement
|
$16,286.02
|
$16,611.74
|
FMAC
|
2028-01-01
|
2.262
|
Government Agency Repurchase Agreement
|
$15,794.18
|
$16,110.06
|
FMAC
|
2019-05-01
|
2.417
|
Government Agency Repurchase Agreement
|
$16,410.76
|
$16,738.97
|
FMAC
|
2024-09-01
|
2.374
|
Government Agency Repurchase Agreement
|
$20,906.50
|
$21,324.63
|
FMAC
|
2023-05-01
|
1.799
|
Government Agency Repurchase Agreement
|
$4,522.77
|
$4,613.23
|
FMAC
|
2018-06-01
|
2
|
Government Agency Repurchase Agreement
|
$12,939.64
|
$13,198.43
|
FMAC
|
2030-11-01
|
5.542
|
Government Agency Repurchase Agreement
|
$10,090.32
|
$10,292.13
|
FMAC
|
2018-04-01
|
2.206
|
Government Agency Repurchase Agreement
|
$2,754.97
|
$2,810.07
|
FHLB
|
2020-03-13
|
4.125
|
Government Agency Repurchase Agreement
|
$618,219.41
|
$630,583.80
|
FHLB
|
2027-11-26
|
2.94
|
Government Agency Repurchase Agreement
|
$649,120.20
|
$662,102.61
|
FHLB
|
2035-08-08
|
3.3
|
Government Agency Repurchase Agreement
|
$1,687,033.37
|
$1,720,774.03
|
FMAC
|
2025-12-01
|
2.35
|
Government Agency Repurchase Agreement
|
$12,229.59
|
$12,474.18
|
FMAC
|
2033-04-01
|
3.5
|
Government Agency Repurchase Agreement
|
$1,653,783.06
|
$1,686,858.73
|
FMAC
|
2042-12-01
|
2.229
|
Government Agency Repurchase Agreement
|
$21,837,787.54
|
$22,274,543.29
|
FMAC
|
2026-06-01
|
2.45
|
Government Agency Repurchase Agreement
|
$13,040.90
|
$13,301.71
|
FMAC
|
2031-05-01
|
2.575
|
Government Agency Repurchase Agreement
|
$17,525.90
|
$17,876.42
|
FMAC
|
2030-09-01
|
2.35
|
Government Agency Repurchase Agreement
|
$7,926.45
|
$8,084.98
|
FMAC
|
2030-07-01
|
2.375
|
Government Agency Repurchase Agreement
|
$710.43
|
$724.64
|
FMAC
|
2030-04-01
|
2.57
|
Government Agency Repurchase Agreement
|
$6,044.30
|
$6,165.19
|
FMAC
|
2037-11-01
|
2.494
|
Government Agency Repurchase Agreement
|
$22,852,642.76
|
$23,309,695.62
|
FMAC
|
2033-12-01
|
3.005
|
Government Agency Repurchase Agreement
|
$21,748.92
|
$22,183.90
|
FMAC
|
2037-04-01
|
1.56
|
Government Agency Repurchase Agreement
|
$6,305.50
|
$6,431.61
|
FMAC
|
2037-07-01
|
2.617
|
Government Agency Repurchase Agreement
|
$4,650,479.92
|
$4,743,489.51
|
FMAC
|
2031-11-01
|
2.534
|
Government Agency Repurchase Agreement
|
$24,231.64
|
$24,716.27
|
FMAC
|
2027-10-01
|
2.539
|
Government Agency Repurchase Agreement
|
$5,169.04
|
$5,272.43
|
FMAC
|
2027-08-01
|
2.394
|
Government Agency Repurchase Agreement
|
$17,550.86
|
$17,901.88
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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
|
Moody
|
AAA
|
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):
2014-02-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-01
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:
$85,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$85,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
23.27%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
No Additional Information
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$85,000,000.00
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:
$85,000,000.00