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:
Sheffield Receivables Corp.
Item 27. The title of the issue (including coupon or yield):
Sheffield Receivables Corp., 0.180%, 4/22/2014
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:
82124MDN7
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:
Asset Backed 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):
2014-04-22
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-04-22
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?
Yes
Type of enhancement
|
Enhancement provider
|
Designated NRSRO(s) for the enhancement or the enhancement provider
|
Credit rating of the enhancement provider
|
Liquidity Agreement
|
Barclays Bank PLC
|
N/A
|
N/A
|
Letter Of Credit(LOC) - Stand-by
|
Barclays Bank PLC
|
N/A
|
N/A
|
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$600,000.00
Item 41. The total current amortized cost, to the nearest cent:
$599,760.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.28%
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:
$599,766.00
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:
$599,766.00
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, 0.350%, 2/14/2014
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:
15499K002
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 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
|
030I6CWALT
|
2036-01-25
|
5.75
|
Other Instrument - CMOs
|
$929.10
|
$824.63
|
02XU4MSC 2007
|
2049-04-15
|
5.692
|
Other Instrument - Commercial Mortgage-Backed Security
|
$21,400.00
|
$23,748.99
|
030I7CWL 2006
|
2046-12-20
|
2.463
|
Other Instrument - CMOs
|
$16.44
|
$10.40
|
030IKCWMBS INC
|
2035-11-25
|
2.5864
|
Other Instrument - CMOs
|
$8,919.00
|
$7,381.65
|
0348TWAMU MTGE
|
2047-06-25
|
.8783
|
Other Instrument - CMOs
|
$17,064.06
|
$14,888.62
|
0348TWAMU MTGE
|
2047-07-25
|
.955
|
Other Instrument - CMOs
|
$1.23
|
$1.08
|
0348TWAMU MTGE
|
2047-07-25
|
2.213
|
Other Instrument - CMOs
|
$607.72
|
$448.72
|
030KDJPMCC 2007
|
2049-02-12
|
5.7093
|
Other Instrument - Commercial Mortgage-Backed Security
|
$10,000.00
|
$7,804.23
|
02XRUCD 2006 CD3
|
2048-10-15
|
5.688
|
Other Instrument - Commercial Mortgage-Backed Security
|
$11,156.03
|
$10,518.07
|
030JQGS MORTGAGE
|
2039-11-14
|
5.622
|
Other Instrument - Commercial Mortgage-Backed Security
|
$10,000.00
|
$9,786.11
|
030JOGABS GSAA TR
|
2037-01-25
|
.2346
|
Other Instrument - Asset Backed Securities
|
$.27
|
$.14
|
030KPLEHMAN XS TR
|
2047-06-25
|
.3846
|
Other Instrument - Asset Backed Securities
|
$28,360.50
|
$21,854.46
|
030M2RALI 2007-QH3
|
2037-04-25
|
.318
|
Other Instrument - Asset Backed Securities
|
$1.03
|
$.81
|
030JGGCCFC 2007-GG9
|
2039-03-10
|
5.505
|
Other Instrument - Commercial Mortgage-Backed Security
|
$10,000.47
|
$8,284.73
|
0348TWAMU MTGE 2007
|
2047-02-25
|
.8392
|
Other Instrument - CMOs
|
$30.58
|
$24.93
|
030I7CWALT 2006-OA16
|
2046-10-25
|
.348
|
Other Instrument - Asset Backed Securities
|
$1.28
|
$1.22
|
030M3RALI SERIES QS4
|
2037-03-25
|
6
|
Other Instrument - CMOs
|
$8,201.18
|
$6,589.22
|
030PAWFMBS 2007-8,NY
|
2037-07-25
|
6
|
Other Instrument - CMOs
|
$8,317.77
|
$8,167.25
|
030H2BOA MORT SEC INC
|
2034-08-25
|
6
|
Other Instrument - CMOs
|
$20.48
|
$23.25
|
030KFJPMORGAN MTGE TR
|
2037-06-25
|
2.7299
|
Other Instrument - CMOs
|
$.34
|
$.28
|
030NTWELLS FARGO COML
|
2045-10-17
|
4.7789
|
Other Instrument - Commercial Mortgage-Backed Security
|
$8,212.00
|
$7,691.70
|
02XRWCWALT IN 2006 HY3
|
2045-05-17
|
2.462
|
Other Instrument - Commercial Mortgage-Backed Security
|
$17,986.00
|
$12,567.56
|
030JPGSAA HOME EQTY TR
|
2037-03-25
|
.258
|
Other Instrument - Asset Backed Securities
|
$.58
|
$.30
|
030HLCITIGROUP COMM MTG
|
2049-12-10
|
5.7071
|
Other Instrument - Commercial Mortgage-Backed Security
|
$10,000.00
|
$9,398.84
|
030GTBANC OF AMER 2006-J
|
2047-01-20
|
2.7245
|
Other Instrument - CMOs
|
$964.08
|
$777.59
|
030I5CWALT INC 2005-13CB
|
2035-05-25
|
5.25
|
Other Instrument - CMOs
|
$141.36
|
$129.89
|
030L4MERRILL LYNCH TRUST
|
2020-08-20
|
9
|
Other Instrument - CMOs
|
$.14
|
$.14
|
02GMBCOMM 2014 CCRE14 MTG
|
2047-02-10
|
0
|
Other Instrument - CMO
|
$6,572.93
|
$5,827.01
|
02XRUCD 2005 CD1 COMM MTG
|
2044-07-15
|
5.2186
|
Other Instrument - Commercial Mortgage-Backed Security
|
$2,030.00
|
$2,115.23
|
02XSXFIRST HORIZON MTG TR
|
2035-11-25
|
5.5
|
Other Instrument - CMOs
|
$33.09
|
$35.73
|
030HLCITI GRP COML MTG TR
|
2049-12-10
|
6.1358
|
Other Instrument - Commercial Mortgage-Backed Security
|
$32,798.00
|
$31,628.92
|
030KXML CFC COMM MORTGAGE
|
2048-08-14
|
5.378
|
Other Instrument - Commercial Mortgage-Backed Security
|
$2,000.00
|
$2,187.26
|
030M3RALI SERIES 2007-QS6
|
2037-04-25
|
.5646
|
Other Instrument - CMOs
|
$.46
|
$.29
|
030MNSTRUCT ASSET MTG INV
|
2036-08-25
|
.3646
|
Other Instrument - Asset Backed Securities
|
$.28
|
$.21
|
037VHCWALT INC LOAN TRUST
|
2046-11-10
|
4.757
|
Other Instrument - Commercial Mortgage-Backed Security
|
$22,000.00
|
$17,856.52
|
01S4DFREMF 2014 K714 MORTG
|
2047-01-25
|
0
|
Other Instrument - Commercial Mortgage-Backed Security
|
$21,000.00
|
$20,313.07
|
0289LWFRBS COML MTG TR 201
|
2045-12-15
|
4.4601
|
Other Instrument - Commercial Mortgage-Backed Security
|
$8,000.00
|
$7,196.04
|
02GK2CREDIT SUISSE FIRST B
|
2032-06-25
|
6.5
|
Other Instrument - Asset Backed Securities
|
$1.20
|
$1.19
|
02GK2CREDIT SUISSE FIRST B
|
2035-10-25
|
5.5
|
Other Instrument - CMOs
|
$.00
|
$.00
|
02JJTCITIGROUP MTG LN TR 2
|
2033-09-25
|
5.5
|
Other Instrument - CMOs
|
$7.32
|
$7.56
|
02MEWFEDERAL HOME LN MTG C
|
2041-12-15
|
3.5
|
Other Instrument - CMOs
|
$480.00
|
$475.20
|
02XRWCOMM 2010 C1 MTG TRUS
|
2046-07-12
|
5.8951
|
Other Instrument - Commercial Mortgage-Backed Security
|
$454.00
|
$484.65
|
02XS7BEAR STEARNS ALT A TR
|
2036-05-25
|
3.1003
|
Other Instrument - CMOs
|
$.16
|
$.09
|
02XS8BEAR STEARNS ARM TRUS
|
2036-07-25
|
4.8282
|
Other Instrument - CMOs
|
$5.57
|
$4.96
|
02XSNDSLA MTG LOAN TRUST 2
|
2046-04-19
|
1.084
|
Other Instrument - Asset Backed Securities
|
$30,972.36
|
$27,117.76
|
02XSXFIRST HORIZON MTGE P/
|
2037-08-25
|
5.5
|
Other Instrument - CMOs
|
$2,309.70
|
$2,017.38
|
02XT1GMAC COMM MTGE SEC IN
|
2045-11-10
|
5.29
|
Other Instrument - Commercial Mortgage-Backed Security
|
$9,730.00
|
$10,327.34
|
02XTVMASTR ASSET SEC TRUST
|
2033-10-25
|
5.5
|
Other Instrument - CMOs
|
$.80
|
$.81
|
02XU6MORGAN STANLEY MORTGA
|
2037-11-25
|
2.3764
|
Other Instrument - CMOs
|
$.55
|
$.38
|
02ZC3COMM 2012 CCRE4 MTG T
|
2045-10-17
|
4.5771
|
Other Instrument - Commercial Mortgage-Backed Security
|
$21,611.09
|
$19,749.06
|
030GGAMERICAN HME MTGE ASS
|
2046-10-25
|
1.2536
|
Other Instrument - Asset Backed Securities
|
$9,494.42
|
$6,910.13
|
030GGAMERICAN HOME MTGE AS
|
2046-10-25
|
1.0683
|
Other Instrument - Asset Backed Securities
|
$37,426.93
|
$27,622.87
|
030GRBANC OF AMERICA FDG C
|
2034-12-20
|
.6168
|
Other Instrument - Asset Backed Securities
|
$3,957.33
|
$3,219.19
|
030GTBANC OF AMER 2007-B T
|
2047-04-20
|
.3768
|
Other Instrument - Asset Backed Securities
|
$.04
|
$.03
|
030H4BEAR STEARNS ASSET BA
|
2037-05-25
|
.458
|
Other Instrument - Asset Backed Securities
|
$4,507.00
|
$2,904.25
|
030H5BEAR STERNS ASSET BAC
|
2035-11-25
|
.7646
|
Other Instrument - CMOs
|
$.43
|
$.39
|
030H7BEAR STERNS COMMERCIA
|
2040-03-13
|
5.4948
|
Other Instrument - Commercial Mortgage-Backed Security
|
$814.94
|
$1,273.77
|
030H8BEAR STEARNS COMM MTG
|
2050-06-13
|
5.694
|
Other Instrument - Commercial Mortgage-Backed Security
|
$2,000.00
|
$2,249.85
|
030H8Q BEAR STEARNS COMM
|
2050-06-13
|
5.8872
|
Other Instrument - Commercial Mortgage-Backed Security
|
$10,000.00
|
$9,801.42
|
030HVCITICORP MORTGAGE SEC
|
2035-08-25
|
5.75
|
Other Instrument - CMOs
|
$5.29
|
$5.48
|
030I7ALTERNATIVE LOAN TRUS
|
2046-09-25
|
.3446
|
Other Instrument - Asset Backed Securities
|
$13,372.12
|
$10,330.57
|
030IPDEUTSCHE ALT-A SECURI
|
2036-10-25
|
.3546
|
Other Instrument - Asset Backed Securities
|
$.11
|
$.06
|
030JPGSAA HME EQUITY TRUST
|
2037-02-25
|
.238
|
Other Instrument - Asset Backed Securities
|
$4,602.12
|
$2,400.95
|
030JPGSR MTGE LOAN TRUST 2
|
2036-03-25
|
5.0167
|
Other Instrument - Asset Backed Securities
|
$1.30
|
$.80
|
030KOLEHMAN XS TRUST SERIE
|
2047-09-25
|
1.0146
|
Other Instrument - Asset Backed Securities
|
$29,279.54
|
$24,492.91
|
030KXML CFC COML MTGE TR 2
|
2049-08-12
|
5.8943
|
Other Instrument - Commercial Mortgage-Backed Security
|
$10,000.00
|
$10,257.03
|
030LZRALI SERIES 2006 QA10
|
2036-12-25
|
.3446
|
Other Instrument - Asset Backed Securities
|
$.14
|
$.10
|
030M1 RALI SERIES 2006-Q
|
2036-09-25
|
.3446
|
Other Instrument - Asset Backed Securities
|
$15,618.65
|
$11,609.96
|
030MRSTRUCTURED ASSET SECU
|
2035-02-25
|
1.6688
|
Other Instrument - Asset Backed Securities
|
$15,388.73
|
$14,901.30
|
030NR WACHOVIA BANK COMM
|
2051-02-15
|
5.9245
|
Other Instrument - Commercial Mortgage-Backed Security
|
$5,000.00
|
$5,643.16
|
030NUWELLS FARGO MTGE BCKD
|
2036-03-25
|
2.6279
|
Other Instrument - CMOs
|
$11,678.47
|
$11,730.64
|
030PGSTRUCTURED ASSET SECU
|
2019-09-25
|
5.5
|
Other Instrument - CMOs
|
$44.40
|
$45.61
|
031XGUBS-BARCLAYS COML MTG
|
2046-03-12
|
4.0945
|
Other Instrument - Commercial Mortgage-Backed Security
|
$15,000.00
|
$12,855.91
|
033H4CITIGROUP COML MTG TR
|
2023-05-10
|
3.5176
|
Other Instrument - Commercial Mortgage-Backed Security
|
$1,025.15
|
$916.45
|
03487WAMU MTGE P/T CERT SE
|
2045-12-25
|
0
|
Other Instrument - CMOs
|
$196.98
|
$20,912.37
|
0348TWAMU MTGE PASS THROUG
|
2047-03-25
|
.84
|
Other Instrument - CMOs
|
$.59
|
$.47
|
036ONSG STRUCTURED PRODUCT
|
2026-11-15
|
2.66
|
Other Instrument - Commercial Mortgage-Backed Security
|
$5,744.44
|
$5,752.01
|
037VPVNDO 2013 PENN MTG TR
|
2029-12-13
|
3.9472
|
Other Instrument - Commercial Mortgage-Backed Security
|
$16,560.00
|
$16,276.88
|
XXXX CGRBS COML MTG TR 201
|
2035-03-15
|
3.369
|
Other Instrument - Commercial Mortgage-Backed Security
|
$10,000.00
|
$9,708.15
|
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):
2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-07
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
|
RBC Capital Markets, LLC
|
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:
$500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$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:
2.73%
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:
$500,025.28
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:
$500,025.28
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
LMA-Americas LLC
Item 27. The title of the issue (including coupon or yield):
LMA-Americas LLC, 0.240%, 4/11/2014
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:
53944RDB1
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:
Asset Backed 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):
2014-04-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-04-11
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
|
Credit Agricole Corporate and Investment Bank
|
N/A
|
N/A
|
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:
$500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$499,770.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.73%
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:
$499,820.00
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:
$499,820.00
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, 0.370%, 3/31/2014
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:
92999Z003
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 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
|
033EAWAMU
|
2037-03-25
|
4.5296
|
Other Instrument - CMOs
|
$11,584.91
|
$10,622.61
|
01BCJBEAM INC
|
2018-06-15
|
1.75
|
Other Instrument - Corporates
|
$23,400.00
|
$23,053.12
|
02GZULKQ CORP
|
2023-05-15
|
4.75
|
Other Instrument - Corporates
|
$288.00
|
$270.73
|
02J3YSLM CORP
|
2014-05-15
|
5.375
|
Other Instrument - Corporates
|
$50.40
|
$51.54
|
01BDOBALL CORP
|
2020-09-15
|
6.75
|
Other Instrument - Corporates
|
$360.00
|
$400.68
|
030K7INDX 2007
|
2037-09-25
|
4.3513
|
Other Instrument - CMOs
|
$48,752.50
|
$33,877.54
|
01X58XL CAPITAL
|
2024-11-15
|
6.375
|
Other Instrument - Corporates
|
$198.00
|
$235.89
|
01YEYKEY BANK,NA
|
2014-07-01
|
5.8
|
Other Instrument - Corporates
|
$36.00
|
$36.95
|
01DS6OWENS CORNING
|
2036-12-01
|
7
|
Other Instrument - Corporates
|
$21.60
|
$24.32
|
01ZXEHSBC BANK USA
|
2017-05-03
|
0
|
Other Instrument - CD
|
$18.00
|
$18.00
|
01ZXEHSBC BANK USA
|
2017-10-04
|
0
|
Other Instrument - CD
|
$18.00
|
$18.00
|
01ZXEHSBC BANK USA
|
2017-12-06
|
0
|
Other Instrument - CD
|
$360.00
|
$360.00
|
02G54GOLDMAN SACHS
|
2016-10-01
|
5.75
|
Other Instrument - Corporates
|
$241.20
|
$272.56
|
02G5KWACHOVIA BANK
|
2015-08-15
|
5
|
Other Instrument - Corporates
|
$115.20
|
$125.26
|
02G65SEMPRA ENERGY
|
2019-02-15
|
9.8
|
Other Instrument - Corporates
|
$154.80
|
$212.81
|
01F6JMORGAN STANLEY
|
2026-08-09
|
6.25
|
Other Instrument - Corporates
|
$115.20
|
$139.04
|
02GMSWELLS FARGO MTG
|
2034-08-25
|
4.9276
|
Other Instrument - CMOs
|
$41,505.04
|
$45,441.16
|
01GTZSYNGENTA FIN N V
|
2022-03-28
|
3.125
|
Other Instrument - Corporates
|
$316.80
|
$314.35
|
01PR0GE CAP CP INTNTS
|
2022-08-15
|
4.25
|
Other Instrument - Corporates
|
$75.60
|
$78.77
|
01ZXEHSBC BANK USA NA
|
2017-09-05
|
0
|
Other Instrument - CD
|
$144.00
|
$146.04
|
02G5KWACHOVIA BANK NA
|
2016-03-15
|
5.6
|
Other Instrument - Corporates
|
$428.40
|
$479.13
|
01BNABANK OF AMER CORP
|
2037-09-15
|
6.5
|
Other Instrument - Corporates
|
$108.00
|
$119.74
|
01PR0GE CAP CP INT NTS
|
2029-03-15
|
5
|
Other Instrument - Corporates
|
$61.20
|
$64.36
|
01SMBBARCLAYS BANK PLC
|
2021-03-17
|
4
|
Other Instrument - Corporates
|
$36.00
|
$38.24
|
01STWA S EKSPORTFINANS
|
2016-02-05
|
0
|
Other Instrument - MTN
|
$3,654.94
|
$4,357.79
|
01STWA/S EKSPORTFINANS
|
2014-06-05
|
0
|
Other Instrument - MTN
|
$4.84
|
$7.61
|
02KN4WELLPOINT INC COM
|
2023-01-15
|
3.3
|
Other Instrument - Corporates
|
$630.00
|
$602.83
|
02KN4WELLPOINT INC COM
|
2036-01-15
|
5.85
|
Other Instrument - Corporates
|
$918.00
|
$1,027.83
|
01BCJFORTUNE BRANDS INC
|
2036-01-15
|
5.875
|
Other Instrument - Corporates
|
$86.40
|
$87.87
|
01BPWRYDER SYSTEM, INC.
|
2018-11-15
|
2.45
|
Other Instrument - Corporates
|
$2,077.05
|
$2,090.98
|
01N5XCENOVUS ENERGY INC
|
2043-09-15
|
5.2
|
Other Instrument - Corporates
|
$35,908.10
|
$37,338.72
|
01NN2DISCOVERY COMM LLC
|
2015-06-01
|
3.7
|
Other Instrument - Corporates
|
$12,959.45
|
$13,545.56
|
01RX6CB MERCK & CO.INC.
|
2028-12-01
|
5.95
|
Other Instrument - Corporates
|
$7.20
|
$8.81
|
01SBYMARQUETTE TRANS CO
|
2017-01-15
|
10.875
|
Other Instrument - Corporates
|
$21,762.00
|
$23,036.89
|
02I42REGAL CINEMAS CORP
|
2019-07-15
|
8.625
|
Other Instrument - Corporates
|
$1,522.80
|
$1,633.33
|
02I8PROYAL BK OF CANADA
|
2015-06-02
|
0
|
Other Instrument - MTN
|
$923.40
|
$1,261.64
|
01D7TZION BANCORPORATION
|
2014-09-23
|
7.75
|
Other Instrument - Corporates
|
$36.00
|
$38.56
|
01DP2ROYAL BANK OF CANDA
|
2015-07-06
|
0
|
Other Instrument - Corporates
|
$1,422.91
|
$1,977.98
|
01M07PROGRESS ENERGY INC
|
2021-01-15
|
4.4
|
Other Instrument - Corporates
|
$360.00
|
$387.53
|
02I85NUSTAR LOGOSTICS LP
|
2020-09-01
|
4.8
|
Other Instrument - Corporates
|
$319.32
|
$309.74
|
030JQGS MORT SEC CORP II
|
2039-07-10
|
4.782
|
Other Instrument - Commercial Mortgage-Backed Security
|
$2,450.92
|
$2,514.70
|
01C5OEXPRESS SCRIPTS HLDG
|
2041-11-15
|
6.125
|
Other Instrument - Corporates
|
$1,074.03
|
$1,266.77
|
01D7TZIONS BANCORPORATION
|
2015-11-16
|
5.5
|
Other Instrument - Corporates
|
$32.40
|
$34.61
|
01GD4WEATHERFORD INTL LTD
|
2018-03-15
|
6
|
Other Instrument - Corporates
|
$3.60
|
$4.15
|
01JZZWTS SIRIUS SATELLITE
|
2021-08-01
|
5.75
|
Other Instrument - Corporates
|
$496.80
|
$511.08
|
01JZZWTS SIRIUS SATELLITE
|
2022-08-15
|
5.25
|
Other Instrument - Corporates
|
$342.00
|
$361.39
|
01OZMANHEUSER BUSCH INBEV
|
2020-01-15
|
5.375
|
Other Instrument - Corporates
|
$388.80
|
$450.87
|
01PRBTOYOTA MOTOR CRED FR
|
2019-01-17
|
2.1
|
Other Instrument - Corporates
|
$20,160.86
|
$20,263.48
|
02JMIUNITED RENTALS NORTH
|
2018-07-15
|
5.75
|
Other Instrument - Corporates
|
$7,373.58
|
$7,908.57
|
02KJUIASIS HEALTHCARE LLC
|
2019-05-15
|
8.375
|
Other Instrument - Corporates
|
$7,271.06
|
$7,890.42
|
02MCKINTL LEASE FINL CORP
|
2015-04-01
|
4.875
|
Other Instrument - Corporates
|
$655.20
|
$688.78
|
02XS7BEAR STEARNS ARM TRU
|
2034-06-25
|
2.6743
|
Other Instrument - CMOs
|
$26,977.07
|
$27,433.28
|
030M3RALI SERIES 2007-QS6
|
2037-04-25
|
6
|
Other Instrument - CMOs
|
$2,192.97
|
$1,765.22
|
030P7WELLS FARGO MORTGAGE
|
2037-07-25
|
6
|
Other Instrument - CMOs
|
$6,722.66
|
$6,512.69
|
01BFMCNA FINANCIAL CORPORA
|
2019-11-15
|
7.35
|
Other Instrument - Corporates
|
$14.40
|
$17.77
|
01BG4R.R DONNELLEY &SON CO
|
2014-04-01
|
4.95
|
Other Instrument - Corporates
|
$252.00
|
$257.34
|
01BNABANK AMER CORP SR INT
|
2015-04-15
|
4
|
Other Instrument - Corporates
|
$180.00
|
$187.61
|
01CK8BRAZOS HIGHER EDUCATI
|
2043-06-25
|
1.671
|
Other Instrument - Asset Backed Securities
|
$17,587.57
|
$15,493.81
|
01ETUOMEGA HEALTHCARE INVE
|
2024-03-15
|
5.875
|
Other Instrument - Corporates
|
$1,393.20
|
$1,448.50
|
01O4IEL PASO PIPELINE PART
|
2020-04-01
|
6.5
|
Other Instrument - Corporates
|
$1,441.68
|
$1,696.62
|
01O4IEL PASO PIPELINE PART
|
2021-10-01
|
5
|
Other Instrument - Corporates
|
$1,525.59
|
$1,643.48
|
01PR0GE CAPITAL INTERNOTES
|
2023-06-15
|
5.15
|
Other Instrument - Corporates
|
$18.00
|
$19.61
|
01RD2SOUTHERN CALIFORNIA E
|
2016-01-15
|
5
|
Other Instrument - Corporates
|
$18.00
|
$19.56
|
01RDQHARTFORD FINANCIAL SE
|
2022-04-15
|
5.125
|
Other Instrument - Corporates
|
$18,000.00
|
$20,103.67
|
01T0ZSQUARETWO FINANCIAL C
|
2017-04-01
|
11.625
|
Other Instrument - Corporates
|
$324.00
|
$341.42
|
01Y9PNEXTERA ENERGY CAPITA
|
2015-06-01
|
1.2
|
Other Instrument - Corporates
|
$18.00
|
$18.14
|
01YJVNATIONAL AUSTRALIA BK
|
2015-08-07
|
1.6
|
Other Instrument - Corporates
|
$1,170.00
|
$1,196.64
|
022YOCORRECTIONS CORP OF A
|
2020-04-01
|
4.125
|
Other Instrument - Corporates
|
$3,004.83
|
$2,956.01
|
0289LWFRBS COML MTG TR 201
|
2045-11-17
|
4.8029
|
Other Instrument - Commercial Mortgage-Backed Security
|
$18,000.00
|
$16,736.90
|
02DGAWESTERN UNION COMPANY
|
2017-12-10
|
2.875
|
Other Instrument - Corporates
|
$1,339.20
|
$1,375.24
|
02G54THE GOLDMAN SACHS GRO
|
2016-02-07
|
3.625
|
Other Instrument - Corporates
|
$2,214.00
|
$2,359.40
|
02GEFBALTIMORE GAS & ELECT
|
2023-07-01
|
3.35
|
Other Instrument - Corporates
|
$35.32
|
$34.87
|
02GK2CREDIT SUISSE FIRST B
|
2037-04-17
|
.414
|
Other Instrument - Commercial Mortgage-Backed Security
|
$36,115.28
|
$33,251.88
|
02GK4COUNTRYWIDE HME LN TR
|
2034-09-25
|
4.867
|
Other Instrument - Asset Backed Securities
|
$52,436.78
|
$53,417.87
|
02HFTTRANSCANADA PIPELINES
|
2043-10-16
|
5
|
Other Instrument - Corporates
|
$19,915.20
|
$20,614.69
|
02LVSPACIFIC GAS AND ELECT
|
2043-11-15
|
5.125
|
Other Instrument - Corporates
|
$11.98
|
$12.81
|
02TBXCONSOLIDATED COMMUNIC
|
2020-06-01
|
10.875
|
Other Instrument - Corporates
|
$216.00
|
$253.40
|
02YPUMICHAEL FOODS HLDG IN
|
2018-07-15
|
8.5
|
Other Instrument - Corporates
|
$4,437.60
|
$4,665.16
|
030HECARRINGTON MTG LN 200
|
2036-01-25
|
.3746
|
Other Instrument - Asset Backed Securities
|
$25,505.71
|
$24,032.48
|
030HOCHASE MTG FIN TRUST 2
|
2035-06-25
|
2.6176
|
Other Instrument - CMOs
|
$54,866.38
|
$57,331.78
|
030HOCHASE MTG FIN TRUST 2
|
2035-06-25
|
2.8093
|
Other Instrument - CMOs
|
$40,000.70
|
$40,139.02
|
030ILCHL MORTGAGE PASS-THR
|
2037-10-25
|
6
|
Other Instrument - CMOs
|
$31,319.44
|
$30,690.51
|
030KFJP MORGAN MORTGAGE TR
|
2035-07-25
|
2.8129
|
Other Instrument - CMOs
|
$6,357.52
|
$6,411.38
|
030N2SLM STUDENT LOAN TRUS
|
2022-01-25
|
.8884
|
Other Instrument - Asset Backed Securities
|
$12,078.15
|
$11,702.32
|
030NTWELLS FARGO MTGE BCKD
|
2035-06-25
|
2.6268
|
Other Instrument - CMOs
|
$97,890.53
|
$100,995.63
|
030P9WELLS FARGO MTG BK SE
|
2034-07-25
|
4.735
|
Other Instrument - CMOs
|
$21,806.34
|
$22,709.75
|
030PAWELLS FARGO MTG LN 20
|
2036-01-25
|
2.6285
|
Other Instrument - CMO
|
$76,615.57
|
$74,632.91
|
030PAWELLS FARGO RESECURIT
|
2021-08-20
|
1.75
|
Other Instrument - CMO
|
$743.97
|
$743.49
|
0322SWAMU MORTGAGE PASS T
|
2048-03-17
|
1.5205
|
Other Instrument - Commercial Mortgage-Backed Security
|
$735,451.20
|
$66,917.74
|
033X4WFRBS COML MTG TR 201
|
2046-06-15
|
4.0023
|
Other Instrument - Commercial Mortgage-Backed Security
|
$26,198.18
|
$22,180.29
|
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):
2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-07
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
|
Wells Fargo Securities, LLC
|
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:
$900,000.00
Item 41. The total current amortized cost, to the nearest cent:
$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:
4.92%
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:
$900,162.18
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:
$900,162.18
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, 0.217%, 11/18/2014
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:
89112TSU9
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):
2014-02-18
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-18
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:
$500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$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:
2.73%
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:
$500,080.00
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:
$500,080.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of America N.A.
Item 27. The title of the issue (including coupon or yield):
Bank of America N.A., REPO, 0.030%, 2/3/2014
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:
03199U009
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
|
GNMA GNII SF MA0022 M
|
2042-04-20
|
3.5
|
Government Agency Debt
|
$208,911.09
|
$215,588.24
|
GNMA GNMI SF 736652 X
|
2040-04-15
|
4.5
|
Government Agency Debt
|
$41,737.00
|
$45,755.23
|
GNMA GNMI SF 736657 X
|
2040-04-15
|
4.5
|
Government Agency Debt
|
$48,510.07
|
$53,423.41
|
GNMA GNMI SF 736661 X
|
2040-04-15
|
4
|
Government Agency Debt
|
$28,597.85
|
$30,405.79
|
GNMA GNMI SF 736667 X
|
2040-03-15
|
5
|
Government Agency Debt
|
$45,630.76
|
$50,416.59
|
GNMA GNMI SP 782786 X
|
2039-10-15
|
5
|
Government Agency Debt
|
$47,153.72
|
$52,097.25
|
GNMA GNRM 2010-009 QA
|
2040-01-20
|
3
|
Government Agency Debt
|
$175,647.82
|
$173,754.87
|
FMAC 04.000 FGPC A94605 G
|
2040-10-01
|
4
|
Government Agency Debt
|
$111,989.10
|
$117,296.42
|
FMAC 05.500 FGPC G05856 G
|
2040-03-01
|
5.5
|
Government Agency Debt
|
$39,995.14
|
$43,903.44
|
FNMA FNMS 03.500 CLAK6732
|
2042-03-01
|
3.5
|
Government Agency Debt
|
$231,765.70
|
$235,542.71
|
FNMA FNMS 03.500 CLAO8046
|
2042-07-01
|
3.5
|
Government Agency Debt
|
$226,875.04
|
$230,575.53
|
FNMA FNMS 04.000 CLAJ9279
|
2041-12-01
|
4
|
Government Agency Debt
|
$126,762.93
|
$133,135.47
|
FNMA FNMS 05.000 CL555678
|
2033-08-01
|
5
|
Government Agency Debt
|
$136,889.08
|
$150,420.79
|
FNMA FNMS 05.500 CL762874
|
2033-10-01
|
5.5
|
Government Agency Debt
|
$42,288.82
|
$46,818.86
|
FNMA FNMS 05.500 CL772039
|
2033-06-01
|
5.5
|
Government Agency Debt
|
$41,870.07
|
$46,365.84
|
FNMA FNMS 05.500 CL772102
|
2033-10-01
|
5.5
|
Government Agency Debt
|
$18,572.17
|
$20,559.99
|
FNMA FNMS 06.000 CLAE0022
|
2039-07-01
|
6
|
Government Agency Debt
|
$21,195.24
|
$23,548.99
|
FNMA FNMS 06.500 CLAD0922
|
2039-09-01
|
6.5
|
Government Agency Debt
|
$217,500.98
|
$243,562.31
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-03
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:
$1,874,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,874,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
10.25%
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:
$1,874,000.00
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:
$1,874,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNP Paribas SA
Item 27. The title of the issue (including coupon or yield):
BNP Paribas SA, 0.230%, 3/4/2014
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:
05572W5T9
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):
2014-03-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-04
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:
$500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$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:
2.73%
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:
$500,025.00
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:
$500,025.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Barton Capital LLC
Item 27. The title of the issue (including coupon or yield):
Barton Capital LLC, 0.200%, 2/14/2014
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:
06945MBE5
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:
Asset Backed 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):
2014-02-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-14
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?
Yes
Type of enhancement
|
Enhancement provider
|
Designated NRSRO(s) for the enhancement or the enhancement provider
|
Credit rating of the enhancement provider
|
Letter Of Credit(LOC) - Stand-by
|
Societe Generale, Paris
|
N/A
|
N/A
|
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$499,963.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.73%
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:
$499,985.00
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:
$499,985.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Mizuho Funding LLC
Item 27. The title of the issue (including coupon or yield):
Mizuho Funding LLC, 0.200%, 3/27/2014
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:
60688GCT2
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):
2014-03-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-27
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:
$900,000.00
Item 41. The total current amortized cost, to the nearest cent:
$899,730.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
4.92%
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:
$899,757.00
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:
$899,757.00
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., 0.220%, 5/23/2014
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:
86562UPC0
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):
2014-05-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-05-23
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:
$900,000.00
Item 41. The total current amortized cost, to the nearest cent:
$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:
4.92%
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:
$899,946.00
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:
$899,946.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield):
Jupiter Securitization Co. LLC, 0.300%, 9/12/2014
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:
4820P3JC8
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:
Asset Backed 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):
2014-09-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-09-12
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:
$500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$499,070.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.73%
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:
$499,130.00
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:
$499,130.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Mitsubishi UFJ Securities (USA), Inc.
Item 27. The title of the issue (including coupon or yield):
Mitsubishi UFJ Securities (USA), Inc., 0.250%, 2/20/2014
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:
603997008
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 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
|
02J86ISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$79,373.40
|
$85,620.09
|
02J3YSLM CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$224,367.60
|
$51,828.92
|
01BV1APPLE INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$50,058.00
|
$250,009.68
|
01BUZMATSON INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$52,813.20
|
$12,675.17
|
01BVDINTEL CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$350,151.00
|
$86,627.36
|
02BY6GRIFOLS INC
|
2018-02-01
|
8.25
|
Other Instrument - Corporates
|
$9,843.48
|
$10,913.96
|
01DE4PROSHARES TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$7,726.20
|
$2,002.63
|
01BPCCITIGROUP INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$97,174.20
|
$46,935.14
|
01BMIMCDONALDS CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$42,655.80
|
$40,011.14
|
02L3ECOLEMAN CABLE INC
|
2018-02-15
|
9
|
Other Instrument - Corporates
|
$834.14
|
$908.38
|
01BEQBROWN SHOE INC NEW
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$34,006.80
|
$8,107.22
|
01SLZCROSSTEX ENERGY LP
|
2018-02-15
|
8.875
|
Other Instrument - Corporates
|
$121.04
|
$132.04
|
02I42REGAL CINEMAS CORP
|
2019-07-15
|
8.625
|
Other Instrument - Corporates
|
$3,829.66
|
$4,107.63
|
01BFHJPMORGAN CHASE & CO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$83,092.80
|
$46,531.97
|
01CV2AI REG S ENERGY XX1
|
2017-12-15
|
9.25
|
Other Instrument - Corporates
|
$8,654.07
|
$9,621.76
|
02H3LMICHAEL FOODS GROU[
|
2018-07-15
|
9.75
|
Other Instrument - Corporates
|
$4,500.00
|
$4,879.50
|
01BO2WELLS FARGO & CO NEW
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$76,704.60
|
$35,322.47
|
01HYWNEWFIELD EXPLORATION
|
2018-05-15
|
7.125
|
Other Instrument - Corporates
|
$48.21
|
$50.74
|
01I4KSIMON PPTY GROUP INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$5,061.60
|
$7,741.72
|
01RTDALIGN TECHNOLOGY INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$48,609.00
|
$28,557.79
|
01BLLLEUCADIA NATIONAL COR
|
2023-10-18
|
5.5
|
Other Instrument - Corporates
|
$7,848.18
|
$8,148.26
|
01BNABANK OF AMERICA CORPO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$207,757.20
|
$35,173.29
|
01BRDSTANLEY BLACK & DECKE
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$90,000.00
|
$70,083.00
|
01CIPRANGE RESOURCES CORP,
|
2019-05-15
|
8
|
Other Instrument - Corporates
|
$10,188.59
|
$10,921.03
|
01D04STERLING FINL CORP WA
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$93,166.80
|
$29,953.13
|
01LXIRUTHS HOSPITALITY GRO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$69,931.80
|
$9,196.03
|
02BVADELPHI AUTOMOTIVE PLC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$18,934.20
|
$11,546.08
|
02LVTPHILIP MORRIS INTL IN
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$10,549.80
|
$8,343.84
|
03237MALLINCKRODT INTL FIN
|
2023-04-15
|
4.75
|
Other Instrument - Corporates
|
$2,219.67
|
$2,120.18
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-07
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
|
Mitsubishi UFJ Securities (USA), Inc.
|
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:
$900,000.00
Item 41. The total current amortized cost, to the nearest cent:
$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:
4.92%
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:
$900,035.00
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:
$900,035.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of Nova Scotia, Toronto
Item 27. The title of the issue (including coupon or yield):
Bank of Nova Scotia, Toronto, 0.250%, 6/23/2014
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:
06417HCE4
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):
2014-06-23
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-06-23
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:
$500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$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:
2.73%
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:
$500,080.00
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:
$500,080.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Credit Suisse, Zurich
Item 27. The title of the issue (including coupon or yield):
Credit Suisse, Zurich, 0.230%, 2/4/2014
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:
22549TJZ2
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):
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?
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:
$900,000.00
Item 41. The total current amortized cost, to the nearest cent:
$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:
4.92%
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:
$900,054.00
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:
$900,054.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Citigroup Global Markets, Inc.
Item 27. The title of the issue (including coupon or yield):
Citigroup Global Markets, Inc., 0.550%, 2/3/2014
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:
99CBF2906
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 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
|
030I8CWALT
|
2035-02-25
|
1.2146
|
Other Instrument - Asset Backed Securities
|
$2,806.21
|
$2,187.13
|
02GK4CWL 2006
|
2035-04-25
|
.378
|
Other Instrument - Asset Backed Securities
|
$13,247.12
|
$6,633.18
|
02GK4CWABS INC
|
2034-05-25
|
.9146
|
Other Instrument - Asset Backed Securities
|
$5,486.07
|
$5,115.67
|
030ICCWALT INC
|
2036-02-25
|
5.5
|
Other Instrument - CMOs
|
$3,480.51
|
$3,071.86
|
030IICWMBS INC
|
2034-01-25
|
5.5
|
Other Instrument - CMOs
|
$3,724.52
|
$3,378.52
|
030PBWAMU MTGE
|
2047-02-25
|
.89
|
Other Instrument - CMOs
|
$2,617.08
|
$1,766.75
|
0348TWAMU MTGE
|
2047-06-25
|
2.213
|
Other Instrument - CMOs
|
$14,163.95
|
$10,731.10
|
030IECWHEL 2006
|
2036-07-15
|
.3
|
Other Instrument - Asset Backed Securities
|
$6,288.74
|
$4,966.25
|
030IECWHEL 2006
|
2036-10-15
|
.31
|
Other Instrument - Asset Backed Securities
|
$2,853.18
|
$2,171.21
|
030NQWBCMT 2006
|
2021-09-17
|
.914
|
Other Instrument - CMO
|
$1,136.71
|
$801.84
|
030JOGSAMP TRUST
|
2035-04-25
|
4.8354
|
Other Instrument - CMO
|
$31,049.23
|
$5,146.28
|
030LZRALI SERIES
|
2036-10-25
|
.431
|
Other Instrument - CMOs
|
$696,066.26
|
$11,469.29
|
030M2RALI SERIES
|
2036-07-25
|
7
|
Other Instrument - CMOs
|
$17,811.50
|
$14,817.73
|
01DX1RAIT CRE CDO
|
2046-11-20
|
.6168
|
Other Instrument - ABS
|
$18,750.00
|
$8,476.85
|
02XSCCMLTI 2007-2
|
2036-11-25
|
.5146
|
Other Instrument - CMOs
|
$15,085.46
|
$9,334.56
|
030KXMLCFC 2007-5
|
2048-08-14
|
5.45
|
Other Instrument - Commercial Mortgage-Backed Security
|
$8,923.08
|
$7,678.48
|
030MNSAMI 2007-AR1
|
2037-01-25
|
.3446
|
Other Instrument - Asset Backed Securities
|
$18,298.65
|
$13,720.56
|
02GK4CWL 2007-1 2A4
|
2035-02-25
|
.388
|
Other Instrument - Asset Backed Securities
|
$10,457.45
|
$3,768.40
|
02XTQKODIAK CDO I LTD
|
2037-08-07
|
.8877
|
Other Instrument - ABS
|
$2,083.33
|
$675.40
|
030M3RALI SERIES 2007
|
2037-01-25
|
.409
|
Other Instrument - CMOs
|
$742,513.44
|
$11,767.00
|
030I5CWALT INC 2005 43
|
2035-11-25
|
5.5
|
Other Instrument - CMOs
|
$12,076.36
|
$4,182.34
|
02XUWTORO ABS CDI I LTD
|
2042-02-07
|
.8731
|
Other Instrument - ABS
|
$32,932.18
|
$2,574.88
|
02GK4CWL 2006-26 2A4 FLT
|
2035-08-25
|
.378
|
Other Instrument - Asset Backed Securities
|
$13,372.39
|
$6,182.22
|
02XSBCBRE REALTY FIN CDO
|
2052-04-07
|
.5399
|
Other Instrument - ABS
|
$15,163.35
|
$2,055.24
|
02XTSLIME STREET CLO LTD
|
2021-06-21
|
0
|
Other Instrument - ABS
|
$2,846.33
|
$2,330.74
|
01EFTREGS S HIGHLAND PARK
|
2051-11-25
|
.6376
|
Other Instrument - ABS
|
$56,379.01
|
$14,465.67
|
02GMZBANC OF AMERICA COMM
|
2045-10-10
|
5.222
|
Other Instrument - Commercial Mortgage-Backed Security
|
$4,636.34
|
$4,334.21
|
02KDOREGIONAL DIVERSIFIED
|
2036-01-25
|
.6056
|
Other Instrument - Collateralized Debt Obligation
|
$8,770.57
|
$6,043.38
|
02QYQATTENTUS CDO II, LTD
|
2041-10-09
|
.6621
|
Other Instrument - ABS
|
$14,775.90
|
$5,035.40
|
02XSCCITIGROUP MTGE LN TR
|
2037-04-25
|
2.752
|
Other Instrument - CMOs
|
$23,569.79
|
$20,689.53
|
02XUFPORTER SQUARE CDO II
|
2040-05-05
|
1.1535
|
Other Instrument - ABS
|
$1,865.42
|
$865.33
|
02XURSOUNDVIEW HOME LOAN
|
2037-08-25
|
.3446
|
Other Instrument - Asset Backed Securities
|
$22,083.33
|
$14,415.46
|
030H8BEAR STEARNS COMMMTG
|
2022-03-15
|
1.36
|
Other Instrument - Commercial Mortgage-Backed Security
|
$1,205.90
|
$989.13
|
030JKGMACM HOME EQTY LOAN
|
2036-12-25
|
.3446
|
Other Instrument - Asset Backed Securities
|
$7,548.80
|
$6,528.07
|
030M3RALI SERIES 2007-QS7
|
2037-05-25
|
.3375
|
Other Instrument - CMOs
|
$295,549.83
|
$4,070.13
|
01BIJGREEN TREE ACCEPTANCE
|
2029-01-15
|
7.21
|
Other Instrument - Asset Backed Securities
|
$12,006.12
|
$11,387.33
|
01GNLDUNCANNON CRE CDO I P
|
2047-06-20
|
2.21
|
Other Instrument - ABS
|
$19,095.92
|
$14,805.58
|
02GK2CREDIT SUISSE FIRST B
|
2035-02-25
|
5.4321
|
Other Instrument - CMOs
|
$4,135.75
|
$969.25
|
02GK4CWABS ASSET-BACKED CE
|
2035-03-25
|
.378
|
Other Instrument - Asset Backed Securities
|
$2,073.96
|
$700.08
|
02GLIGCMO SALOMON MTG01-CP
|
2026-06-25
|
0
|
Other Instrument - Asset Backed Securities
|
$7.25
|
$6.53
|
02IR5LONGHORN CDO III. LTD
|
2015-04-10
|
6.2404
|
Other Instrument - ABS
|
$15,408.97
|
$9,574.67
|
02J29BAYVIEW COMM ASSET TR
|
2037-10-25
|
1.058
|
Other Instrument - Commercial Mortgage-Backed Security
|
$83.76
|
$81.27
|
02J29BAYVIEW COMMERCIAL AS
|
2037-09-25
|
3.855
|
Other Instrument - ABS
|
$6,757.03
|
$409.76
|
02JIVRESIX FINANCE LIMITED
|
2036-02-10
|
0
|
Other Instrument - CMO
|
$2,170.51
|
$807.86
|
02JIVRESIX FINANCE LTD CRD
|
2035-12-10
|
15.6929
|
Other Instrument - CMO
|
$3,288.52
|
$1,815.05
|
02JIVRESIX FINANCE LTD CRD
|
2035-12-10
|
20.1929
|
Other Instrument - CMO
|
$3,288.52
|
$1,809.31
|
02K9SWELS FARGO HME EQTY A
|
2035-09-25
|
1.2146
|
Other Instrument - Asset Backed Securities
|
$20,067.60
|
$15,899.79
|
02KCLSATURN VENTURES 2004-
|
2039-05-05
|
.8878
|
Other Instrument - ABS
|
$2,346.25
|
$476.71
|
02XM0TABERNA PREFFERED FDG
|
2036-12-05
|
.9378
|
Other Instrument - ABS
|
$4,166.67
|
$107.38
|
02XRTBRODERICK CDO 3 LTD B
|
2050-12-06
|
.3858
|
Other Instrument - ABS
|
$628,364.93
|
$13,307.46
|
02XS1BANC OF AMERICA COMME
|
2049-01-15
|
5.523
|
Other Instrument - Commercial Mortgage-Backed Security
|
$2,960.81
|
$2,030.91
|
02XS7BEAR STEARNS ALT A TR
|
2046-12-25
|
2.6867
|
Other Instrument - CMOs
|
$9.49
|
$6.26
|
02XSBCITIGROUP MTG LN TR 2
|
2036-06-25
|
0
|
Other Instrument - CMO
|
$480,062.06
|
$4.80
|
02XSC144A CITIGROUP MORTGA
|
2036-12-25
|
.3846
|
Other Instrument - Asset Backed Securities
|
$24,003.61
|
$11,387.47
|
02XSCCITIGROUP MTG LN TR 2
|
2037-03-25
|
.5
|
Other Instrument - CMO
|
$116,161.39
|
$2,249.27
|
02XSE CREDIT SUISSE COMM
|
2040-09-17
|
6.0386
|
Other Instrument - Commercial Mortgage-Backed Security
|
$10,962.31
|
$6,984.00
|
02XTM FIRST NATIONAL BAN
|
2037-02-25
|
.2746
|
Other Instrument - Asset Backed Securities
|
$12,402.61
|
$8,420.18
|
02XTQKODIAK CDO II LTD COR
|
2042-11-07
|
1.1377
|
Other Instrument - ABS
|
$17,724.75
|
$7,232.31
|
02XTRLEHMAN BROTHERS SMALL
|
2036-12-25
|
.5546
|
Other Instrument - ABS
|
$169.10
|
$106.04
|
02XUI3C7/REG S RESI FINANC
|
2036-02-10
|
2.1929
|
Other Instrument - CMOs
|
$1,234.84
|
$790.82
|
02XURSOUNDVIEW HOME EQUITY
|
2035-04-25
|
1.2146
|
Other Instrument - ABS
|
$10,860.68
|
$10,041.70
|
02XUVTERWIN MORTGAGE TRUST
|
2038-04-25
|
.358
|
Other Instrument - Asset Backed Securities
|
$36,280.94
|
$24,641.92
|
030CHNEWCASTLE MTGE SECURI
|
2036-03-25
|
.528
|
Other Instrument - Asset Backed Securities
|
$1,259.61
|
$971.81
|
030G5GSC GROUP FD VIII LTD
|
2021-04-17
|
3.6776
|
Other Instrument - ABS
|
$991.40
|
$892.31
|
030G5TCW GLOBAL PROJECT FU
|
2016-06-15
|
3.7389
|
Other Instrument - ABS
|
$51,271.06
|
$14,094.71
|
030GHALESCO PREF FDG XII L
|
2037-07-15
|
.8389
|
Other Instrument - ABS
|
$28,164.16
|
$15,537.69
|
030H2BANC OF AMERICA ALT L
|
2046-07-25
|
6
|
Other Instrument - CMOs
|
$29,826.16
|
$6,659.01
|
030HDCARRINGTON MTGELOAN T
|
2035-06-25
|
.618
|
Other Instrument - Asset Backed Securities
|
$1,871.75
|
$1,696.94
|
030HLCITIGRP COMMERCIAL MT
|
2051-09-22
|
5.5
|
Other Instrument - Commercial Mortgage-Backed Security
|
$4,296.69
|
$4,370.31
|
030I7ALTERNATIVE LOAN TRUS
|
2046-11-25
|
.9783
|
Other Instrument - Asset Backed Securities
|
$3,962.57
|
$2,683.58
|
030IPDEUTSCHE ALT A SECURI
|
2036-12-25
|
.3546
|
Other Instrument - Asset Backed Securities
|
$21,465.03
|
$13,125.60
|
030J7 FIRST HORIZON ALTERN
|
2037-06-25
|
6
|
Other Instrument - CMOs
|
$18,464.25
|
$15,739.45
|
030K7INDYMAC INDX MTGE LOA
|
2036-07-25
|
4.4426
|
Other Instrument - CMOs
|
$29,343.79
|
$2,931.64
|
030KDJP MORGAN CHASE COMME
|
2049-06-15
|
5.8134
|
Other Instrument - Commercial Mortgage-Backed Security
|
$55.48
|
$34.87
|
030KRMASTR ASSET BACKED SE
|
2035-06-25
|
.5946
|
Other Instrument - Asset Backed Securities
|
$8.85
|
$8.08
|
030KXML CFC COMMERCIAL MTG
|
2048-08-14
|
5.45
|
Other Instrument - Commercial Mortgage-Backed Security
|
$10,680.02
|
$9,226.79
|
030L7MORGAN STANLEY ABS CP
|
2035-07-25
|
1.193
|
Other Instrument - Asset Backed Securities
|
$199.38
|
$145.41
|
030LGNATIONAL COLL ST LN T
|
2030-07-25
|
.398
|
Other Instrument - Asset Backed Securities
|
$996.80
|
$778.92
|
030M7RASC SERIES 2005-KS12
|
2036-01-25
|
.6246
|
Other Instrument - Asset Backed Securities
|
$6,891.12
|
$4,751.32
|
030M9RESEDENTIAL ASSET SEC
|
2035-07-25
|
.8146
|
Other Instrument - Asset Backed Securities
|
$110.52
|
$93.78
|
030MARESIDENTIAL ASSET SEC
|
2036-07-25
|
5.7854
|
Other Instrument - CMO
|
$5,250.88
|
$1,127.50
|
030MIRFMSI SERIES 2003-S14
|
2034-04-25
|
5.25
|
Other Instrument - CMOs
|
$2,320.88
|
$1,746.01
|
030MN ,STRUCTURED ASSET MO
|
2047-08-25
|
1.634
|
Other Instrument - Asset Backed Securities
|
$1,125.37
|
$985.63
|
030MNSTRUCTURED ASSET MTGE
|
2036-02-25
|
.3946
|
Other Instrument - Asset Backed Securities
|
$8,983.33
|
$7,027.12
|
030MPSTRUCTURED ADJ RATE M
|
2037-06-25
|
4.6102
|
Other Instrument - CMOs
|
$29.30
|
$16.09
|
030N3SOLOSO CDO 2005-1 LTD
|
2035-10-15
|
.5489
|
Other Instrument - ABS
|
$233.59
|
$171.17
|
030N5SUMMER STREET 2004 -1
|
2039-12-05
|
.4883
|
Other Instrument - ABS
|
$53,917.92
|
$11,923.55
|
030N6SORIN REAL ESTATE CD0
|
2046-10-28
|
.5381
|
Other Instrument - ABS
|
$15,833.33
|
$13,365.15
|
030NRWACHOVIA BK COMM MTGE
|
2045-06-15
|
6.0424
|
Other Instrument - Commercial Mortgage-Backed Security
|
$101.61
|
$32.30
|
030PAWELLS FARGO MTG BACKE
|
2037-03-25
|
5.2354
|
Other Instrument - CMOs
|
$86,672.70
|
$11,393.16
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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):
2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-03
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:
$500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$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:
2.73%
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:
$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:
$500,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield):
Chariot Funding LLC, 0.300%, 4/3/2014
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:
15963UD37
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:
Asset Backed 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):
2014-04-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-04-03
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:
$500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$499,745.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.73%
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:
$499,920.00
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:
$499,920.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
General Electric Capital Corp.
Item 27. The title of the issue (including coupon or yield):
General Electric Capital Corp., 0.870%, 4/7/2014
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:
36962G5B6
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):
2014-04-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-04-07
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:
$254,000.00
Item 41. The total current amortized cost, to the nearest cent:
$254,269.55
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.39%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$254,146.56
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:
$254,146.56
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Salvation Army
Item 27. The title of the issue (including coupon or yield):
Salvation Army, Series 2004-A, 0.110%, 2/1/2034
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:
795830AD0
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):
2014-02-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-07
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
|
Bank of New York Mellon
|
N/A
|
N/A
|
Item 38. Does the security have a Guarantee?
Yes
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
Bank of New York Mellon
|
N/A
|
N/A
|
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:
$1,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
5.47%
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:
$1,000,000.00
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:
$1,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Metropolitan Life Global Funding I
Item 27. The title of the issue (including coupon or yield):
Metropolitan Life Global Funding I, 5.125%, 6/10/2014
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:
59217EBW3
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):
2014-06-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-06-10
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:
$565,000.00
Item 41. The total current amortized cost, to the nearest cent:
$574,723.36
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.14%
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:
$574,342.84
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:
$574,342.84
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield):
ING (U.S.) Funding LLC, 0.210%, 3/14/2014
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:
4497W1CE4
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):
2014-03-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-14
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:
$500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$499,880.42
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.73%
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:
$499,915.00
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:
$499,915.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Canadian Imperial Bank of Commerce
Item 27. The title of the issue (including coupon or yield):
Canadian Imperial Bank of Commerce, 0.298%, 7/24/2014
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:
13606YHL3
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):
2014-02-24
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-24
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:
$900,000.00
Item 41. The total current amortized cost, to the nearest cent:
$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:
4.92%
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:
$900,459.00
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:
$900,459.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Chariot Funding LLC
Item 27. The title of the issue (including coupon or yield):
Chariot Funding LLC, 0.300%, 6/2/2014
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:
15963UF27
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:
Asset Backed 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):
2014-06-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-06-02
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:
$400,000.00
Item 41. The total current amortized cost, to the nearest cent:
$399,596.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.19%
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:
$399,780.00
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:
$399,780.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Caisse des Depots et Consignations (CDC)
Item 27. The title of the issue (including coupon or yield):
Caisse des Depots et Consignations (CDC), 0.235%, 6/20/2014
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:
12800BFL1
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 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):
2014-06-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-06-20
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:
$500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$499,546.31
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.73%
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:
$499,540.00
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:
$499,540.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Northern Pines Funding LLC
Item 27. The title of the issue (including coupon or yield):
Northern Pines Funding LLC, 0.210%, 3/27/2014
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:
66560LCT1
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:
Asset Backed 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):
2014-03-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-27
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
|
Deutsche Bank AG
|
N/A
|
N/A
|
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:
$400,000.00
Item 41. The total current amortized cost, to the nearest cent:
$399,874.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.19%
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:
$399,900.00
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:
$399,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Barclays US Funding Corp.
Item 27. The title of the issue (including coupon or yield):
Barclays US Funding Corp., 0.210%, 3/19/2014
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:
06737JCK9
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):
2014-03-19
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-19
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:
$500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$499,865.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.73%
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:
$499,900.00
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:
$499,900.00
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, 0.250%, 8/28/2014
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:
25153DBV4
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):
2014-02-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-03
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:
$500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$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:
2.73%
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:
$499,875.00
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:
$499,875.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
ING (U.S.) Funding LLC
Item 27. The title of the issue (including coupon or yield):
ING (U.S.) Funding LLC, 0.210%, 4/17/2014
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:
4497W1DH6
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):
2014-04-17
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-04-17
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:
$400,000.00
Item 41. The total current amortized cost, to the nearest cent:
$399,824.99
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.19%
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:
$399,844.00
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:
$399,844.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Nationwide Building Society
Item 27. The title of the issue (including coupon or yield):
Nationwide Building Society, 0.250%, 4/1/2014
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:
6385E1D16
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):
2014-04-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-04-01
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:
$900,000.00
Item 41. The total current amortized cost, to the nearest cent:
$899,631.25
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
4.92%
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:
$899,748.00
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:
$899,748.00