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:
Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield):
Jupiter Securitization Co. LLC, 0.240%, 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:
4820P3D18
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):
2014-04-01
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:
$4,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$3,998,426.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$3,998,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$3,998,880.00
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%, 3/12/2014
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:
86562UAF9
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):
2014-03-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-12
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:
$11,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$11,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.55%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$11,000,330.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$11,000,330.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bedford Row Funding Corp.
Item 27. The title of the issue (including coupon or yield):
Bedford Row Funding Corp., 0.330%, 8/5/2014
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:
07644BH54
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):
2014-08-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-08-05
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
|
|
Royal Bank of Canada, Montreal
|
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:
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$4,991,520.83
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$4,993,900.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$4,993,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Credit Agricole Corporate and Investment Bank
Item 27. The title of the issue (including coupon or yield):
Credit Agricole Corporate and Investment Bank, 0.230%, 3/3/2014
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:
22532UX82
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):
2014-03-03
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-03
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$30,000,900.00
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:
$30,000,900.00
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%, 3/20/2014
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:
22549TMN5
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):
2014-03-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-20
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:
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$5,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$5,000,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$5,000,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Credit Agricole Corporate and Investment Bank
Item 27. The title of the issue (including coupon or yield):
Credit Agricole Corporate and Investment Bank, 0.220%, 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:
22532U4Y7
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):
2014-04-22
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?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.75%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$14,999,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$14,999,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Standard Chartered Bank plc
Item 27. The title of the issue (including coupon or yield):
Standard Chartered Bank plc, 0.220%, 2/6/2014
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:
85325BD43
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):
2014-02-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-06
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$50,001,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$50,001,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
New Jersey State
Item 27. The title of the issue (including coupon or yield):
New Jersey State, 2.000%, 6/26/2014
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:
64613PAA7
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 30. CIK of the issuer, if the issuer has a CIK. If a CUSIP is provided pursuant to Item 28, skip this Item:
[Not Provided]
Item 31. The category of investment. Indicate the category that most closely identitfies the instrument:
Other Municipal Debt
Brief description: (optional):
[Not Provided]
Item 32. If the security is a Repurchase agreement: is fund treating the acquisition of the repurchase agreement as the aquisition of the underlying securities (i.e. collateral) for the purposes of portfolio diversification under rule 2a-7?
No
|
Name of the issuer
|
Maturity date
|
Coupon or yield
|
Category of investment
(If Other Instrument, include a brief description)
|
Principal amount
(to the nearest cent)
|
Value of collateral
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2014-06-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-06-26
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$40,262,556.10
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.01%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$40,269,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$40,269,600.00
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., 0.750%, 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:
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
|
|
01BZMMASTEC INC
|
2014-12-15
|
4.25
|
Other Instrument - Corporates
|
$175,070.00
|
$406,566.91
|
|
02LDYACCURAY INC
|
2018-02-01
|
3.5
|
Other Instrument - Corporates
|
$321,612.80
|
$592,372.18
|
|
01BVJQUANTUM CORP
|
2015-11-15
|
3.5
|
Other Instrument - Corporates
|
$169,575.90
|
$162,350.08
|
|
01R78SUNEDISON INC
|
2021-01-01
|
2.75
|
Other Instrument - Corporates
|
$1,042,103.50
|
$1,261,384.66
|
|
02G4UDIGITAL RIV INC
|
2030-11-01
|
2
|
Other Instrument - Corporates
|
$312,540.40
|
$309,611.90
|
|
02KG9TOWER GROUP INC
|
2014-09-15
|
5
|
Other Instrument - Corporates
|
$6,960.00
|
$6,247.57
|
|
01BEPVECTOR GROUP LTD
|
2019-01-15
|
0
|
Other Instrument - Corporates
|
$554,777.70
|
$680,013.22
|
|
02LEPWEBMD HEALTH CORP
|
2016-03-31
|
2.25
|
Other Instrument - Corporates
|
$327,355.20
|
$337,402.55
|
|
01FUHTITAN INTL INC ILL
|
2017-01-15
|
5.625
|
Other Instrument - Corporates
|
$551,742.80
|
$1,040,035.18
|
|
01R7BLIBERTY MEDIA CORP
|
2031-01-15
|
3.5
|
Other Instrument - Corporates
|
$1,708,082.10
|
$915,959.03
|
|
030CCPENN STAR OIL CORP
|
2020-05-01
|
5.375
|
Other Instrument - Corporates
|
$1,115,842.70
|
$1,099,459.34
|
|
02GG3JETBLUE AIRWAYS CORP
|
2039-10-15
|
6.75
|
Other Instrument - Corporates
|
$862,400.00
|
$1,719,302.20
|
|
01CVJREGENERON PHARMACEUTI
|
2016-10-01
|
1.875
|
Other Instrument - Corporates
|
$478,370.00
|
$1,669,812.67
|
|
02797L-3 COMMUNICATIONS HL
|
2035-08-01
|
3
|
Other Instrument - Corporates
|
$100.00
|
$120.06
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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:
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$10,000,665.88
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$10,000,665.88
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:
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$49,978,125.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$49,980,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$49,980,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Atlantic Asset Securitization LLC
Item 27. The title of the issue (including coupon or yield):
Atlantic Asset Securitization LLC, 0.220%, 4/4/2014
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:
04821UD41
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):
2014-04-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-04-04
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?
Yes
|
Type of enhancement
|
Enhancement provider
|
Designated NRSRO(s) for the enhancement or the enhancement provider
|
Credit rating of the enhancement provider
|
|
Liquidity Agreement
|
Credit Agricole Corporate and Investment Bank
|
N/A
|
N/A
|
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$8,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$7,996,968.89
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.4%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$7,997,760.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$7,997,760.00
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., 0.230%, 5/28/2014
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:
86562ULK6
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):
2014-05-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-05-28
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$19,999,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$19,999,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Pershing LLC
Item 27. The title of the issue (including coupon or yield):
Pershing LLC, 0.350%, 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:
988LWT002
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
|
|
01T8JNY NY
|
2017-08-01
|
5
|
Other Instrument - MUBD
|
$20,625.00
|
$22,563.13
|
|
030JRGSAMP
|
2035-01-25
|
2.5562
|
Other Instrument - CMOs
|
$6,073.81
|
$6,096.35
|
|
0289GGCI INC
|
2021-06-01
|
6.75
|
Other Instrument - Corporates
|
$18,750.00
|
$18,351.56
|
|
01BFWCSX CORP
|
2021-06-01
|
4.25
|
Other Instrument - Corporates
|
$333.75
|
$359.39
|
|
01BKEIBM CORP
|
2015-02-06
|
.55
|
Other Instrument - Corporates
|
$19,500.00
|
$19,622.34
|
|
01BTGUSG CORP
|
2016-11-15
|
6.3
|
Other Instrument - Corporates
|
$50,625.00
|
$54,842.06
|
|
01BVBDELL INC
|
2014-04-01
|
.8466
|
Other Instrument - Corporates
|
$49,500.00
|
$49,405.06
|
|
01BVBDELL INC
|
2015-09-10
|
2.3
|
Other Instrument - Corporates
|
$61,500.00
|
$62,361.51
|
|
01BVBDELL INC
|
2016-04-01
|
3.1
|
Other Instrument - Corporates
|
$127,500.00
|
$130,092.50
|
|
01BVBDELL INC
|
2018-04-15
|
5.65
|
Other Instrument - Corporates
|
$202,500.00
|
$211,437.56
|
|
01BVBDELL INC
|
2019-06-15
|
5.875
|
Other Instrument - Corporates
|
$998,625.00
|
$1,033,583.81
|
|
01BVBDELL INC
|
2038-04-15
|
6.5
|
Other Instrument - Corporates
|
$327,750.00
|
$270,111.52
|
|
01CDMJBS S.A.
|
2016-08-04
|
10.5
|
Other Instrument - CBND
|
$568,125.00
|
$664,209.14
|
|
02J3YSLM CORP
|
2014-05-15
|
5.375
|
Other Instrument - Corporates
|
$181,875.00
|
$185,984.87
|
|
02J3YSLM CORP
|
2015-09-10
|
3.875
|
Other Instrument - Corporates
|
$276,375.00
|
$288,860.82
|
|
02J3YSLM CORP
|
2017-01-25
|
6
|
Other Instrument - Corporates
|
$304,875.00
|
$328,807.69
|
|
02J3YSLM CORP
|
2019-01-15
|
5.5
|
Other Instrument - Corporates
|
$55,500.00
|
$57,161.92
|
|
02LH4PHH CORP
|
2021-08-15
|
6.375
|
Other Instrument - Corporates
|
$164,250.00
|
$169,430.72
|
|
02WOYADT CORP
|
2017-07-15
|
2.25
|
Other Instrument - Corporates
|
$145,500.00
|
$143,305.86
|
|
01BCFALCOA INC
|
2018-07-15
|
6.75
|
Other Instrument - Corporates
|
$61,875.00
|
$70,680.43
|
|
01BCFALCOA INC
|
2020-08-15
|
6.15
|
Other Instrument - Corporates
|
$43,500.00
|
$48,597.69
|
|
01RTGLEAR CORP
|
2018-03-15
|
7.875
|
Other Instrument - Corporates
|
$23,250.00
|
$24,987.94
|
|
01RTGLEAR CORP
|
2023-01-15
|
4.75
|
Other Instrument - Corporates
|
$18,750.00
|
$17,758.34
|
|
02G4ZE BAY INC
|
2017-07-15
|
1.35
|
Other Instrument - Corporates
|
$125,250.00
|
$125,275.05
|
|
030T6ESAL GMBH
|
2023-02-05
|
6.25
|
Other Instrument - CBND
|
$75,000.00
|
$71,010.42
|
|
01BH6XL CAPITAL
|
2049-12-29
|
6.5
|
Other Instrument - Corporates
|
$227,625.00
|
$228,567.12
|
|
01BLOTHE LMITED
|
2019-06-15
|
8.5
|
Other Instrument - Corporates
|
$199,125.00
|
$241,112.72
|
|
01BLVLORAL CORP
|
2024-06-15
|
8.375
|
Other Instrument - Corporates
|
$19,125.00
|
$25,328.79
|
|
01BMBMASCO CORP
|
2015-06-15
|
4.8
|
Other Instrument - Corporates
|
$19,875.00
|
$20,692.53
|
|
01BMBMASCO CORP
|
2016-10-03
|
6.125
|
Other Instrument - Corporates
|
$658,125.00
|
$740,440.90
|
|
01BVDINTEL CORP
|
2022-12-15
|
2.7
|
Other Instrument - Corporates
|
$53,625.00
|
$50,819.34
|
|
02M39HERTZ CORP
|
2022-10-15
|
6.25
|
Other Instrument - Corporates
|
$36,375.00
|
$38,317.53
|
|
01BFZTARGET CORP
|
2037-10-15
|
6.5
|
Other Instrument - Corporates
|
$58,125.00
|
$72,391.72
|
|
01BJ1HARSCO CORP
|
2015-10-15
|
2.7
|
Other Instrument - Corporates
|
$414,750.00
|
$423,057.44
|
|
01BJ1HARSCO CORP
|
2018-05-15
|
5.75
|
Other Instrument - Corporates
|
$761,625.00
|
$822,424.68
|
|
01BLLLENNAR CORP
|
2015-05-31
|
5.6
|
Other Instrument - Corporates
|
$256,500.00
|
$271,719.00
|
|
01BLOTHE LIMITED
|
2014-11-01
|
5.25
|
Other Instrument - Corporates
|
$3,750.00
|
$3,897.66
|
|
01BLOTHE LIMITED
|
2021-04-01
|
6.625
|
Other Instrument - Corporates
|
$187,500.00
|
$208,750.00
|
|
01BNANATIONSBANK
|
2016-09-15
|
7.8
|
Other Instrument - Corporates
|
$200,250.00
|
$236,734.88
|
|
01BVHORACLE CORP
|
2018-04-15
|
5.75
|
Other Instrument - Corporates
|
$19,125.00
|
$22,605.76
|
|
01GHECNH CAP LLC
|
2015-11-01
|
3.875
|
Other Instrument - Corporates
|
$303,750.00
|
$315,805.08
|
|
01YQ8AMAZON .COM
|
2022-11-29
|
2.5
|
Other Instrument - Corporates
|
$269,152.88
|
$250,518.23
|
|
0287ADELPHI CORP
|
2021-05-15
|
6.125
|
Other Instrument - Corporates
|
$1,875.00
|
$2,091.43
|
|
0287ADELPHI CORP
|
2023-02-15
|
5
|
Other Instrument - Corporates
|
$157,500.00
|
$164,084.37
|
|
02GLWPECO ENERGY
|
2022-09-15
|
2.375
|
Other Instrument - Corporates
|
$18,750.00
|
$17,768.29
|
|
02N4NPHILLIPS 66
|
2022-04-01
|
4.3
|
Other Instrument - Corporates
|
$42,375.00
|
$44,621.02
|
|
01PUHCOX COMM INC
|
2014-12-15
|
5.45
|
Other Instrument - Corporates
|
$33,750.00
|
$35,386.67
|
|
01T8JNEW YORK N Y
|
2020-04-01
|
5
|
Other Instrument - MUBD
|
$18,750.00
|
$21,786.12
|
|
026RIECHOSTAR DBS
|
2016-02-01
|
7.125
|
Other Instrument - Corporates
|
$268,125.00
|
$304,489.45
|
|
02FO5COMPASS BANK
|
2017-10-01
|
6.4
|
Other Instrument - Corporates
|
$14,250.00
|
$16,140.74
|
|
02G5KWACHOVIA BNK
|
2014-11-03
|
.622
|
Other Instrument - Corporates
|
$492,750.00
|
$494,341.80
|
|
XXXX AES GENER SA
|
2073-12-18
|
8.375
|
Other Instrument - CBND
|
$93,750.00
|
$99,609.70
|
|
01BDPSTAMFORD CONN
|
2021-07-01
|
5
|
Other Instrument - MUBD
|
$20,625.00
|
$24,968.35
|
|
01BFKCITIZENS COMM
|
2015-03-15
|
6.625
|
Other Instrument - Corporates
|
$77,250.00
|
$82,659.65
|
|
01BIGGOODYEAR TIRE
|
2028-03-15
|
7
|
Other Instrument - Corporates
|
$1,875.00
|
$1,933.96
|
|
01BJJHONEYWELL INC
|
2028-06-15
|
6.625
|
Other Instrument - Corporates
|
$217,875.00
|
$269,734.76
|
|
01BLWLOWE'S CO INC
|
2036-10-15
|
5.8
|
Other Instrument - Corporates
|
$40,469.63
|
$46,789.27
|
|
01BMVMGM GRAND INC
|
2017-01-15
|
7.625
|
Other Instrument - Corporates
|
$138,000.00
|
$157,097.67
|
|
01BMVMGM GRAND INC
|
2020-10-01
|
6.75
|
Other Instrument - Corporates
|
$86,625.00
|
$95,720.63
|
|
01BPCCITIGROUP INC
|
2014-03-07
|
.3666
|
Other Instrument - Corporates
|
$146,625.00
|
$146,692.43
|
|
01BPCCITIGROUP INC
|
2014-11-05
|
.5178
|
Other Instrument - Corporates
|
$30,750.00
|
$30,765.28
|
|
01BPCCITIGROUP INC
|
2099-12-29
|
5.35
|
Other Instrument - Corporates
|
$112,875.00
|
$101,225.67
|
|
01BPORITE AID CORP
|
2020-03-15
|
9.25
|
Other Instrument - Corporates
|
$37,500.00
|
$44,107.29
|
|
01BR6SPRINT NEXTEL
|
2016-12-01
|
6
|
Other Instrument - Corporates
|
$356,250.00
|
$390,093.75
|
|
01BRPSUPERVALU INC
|
2016-05-01
|
8
|
Other Instrument - Corporates
|
$41,250.00
|
$46,148.44
|
|
01C45DR HORTON INC
|
2018-02-15
|
3.625
|
Other Instrument - Corporates
|
$208,125.00
|
$215,766.37
|
|
01EOOCOSAN FIN LTD
|
2017-02-01
|
7
|
Other Instrument - CBND
|
$159,375.00
|
$179,496.09
|
|
01RNBTAM CAP 2 INC
|
2020-01-29
|
6.875
|
Other Instrument - CBND
|
$104,250.00
|
$110,284.19
|
|
01S2QCIT GROUP INC
|
2017-08-15
|
4.25
|
Other Instrument - Corporates
|
$486,375.00
|
$514,753.63
|
|
01TM5TOYS R US INC
|
2017-08-15
|
10.375
|
Other Instrument - Corporates
|
$37,500.00
|
$32,450.26
|
|
01ULKDRESDNER BANK
|
2015-09-15
|
7.25
|
Other Instrument - Corporates
|
$123,375.00
|
$135,698.79
|
|
0237IARCH COAL INC
|
2020-10-01
|
7.25
|
Other Instrument - Corporates
|
$48,375.00
|
$38,175.94
|
|
026RIDISH DBS CORP
|
2017-07-15
|
4.625
|
Other Instrument - Corporates
|
$39,000.00
|
$40,883.92
|
|
026RIDISH DBS CORP
|
2021-06-01
|
6.75
|
Other Instrument - Corporates
|
$2,625.00
|
$2,838.28
|
|
02JK6CCO HLDGS LLC
|
2017-10-30
|
7.25
|
Other Instrument - Corporates
|
$18,750.00
|
$20,171.75
|
|
02M72BBVA BANCOMER
|
2022-05-17
|
6.008
|
Other Instrument - CBND
|
$671,250.00
|
$690,447.60
|
|
02XSKCSMC MORTGAGE
|
2021-10-25
|
6
|
Other Instrument - CMOs
|
$2,971.41
|
$2,729.69
|
|
01BFGCENTURYTEL INC
|
2015-02-15
|
5
|
Other Instrument - Corporates
|
$122,250.00
|
$129,194.48
|
|
01BI7GANNETT CO INC
|
2017-11-15
|
9.375
|
Other Instrument - Corporates
|
$31,125.00
|
$33,297.27
|
|
01BP1CONOCOPHILLIPS
|
2032-10-15
|
5.9
|
Other Instrument - Corporates
|
$131,625.00
|
$158,179.32
|
|
01EVOLAFARGE COPPEE
|
2036-07-15
|
7.125
|
Other Instrument - Corporates
|
$39,000.00
|
$40,781.00
|
|
01F6JMORGAN STANLEY
|
2020-10-15
|
3.5
|
Other Instrument - Corporates
|
$37,500.00
|
$38,059.71
|
|
01S2QCIT GROUP INC.
|
2017-05-15
|
5
|
Other Instrument - Corporates
|
$385,875.00
|
$415,512.35
|
|
01S2QCIT GROUP INC.
|
2018-03-15
|
5.25
|
Other Instrument - Corporates
|
$130,500.00
|
$141,897.00
|
|
02FP7AMKOR TECH INC
|
2018-05-01
|
7.375
|
Other Instrument - Corporates
|
$18,750.00
|
$19,939.45
|
|
02JNDNRG ENERGY INC
|
2020-09-01
|
8.25
|
Other Instrument - Corporates
|
$177,750.00
|
$200,746.41
|
|
02M39THE HERTZ CORP
|
2019-04-15
|
6.75
|
Other Instrument - Corporates
|
$75,000.00
|
$81,271.88
|
|
02NO5TOTAL CAP INTL
|
2023-01-25
|
2.7
|
Other Instrument - Corporates
|
$86,250.00
|
$81,492.45
|
|
01BEEBEST BUY CO INC
|
2016-03-15
|
3.75
|
Other Instrument - Corporates
|
$1,875.00
|
$1,953.12
|
|
01BFGCENTURYTEL, INC
|
2017-06-15
|
5.15
|
Other Instrument - Corporates
|
$27,375.00
|
$29,608.27
|
|
01BFGCENTURYTEL, INC
|
2021-06-15
|
6.45
|
Other Instrument - Corporates
|
$12,750.00
|
$13,396.96
|
|
01BFGCENTURYTEL, INC
|
2042-03-15
|
7.65
|
Other Instrument - Corporates
|
$277,875.00
|
$256,034.03
|
|
01BN7MURPHY OIL CORP
|
2022-12-01
|
3.7
|
Other Instrument - Corporates
|
$541,973.25
|
$519,896.87
|
|
01BX2TIME WARNER INC
|
2021-01-15
|
4.7
|
Other Instrument - Corporates
|
$15,750.00
|
$17,126.37
|
|
01C45 D R HORTON INC
|
2016-04-15
|
6.5
|
Other Instrument - Corporates
|
$745,500.00
|
$830,590.54
|
|
01C70FOREST OIL CORP
|
2019-06-15
|
7.25
|
Other Instrument - Corporates
|
$182,625.00
|
$177,011.82
|
|
01FBLCEMEX AB DE CV
|
2019-12-10
|
6.5
|
Other Instrument - CBND
|
$47,250.00
|
$48,748.22
|
|
01FIHTAM CAPITAL INC
|
2017-04-25
|
7.375
|
Other Instrument - Corporates
|
$167,250.00
|
$177,647.37
|
|
01ON9MAESTRO PERU SA
|
2019-09-26
|
6.75
|
Other Instrument - CBND
|
$58,125.00
|
$52,948.24
|
|
01W2JUNIV CALIF REVS
|
2030-05-15
|
5
|
Other Instrument - MUBD
|
$22,500.00
|
$25,042.40
|
|
02XSKCSMC 2006-7 1A3
|
2036-08-25
|
5
|
Other Instrument - CMOs
|
$1,162,855.69
|
$1,003,735.35
|
|
034GVWINDSTREAM CORP
|
2018-09-01
|
8.125
|
Other Instrument - Corporates
|
$1,203,375.00
|
$1,328,350.50
|
|
01BDOBALL CORPORATION
|
2023-11-15
|
4
|
Other Instrument - Corporates
|
$39,375.00
|
$36,262.19
|
|
01BNFTENET HEALTHCARE
|
2015-02-01
|
9.25
|
Other Instrument - Corporates
|
$222,750.00
|
$249,758.44
|
|
01BR6SPRINT NEXTEL,KS
|
2017-08-15
|
8.375
|
Other Instrument - Corporates
|
$29,625.00
|
$35,360.94
|
|
01C45D. R. HORTON INC
|
2016-01-15
|
5.625
|
Other Instrument - Corporates
|
$54,375.00
|
$58,317.19
|
|
01CYHSMITHFIELD FOODS
|
2017-07-01
|
7.75
|
Other Instrument - Corporates
|
$37,500.00
|
$43,648.44
|
|
01D1FGREEN ISLAND PWR
|
2033-03-15
|
5.125
|
Other Instrument - MUBD
|
$18,750.00
|
$17,887.15
|
|
01EACBES INVESTIMENTO
|
2015-03-25
|
5.625
|
Other Instrument - MTN
|
$93,750.00
|
$96,650.39
|
|
01U9EISRAEL ELEC CORP
|
2017-02-10
|
6.7
|
Other Instrument - MTN
|
$105,000.00
|
$118,054.13
|
|
01UGUCSN RESOURCES SA
|
2020-07-21
|
6.5
|
Other Instrument - CBND
|
$90,375.00
|
$89,634.43
|
|
01UGXDINAMICA S A PFD
|
2042-11-01
|
4.5
|
Other Instrument - Corporates
|
$55,875.00
|
$47,712.22
|
|
0246XT-MOBILE USA INC
|
2019-04-28
|
6.464
|
Other Instrument - Corporates
|
$96,000.00
|
$101,331.71
|
|
02GD2ENERGY EAST CORP
|
2033-09-15
|
6.75
|
Other Instrument - Corporates
|
$21,750.00
|
$24,466.79
|
|
02J3YSLM CORP FR 5.5%
|
2023-01-25
|
5.5
|
Other Instrument - Corporates
|
$216,750.00
|
$203,302.47
|
|
02JK6CCO HOLDINGS LLC
|
2020-06-01
|
7.375
|
Other Instrument - Corporates
|
$281,250.00
|
$308,613.28
|
|
02KQYBURGER KING CORP
|
2018-10-15
|
9.875
|
Other Instrument - Corporates
|
$37,500.00
|
$42,340.37
|
|
02MDHABN AMRO BK N.V.
|
2018-06-04
|
4.65
|
Other Instrument - Corporates
|
$244,125.00
|
$254,705.99
|
|
031Q4BELL TEL CO PENN
|
2030-12-15
|
8.35
|
Other Instrument - Corporates
|
$76,803.00
|
$94,845.52
|
|
01BCFALUMINUM CO AMER.
|
2028-01-15
|
6.75
|
Other Instrument - Corporates
|
$48,000.00
|
$51,488.16
|
|
01BMBMASCO CORPORATION
|
2032-08-15
|
6.5
|
Other Instrument - Corporates
|
$31,125.00
|
$31,591.01
|
|
01BPCCITIGROUP FDG INC
|
2016-03-29
|
1.4969
|
Other Instrument - Corporates
|
$56,250.00
|
$56,280.97
|
|
01BV9CISCO CYSTEMS INC
|
2039-02-15
|
5.9
|
Other Instrument - Corporates
|
$43,875.00
|
$51,094.88
|
|
01DXQHSBC HOLDINGS PLC
|
2038-06-01
|
6.8
|
Other Instrument - Corporates
|
$117,375.00
|
$145,234.35
|
|
01LHHDANA HOLDING CORP
|
2021-02-15
|
6.75
|
Other Instrument - Corporates
|
$91,500.00
|
$101,667.94
|
|
01MIDPRIUDENTYAL FINCL
|
2036-12-14
|
5.7
|
Other Instrument - Corporates
|
$51,750.00
|
$57,123.81
|
|
01MTFBBV INTNL FINANCE
|
2025-12-01
|
7
|
Other Instrument - Corporates
|
$28,500.00
|
$30,244.39
|
|
01PR0CB GTE NORTH, INC
|
2028-02-15
|
6.73
|
Other Instrument - Corporates
|
$46,875.00
|
$44,600.29
|
|
01PR0GE CAP CP INT NTS
|
2022-05-15
|
5.4
|
Other Instrument - Corporates
|
$32,625.00
|
$36,563.82
|
|
01SMBBARCLAYS BANK PLC
|
2020-10-14
|
5.14
|
Other Instrument - Corporates
|
$22,125.00
|
$24,156.90
|
|
01XE4HCA HOLDINGS, INC
|
2021-02-15
|
6.25
|
Other Instrument - Corporates
|
$95,250.00
|
$104,305.37
|
|
025THLEVI STRAUSS & CO
|
2020-05-15
|
7.625
|
Other Instrument - Corporates
|
$108,000.00
|
$119,998.50
|
|
026RIECHOSTAR DBS CORP
|
2014-10-01
|
6.625
|
Other Instrument - Corporates
|
$863,625.00
|
$910,764.53
|
|
02FWSCONSOL ENERGY INC
|
2017-04-01
|
8
|
Other Instrument - Corporates
|
$577,500.00
|
$621,053.13
|
|
02H57REDDING SCHL DIST
|
2019-09-01
|
5
|
Other Instrument - MUBD
|
$18,750.00
|
$21,976.19
|
|
02HXKVALE OVERSEAS LTD
|
2020-09-15
|
4.625
|
Other Instrument - Corporates
|
$71,250.00
|
$74,467.10
|
|
01BCFALCOA INC 3.75 PRF
|
2027-02-01
|
5.9
|
Other Instrument - Corporates
|
$84,750.00
|
$87,670.49
|
|
01BEEBEST BUY CO., INC.
|
2018-08-01
|
5
|
Other Instrument - Corporates
|
$33,750.00
|
$35,521.88
|
|
01BFHJP MORGAN CHASE CO
|
2015-03-01
|
4.75
|
Other Instrument - Corporates
|
$129,375.00
|
$137,533.60
|
|
01BG2CB DILLARD`S, INC.
|
2018-08-01
|
7.13
|
Other Instrument - Corporates
|
$351,718.13
|
$417,014.60
|
|
01BUMCHARLESTON CNTY SC
|
2014-09-01
|
1.95
|
Other Instrument - MUBD
|
$375,000.00
|
$377,335.94
|
|
01BV1APPLE COMPUTER INC
|
2016-05-03
|
.292
|
Other Instrument - Corporates
|
$86,250.00
|
$86,292.59
|
|
01D17DUTCHESS COUNTY NY
|
2014-02-15
|
5
|
Other Instrument - MUBD
|
$22,500.00
|
$23,051.60
|
|
01PLIMEXICHEM SAB DE CV
|
2042-09-19
|
6.75
|
Other Instrument - Corporates
|
$103,875.00
|
$100,213.41
|
|
01PM3BANCOLOMBIA SA ADR
|
2020-07-26
|
6.125
|
Other Instrument - Corporates
|
$69,375.00
|
$71,601.99
|
|
01PQPAMER GENL FIN CORP
|
2014-10-15
|
6
|
Other Instrument - Corporates
|
$107,250.00
|
$110,485.38
|
|
01PR0ALLY FINANCIAL INC
|
2014-02-11
|
4.5
|
Other Instrument - Corporates
|
$42,375.00
|
$43,275.47
|
|
01PR0ALLY FINANCIAL INC
|
2016-07-18
|
3.5
|
Other Instrument - Corporates
|
$754,125.00
|
$775,816.57
|
|
01QTJCCL FINANCE LTD,KY
|
2014-08-15
|
9.5
|
Other Instrument - CBND
|
$318,750.00
|
$345,064.58
|
|
01T0KLINN ENERGY FIN CO
|
2020-04-15
|
8.625
|
Other Instrument - Corporates
|
$22,125.00
|
$24,512.19
|
|
01UIFJBS FINANCE II LTD
|
2018-01-29
|
8.25
|
Other Instrument - CBND
|
$61,875.00
|
$67,162.74
|
|
022VVBP CAPITAL MARKETS
|
2015-10-01
|
3.125
|
Other Instrument - Corporates
|
$27,000.00
|
$28,417.41
|
|
02IFTWYNN LAS VEGAS LLC
|
2020-05-01
|
7.875
|
Other Instrument - Corporates
|
$20,625.00
|
$23,041.99
|
|
02MCKINTL LEASE FINANCE
|
2014-06-01
|
5.65
|
Other Instrument - Corporates
|
$661,425.38
|
$676,748.40
|
|
01BETBURLINGTON NORTHERN
|
2030-08-15
|
7.95
|
Other Instrument - Corporates
|
$95,744.63
|
$132,365.83
|
|
01BSXSCHL DIST OF PHL PA
|
2034-06-01
|
4.375
|
Other Instrument - MUBD
|
$18,750.00
|
$18,069.78
|
|
01BX2AOL TIME WARNER INC
|
2032-05-01
|
7.7
|
Other Instrument - Corporates
|
$56,250.00
|
$75,459.94
|
|
01D54FARGO N D LEASE REV
|
2018-05-01
|
4
|
Other Instrument - MUBD
|
$22,500.00
|
$24,440.63
|
|
01D6MCSN ISLANDS IX CORP
|
2015-01-15
|
10
|
Other Instrument - CBND
|
$183,019.88
|
$194,916.17
|
|
01F8AJABIL CIRCUIT, INC.
|
2016-07-15
|
7.75
|
Other Instrument - Corporates
|
$9,750.00
|
$11,099.84
|
|
01FLCALLSTATE CORP (THE)
|
2014-05-16
|
6.2
|
Other Instrument - Corporates
|
$25,500.00
|
$26,246.81
|
|
01MISPETROLEOS MEXICANOS
|
2045-01-23
|
6.375
|
Government Agency Debt
|
$385,063.88
|
$383,899.70
|
|
01UEIBERRY PLASTICS CORP
|
2021-01-15
|
9.75
|
Other Instrument - Corporates
|
$75,000.00
|
$86,762.50
|
|
02FQOCB CSC HOLDINGS INC
|
2018-02-15
|
7.875
|
Other Instrument - Corporates
|
$61,125.00
|
$72,360.54
|
|
02G13HOST HOTELS RESORTS
|
2022-03-15
|
5.25
|
Other Instrument - Corporates
|
$53,625.00
|
$58,333.99
|
|
02G3EPEABODY ENERGY CORP
|
2020-09-15
|
6.5
|
Other Instrument - Corporates
|
$143,250.00
|
$153,930.08
|
|
02G3EPEABODY ENERGY CORP
|
2026-11-01
|
7.875
|
Other Instrument - Corporates
|
$42,375.00
|
$44,480.51
|
|
02GG8US WEST CAPITAL FDG
|
2028-07-15
|
6.875
|
Other Instrument - Corporates
|
$26,625.00
|
$24,709.48
|
|
02I84DIAGEO FINANCE B.V.
|
2015-10-28
|
5.3
|
Other Instrument - Corporates
|
$25,500.00
|
$27,902.40
|
|
02ICKFERRWLLGAS PARTNERS
|
2020-06-15
|
8.625
|
Other Instrument - Corporates
|
$32,250.00
|
$34,459.80
|
|
02IFTWYNN LAS VEGAS, LLC
|
2020-08-15
|
7.75
|
Other Instrument - Corporates
|
$112,125.00
|
$128,465.66
|
|
02LBZNY LIBERTY DEV CORP
|
2035-10-01
|
5.25
|
Other Instrument - MUBD
|
$22,500.00
|
$24,372.23
|
|
02MCKINTL LEASE FIN CORP
|
2015-09-15
|
8.625
|
Other Instrument - Corporates
|
$75,000.00
|
$85,318.75
|
|
02MCKINTL LEASE FIN CORP
|
2017-03-15
|
8.75
|
Other Instrument - Corporates
|
$300,000.00
|
$359,791.67
|
|
02MFKCHICAGO ILL WTR REV
|
2014-11-01
|
0
|
Other Instrument - MUBD
|
$22,500.00
|
$22,288.05
|
|
XXXX BANCO GNB SUDAMERIS
|
2018-05-02
|
3.875
|
Other Instrument - CBND
|
$382,500.00
|
$366,243.75
|
|
01BDMAVON PRODUCTS,INC,DC
|
2018-03-01
|
5.75
|
Other Instrument - Corporates
|
$11,625.00
|
$12,906.17
|
|
01BDWBANK OF NY COMNY INC
|
2021-09-23
|
3.55
|
Other Instrument - Corporates
|
$37,500.00
|
$39,063.46
|
|
01BG4R R DONNELLEY & SONS
|
2017-01-15
|
6.125
|
Other Instrument - Corporates
|
$103,500.00
|
$112,838.00
|
|
01BG4RR DONNELLEY SONS CO
|
2015-05-15
|
5.5
|
Other Instrument - Corporates
|
$93,750.00
|
$99,057.29
|
|
01BG5DOW CHEMICAL COMPANY
|
2018-05-15
|
5.7
|
Other Instrument - Corporates
|
$66,375.00
|
$76,871.10
|
|
01BGGFIDELITY NATL TITTLE
|
2022-09-01
|
5.5
|
Other Instrument - Corporates
|
$363,750.00
|
$391,237.38
|
|
01BJHTHE HOME DEPOT, INC.
|
2044-02-15
|
4.875
|
Other Instrument - Corporates
|
$28,125.00
|
$29,921.47
|
|
01BLWLOWE'S COMPANIES INC
|
2021-11-15
|
3.8
|
Other Instrument - Corporates
|
$72,750.00
|
$77,255.57
|
|
01BMBCB MASCO CORPORATION
|
2029-08-01
|
7.75
|
Other Instrument - Corporates
|
$30,375.00
|
$34,886.60
|
|
01BNABANK OF AMERICA CORP
|
2099-12-29
|
5.2
|
Other Instrument - Corporates
|
$138,750.00
|
$125,453.13
|
|
01C79SANDRIDGE ENERGY INC
|
2021-03-15
|
7.5
|
Other Instrument - Corporates
|
$18,750.00
|
$19,937.50
|
|
01CYHSMITHFIELD FOODS,INC
|
2022-08-15
|
6.625
|
Other Instrument - Corporates
|
$37,500.00
|
$40,708.07
|
|
01D6TCONSTELLATION BRANDS
|
2014-12-15
|
8.375
|
Other Instrument - Corporates
|
$65,316.38
|
$69,526.11
|
|
01F6JMORGAN STANLEY GROUP
|
2015-07-24
|
4
|
Other Instrument - Corporates
|
$24,375.00
|
$25,474.02
|
|
01KMRSALT VERDE FINANCIAL
|
2037-12-01
|
5
|
Other Instrument - MUBD
|
$41,250.00
|
$41,993.05
|
|
01O01VERISK ANALYTICS INC
|
2019-01-15
|
4.875
|
Other Instrument - Corporates
|
$18,750.00
|
$20,162.19
|
|
01OQWVOLCAN CO MINERA S A
|
2022-02-02
|
5.375
|
Other Instrument - CBND
|
$63,000.00
|
$60,037.47
|
|
01PR0GENERAL MTRS ACCEPT.
|
2014-12-01
|
6.75
|
Other Instrument - Corporates
|
$62,250.00
|
$65,518.13
|
|
01T0TMONTIONSTAR MTGE ;;C
|
2020-10-01
|
7.875
|
Other Instrument - Corporates
|
$65,625.00
|
$68,824.22
|
|
01TGMHCA THE HEALTHCAR CO
|
2019-04-15
|
8.5
|
Other Instrument - Corporates
|
$85,500.00
|
$92,342.37
|
|
01UENBHP BILLITON FIN USA
|
2016-09-30
|
.4969
|
Other Instrument - Corporates
|
$281,250.00
|
$281,823.14
|
|
01W08OHIO ST WTR DEV AUTH
|
2033-06-01
|
5.875
|
Other Instrument - MUBD
|
$731,250.00
|
$800,873.53
|
|
01W0DCSN ISLANDS XII CORP
|
2099-12-31
|
7
|
Other Instrument - CBND
|
$429,375.00
|
$357,192.29
|
|
022VVBP CAPITAL MARKETS P
|
2023-05-10
|
2.75
|
Other Instrument - Corporates
|
$66,375.00
|
$61,998.73
|
|
026RIECHOSTAR DBS CORP,CO
|
2015-05-31
|
7.75
|
Other Instrument - Corporates
|
$83,625.00
|
$91,517.69
|
|
02FOGPPL CAPITAL FUNDING,
|
2067-03-30
|
6.7
|
Other Instrument - Corporates
|
$61,875.00
|
$63,887.14
|
|
02HOFHBOS CAPITAL FUNDING
|
2099-12-29
|
6.071
|
Other Instrument - CBND
|
$168,750.00
|
$169,632.19
|
|
02I5IMETRO LIFE GBL FND I
|
2023-01-10
|
3
|
Other Instrument - MTN
|
$56,250.00
|
$53,809.88
|
|
02LBZNY LIBERTY DVLP CORP
|
2015-10-01
|
5
|
Other Instrument - MUBD
|
$22,500.00
|
$24,174.83
|
|
02LKSTELEFONICA EMISIONES
|
2019-07-15
|
5.877
|
Other Instrument - Corporates
|
$18,674.63
|
$21,242.42
|
|
02M6SMASSACHUSETTS ST SCH
|
2021-05-15
|
5
|
Other Instrument - MUBD
|
$18,750.00
|
$22,586.73
|
|
02MCKINTL LEASE FINL CORP
|
2015-04-01
|
4.875
|
Other Instrument - Corporates
|
$246,750.00
|
$259,395.94
|
|
02MEXSMALL BUSINEES ADMIN
|
2038-05-25
|
3
|
Other Instrument - Mortgages
|
$2,024,042.78
|
$2,237,214.97
|
|
02MEXSMALL BUSINESS ADMIN
|
2038-05-25
|
1.75
|
Other Instrument - Mortgages
|
$1,382,924.15
|
$1,453,282.72
|
|
02N34JAGUAR HOLDING CO II
|
2019-12-01
|
9.5
|
Other Instrument - Corporates
|
$93,750.00
|
$106,953.12
|
|
02YB2QGOG CONSTELLATION S
|
2019-11-09
|
6.25
|
Other Instrument - CBND
|
$161,625.00
|
$151,523.44
|
|
01BBXADVANCED MICRO DEVICE
|
2017-12-15
|
8.125
|
Other Instrument - Corporates
|
$7,875.00
|
$8,311.13
|
|
01BC6ALCAN ALUMINIUM LIMIT
|
2015-06-01
|
5
|
Other Instrument - Corporates
|
$696,000.00
|
$739,467.52
|
|
01BCKAMERICAN EXPRESS COMP
|
2019-05-20
|
8.125
|
Other Instrument - Corporates
|
$18,750.00
|
$24,462.83
|
|
01BE7VERIZON COMMUNICATION
|
2021-04-01
|
4.6
|
Other Instrument - Corporates
|
$20,250.00
|
$22,165.72
|
|
01BEBBERKSHIRE HATHAWAY IN
|
2043-02-11
|
4.5
|
Other Instrument - Corporates
|
$2,250.00
|
$2,186.60
|
|
01BF1CAMPBELL SOUP COMPANY
|
2014-08-15
|
3.375
|
Other Instrument - Corporates
|
$374,641.88
|
$386,429.04
|
|
01BFHJ P MORGAN CHASE & CO
|
2014-09-15
|
5.125
|
Other Instrument - Corporates
|
$21,000.00
|
$21,991.85
|
|
01BFJCINCINNATI BELL INC,O
|
2018-03-15
|
8.75
|
Other Instrument - Corporates
|
$27,375.00
|
$29,545.99
|
|
01BFKFRONTIER COMMUNICATIO
|
2014-05-01
|
8.25
|
Other Instrument - Corporates
|
$119,625.00
|
$124,036.17
|
|
01BFKFRONTIER COMMUNICATIO
|
2022-04-15
|
8.75
|
Other Instrument - Corporates
|
$37,500.00
|
$41,888.02
|
|
01BFKFRONTIER COMMUNICATIO
|
2023-01-15
|
7.125
|
Other Instrument - Corporates
|
$33,375.00
|
$33,105.22
|
|
01BFKFRONTIER COMMUNICATIO
|
2024-04-15
|
7.625
|
Other Instrument - Corporates
|
$18,750.00
|
$19,030.34
|
|
01BFOCOMMERCIAL METALS COM
|
2023-05-15
|
4.875
|
Other Instrument - Corporates
|
$12,375.00
|
$11,759.86
|
|
01BG4R.R DONNELLEY &SON CO
|
2014-04-01
|
4.95
|
Other Instrument - Corporates
|
$331,875.00
|
$338,910.75
|
|
01BGAE I DU PONT DE NEMOUR
|
2014-04-30
|
4.875
|
Other Instrument - Corporates
|
$27,000.00
|
$27,625.94
|
|
01BGAE I DU PONT DE NEMOUR
|
2041-01-15
|
4.9
|
Other Instrument - Corporates
|
$171,000.00
|
$176,883.73
|
|
01BGAEI DU PONT DE NEMOURS
|
2015-01-15
|
3.25
|
Other Instrument - Corporates
|
$44,625.00
|
$45,902.81
|
|
01BGNEPG 7.800 08/01/31
|
2031-08-01
|
7.8
|
Other Instrument - Corporates
|
$93,000.00
|
$99,891.30
|
|
01BHNWACHOVIA CORP 2ND NEW
|
2014-08-01
|
5.25
|
Other Instrument - Corporates
|
$42,375.00
|
$44,403.49
|
|
01BIGGOODYEAR TIRE AND RUB
|
2021-03-01
|
6.5
|
Other Instrument - Corporates
|
$93,750.00
|
$102,382.81
|
|
01BLLLEUCADIA NATIONAL COR
|
2015-09-15
|
8.125
|
Other Instrument - Corporates
|
$108,375.00
|
$122,809.95
|
|
01BLLNEW JERSEY ST EDL FAC
|
2017-07-01
|
4.5
|
Other Instrument - MUBD
|
$22,500.00
|
$25,564.73
|
|
01BLUPRINCETON REGIONAL SC
|
2016-02-01
|
3
|
Other Instrument - MUBD
|
$22,500.00
|
$23,946.30
|
|
01BLWLOWE'S COMPANIES, INC
|
2040-04-15
|
5.8
|
Other Instrument - Corporates
|
$206,625.00
|
$242,872.77
|
|
01BMUCOUNTY OF BUTLER OHIO
|
2041-04-01
|
5.625
|
Other Instrument - MUBD
|
$22,500.00
|
$24,697.58
|
|
01BNABANK OF AMERICA FDG C
|
2018-01-11
|
2
|
Other Instrument - Corporates
|
$25,125.00
|
$25,170.25
|
|
01BNABANK OF AMERICA FUNDI
|
2021-01-05
|
5.875
|
Other Instrument - Corporates
|
$34,875.00
|
$40,292.59
|
|
01BNABANK OF AMERICA FUNDI
|
2021-05-13
|
5
|
Other Instrument - Corporates
|
$48,750.00
|
$53,920.10
|
|
01BNAGCB MERRILL LYNCH & C
|
2018-07-15
|
6.5
|
Other Instrument - Corporates
|
$21,750.00
|
$25,772.86
|
|
01BPLALLEGHENY COUNTY SANI
|
2026-12-01
|
5
|
Other Instrument - MUBD
|
$541,875.00
|
$610,581.14
|
|
01BQ8SCHWAB CHARLES CORP N
|
2022-09-01
|
3.225
|
Other Instrument - Corporates
|
$27,572.63
|
$27,455.37
|
|
01BQ8SCHWAB CHARLES CORP N
|
2099-12-29
|
7
|
Other Instrument - Corporates
|
$18,750.00
|
$21,665.63
|
|
01BQHSERVICE CORP INTERNAT
|
2021-11-15
|
8
|
Other Instrument - Corporates
|
$67,875.00
|
$79,032.90
|
|
01BS6TESORO PETROLEUM CORP
|
2019-06-01
|
9.75
|
Other Instrument - Corporates
|
$32,250.00
|
$35,112.19
|
|
01BTJUNITED STATES STEEL C
|
2021-04-01
|
6.875
|
Other Instrument - Corporates
|
$18,750.00
|
$20,210.94
|
|
01BTJUNITED STATES STEEL C
|
2037-06-01
|
6.65
|
Other Instrument - Corporates
|
$93,750.00
|
$80,726.56
|
|
01BTYWAL-MART STORES, INC.
|
2041-04-15
|
5.625
|
Other Instrument - Corporates
|
$432,072.38
|
$509,906.97
|
|
01BYAINDIAN WELLS CALIF RE
|
2018-09-01
|
4
|
Other Instrument - MUBD
|
$18,750.00
|
$19,531.62
|
|
01BYMMS FLOATER & RESIDUAL
|
2025-07-01
|
4.5
|
Other Instrument - MUBD
|
$20,625.00
|
$22,449.49
|
|
01BZQSANTA MARIA JOINT UNI
|
2033-08-01
|
5
|
Other Instrument - MUBD
|
$468,750.00
|
$512,981.25
|
|
01C51PUERTO RICO COMM AQUE
|
2047-07-01
|
5.125
|
Other Instrument - MUBD
|
$26,250.00
|
$21,830.31
|
|
01C51PUERTO RICO COMWLTH A
|
2015-07-01
|
5
|
Other Instrument - MUBD
|
$37,500.00
|
$37,999.75
|
|
01CCZHOLLAND MICH BLDG AUT
|
2016-05-01
|
4.25
|
Other Instrument - MUBD
|
$24,375.00
|
$24,848.00
|
|
01CDDLAKEVIEW MICH PUB SCH
|
2016-05-01
|
5
|
Other Instrument - MUBD
|
$20,625.00
|
$22,808.16
|
|
01CKECANADIAN RIVER MUNI W
|
2016-10-01
|
3
|
Other Instrument - MUBD
|
$22,500.00
|
$24,089.40
|
|
01CSZFINANCIERA INDEPENDEN
|
2015-03-30
|
10
|
Other Instrument - CBND
|
$129,000.00
|
$136,560.83
|
|
01CV0TELEFONICA CELULAY DE
|
2022-12-13
|
6.75
|
Other Instrument - CBND
|
$225,000.00
|
$232,931.25
|
|
01CV2BBVA US SENIOR UNIPER
|
2014-05-16
|
2.3635
|
Other Instrument - Corporates
|
$280,829.63
|
$283,492.61
|
|
01D20NYS LOC GOVT BE 500
|
2017-04-01
|
5
|
Other Instrument - MUBD
|
$815,625.00
|
$942,704.81
|
|
01D25COUNTY OF ONONDAGA NE
|
2024-05-01
|
4
|
Other Instrument - MUBD
|
$24,375.00
|
$25,828.97
|
|
01D2APEMBROKE N Y CENT SCH
|
2025-06-15
|
4
|
Other Instrument - MUBD
|
$22,500.00
|
$23,847.33
|
|
01D3SNORTH CAROLINA HOUSIN
|
2028-01-01
|
4.25
|
Other Instrument - MUBD
|
$22,500.00
|
$23,948.59
|
|
01D4SROCKIES EXPRESS PIPEL
|
2040-04-15
|
6.875
|
Other Instrument - CBND
|
$35,250.00
|
$29,971.07
|
|
01D5XOREGON HEALTH SCIENCE
|
2027-07-01
|
3.75
|
Other Instrument - MUBD
|
$26,250.00
|
$25,896.28
|
|
01DAEPACIFIC RUBIALES ENER
|
2023-03-28
|
5.125
|
Other Instrument - Corporates
|
$56,250.00
|
$52,102.15
|
|
01DH8USIMINAS COMMERCIAL L
|
2018-01-18
|
7.25
|
Other Instrument - CBND
|
$24,000.00
|
$26,132.84
|
|
01DKAFMG RESOURCES PTY LTD
|
2015-11-01
|
7
|
Other Instrument - Corporates
|
$75,000.00
|
$79,350.00
|
|
01DMZGLOBAL GEOPHYSICAL SV
|
2017-05-01
|
10.5
|
Other Instrument - Corporates
|
$47,250.00
|
$38,095.31
|
|
01E9KHUDSON YARDS INFRASTR
|
2047-02-15
|
5
|
Other Instrument - MUBD
|
$24,375.00
|
$25,147.82
|
|
01EU0BNP PARIBAS / BNP PAR
|
2021-01-15
|
5
|
Other Instrument - Corporates
|
$39,000.00
|
$42,829.89
|
|
01EU0BNP PARIBAS/BNP PARIB
|
2018-08-20
|
2.7
|
Other Instrument - Corporates
|
$10,875.00
|
$11,225.23
|
|
01EVTC8 CAPITAL SPV LTD CE
|
2099-12-29
|
6.64
|
Other Instrument - CBND
|
$46,125.00
|
$38,547.48
|
|
01EWKBAC CAPITAL TRUST XIV
|
2043-03-15
|
4
|
Other Instrument - Corporates
|
$305,625.00
|
$233,073.02
|
|
01F6JMORGAN STANLEY DEAN W
|
2017-12-28
|
5.95
|
Other Instrument - Corporates
|
$34,500.00
|
$39,661.34
|
|
01F7TCHESAPEAKE ENERGY COR
|
2015-02-15
|
9.5
|
Other Instrument - Corporates
|
$441,375.00
|
$494,364.52
|
|
01F7TCHESAPEAKE ENERGY COR
|
2016-03-15
|
3.25
|
Other Instrument - Corporates
|
$19,125.00
|
$19,479.35
|
|
01F7TCHESAPEAKE ENERGY COR
|
2021-02-15
|
6.125
|
Other Instrument - Corporates
|
$13,125.00
|
$14,496.47
|
|
01FB0ROYAL CARIBBEAN CRUIS
|
2015-07-15
|
11.875
|
Other Instrument - Corporates
|
$103,125.00
|
$118,106.77
|
|
01FUPHEALTHCARE REALTY TRU
|
2023-04-15
|
3.75
|
Other Instrument - Corporates
|
$115,125.00
|
$110,154.09
|
|
01KQUBUCKEYE TOBACCO SETTL
|
2024-06-01
|
5.125
|
Other Instrument - MUBD
|
$581,836.88
|
$494,207.39
|
|
01KUWCENTRAIS ELETRICAS BR
|
2015-11-30
|
7.75
|
Other Instrument - CBND
|
$133,197.75
|
$150,846.45
|
|
01KUWCENTRAIS ELETRICAS BR
|
2019-07-30
|
6.875
|
Other Instrument - CBND
|
$120,750.00
|
$129,003.14
|
|
01KUWCENTRAIS ELETRICAS BR
|
2021-10-27
|
5.75
|
Other Instrument - CBND
|
$102,375.00
|
$98,665.33
|
|
01KV8FLEXTRONICS INTERNATI
|
2020-02-15
|
4.625
|
Other Instrument - Corporates
|
$22,500.00
|
$22,529.06
|
|
01OWJTRANSOCEAN SEDCO FORE
|
2021-12-15
|
6.375
|
Other Instrument - Corporates
|
$122,250.00
|
$137,805.80
|
|
01OZMANHEUSHER BUSCH INBEV
|
2020-04-15
|
5
|
Other Instrument - Corporates
|
$30,750.00
|
$35,454.20
|
|
01PQPAMER GENL FIN CORP IN
|
2014-10-15
|
6
|
Other Instrument - Corporates
|
$495,750.00
|
$512,564.19
|
|
01PQPAMER GENL FIN CORP IN
|
2014-12-15
|
6
|
Other Instrument - Corporates
|
$83,250.00
|
$85,189.45
|
|
01PR0GENERAL ELEC CAPT COR
|
2020-01-08
|
5.5
|
Other Instrument - Corporates
|
$34,500.00
|
$39,958.04
|
|
01PR0GMACLLC7 30 PUBLIC IN
|
2014-12-01
|
6.75
|
Other Instrument - Corporates
|
$19,500.00
|
$20,499.38
|
|
01PR8LEVEL 3 COMMUNICATION
|
2019-02-01
|
11.875
|
Other Instrument - Corporates
|
$241,125.00
|
$286,838.28
|
|
01PR9PENNSYLVANIA ELECTRIC
|
2020-04-01
|
5.2
|
Other Instrument - Corporates
|
$26,250.00
|
$29,291.67
|
|
01PRBTOYOTA MOTOR CREDIT C
|
2021-01-11
|
4.25
|
Other Instrument - Corporates
|
$37,500.00
|
$41,271.42
|
|
01PUONATIONAL RURAL UTILIT
|
2014-03-01
|
4.75
|
Other Instrument - Corporates
|
$19,500.00
|
$19,951.46
|
|
01QWAGUAM GOVT DEPT ED CTF
|
2030-12-01
|
6.625
|
Other Instrument - MUBD
|
$18,750.00
|
$19,030.91
|
|
01R7GFORD MOTOR CDEDIT COM
|
2014-06-01
|
8
|
Other Instrument - Corporates
|
$322,875.00
|
$334,935.46
|
|
01R9FCSN ISLANDS XI CORP,K
|
2019-09-21
|
6.875
|
Other Instrument - CBND
|
$159,750.00
|
$167,709.77
|
|
01RDQHARTFORD FIN SERV GRO
|
2040-03-30
|
6.625
|
Other Instrument - Corporates
|
$32,250.00
|
$40,907.43
|
|
01ROZFIBRIA OVERSEAS FINAN
|
2020-05-04
|
7.5
|
Other Instrument - CBND
|
$469,500.00
|
$527,307.19
|
|
01S0PREYNOLDS GROUP ISSUER
|
2019-04-15
|
9
|
Other Instrument - Corporates
|
$20,625.00
|
$22,563.75
|
|
01S0PREYNOLDS GROUP ISSUER
|
2019-08-15
|
7.875
|
Other Instrument - Corporates
|
$187,500.00
|
$213,058.59
|
|
01T8JROCS AND ROLS 11 R TR
|
2027-08-01
|
5
|
Other Instrument - MUBD
|
$1,002,478.13
|
$1,147,235.97
|
|
01TGMHCA THE HEALTHCARE CO
|
2015-01-15
|
6.375
|
Other Instrument - Corporates
|
$79,500.00
|
$83,004.63
|
|
01TGMHCA THE HEALTHCARE CO
|
2020-02-15
|
7.875
|
Other Instrument - Corporates
|
$21,750.00
|
$24,007.92
|
|
01TGMHCA/-THE HEALTHCARE C
|
2014-03-15
|
5.75
|
Other Instrument - Corporates
|
$1,031,625.00
|
$1,056,613.25
|
|
01TLPCEMEX ESPANA LUXEMBO
|
2019-04-30
|
9.875
|
Other Instrument - CBND
|
$40,500.00
|
$46,775.95
|
|
01TLPCEMEX ESPANA SA LUXEM
|
2020-05-12
|
9.25
|
Other Instrument - CBND
|
$86,625.00
|
$95,922.27
|
|
01UDVKENTUCKY BD CORP FING
|
2018-02-01
|
2.5
|
Other Instrument - MUBD
|
$22,500.00
|
$23,623.20
|
|
01YDNINTERMOUNTAIN POWER A
|
2016-07-01
|
5
|
Other Instrument - MUBD
|
$22,500.00
|
$24,917.33
|
|
01YEJLOS ANGELES CNTY CALI
|
2023-07-01
|
5
|
Other Instrument - MUBD
|
$18,750.00
|
$22,666.25
|
|
01YKCNEW YORK ST DORM AUTH
|
2022-05-15
|
4
|
Other Instrument - MUBD
|
$22,500.00
|
$24,776.88
|
|
01YKCNEW YORK ST DORM AUTH
|
2034-07-01
|
5.125
|
Other Instrument - MUBD
|
$1,125,000.00
|
$1,028,318.44
|
|
01YKCNEW YORK ST DORM AUTH
|
2036-03-15
|
5.75
|
Other Instrument - MUBD
|
$18,750.00
|
$21,727.17
|
|
01YVWCONNECTICUT ST HEALTH
|
2036-07-01
|
5
|
Other Instrument - MUBD
|
$24,375.00
|
$25,344.80
|
|
01ZVUILLINOIS FINANCE AUTH
|
2024-08-15
|
5
|
Other Instrument - MUBD
|
$46,875.00
|
$45,135.73
|
|
021TIWELLS FARGO NAT ASSOC
|
2016-05-16
|
.4485
|
Other Instrument - Corporates
|
$20,625.00
|
$20,510.10
|
|
022QWNEW JERSEY ECONOMIC D
|
2019-09-01
|
5.5
|
Other Instrument - MUBD
|
$487,500.00
|
$594,221.87
|
|
0232FARCELORMITTAL CLASS A
|
2015-02-15
|
9.5
|
Other Instrument - Corporates
|
$51,375.00
|
$57,607.07
|
|
0232FARCELORMITTAL CLASS A
|
2018-06-01
|
6.125
|
Other Instrument - Corporates
|
$70,500.00
|
$77,388.44
|
|
0232FARCELORMITTAL CLASS A
|
2020-08-05
|
5.75
|
Other Instrument - Corporates
|
$102,750.00
|
$110,390.60
|
|
0232FARCELORMITTAL CLASS A
|
2021-03-01
|
6
|
Other Instrument - Corporates
|
$64,500.00
|
$69,337.50
|
|
0232FARCELORMITTAL CLASS A
|
2039-10-15
|
7.5
|
Other Instrument - Corporates
|
$78,375.00
|
$78,832.19
|
|
025Y3CITIZENS PPTY INS COR
|
2014-06-01
|
5
|
Other Instrument - MUBD
|
$24,375.00
|
$24,953.99
|
|
025Y3CITIZENS PROPERTY INS
|
2016-06-01
|
5.5
|
Other Instrument - MUBD
|
$20,625.00
|
$23,108.18
|
|
026WZCITY AND COUNTY OF SA
|
2021-06-15
|
5
|
Other Instrument - MUBD
|
$75,000.00
|
$91,040.92
|
|
028EMJONES GROUP INC JONES
|
2019-03-15
|
6.875
|
Other Instrument - Corporates
|
$502,875.00
|
$527,250.47
|
|
02BTYCHRYSLER GROUP LLC CG
|
2019-06-15
|
8
|
Other Instrument - Corporates
|
$358,125.00
|
$393,121.77
|
|
02FQCERP OPER LTD PARTNERS
|
2016-08-01
|
5.375
|
Other Instrument - Corporates
|
$47,250.00
|
$53,259.96
|
|
02FQOCB CSC HOLDINGS, INC.
|
2018-07-15
|
7.625
|
Other Instrument - Corporates
|
$149,250.00
|
$171,397.04
|
|
02FR8CROWN CASTLE INTERNAT
|
2019-11-01
|
7.125
|
Other Instrument - Corporates
|
$33,750.00
|
$36,713.67
|
|
02FSGNORTH CAROLINA ST GRA
|
2015-03-01
|
5
|
Other Instrument - MUBD
|
$22,500.00
|
$24,120.30
|
|
02G3IRADIATION THERAPY SVC
|
2017-01-15
|
8.875
|
Other Instrument - Corporates
|
$45,000.00
|
$47,418.12
|
|
02G54GOLDMAN SACHS GROUP I
|
2015-01-15
|
5.125
|
Other Instrument - Corporates
|
$22,125.00
|
$23,114.82
|
|
02G5NUBS AG STAMFORD BRANC
|
2018-04-25
|
5.75
|
Other Instrument - Corporates
|
$1,687,500.00
|
$1,967,613.75
|
|
02GMBPUERTO RICO PUB FIN C
|
2015-08-01
|
3.1
|
Other Instrument - MUBD
|
$76,875.00
|
$65,672.26
|
|
02GTOTELECOM ITALIA CAPITA
|
2014-06-18
|
6.175
|
Other Instrument - Corporates
|
$34,500.00
|
$35,401.34
|
|
02GTOTELECOM ITALIA CAPITA
|
2015-10-01
|
5.25
|
Other Instrument - Corporates
|
$178,875.00
|
$191,172.66
|
|
02GTOTELECOM ITALIA CAPITA
|
2018-06-04
|
6.999
|
Other Instrument - Corporates
|
$36,750.00
|
$41,475.38
|
|
02GTOTELECOM ITALIA CAPITA
|
2038-06-04
|
7.721
|
Other Instrument - Corporates
|
$37,500.00
|
$39,083.43
|
|
02GTOTELECOM ITALIA CAPTIA
|
2036-07-18
|
7.2
|
Other Instrument - Corporates
|
$30,375.00
|
$30,378.04
|
|
02GVWCITY OF SEATTLE WASHI
|
2019-03-01
|
5
|
Other Instrument - MUBD
|
$18,750.00
|
$22,275.81
|
|
02GVWTHE CITY OF SEATTLE,W
|
2026-02-01
|
4.375
|
Other Instrument - MUBD
|
$22,875.00
|
$24,706.03
|
|
02H4JWTS DINDRED HELTHCARE
|
2019-06-01
|
8.25
|
Other Instrument - Corporates
|
$48,750.00
|
$52,954.69
|
|
02HJ5RIO TINTO FINANCE (US
|
2018-07-15
|
6.5
|
Other Instrument - Corporates
|
$18,750.00
|
$22,279.29
|
|
02HXJBANCO GNB SUDAMERIS S
|
2022-07-30
|
7.5
|
Other Instrument - CBND
|
$924,750.00
|
$948,061.41
|
|
02I37ABBEY NATIONAL NA LLC
|
2014-07-02
|
0
|
Other Instrument - Corporates
|
$3,828.00
|
$3,823.38
|
|
02I6OAI CHS COMMUNITY HEAL
|
2020-07-15
|
7.125
|
Other Instrument - Corporates
|
$24,375.00
|
$26,097.50
|
|
02I6OAI CHS COMMUNITY HELA
|
2019-11-15
|
8
|
Other Instrument - Corporates
|
$750.00
|
$836.73
|
|
02I7BINTLNATIONAL STEEL GR
|
2014-04-15
|
6.5
|
Other Instrument - Corporates
|
$36,000.00
|
$37,021.64
|
|
02JKNVORNADO REALTY LP INC
|
2022-01-15
|
5
|
Other Instrument - Corporates
|
$28,875.00
|
$30,837.41
|
|
02K42ANGLOGOLD ASHANTI HLD
|
2040-04-15
|
6.5
|
Other Instrument - Corporates
|
$454,125.00
|
$375,397.39
|
|
02K42ANGLOGOLD ASHANTI HOL
|
2022-08-01
|
5.125
|
Other Instrument - Corporates
|
$48,750.00
|
$43,167.39
|
|
02KDGBANCO SANTANDER BRASI
|
2016-01-14
|
4.25
|
Other Instrument - MTN
|
$45,750.00
|
$47,214.32
|
|
02KMYREGIONS FINANCIAL COR
|
2014-11-10
|
7.75
|
Other Instrument - Corporates
|
$56,250.00
|
$60,300.42
|
|
02KMZAMERICAN AXLE & MANUF
|
2022-10-15
|
6.625
|
Other Instrument - Corporates
|
$75,000.00
|
$80,963.02
|
|
02KMZAMERICAN AXLE & MAUFA
|
2019-02-15
|
5.125
|
Other Instrument - Corporates
|
$127,500.00
|
$132,777.08
|
|
02LIVALPHA NATURAL RESOURC
|
2018-04-15
|
9.75
|
Other Instrument - Corporates
|
$126,750.00
|
$137,043.16
|
|
02LVSPACIFIC GAS AND ELECT
|
2023-11-15
|
3.85
|
Other Instrument - Corporates
|
$31,500.00
|
$32,011.42
|
|
02LVTPHILLIP MORRIS INTERN
|
2022-08-22
|
2.5
|
Other Instrument - Corporates
|
$22,500.00
|
$21,074.44
|
|
02LY1METROPCS WIRELESS INC
|
2018-09-01
|
7.875
|
Other Instrument - Corporates
|
$877,875.00
|
$967,034.18
|
|
02M7CSHELL INTERNATIONAL F
|
2018-11-15
|
2
|
Other Instrument - Corporates
|
$114,375.00
|
$115,891.87
|
|
02MCKINTERNATIONAL LEASE F
|
2019-04-01
|
5.875
|
Other Instrument - Corporates
|
$253,844.25
|
$277,853.69
|
|
02MCKINTERNATIONAL LEASE F
|
2022-08-15
|
5.875
|
Other Instrument - Corporates
|
$55,875.00
|
$58,017.26
|
|
02MD2AMERICAN INTERNATL GR
|
2087-03-15
|
6.25
|
Other Instrument - Corporates
|
$27,375.00
|
$28,124.01
|
|
02MD4ROYAL BANK OF SCOTLAN
|
2014-10-01
|
5
|
Other Instrument - Corporates
|
$741,375.00
|
$768,758.92
|
|
02MD4ROYAL BANK OF SCOTLAN
|
2015-01-08
|
5.05
|
Other Instrument - Corporates
|
$127,500.00
|
$131,098.86
|
|
02MD4ROYAL BK SCOTLAND GRO
|
2022-12-15
|
6.125
|
Other Instrument - Corporates
|
$12,375.00
|
$12,802.64
|
|
02MEXSMALL BUS ADMIN GTD D
|
2033-01-01
|
2.13
|
Other Instrument - Small Business Administration
|
$1,883,270.83
|
$1,785,576.16
|
|
02MEXUS SMALL BUSINESS ADM
|
2021-12-25
|
4.183
|
Other Instrument - Mortgages
|
$1,376,077.66
|
$1,498,612.10
|
|
02MEXUS SMALL BUSINESS ADM
|
2022-05-25
|
4.02
|
Other Instrument - Mortgages
|
$444,588.75
|
$487,722.75
|
|
02MEXUS SMALL BUSINESS ADM
|
2022-06-25
|
4.118
|
Other Instrument - Mortgages
|
$804,766.88
|
$874,348.90
|
|
02MEXUS SMALL BUSINESS ADM
|
2022-07-25
|
4.142
|
Other Instrument - Mortgages
|
$1,393,987.32
|
$1,529,539.11
|
|
02MEXUS SMALL BUSINESS ADM
|
2023-09-25
|
4.12
|
Other Instrument - Mortgages
|
$1,644,558.98
|
$1,803,970.47
|
|
02MEXUS SMALL BUSINESS ADM
|
2034-11-25
|
4
|
Other Instrument - Mortgages
|
$697,889.20
|
$795,800.73
|
|
02MEXUS SMALL BUSINESS ADM
|
2036-08-25
|
3.396
|
Other Instrument - Mortgages
|
$467,331.29
|
$532,512.79
|
|
02MEXUS SMALL BUSINESS ADM
|
2038-06-25
|
3.675
|
Other Instrument - Mortgages
|
$3,424,720.62
|
$3,476,189.03
|
|
02MFKCHICAGO ILL WASTEWATE
|
2016-01-01
|
5.25
|
Other Instrument - MUBD
|
$24,375.00
|
$26,261.51
|
|
02MMOCHESAPEAKE OILFIELD O
|
2019-11-15
|
6.625
|
Other Instrument - Corporates
|
$365,250.00
|
$388,620.93
|
|
02MNOCTY OF DETROIT MICH S
|
2014-07-01
|
3.5
|
Other Instrument - MUBD
|
$28,125.00
|
$28,058.81
|
|
02N2UWARREN CNTY KY DOWNTO
|
2023-06-01
|
3.5
|
Other Instrument - MUBD
|
$24,375.00
|
$25,332.29
|
|
02NM0AMERIGAS FIN CORP AME
|
2022-05-20
|
7
|
Other Instrument - Corporates
|
$207,375.00
|
$228,383.24
|
|
02OAVCOLUMBIA COUNTY GEORG
|
2029-06-01
|
4
|
Other Instrument - MUBD
|
$24,375.00
|
$25,042.06
|
|
02OIAMINERVA LUXEMBOURG SA
|
2023-01-31
|
7.75
|
Other Instrument - CBND
|
$42,000.00
|
$41,160.00
|
|
02X77JEFFERSON CNTY ALA SW
|
2048-10-01
|
5.25
|
Other Instrument - MUBD
|
$292,500.00
|
$289,049.72
|
|
02XRX CREDIT SUISSE FIRST
|
2036-03-25
|
2.785
|
Other Instrument - CMOs
|
$11,264.81
|
$8,742.78
|
|
02XS6BEAR STEARNS ALT-A TR
|
2034-06-25
|
.7646
|
Other Instrument - Asset Backed Securities
|
$10,577.59
|
$10,254.76
|
|
02XUNSEQUOIA MORTGAGE TRUS
|
2034-05-20
|
.8794
|
Other Instrument - CMOs
|
$62,925.28
|
$60,944.94
|
|
030K8INDYMAC INDX MORTGAGE
|
2035-05-25
|
2.4977
|
Other Instrument - CMOs
|
$5,031.99
|
$3,653.69
|
|
0329MANDRADE GUTIERREZ INT
|
2018-04-30
|
4
|
Other Instrument - CBND
|
$18,750.00
|
$18,000.00
|
|
XXXX U S SMALL BUSINESS AD
|
2038-06-25
|
4
|
Other Instrument - Mortgages
|
$1,675,504.93
|
$1,941,383.55
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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:
$75,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$75,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.75%
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:
$75,000,000.00
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:
$75,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield):
BNP Paribas Securities Corp., 0.460%, 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:
69999A006
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
|
|
01BVBDELL INC
|
2015-09-10
|
2.3
|
Other Instrument - Corporates
|
$959,216.46
|
$972,653.48
|
|
02GK4CWABS 2007-9
|
2034-03-25
|
.3446
|
Other Instrument - Asset Backed Securities
|
$3,506,285.71
|
$2,931,869.98
|
|
026RIDISH DBS CORP
|
2022-07-15
|
5.875
|
Other Instrument - Corporates
|
$257,928.91
|
$259,569.63
|
|
026RIDISH DBS CORP
|
2023-03-15
|
5
|
Other Instrument - Corporates
|
$220,233.49
|
$211,179.44
|
|
01W7DKOREA GAS CORP
|
2017-07-25
|
2.25
|
Other Instrument - MTN
|
$731,272.91
|
$734,669.68
|
|
02I6OFWCT-2 ESCROW CORP
|
2021-08-01
|
5.125
|
Other Instrument - Corporates
|
$8,043.20
|
$8,098.05
|
|
030G7AEGIS ASSET BCKD SEC
|
2035-08-25
|
.6446
|
Other Instrument - Asset Backed Securities
|
$2,855,321.37
|
$2,194,846.80
|
|
036ONSOFI PROFESSIONAL LN
|
2029-12-26
|
3.75
|
Other Instrument - ABS
|
$3,200,000.00
|
$3,213,609.60
|
|
01BFHJ P MORGAN CHASE & CO
|
2016-03-01
|
3.45
|
Other Instrument - Corporates
|
$272,146.29
|
$289,418.05
|
|
01RCWDIAMOND OFFSHORE DRIL
|
2043-11-01
|
4.875
|
Other Instrument - Corporates
|
$431,657.14
|
$432,499.41
|
|
02J5ZDEXIA CREDIT LOCAL NY
|
2017-01-11
|
.6761
|
Other Instrument - MTN
|
$2,062,300.69
|
$2,064,422.37
|
|
030L8MORGAN STANLEY DEAN W
|
2036-03-25
|
.4346
|
Other Instrument - Asset Backed Securities
|
$8,571,428.57
|
$5,107,820.86
|
|
XXXX RIVERSIDE PARK CLO LT
|
2021-09-27
|
0
|
Other Instrument - ABS
|
$2,021,935.09
|
$1,988,465.99
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
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?
Yes
|
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
|
BNP Paribas Securities Corp.
|
N/A
|
N/A
|
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$20,000,533.32
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$20,000,533.32
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%, 8/7/2014
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:
06417HDJ2
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):
2014-08-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-08-07
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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:
$25,001,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,001,250.00
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%, 2/27/2014
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:
15963UBT2
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):
2014-02-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-27
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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$24,994,583.33
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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:
$24,998,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$24,998,750.00
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, 0.210%, 3/10/2014
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:
6385E1CA7
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):
2014-03-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-10
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:
$40,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$39,991,366.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$39,994,000.00
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:
$39,994,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Atlantic Asset Securitization LLC
Item 27. The title of the issue (including coupon or yield):
Atlantic Asset Securitization LLC, 0.210%, 2/5/2014
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:
04821UB50
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):
2014-02-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
Yes
|
Type of enhancement
|
Enhancement provider
|
Designated NRSRO(s) for the enhancement or the enhancement provider
|
Credit rating of the enhancement provider
|
|
Liquidity Agreement
|
Credit Agricole Corporate and Investment Bank
|
N/A
|
N/A
|
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$9,999,766.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$9,999,900.00
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:
$9,999,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Natixis
Item 27. The title of the issue (including coupon or yield):
Natixis, 0.240%, 2/24/2014
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:
63873EJ51
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:
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$30,002,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$30,002,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Kingston Healthcare Co.
Item 27. The title of the issue (including coupon or yield):
Kingston Healthcare Co., Series 2003A, 0.300%, 8/1/2025
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:
496485AG8
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
|
|
Fifth Third Bank, Cincinnati
|
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
|
|
Fifth Third Bank, Cincinnati
|
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:
$7,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$7,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.38%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$7,500,000.00
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:
$7,500,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Rabobank Nederland NV, Utrecht
Item 27. The title of the issue (including coupon or yield):
Rabobank Nederland NV, Utrecht, 0.275%, 3/6/2014
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:
[Not Provided]
Item 29. Other unique identifier, if the security has a unique identifier. If a CUSIP is provided pursuant to Item 28, skip this Item:
[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):
2014-03-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-06
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$24,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$23,993,958.35
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$23,995,992.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$23,995,992.00
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%, 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:
4820P3CE1
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):
2014-03-14
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,994,875.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.75%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$14,997,450.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$14,997,450.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
JPMorgan Chase Bank, N.A.
Item 27. The title of the issue (including coupon or yield):
JPMorgan Chase Bank, N.A., 0.320%, 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:
48125PH55
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):
2014-06-02
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:
$19,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$19,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.95%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$19,004,560.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$19,004,560.00
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,986,389.58
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.75%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$14,986,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$14,986,200.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Mizuho Securities USA, Inc.
Item 27. The title of the issue (including coupon or yield):
Mizuho Securities USA, Inc., 1.140%, 4/16/2014
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:
65999B002
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
|
|
01BOGONEOK
|
2015-06-15
|
5.2
|
Other Instrument - Corporates
|
$1,562,500.00
|
$1,661,069.44
|
|
01CDMJBS S.A.
|
2016-08-04
|
10.5
|
Other Instrument - CBND
|
$36,842.11
|
$43,073.03
|
|
01BO5NUCOR CORP
|
2043-08-01
|
5.2
|
Other Instrument - Corporates
|
$97,705.92
|
$101,239.62
|
|
01BUVXEROX CORP
|
2014-05-16
|
1.0584
|
Other Instrument - Corporates
|
$823,026.32
|
$826,010.86
|
|
02BWKBERLIN LTDA
|
2016-10-05
|
10.25
|
Other Instrument - CBND
|
$22,203.95
|
$25,601.77
|
|
030K5INDYMAC INC
|
2036-03-25
|
.4646
|
Other Instrument - Asset Backed Securities
|
$1,281,250.00
|
$773,607.77
|
|
01BPCCITIGROUP INC
|
2018-05-15
|
1.9406
|
Other Instrument - Corporates
|
$1,809.21
|
$1,883.17
|
|
02M72BBVA BANCOMER
|
2022-05-17
|
6.008
|
Other Instrument - CBND
|
$18,914.47
|
$19,455.42
|
|
USTR BILL 03/20/14
|
2014-03-20
|
0
|
Other Instrument - Sovereign
|
$3,284,539.47
|
$3,284,309.56
|
|
01F6JMORGAN STANLEY
|
2014-05-13
|
6
|
Other Instrument - Corporates
|
$2,549,342.11
|
$2,621,717.93
|
|
02098ARCOR S A I C
|
2017-11-09
|
7.25
|
Other Instrument - MTN
|
$47,697.37
|
$51,108.39
|
|
01BFMCMS ENERGY CORP
|
2020-02-01
|
6.25
|
Other Instrument - Corporates
|
$202,302.63
|
$243,086.84
|
|
01FIHTAM CAPITAL INC
|
2017-04-25
|
7.375
|
Other Instrument - Corporates
|
$8,223.68
|
$8,734.92
|
|
01PRLBANCO MACRO S.A
|
2036-12-18
|
9.75
|
Other Instrument - Corporates
|
$24,671.05
|
$20,731.48
|
|
USTR 2 3/8 NOTE N 17
|
2017-07-31
|
2.375
|
Other Instrument - Sovereign
|
$1,298,930.92
|
$1,361,441.97
|
|
01FTUBANCO DE GALICIA
|
2019-01-01
|
11
|
Other Instrument - CBND
|
$2,467.11
|
$2,609.70
|
|
02GD2ENERGY EAST CORP
|
2036-07-15
|
6.75
|
Other Instrument - Corporates
|
$2,281,158.55
|
$2,608,687.30
|
|
01S34CEMEX FINANCE LLC
|
2022-10-12
|
9.375
|
Other Instrument - CBND
|
$16,447.37
|
$18,949.60
|
|
01BTIMARATHHON OIL CORP
|
2032-03-15
|
6.8
|
Other Instrument - Corporates
|
$131,578.95
|
$163,524.85
|
|
01GZRBANCO SAFRA CAYMAN
|
2021-01-27
|
6.75
|
Other Instrument - CBND
|
$4,111.84
|
$4,325.66
|
|
02K56BANK OF AMERIC N/A
|
2017-03-15
|
5.3
|
Other Instrument - Corporates
|
$328,947.37
|
$370,747.44
|
|
02KDBTARGETA NARANJA SA
|
2017-01-28
|
9
|
Other Instrument - CBND
|
$7,565.79
|
$7,193.17
|
|
0321SGENWORTH HLDGS INC
|
2024-02-15
|
4.8
|
Other Instrument - Corporates
|
$246,710.53
|
$248,684.21
|
|
01DDHTALISMAN ENERGY INC
|
2015-05-15
|
5.125
|
Other Instrument - Corporates
|
$822.37
|
$871.05
|
|
01FBLCEMEX S A B DE C V
|
2015-09-30
|
0
|
Other Instrument - CBND
|
$32,894.74
|
$33,922.70
|
|
01FBLCEMEX S A B DE C V
|
2018-01-11
|
9
|
Other Instrument - CBND
|
$23,848.68
|
$26,084.50
|
|
01PR0ALLY FINANCIAL INC.
|
2019-01-27
|
3.5
|
Other Instrument - Corporates
|
$328,947.37
|
$325,785.82
|
|
02G8TCONTL RESOURCES INC
|
2023-04-15
|
4.5
|
Other Instrument - Corporates
|
$7,730.26
|
$8,018.60
|
|
02JPDBANCO BRADESCO S.A.
|
2021-01-16
|
5.9
|
Other Instrument - CBND
|
$493.42
|
$498.33
|
|
01BGWCB KINDER MORGAN EGY
|
2031-03-15
|
7.4
|
Other Instrument - Corporates
|
$32,894.74
|
$39,961.04
|
|
01MIUBANCO MAERCANTIL DEL
|
2015-07-19
|
4.375
|
Other Instrument - CBND
|
$32,894.74
|
$34,258.50
|
|
01MIUBANCO MERCANTILE DEL
|
2021-10-13
|
6.862
|
Other Instrument - CBND
|
$7,894.74
|
$8,412.52
|
|
01OQVSOUTHERN COPPER CORP
|
2015-07-27
|
6.375
|
Other Instrument - Corporates
|
$19,736.84
|
$21,132.80
|
|
01PMSBANCO DO NORDESTE DO
|
2019-05-03
|
4.375
|
Other Instrument - CBND
|
$41,118.42
|
$40,530.20
|
|
01W0DCSN ISLANDS XII CORP
|
2099-12-31
|
7
|
Other Instrument - CBND
|
$3,289.47
|
$2,736.48
|
|
02GEKEMPRESA NACIONAL DEL
|
2021-12-06
|
4.75
|
Other Instrument - CBND
|
$41,118.42
|
$40,469.16
|
|
02L9CCHASE ISSUANCE TRUST
|
2020-04-15
|
.44
|
Other Instrument - Asset Backed Securities
|
$983,343.75
|
$979,039.22
|
|
02L9CCHASE ISSUANCE TRUST
|
2020-11-16
|
.58
|
Other Instrument - Asset Backed Securities
|
$2,786,658.55
|
$2,794,062.09
|
|
02XRXALLY AUTO REC TRUST
|
2015-03-15
|
3.29
|
Other Instrument - Asset Backed Securities
|
$3,962.73
|
$8,868.03
|
|
035WSCEMENTOS PROGRESO TR
|
2023-11-06
|
7.125
|
Other Instrument - CBND
|
$13,980.26
|
$14,530.01
|
|
01BE7VERIZON COMMUNICATION
|
2033-09-15
|
6.4
|
Other Instrument - Corporates
|
$206,092.76
|
$246,029.42
|
|
01BNABANK OF AMERICA FUNDI
|
2020-07-01
|
5.625
|
Other Instrument - Corporates
|
$37,979.44
|
$43,498.14
|
|
01BNDNATIONAL FUEL GAS COM
|
2021-12-01
|
4.9
|
Other Instrument - Corporates
|
$164,473.68
|
$175,793.86
|
|
01DAEPACIFIC RUBIALES ENER
|
2021-12-12
|
7.25
|
Other Instrument - CBND
|
$40,131.58
|
$42,634.51
|
|
01DCIPAN AM ENGY LLC ARG B
|
2021-05-07
|
7.875
|
Other Instrument - MTN
|
$20,559.21
|
$20,268.81
|
|
01EMYNOMURA HOLDINGS INC A
|
2016-09-13
|
1.6939
|
Other Instrument - Corporates
|
$6,578.95
|
$6,709.13
|
|
01I63FINANCIAL SEC ASSURAN
|
2086-12-15
|
6.4
|
Other Instrument - Corporates
|
$295,230.26
|
$234,170.08
|
|
01KN0DISCOVER CARD EXECUTI
|
2021-04-15
|
.6177
|
Other Instrument - Asset Backed Securities
|
$657,894.74
|
$659,783.25
|
|
01L6OBANCO SANTANDER MEXIC
|
2022-11-09
|
4.125
|
Other Instrument - CBND
|
$37,006.58
|
$35,133.89
|
|
01NE9LAREDO PETE HLDGS INC
|
2019-02-15
|
9.5
|
Other Instrument - Corporates
|
$328.95
|
$366.78
|
|
01PQPCAMERON INTERNATIONAL
|
2014-06-02
|
1.1691
|
Other Instrument - Corporates
|
$3,289.47
|
$3,304.76
|
|
01R7GFORD MOTOR CREDIT COM
|
2018-05-15
|
5
|
Other Instrument - Corporates
|
$493,421.05
|
$553,019.19
|
|
01ROZFIBRIA OVERSEAS FINAN
|
2020-05-04
|
7.5
|
Other Instrument - CBND
|
$32,894.74
|
$36,944.90
|
|
01S57CHINA CONSTRUCTION BK
|
2014-06-12
|
0
|
Other Instrument - Corporates
|
$65,810.53
|
$65,880.94
|
|
01TLPCEMEX ESPANA LUXEMBO
|
2019-04-30
|
9.875
|
Other Instrument - CBND
|
$83,223.68
|
$96,120.18
|
|
01W3WSUNTRUST BK ATL SR MD
|
2017-02-15
|
1.35
|
Other Instrument - Corporates
|
$822,368.42
|
$824,268.09
|
|
028J6ARCO DORADOS HLDGS IN
|
2023-09-27
|
6.625
|
Other Instrument - Corporates
|
$16,447.37
|
$16,575.98
|
|
02CDRBANCO BTG PACTUAL S A
|
2022-09-28
|
5.75
|
Other Instrument - CBND
|
$6,578.95
|
$5,740.13
|
|
02DODKRAFT FOODS GROUP INC
|
2015-06-04
|
1.625
|
Other Instrument - Corporates
|
$411,184.21
|
$417,821.92
|
|
02FQOROYAL BK OF CDA BD CD
|
2014-04-17
|
.27
|
Other Instrument - Corporates
|
$32,894.74
|
$32,909.11
|
|
02G54GOLDMAN SACHS GROUP I
|
2019-01-31
|
2.625
|
Other Instrument - Corporates
|
$29,605.26
|
$29,637.53
|
|
02G54THE GOLDMAN SACHS GRO
|
2014-09-29
|
.8469
|
Other Instrument - Corporates
|
$4,934.21
|
$4,947.83
|
|
02G54THE GOLDMAN SACHS GRO
|
2018-04-30
|
1.4359
|
Other Instrument - Corporates
|
$822.37
|
$831.31
|
|
02GCUSANARCI NUBERACAI S A
|
2022-11-01
|
4.125
|
Other Instrument - CBND
|
$420,230.26
|
$372,035.11
|
|
02JPJPETROHAWK ENERGY CORP
|
2015-06-01
|
7.875
|
Other Instrument - Corporates
|
$148,026.32
|
$152,883.80
|
|
02XSJCWMBS INC MTGE P/T CT
|
2019-09-16
|
7.86
|
Other Instrument - Asset Backed Securities
|
$117,844.57
|
$98,017.85
|
|
02XSODT AUTO OWNER TR 2012
|
2015-11-16
|
.91
|
Other Instrument - ABS
|
$3,192.45
|
$3,194.32
|
|
02ZXBCAPITAL AUTO RECEIVAB
|
2016-07-20
|
.62
|
Other Instrument - Asset Backed Securities
|
$328,947.37
|
$329,088.63
|
|
030GJAMERIQUEST MTGE SEC ,
|
2035-03-25
|
.898
|
Other Instrument - Asset Backed Securities
|
$309,610.86
|
$249,432.93
|
|
030HP144A/REG S CIT MORTGA
|
2037-10-25
|
1.658
|
Other Instrument - ABS
|
$301,995.89
|
$204,878.32
|
|
030JYHOME EQUITY ASSET 200
|
2036-11-25
|
.308
|
Other Instrument - Asset Backed Securities
|
$901,871.05
|
$681,974.45
|
|
030M3RESIDENTIAL ASSET 200
|
2034-10-25
|
5.28
|
Other Instrument - Asset Backed Securities
|
$29,437.98
|
$28,395.50
|
|
030MMSTRUCTURED ASSET MTGE
|
2034-01-19
|
1.0963
|
Other Instrument - CMOs
|
$7,233.22
|
$6,330.29
|
|
03236GE EQUIP TRANS LLC SE
|
2021-03-24
|
1.54
|
Other Instrument - Asset Backed Securities
|
$325,069.08
|
$321,346.53
|
|
034K5CAPITAL AUTO RECEIVAB
|
2015-07-20
|
.77
|
Other Instrument - Asset Backed Securities
|
$180,921.05
|
$181,154.49
|
|
034K5CAPITAL AUTO RECEIVAB
|
2015-11-20
|
.8
|
Other Instrument - Asset Backed Securities
|
$267,269.74
|
$267,742.66
|
|
037K9PORSCHE INNOVATIVE LE
|
2016-08-22
|
.7
|
Other Instrument - ABS
|
$154,433.72
|
$154,487.46
|
|
XXXX AVIANCA HLDGS S A AVI
|
2020-05-10
|
8.375
|
Other Instrument - CBND
|
$29,605.26
|
$30,863.49
|
|
XXXX OFFICE DEPOT DE MEXIC
|
2020-09-20
|
6.875
|
Other Instrument - CBND
|
$8,223.68
|
$8,470.39
|
|
XXXX PACIFIC RUBIALES ENER
|
2019-01-26
|
5.375
|
Other Instrument - CBND
|
$24,671.05
|
$24,874.50
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
2014-04-16
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-04-16
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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?
Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$25,018,719.58
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,018,719.58
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Credit Suisse Securities (USA) LLC
Item 27. The title of the issue (including coupon or yield):
Credit Suisse Securities (USA) LLC, 0.640%, 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:
319981007
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
|
|
TMTS
|
2037-07-25
|
0
|
Other Instrument - Asset Backed Securities
|
$3,221,250.00
|
$630,215.04
|
|
SDART 2013-1 E
|
2020-03-16
|
3.21
|
Other Instrument - Asset Backed Securities
|
$4,456,875.00
|
$4,429,320.41
|
|
SVHE 2006-2 M2
|
2036-03-25
|
.508
|
Other Instrument - Asset Backed Securities
|
$960,000.00
|
$469,418.16
|
|
CWHEL 2006-C 2A
|
2036-05-15
|
.34
|
Other Instrument - Asset Backed Securities
|
$2,409,198.06
|
$2,637,702.38
|
|
CWL 2005-11 MV4
|
2036-02-25
|
.798
|
Other Instrument - Asset Backed Securities
|
$101,250.00
|
$36,638.61
|
|
144A TIASF 1A A1
|
2030-11-25
|
.73675
|
Other Instrument - ABS
|
$2,239,521.06
|
$1,133,490.71
|
|
ACE 2006-NC3 A2B
|
2036-12-25
|
.268
|
Other Instrument - Asset Backed Securities
|
$52,776.15
|
$22,183.25
|
|
SASC 2006-WF3 M1
|
2036-09-25
|
.408
|
Other Instrument - Asset Backed Securities
|
$24,375.00
|
$16,650.29
|
|
WAMU 2007-OA5 1A
|
2047-06-25
|
.89
|
Other Instrument - CMOs
|
$2,185,265.56
|
$1,886,393.70
|
|
CWALT 2007-15CB X
|
2037-07-25
|
.3386
|
Other Instrument - CMOs
|
$1,088,245.62
|
$13,992.69
|
|
RALI 2006-QS12 AV
|
2036-09-25
|
.46441
|
Other Instrument - CMOs
|
$36,160.07
|
$632.22
|
|
144A SDART 2013-2 E
|
2020-04-15
|
2.98
|
Other Instrument - ABS
|
$1,826,250.00
|
$1,858,822.52
|
|
144A SVHE 2006-NLC1 A3
|
2036-11-25
|
.328
|
Other Instrument - Asset Backed Securities
|
$5,595,683.28
|
$2,168,352.77
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.75%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$14,998,735.15
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$14,998,735.15
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Versailles Commercial Paper LLC
Item 27. The title of the issue (including coupon or yield):
Versailles Commercial Paper LLC, 0.230%, 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:
92512MCE7
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):
2014-03-14
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?
Yes
|
Type of enhancement
|
Enhancement provider
|
Designated NRSRO(s) for the enhancement or the enhancement provider
|
Credit rating of the enhancement provider
|
|
Support Agreement
|
Natixis
|
N/A
|
N/A
|
|
Liquidity Agreement
|
Natixis
|
N/A
|
N/A
|
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$34,200,000.00
Item 41. The total current amortized cost, to the nearest cent:
$34,191,041.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.71%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$34,193,502.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$34,193,502.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of Tokyo-Mitsubishi UFJ Ltd.
Item 27. The title of the issue (including coupon or yield):
Bank of Tokyo-Mitsubishi UFJ Ltd., 0.210%, 3/26/2014
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:
06538GSN3
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):
2014-03-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-26
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$20,000,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$20,000,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Rabobank Nederland NV, Utrecht
Item 27. The title of the issue (including coupon or yield):
Rabobank Nederland NV, Utrecht, 0.240%, 6/25/2014
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:
21684BPJ7
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):
2014-06-25
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-06-25
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$10,002,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$10,002,400.00
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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$24,992,125.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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:
$24,993,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$24,993,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
MMAF Equipment Finance LLC Series 2013-A
Item 27. The title of the issue (including coupon or yield):
MMAF Equipment Finance LLC Series 2013-A, Class A1, 0.280%, 9/5/2014
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:
60689LAA3
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):
2014-09-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-09-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$3,936,224.11
Item 41. The total current amortized cost, to the nearest cent:
$3,936,224.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.2%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$3,936,224.11
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:
$3,936,224.11
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Maryland State Economic Development Corp.
Item 27. The title of the issue (including coupon or yield):
Maryland State Economic Development Corp., Human Genome Sciences Series 1999-A, 0.510%, 1/1/2019
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:
574205DK3
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
|
|
Manufacturers & Traders Trust Co., Buffalo, NY
|
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
|
|
Manufacturers & Traders Trust Co., Buffalo, NY
|
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:
$3,070,000.00
Item 41. The total current amortized cost, to the nearest cent:
$3,070,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.15%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$3,070,000.00
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:
$3,070,000.00
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
|
$14,031.06
|
$10,935.66
|
|
02GK4CWL 2006
|
2035-04-25
|
.378
|
Other Instrument - Asset Backed Securities
|
$66,235.60
|
$33,165.89
|
|
02GK4CWABS INC
|
2034-05-25
|
.9146
|
Other Instrument - Asset Backed Securities
|
$27,430.36
|
$25,578.36
|
|
030ICCWALT INC
|
2036-02-25
|
5.5
|
Other Instrument - CMOs
|
$17,402.57
|
$15,359.30
|
|
030IICWMBS INC
|
2034-01-25
|
5.5
|
Other Instrument - CMOs
|
$18,622.59
|
$16,892.58
|
|
030PBWAMU MTGE
|
2047-02-25
|
.89
|
Other Instrument - CMOs
|
$13,085.40
|
$8,833.73
|
|
0348TWAMU MTGE
|
2047-06-25
|
2.213
|
Other Instrument - CMOs
|
$70,819.75
|
$53,655.51
|
|
030IECWHEL 2006
|
2036-07-15
|
.3
|
Other Instrument - Asset Backed Securities
|
$31,443.72
|
$24,831.23
|
|
030IECWHEL 2006
|
2036-10-15
|
.31
|
Other Instrument - Asset Backed Securities
|
$14,265.92
|
$10,856.03
|
|
030NQWBCMT 2006
|
2021-09-17
|
.914
|
Other Instrument - CMO
|
$5,683.54
|
$4,009.21
|
|
030JOGSAMP TRUST
|
2035-04-25
|
4.8354
|
Other Instrument - CMO
|
$155,246.15
|
$25,731.41
|
|
030LZRALI SERIES
|
2036-10-25
|
.431
|
Other Instrument - CMOs
|
$3,480,331.32
|
$57,346.44
|
|
030M2RALI SERIES
|
2036-07-25
|
7
|
Other Instrument - CMOs
|
$89,057.49
|
$74,088.63
|
|
01DX1RAIT CRE CDO
|
2046-11-20
|
.6168
|
Other Instrument - ABS
|
$93,750.00
|
$42,384.23
|
|
02XSCCMLTI 2007-2
|
2036-11-25
|
.5146
|
Other Instrument - CMOs
|
$75,427.30
|
$46,672.82
|
|
030KXMLCFC 2007-5
|
2048-08-14
|
5.45
|
Other Instrument - Commercial Mortgage-Backed Security
|
$44,615.42
|
$38,392.39
|
|
030MNSAMI 2007-AR1
|
2037-01-25
|
.3446
|
Other Instrument - Asset Backed Securities
|
$91,493.25
|
$68,602.80
|
|
02GK4CWL 2007-1 2A4
|
2035-02-25
|
.388
|
Other Instrument - Asset Backed Securities
|
$52,287.23
|
$18,842.00
|
|
02XTQKODIAK CDO I LTD
|
2037-08-07
|
.8877
|
Other Instrument - ABS
|
$10,416.67
|
$3,376.99
|
|
030M3RALI SERIES 2007
|
2037-01-25
|
.409
|
Other Instrument - CMOs
|
$3,712,567.21
|
$58,834.99
|
|
030I5CWALT INC 2005 43
|
2035-11-25
|
5.5
|
Other Instrument - CMOs
|
$60,381.78
|
$20,911.70
|
|
02XUWTORO ABS CDI I LTD
|
2042-02-07
|
.8731
|
Other Instrument - ABS
|
$164,660.91
|
$12,874.38
|
|
02GK4CWL 2006-26 2A4 FLT
|
2035-08-25
|
.378
|
Other Instrument - Asset Backed Securities
|
$66,861.94
|
$30,911.08
|
|
02XSBCBRE REALTY FIN CDO
|
2052-04-07
|
.5399
|
Other Instrument - ABS
|
$75,816.77
|
$10,276.20
|
|
02XTSLIME STREET CLO LTD
|
2021-06-21
|
0
|
Other Instrument - ABS
|
$14,231.67
|
$11,653.70
|
|
01EFTREGS S HIGHLAND PARK
|
2051-11-25
|
.6376
|
Other Instrument - ABS
|
$281,895.06
|
$72,328.33
|
|
02GMZBANC OF AMERICA COMM
|
2045-10-10
|
5.222
|
Other Instrument - Commercial Mortgage-Backed Security
|
$23,181.71
|
$21,671.03
|
|
02KDOREGIONAL DIVERSIFIED
|
2036-01-25
|
.6056
|
Other Instrument - Collateralized Debt Obligation
|
$43,852.85
|
$30,216.88
|
|
02QYQATTENTUS CDO II, LTD
|
2041-10-09
|
.6621
|
Other Instrument - ABS
|
$73,879.52
|
$25,177.00
|
|
02XSCCITIGROUP MTGE LN TR
|
2037-04-25
|
2.752
|
Other Instrument - CMOs
|
$117,848.94
|
$103,447.64
|
|
02XUFPORTER SQUARE CDO II
|
2040-05-05
|
1.1535
|
Other Instrument - ABS
|
$9,327.12
|
$4,326.66
|
|
02XURSOUNDVIEW HOME LOAN
|
2037-08-25
|
.3446
|
Other Instrument - Asset Backed Securities
|
$110,416.67
|
$72,077.29
|
|
030H8BEAR STEARNS COMMMTG
|
2022-03-15
|
1.36
|
Other Instrument - Commercial Mortgage-Backed Security
|
$6,029.50
|
$4,945.65
|
|
030JKGMACM HOME EQTY LOAN
|
2036-12-25
|
.3446
|
Other Instrument - Asset Backed Securities
|
$37,743.98
|
$32,640.34
|
|
030M3RALI SERIES 2007-QS7
|
2037-05-25
|
.3375
|
Other Instrument - CMOs
|
$1,477,749.13
|
$20,350.67
|
|
01BIJGREEN TREE ACCEPTANCE
|
2029-01-15
|
7.21
|
Other Instrument - Asset Backed Securities
|
$60,030.58
|
$56,936.63
|
|
01GNLDUNCANNON CRE CDO I P
|
2047-06-20
|
2.21
|
Other Instrument - ABS
|
$95,479.60
|
$74,027.91
|
|
02GK2CREDIT SUISSE FIRST B
|
2035-02-25
|
5.4321
|
Other Instrument - CMOs
|
$20,678.73
|
$4,846.25
|
|
02GK4CWABS ASSET-BACKED CE
|
2035-03-25
|
.378
|
Other Instrument - Asset Backed Securities
|
$10,369.79
|
$3,500.39
|
|
02GLIGCMO SALOMON MTG01-CP
|
2026-06-25
|
0
|
Other Instrument - Asset Backed Securities
|
$36.24
|
$32.66
|
|
02IR5LONGHORN CDO III. LTD
|
2015-04-10
|
6.2404
|
Other Instrument - ABS
|
$77,044.83
|
$47,873.37
|
|
02J29BAYVIEW COMM ASSET TR
|
2037-10-25
|
1.058
|
Other Instrument - Commercial Mortgage-Backed Security
|
$418.80
|
$406.37
|
|
02J29BAYVIEW COMMERCIAL AS
|
2037-09-25
|
3.855
|
Other Instrument - ABS
|
$33,785.17
|
$2,048.82
|
|
02JIVRESIX FINANCE LIMITED
|
2036-02-10
|
0
|
Other Instrument - CMO
|
$10,852.53
|
$4,039.31
|
|
02JIVRESIX FINANCE LTD CRD
|
2035-12-10
|
15.6929
|
Other Instrument - CMO
|
$16,442.60
|
$9,075.23
|
|
02JIVRESIX FINANCE LTD CRD
|
2035-12-10
|
20.1929
|
Other Instrument - CMO
|
$16,442.60
|
$9,046.54
|
|
02K9SWELS FARGO HME EQTY A
|
2035-09-25
|
1.2146
|
Other Instrument - Asset Backed Securities
|
$100,338.02
|
$79,498.96
|
|
02KCLSATURN VENTURES 2004-
|
2039-05-05
|
.8878
|
Other Instrument - ABS
|
$11,731.24
|
$2,383.56
|
|
02XM0TABERNA PREFFERED FDG
|
2036-12-05
|
.9378
|
Other Instrument - ABS
|
$20,833.33
|
$536.88
|
|
02XRTBRODERICK CDO 3 LTD B
|
2050-12-06
|
.3858
|
Other Instrument - ABS
|
$3,141,824.64
|
$66,537.30
|
|
02XS1BANC OF AMERICA COMME
|
2049-01-15
|
5.523
|
Other Instrument - Commercial Mortgage-Backed Security
|
$14,804.04
|
$10,154.53
|
|
02XS7BEAR STEARNS ALT A TR
|
2046-12-25
|
2.6867
|
Other Instrument - CMOs
|
$47.47
|
$31.31
|
|
02XSBCITIGROUP MTG LN TR 2
|
2036-06-25
|
0
|
Other Instrument - CMO
|
$2,400,310.31
|
$24.00
|
|
02XSC144A CITIGROUP MORTGA
|
2036-12-25
|
.3846
|
Other Instrument - Asset Backed Securities
|
$120,018.03
|
$56,937.33
|
|
02XSCCITIGROUP MTG LN TR 2
|
2037-03-25
|
.5
|
Other Instrument - CMO
|
$580,806.96
|
$11,246.36
|
|
02XSE CREDIT SUISSE COMM
|
2040-09-17
|
6.0386
|
Other Instrument - Commercial Mortgage-Backed Security
|
$54,811.54
|
$34,919.98
|
|
02XTM FIRST NATIONAL BAN
|
2037-02-25
|
.2746
|
Other Instrument - Asset Backed Securities
|
$62,013.04
|
$42,100.92
|
|
02XTQKODIAK CDO II LTD COR
|
2042-11-07
|
1.1377
|
Other Instrument - ABS
|
$88,623.73
|
$36,161.55
|
|
02XTRLEHMAN BROTHERS SMALL
|
2036-12-25
|
.5546
|
Other Instrument - ABS
|
$845.52
|
$530.22
|
|
02XUI3C7/REG S RESI FINANC
|
2036-02-10
|
2.1929
|
Other Instrument - CMOs
|
$6,174.18
|
$3,954.12
|
|
02XURSOUNDVIEW HOME EQUITY
|
2035-04-25
|
1.2146
|
Other Instrument - ABS
|
$54,303.40
|
$50,208.51
|
|
02XUVTERWIN MORTGAGE TRUST
|
2038-04-25
|
.358
|
Other Instrument - Asset Backed Securities
|
$181,404.71
|
$123,209.60
|
|
030CHNEWCASTLE MTGE SECURI
|
2036-03-25
|
.528
|
Other Instrument - Asset Backed Securities
|
$6,298.06
|
$4,859.05
|
|
030G5GSC GROUP FD VIII LTD
|
2021-04-17
|
3.6776
|
Other Instrument - ABS
|
$4,957.00
|
$4,461.56
|
|
030G5TCW GLOBAL PROJECT FU
|
2016-06-15
|
3.7389
|
Other Instrument - ABS
|
$256,355.30
|
$70,473.54
|
|
030GHALESCO PREF FDG XII L
|
2037-07-15
|
.8389
|
Other Instrument - ABS
|
$140,820.81
|
$77,688.43
|
|
030H2BANC OF AMERICA ALT L
|
2046-07-25
|
6
|
Other Instrument - CMOs
|
$149,130.82
|
$33,295.07
|
|
030HDCARRINGTON MTGELOAN T
|
2035-06-25
|
.618
|
Other Instrument - Asset Backed Securities
|
$9,358.75
|
$8,484.68
|
|
030HLCITIGRP COMMERCIAL MT
|
2051-09-22
|
5.5
|
Other Instrument - Commercial Mortgage-Backed Security
|
$21,483.44
|
$21,851.57
|
|
030I7ALTERNATIVE LOAN TRUS
|
2046-11-25
|
.9783
|
Other Instrument - Asset Backed Securities
|
$19,812.84
|
$13,417.92
|
|
030IPDEUTSCHE ALT A SECURI
|
2036-12-25
|
.3546
|
Other Instrument - Asset Backed Securities
|
$107,325.15
|
$65,628.00
|
|
030J7 FIRST HORIZON ALTERN
|
2037-06-25
|
6
|
Other Instrument - CMOs
|
$92,321.26
|
$78,697.24
|
|
030K7INDYMAC INDX MTGE LOA
|
2036-07-25
|
4.4426
|
Other Instrument - CMOs
|
$146,718.97
|
$14,658.18
|
|
030KDJP MORGAN CHASE COMME
|
2049-06-15
|
5.8134
|
Other Instrument - Commercial Mortgage-Backed Security
|
$277.38
|
$174.36
|
|
030KRMASTR ASSET BACKED SE
|
2035-06-25
|
.5946
|
Other Instrument - Asset Backed Securities
|
$44.27
|
$40.39
|
|
030KXML CFC COMMERCIAL MTG
|
2048-08-14
|
5.45
|
Other Instrument - Commercial Mortgage-Backed Security
|
$53,400.08
|
$46,133.95
|
|
030L7MORGAN STANLEY ABS CP
|
2035-07-25
|
1.193
|
Other Instrument - Asset Backed Securities
|
$996.92
|
$727.06
|
|
030LGNATIONAL COLL ST LN T
|
2030-07-25
|
.398
|
Other Instrument - Asset Backed Securities
|
$4,984.02
|
$3,894.62
|
|
030M7RASC SERIES 2005-KS12
|
2036-01-25
|
.6246
|
Other Instrument - Asset Backed Securities
|
$34,455.60
|
$23,756.59
|
|
030M9RESEDENTIAL ASSET SEC
|
2035-07-25
|
.8146
|
Other Instrument - Asset Backed Securities
|
$552.60
|
$468.91
|
|
030MARESIDENTIAL ASSET SEC
|
2036-07-25
|
5.7854
|
Other Instrument - CMO
|
$26,254.40
|
$5,637.48
|
|
030MIRFMSI SERIES 2003-S14
|
2034-04-25
|
5.25
|
Other Instrument - CMOs
|
$11,604.40
|
$8,730.04
|
|
030MN ,STRUCTURED ASSET MO
|
2047-08-25
|
1.634
|
Other Instrument - Asset Backed Securities
|
$5,626.86
|
$4,928.17
|
|
030MNSTRUCTURED ASSET MTGE
|
2036-02-25
|
.3946
|
Other Instrument - Asset Backed Securities
|
$44,916.66
|
$35,135.61
|
|
030MPSTRUCTURED ADJ RATE M
|
2037-06-25
|
4.6102
|
Other Instrument - CMOs
|
$146.52
|
$80.45
|
|
030N3SOLOSO CDO 2005-1 LTD
|
2035-10-15
|
.5489
|
Other Instrument - ABS
|
$1,167.93
|
$855.84
|
|
030N5SUMMER STREET 2004 -1
|
2039-12-05
|
.4883
|
Other Instrument - ABS
|
$269,589.61
|
$59,617.76
|
|
030N6SORIN REAL ESTATE CD0
|
2046-10-28
|
.5381
|
Other Instrument - ABS
|
$79,166.67
|
$66,825.76
|
|
030NRWACHOVIA BK COMM MTGE
|
2045-06-15
|
6.0424
|
Other Instrument - Commercial Mortgage-Backed Security
|
$508.06
|
$161.50
|
|
030PAWELLS FARGO MTG BACKE
|
2037-03-25
|
5.2354
|
Other Instrument - CMOs
|
$433,363.49
|
$56,965.78
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
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:
$2,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$2,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.13%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$2,500,000.00
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:
$2,500,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Royal Bank of Canada, Montreal
Item 27. The title of the issue (including coupon or yield):
Royal Bank of Canada, Montreal, 0.300%, 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:
78009NKW5
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:
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$10,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$10,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
PNC Bank, N.A.
Item 27. The title of the issue (including coupon or yield):
PNC Bank, N.A., 0.260%, 5/5/2014
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:
69354BAV4
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):
2014-05-05
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-05-05
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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:
$24,999,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$24,999,250.00
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, 0.210%, 3/11/2014
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:
6385E1CB5
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):
2014-03-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-11
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$9,997,783.32
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$9,998,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$9,998,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
FCAR Owner Trust, A1/P1 Series
Item 27. The title of the issue (including coupon or yield):
FCAR Owner Trust, A1/P1 Series, 0.220%, 4/4/2014
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:
3024A7D49
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):
2014-04-04
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-04-04
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$9,996,211.11
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$9,997,200.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$9,997,200.00
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%, 2/11/2014
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:
86562C2R2
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):
2014-02-11
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-11
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$72,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$72,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
3.6%
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:
$72,000,720.00
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:
$72,000,720.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of Tokyo-Mitsubishi UFJ Ltd.
Item 27. The title of the issue (including coupon or yield):
Bank of Tokyo-Mitsubishi UFJ Ltd., 0.210%, 4/28/2014
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:
06538GXS6
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):
2014-04-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-04-28
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$45,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$45,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.25%
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:
$45,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$45,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Jupiter Securitization Co. LLC
Item 27. The title of the issue (including coupon or yield):
Jupiter Securitization Co. LLC, 0.300%, 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:
4820P3DB6
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?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$19,988,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$19,993,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$19,993,400.00
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,995,500.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.75%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$14,995,950.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$14,995,950.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BNP Paribas Securities Corp.
Item 27. The title of the issue (including coupon or yield):
BNP Paribas Securities Corp., 0.350%, 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:
69999A006
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
|
|
01BVBDELL INC
|
2015-09-10
|
2.3
|
Other Instrument - Corporates
|
$1,065,722.72
|
$1,080,651.72
|
|
02XTMIMSA 2006
|
2036-11-25
|
.3646
|
Other Instrument - Asset Backed Securities
|
$604,472.67
|
$345,981.80
|
|
02G5CCENVEO CORP
|
2018-02-01
|
8.875
|
Other Instrument - Corporates
|
$265,742.08
|
$276,537.85
|
|
030MLSECURITIZED
|
2035-08-25
|
.598
|
Other Instrument - Asset Backed Securities
|
$880,000.00
|
$496,599.89
|
|
037VWVTR FIN B V
|
2024-01-15
|
6.875
|
Other Instrument - CBND
|
$798,353.76
|
$797,220.10
|
|
026RIDISH DBS CORP
|
2022-07-15
|
5.875
|
Other Instrument - Corporates
|
$53,299.52
|
$53,638.56
|
|
024BOBANQUE PSA FIN
|
2021-04-04
|
5.75
|
Other Instrument - Corporates
|
$273,218.40
|
$285,212.00
|
|
01BFGCENTURYTEL, INC
|
2017-06-15
|
5.15
|
Other Instrument - Corporates
|
$108,054.08
|
$116,869.19
|
|
01W0BREGIONS BANK,LA
|
2018-05-15
|
7.5
|
Other Instrument - Corporates
|
$160,000.00
|
$192,061.33
|
|
02JE7CAIXA ECONOMICA
|
2017-11-06
|
2.375
|
Other Instrument - MTN
|
$1,452,876.48
|
$1,353,874.05
|
|
0246XT-MOBILE USA INC
|
2024-01-15
|
6.5
|
Other Instrument - Corporates
|
$744,702.08
|
$769,939.21
|
|
02XRXADJ RATE MTGE TR
|
2035-11-25
|
.4946
|
Other Instrument - Asset Backed Securities
|
$.23
|
$.17
|
|
01BCFALCOA INC 3.75 PRF
|
2019-02-23
|
5.72
|
Other Instrument - Corporates
|
$480,000.00
|
$532,634.13
|
|
01PR0ALLY FINANCIAL INC
|
2017-02-15
|
5.5
|
Other Instrument - Corporates
|
$1,516,640.00
|
$1,672,643.28
|
|
01STXOASIS PETE INC NEW
|
2022-03-15
|
6.875
|
Other Instrument - Corporates
|
$139,481.12
|
$151,634.87
|
|
02XVVREG S DUANE ST CLO
|
2021-11-14
|
2.4893
|
Other Instrument - ABS
|
$1,182,098.24
|
$1,133,471.72
|
|
0322PSOUND PT CLO II LTD
|
2025-04-26
|
0
|
Other Instrument - ABS
|
$720,000.00
|
$623,278.80
|
|
01T0KLINN ENERGY LLC LINN
|
2021-02-01
|
7.75
|
Other Instrument - Corporates
|
$254,822.08
|
$278,209.08
|
|
030M5RAMP SERIES 2004-RS8
|
2035-11-25
|
.9146
|
Other Instrument - Asset Backed Securities
|
$1,827,956.20
|
$1,229,307.91
|
|
032LRBARMINCO FIN PTY LTD
|
2018-06-01
|
9
|
Other Instrument - Corporates
|
$291,047.36
|
$275,767.37
|
|
0344TBMC SOFTWARE FIN INC
|
2021-07-15
|
8.125
|
Other Instrument - Corporates
|
$378,182.56
|
$393,730.07
|
|
01BBXADVANCED MICRO DEVICE
|
2022-08-15
|
7.5
|
Other Instrument - Corporates
|
$285,920.00
|
$286,515.67
|
|
01BTUVODAFONE GROUP PLC,GB
|
2019-06-10
|
5.45
|
Other Instrument - Corporates
|
$770,789.44
|
$891,518.83
|
|
01DEADENBURY RESOURCES INC
|
2020-02-15
|
8.25
|
Other Instrument - Corporates
|
$15,395.52
|
$17,463.01
|
|
01MISPETROLEOS DE VENEZUEL
|
2035-05-17
|
9.75
|
Other Instrument - CBND
|
$966,558.72
|
$633,136.24
|
|
01S0PREYNOLDS GROUP ISSUER
|
2021-02-15
|
6.875
|
Other Instrument - Corporates
|
$238,634.40
|
$264,693.61
|
|
02G57PETROBRAS INTERNTL FI
|
2014-09-15
|
7.75
|
Other Instrument - Corporates
|
$82,664.80
|
$88,081.64
|
|
02J5ZDEXIA CREDIT LOCAL NY
|
2017-01-11
|
.6761
|
Other Instrument - MTN
|
$683.04
|
$683.74
|
|
02M57ROSETTA RESOURCES INC
|
2022-06-01
|
5.875
|
Other Instrument - Corporates
|
$480,000.00
|
$481,231.67
|
|
030KZMERILL LYNCH MTGE INV
|
2037-08-25
|
.3146
|
Other Instrument - Asset Backed Securities
|
$1,704,370.61
|
$948,005.08
|
|
030LGNATIONAL COLLEGIATE S
|
2028-07-25
|
.4046
|
Other Instrument - Asset Backed Securities
|
$1,638,049.68
|
$1,678,405.16
|
|
0310ULONGFELLOW PL CLO LTD
|
2024-01-15
|
6.0181
|
Other Instrument - ABS
|
$1,400,000.00
|
$1,368,100.60
|
|
03487WAMU MORT PASS-THROUG
|
2045-12-25
|
.5146
|
Other Instrument - CMOs
|
$1,047,101.90
|
$914,842.41
|
|
XXXX OCTAGON INVT PARTNERS
|
2024-01-15
|
0
|
Other Instrument - ABS
|
$800,000.00
|
$726,016.00
|
|
XXXX RIVERSIDE PARK CLO LT
|
2021-09-27
|
0
|
Other Instrument - ABS
|
$49,290.88
|
$48,474.97
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
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:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$20,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$20,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Merrill Lynch, Pierce, Fenner & Smith, Inc.
Item 27. The title of the issue (including coupon or yield):
Merrill Lynch, Pierce, Fenner & Smith, Inc., 0.350%, 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:
983JVMII0
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
|
|
030IICWMBS
|
2018-07-25
|
5
|
Other Instrument - CMOs
|
$145,266.30
|
$9,428.76
|
|
031XFEXPORK SA
|
2031-12-05
|
1.741
|
Other Instrument - CMO
|
$1,536,585.37
|
$2,008.91
|
|
030KKLB-UBS TROC13
|
2036-06-15
|
.5041
|
Other Instrument - Commercial Mortgage-Backed Security
|
$1,014.93
|
$2.26
|
|
031XFEXPORKLORE SA
|
2031-12-05
|
0
|
Other Instrument - CMO
|
$5,372,565.95
|
$3,094.60
|
|
031XFEXPORKLORE SA
|
2031-12-05
|
2.1129
|
Other Instrument - CMO
|
$1,536,585.37
|
$2,437.00
|
|
030G0TRAP 2004-7I,KY
|
2035-01-25
|
.6384
|
Other Instrument - ABS
|
$13,287.07
|
$7,092.28
|
|
02K06SARM 2005-5 AIO1
|
2035-05-25
|
.04
|
Other Instrument - Asset Backed Securities
|
$688,690.86
|
$513.42
|
|
01BF4RASPRO TRUST 2005
|
2024-03-23
|
.6451
|
Other Instrument - ABS
|
$13,182.03
|
$6,480.00
|
|
FNMA FANNIE MAE 2003-63
|
2043-06-25
|
1.4827
|
Other Instrument - FNRM
|
$73,202.83
|
$2,661.38
|
|
030KDJP MORGAN CHASE MTG
|
2046-07-17
|
1.5128
|
Other Instrument - Commercial Mortgage-Backed Security
|
$89,610.44
|
$4,932.47
|
|
02GK2CSFB MORTGAGE BACKED
|
2034-06-25
|
5.25
|
Other Instrument - CMO
|
$127,586.40
|
$18,145.59
|
|
02MEXUS GOVERNMENT GUARANT
|
2022-05-01
|
5.98
|
Other Instrument - Small Business Administration
|
$102,324.86
|
$112,908.32
|
|
02XRWCOMM 2010 C1 MORTGAGE
|
2046-07-12
|
2.3269
|
Other Instrument - Commercial Mortgage-Backed Security
|
$357,252.09
|
$14,068.72
|
|
02XRWCOMM 2010 C1 MTG TRUS
|
2046-07-12
|
.3522
|
Other Instrument - Commercial Mortgage-Backed Security
|
$2,478,902.39
|
$70,897.77
|
|
02XU4MORGAN STANLEY CAPITA
|
2042-01-14
|
.3863
|
Other Instrument - Commercial Mortgage-Backed Security
|
$4,308,989.40
|
$9,403.50
|
|
02XUFRBS CF COMMERCIAL MOR
|
2024-04-17
|
.9558
|
Other Instrument - Commercial Mortgage-Backed Security
|
$278,503.02
|
$2,264.39
|
|
030GTBANC AMER FDG 2012-R5
|
2039-10-03
|
.4302
|
Other Instrument - ABS
|
$19,091,744.04
|
$14,921,735.81
|
|
030IQDBUBS 2011 LC3 MTG TR
|
2044-08-12
|
1.432
|
Other Instrument - Commercial Mortgage-Backed Security
|
$9,742.40
|
$330.82
|
|
030JGCMML MRTG TR 2007-GG1
|
2049-12-10
|
.1061
|
Other Instrument - Commercial Mortgage-Backed Security
|
$560,653.00
|
$5,371.00
|
|
030KDJPM CHASE COMM MTG SE
|
2051-02-15
|
.6047
|
Other Instrument - Commercial Mortgage-Backed Security
|
$1,326,016.30
|
$5,847.43
|
|
030KKLB-UBS COMMERCIAL MOR
|
2038-11-15
|
.6512
|
Other Instrument - Commercial Mortgage-Backed Security
|
$196,882.23
|
$3,262.50
|
|
030KKLB-UBS COMMERCIAL MOR
|
2040-02-15
|
.4149
|
Other Instrument - Commercial Mortgage-Backed Security
|
$2,701,528.48
|
$35,858.83
|
|
030KKLB-UBS COMMERCIAL MTG
|
2038-11-15
|
.6512
|
Other Instrument - Commercial Mortgage-Backed Security
|
$220,061.27
|
$3,692.62
|
|
030KXML-CFC COMMERCIAL MOR
|
2049-09-12
|
.4051
|
Other Instrument - Commercial Mortgage-Backed Security
|
$8.37
|
$.06
|
|
030L3MERRILL LYNCH MORTGAG
|
2039-05-12
|
.0009
|
Other Instrument - Commercial Mortgage-Backed Security
|
$47.10
|
$.00
|
|
030L9MSBAM COML MTG SECS T
|
2030-10-18
|
4.2931
|
Other Instrument - Commercial Mortgage-Backed Security
|
$3,118.02
|
$2,761.63
|
|
030NHTHORNBURG MORTGAGE SE
|
2034-09-25
|
1.011
|
Other Instrument - CMOs
|
$151.37
|
$5.91
|
|
031XFEXPORKLORE SA PROMISS
|
2031-12-05
|
0
|
Other Instrument - CMO
|
$670,837.17
|
$23,020.45
|
|
0344YWASHINGTON MUTUAL MOR
|
2033-04-25
|
.3985
|
Other Instrument - CMOs
|
$1,460,882.05
|
$13,897.26
|
|
03467WAMU MTGE PASS THRU T
|
2033-10-25
|
5.25
|
Other Instrument - CMOs
|
$104,054.95
|
$16,207.26
|
|
03467WASHINGTON MUTUAL MTG
|
2018-07-25
|
5
|
Other Instrument - CMOs
|
$48,435.85
|
$2,644.21
|
|
036A3HILTON USA TR 2013 HL
|
2030-11-07
|
0
|
Other Instrument - Commercial Mortgage-Backed Security
|
$1.33
|
$.00
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may be aggregated, in which case disclose:
(a) the total principal amount and value and (b) the range of maturity dates and interest rates.
Item 33. Rating. Indicate whether the security is a rated First Tier Security, rated Second Tier Security, an Unrated Security, or no longer an Eligible Security:
First Tier Security
Item 34. Name of each Designated NRSRO:
|
Name of Designated NRSRO
|
Credit rating given by the Designated NRSRO
|
|
N/A
|
N/A
|
Item 35. The maturity date as determined under rule 2a-7. Determine the maturity date, taking into account the maturity shortening provisions of rule 2a-7(d):
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.75%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$15,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$15,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Standard Chartered Bank plc
Item 27. The title of the issue (including coupon or yield):
Standard Chartered Bank plc, 0.220%, 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:
85324UBL6
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):
2014-02-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-20
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$29,996,516.67
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$29,998,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$29,998,500.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Mizuho Bank Ltd.
Item 27. The title of the issue (including coupon or yield):
Mizuho Bank Ltd., 0.220%, 2/24/2014
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:
60688LKJ4
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:
$20,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$20,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$20,000,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$20,000,600.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Christus Health System
Item 27. The title of the issue (including coupon or yield):
Tarrant County, TX Cultural Education Facilities Finance Corp. (Christus Health System) , (Series 2008C-3), 0.040%, 7/1/2047
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:
87638TDE0
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 Montreal
|
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 Montreal
|
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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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:
$25,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
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
|
$23,620,777.05
|
$24,375,736.45
|
|
GNMA GNMI SF 736652 X
|
2040-04-15
|
4.5
|
Government Agency Debt
|
$4,719,042.21
|
$5,173,368.00
|
|
GNMA GNMI SF 736657 X
|
2040-04-15
|
4.5
|
Government Agency Debt
|
$5,484,847.96
|
$6,040,380.78
|
|
GNMA GNMI SF 736661 X
|
2040-04-15
|
4
|
Government Agency Debt
|
$3,233,449.77
|
$3,437,866.30
|
|
GNMA GNMI SF 736667 X
|
2040-03-15
|
5
|
Government Agency Debt
|
$5,159,295.56
|
$5,700,411.08
|
|
GNMA GNMI SP 782786 X
|
2039-10-15
|
5
|
Government Agency Debt
|
$5,331,489.91
|
$5,890,436.21
|
|
GNMA GNRM 2010-009 QA
|
2040-01-20
|
3
|
Government Agency Debt
|
$19,859,826.40
|
$19,645,797.05
|
|
FMAC 04.000 FGPC A94605 G
|
2040-10-01
|
4
|
Government Agency Debt
|
$12,662,178.83
|
$13,262,256.37
|
|
FMAC 05.500 FGPC G05856 G
|
2040-03-01
|
5.5
|
Government Agency Debt
|
$4,522,097.28
|
$4,963,993.61
|
|
FNMA FNMS 03.500 CLAK6732
|
2042-03-01
|
3.5
|
Government Agency Debt
|
$26,204,859.95
|
$26,631,911.82
|
|
FNMA FNMS 03.500 CLAO8046
|
2042-07-01
|
3.5
|
Government Agency Debt
|
$25,651,891.78
|
$26,070,291.24
|
|
FNMA FNMS 04.000 CLAJ9279
|
2041-12-01
|
4
|
Government Agency Debt
|
$14,332,598.46
|
$15,053,117.29
|
|
FNMA FNMS 05.000 CL555678
|
2033-08-01
|
5
|
Government Agency Debt
|
$15,477,523.69
|
$17,007,502.70
|
|
FNMA FNMS 05.500 CL762874
|
2033-10-01
|
5.5
|
Government Agency Debt
|
$4,781,435.29
|
$5,293,629.01
|
|
FNMA FNMS 05.500 CL772039
|
2033-06-01
|
5.5
|
Government Agency Debt
|
$4,734,087.84
|
$5,242,407.37
|
|
FNMA FNMS 05.500 CL772102
|
2033-10-01
|
5.5
|
Government Agency Debt
|
$2,099,884.28
|
$2,324,639.79
|
|
FNMA FNMS 06.000 CLAE0022
|
2039-07-01
|
6
|
Government Agency Debt
|
$2,396,464.29
|
$2,662,594.04
|
|
FNMA FNMS 06.500 CLAD0922
|
2039-09-01
|
6.5
|
Government Agency Debt
|
$24,592,002.39
|
$27,538,657.10
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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:
$211,886,000.00
Item 41. The total current amortized cost, to the nearest cent:
$211,886,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
10.6%
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:
$211,886,000.00
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:
$211,886,000.00
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%, 7/1/2014
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:
4820P3G15
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):
2014-07-01
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-07-01
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$24,968,750.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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:
$24,977,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$24,977,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Stratford Properties LP
Item 27. The title of the issue (including coupon or yield):
Stratford Properties LP, (Series 1998), 0.510%, 5/1/2019
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:
863016AA9
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
|
|
Manufacturers & Traders Trust Co., Buffalo, NY
|
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
|
|
Manufacturers & Traders Trust Co., Buffalo, NY
|
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:
$1,225,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,225,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.06%
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:
$1,225,000.00
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:
$1,225,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
John Deere Owner Trust 2013-B
Item 27. The title of the issue (including coupon or yield):
John Deere Owner Trust 2013-B, Class A1, 0.250%, 9/26/2014
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:
477879AA8
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):
2014-09-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-09-26
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$4,450,791.37
Item 41. The total current amortized cost, to the nearest cent:
$4,450,791.36
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$4,450,791.37
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$4,450,791.37
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%, 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:
15963UCE4
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):
2014-03-14
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$14,994,875.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.75%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$14,998,650.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$14,998,650.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Societe Generale North America, Inc.
Item 27. The title of the issue (including coupon or yield):
Societe Generale North America, Inc., 0.245%, 5/2/2014
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:
83365SE25
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):
2014-05-02
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-05-02
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
Yes
|
Guarantor
|
Designated NRSRO(s) for the Guarantee or Guarantor
|
Credit rating of the Guarantor
|
|
Societe Generale, Paris
|
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:
$45,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$44,972,437.30
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.25%
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:
$44,977,135.50
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$44,977,135.50
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, 0.210%, 3/6/2014
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:
6385E1C66
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):
2014-03-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-06
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$24,995,187.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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:
$24,996,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$24,996,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Credit Agricole Corporate and Investment Bank
Item 27. The title of the issue (including coupon or yield):
Credit Agricole Corporate and Investment Bank, 0.220%, 2/10/2014
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:
22532UV35
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):
2014-02-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-10
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:
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$10,000,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$10,000,300.00
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, 0.210%, 3/12/2014
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:
6385E1CC3
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):
2014-03-12
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-12
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:
$7,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$6,998,407.50
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$6,998,880.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$6,998,880.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
PNC Bank, N.A.
Item 27. The title of the issue (including coupon or yield):
PNC Bank, N.A., 0.490%, 2/18/2015
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:
69353RBJ6
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):
2014-03-20
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-20
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.75%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$15,000,075.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$15,000,075.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
ICICI Bank Ltd., Hong Kong (Series B)
Item 27. The title of the issue (including coupon or yield):
ICICI Bank Ltd., Hong Kong (Series B), 0.240%, 2/27/2014
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:
44928NBT2
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):
2014-02-27
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-27
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
|
|
Wells Fargo Bank, N.A.
|
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:
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$29,994,800.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$29,991,600.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$29,991,600.00
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, 0.200%, 2/28/2014
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:
4497W1BU9
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):
2014-02-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-28
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$24,996,250.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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:
$24,997,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$24,997,500.00
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, 0.380%, 2/28/2014
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:
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
|
|
01BD5AON PLC
|
2023-11-27
|
4
|
Other Instrument - Corporates
|
$339,518.33
|
$345,101.15
|
|
01BD5AON PLC
|
2042-12-12
|
4.25
|
Other Instrument - Corporates
|
$272,713.33
|
$249,084.01
|
|
01BK4IDACORP
|
2014-02-25
|
0
|
Other Instrument - CP
|
$83,333.33
|
$83,319.73
|
|
01BR3AT & T INC
|
2045-06-15
|
4.35
|
Other Instrument - Corporates
|
$67,000.00
|
$58,070.80
|
|
01F94AGRIUM INC
|
2019-01-15
|
6.75
|
Other Instrument - Corporates
|
$121,286.83
|
$144,801.93
|
|
01BGWKINDER MORGAN
|
2039-09-01
|
6.5
|
Other Instrument - Corporates
|
$799,166.67
|
$918,165.25
|
|
01BPCCITIGROUP,INC
|
2037-05-29
|
5.875
|
Other Instrument - Corporates
|
$2,166.67
|
$2,461.26
|
|
02G54GOLDMAN SACHS
|
2036-05-01
|
6.45
|
Other Instrument - Corporates
|
$1,666.67
|
$1,810.84
|
|
02JGBASSURANT, INC
|
2014-02-15
|
5.625
|
Other Instrument - Corporates
|
$51,374.33
|
$52,782.89
|
|
02XRUCIFC FDG 2007
|
2021-05-10
|
.6394
|
Other Instrument - ABS
|
$583,333.33
|
$550,094.21
|
|
02YX9ARL FIRST LLC
|
2042-12-15
|
1.91
|
Other Instrument - ABS
|
$294,701.49
|
$297,898.68
|
|
01BE8BELLSOUTH CORP
|
2034-11-15
|
6
|
Other Instrument - Corporates
|
$1,666.67
|
$1,781.98
|
|
01BUJWHIRLPOOL CORP
|
2022-06-01
|
4.7
|
Other Instrument - Corporates
|
$49,500.00
|
$53,057.73
|
|
01F6JMORGAN STANLEY
|
2015-08-31
|
3
|
Other Instrument - Corporates
|
$349,592.17
|
$359,150.02
|
|
02HBOPPL SUPPLY LLC
|
2021-12-15
|
4.6
|
Other Instrument - Corporates
|
$647,833.33
|
$645,506.17
|
|
02HBOPPL SUPPLY.LLC
|
2036-12-15
|
6
|
Other Instrument - Corporates
|
$416,666.67
|
$408,327.78
|
|
01BNABK OF AMER CORP
|
2015-08-01
|
4.75
|
Other Instrument - Corporates
|
$8,333.33
|
$8,986.17
|
|
01E84GENESIS FDG LTD
|
2032-12-19
|
.4063
|
Other Instrument - ABS
|
$315,725.55
|
$286,847.85
|
|
02SOWABB FIN USA INC
|
2042-05-08
|
4.375
|
Other Instrument - Corporates
|
$83,333.33
|
$81,502.23
|
|
02XSZFTST 2006-4TS A
|
2028-12-13
|
5.401
|
Other Instrument - Commercial Mortgage-Backed Security
|
$258,608.50
|
$292,565.74
|
|
01BIDGEORGIA-PAC CORP
|
2029-11-15
|
7.75
|
Other Instrument - Corporates
|
$13,500.00
|
$17,922.62
|
|
01C5DWEATHERFORD INTL
|
2014-02-07
|
0
|
Other Instrument - CP
|
$150,000.00
|
$149,993.30
|
|
01DRSCRATOS CLO I LTD
|
2021-05-19
|
1.3741
|
Other Instrument - ABS
|
$830,353.67
|
$805,690.67
|
|
02KK6DIAGEO INVT CORP
|
2042-05-11
|
4.25
|
Other Instrument - Corporates
|
$4,166.67
|
$4,022.14
|
|
01GM2T2 INCOME FDG CLO
|
2019-07-15
|
0
|
Other Instrument - ABS
|
$1,873.67
|
$1,612.87
|
|
02FRGGCB NEWS AMER INC
|
2018-05-18
|
7.25
|
Other Instrument - Corporates
|
$24,066.83
|
$29,641.71
|
|
030NFTICC CLO 2012 LLC
|
2023-08-25
|
3.7376
|
Other Instrument - ABS
|
$38,903.67
|
$39,383.44
|
|
030NJUBS BARCLAYS COML
|
2063-05-11
|
4.891
|
Other Instrument - Commercial Mortgage-Backed Security
|
$412,018.50
|
$377,048.05
|
|
01BCFALLTEL CORPORATION
|
2016-03-15
|
7
|
Other Instrument - Corporates
|
$72,220.17
|
$83,054.24
|
|
01BNABK OF AMERICA CORP
|
2017-12-01
|
5.75
|
Other Instrument - Corporates
|
$6,833.33
|
$7,850.70
|
|
01CJLMARKEL CORPORATION
|
2021-06-01
|
5.35
|
Other Instrument - Corporates
|
$248,230.67
|
$276,585.23
|
|
02IALPFS FINANCING CORP
|
2016-10-17
|
.86
|
Other Instrument - Asset Backed Securities
|
$41,666.67
|
$41,697.09
|
|
0321SGENWORTH HLDGS INC
|
2023-08-15
|
4.9
|
Other Instrument - Corporates
|
$17,874.83
|
$18,513.24
|
|
01FK1TYCO ELECTRONICS,LU
|
2037-10-01
|
7.125
|
Other Instrument - Corporates
|
$41,666.67
|
$50,939.58
|
|
02G8HMOODY'S CORPORATION
|
2022-09-01
|
4.5
|
Other Instrument - Corporates
|
$1,666.67
|
$1,745.15
|
|
02GDBCORP OFFICE PROP LP
|
2024-02-15
|
5.25
|
Other Instrument - Corporates
|
$622,860.00
|
$664,186.24
|
|
01BLPLINCOLN NATL CORP,IN
|
2020-02-15
|
6.25
|
Other Instrument - Corporates
|
$83,333.33
|
$100,414.95
|
|
01BNABANK OF AMERICA CORP
|
2038-02-15
|
6.05
|
Other Instrument - Corporates
|
$5,666.67
|
$5,955.77
|
|
01KEVREG S MUIR GROVE CLO
|
2020-03-25
|
2.2384
|
Other Instrument - ABS
|
$1,042,966.33
|
$1,039,377.18
|
|
02GN0CITIBANK CREDIT CARD
|
2017-05-22
|
1.3668
|
Other Instrument - Asset Backed Securities
|
$790,200.00
|
$801,139.24
|
|
02I6MPLAINS EXPLORATION &
|
2019-06-15
|
6.125
|
Other Instrument - Corporates
|
$152,299.50
|
$167,959.91
|
|
02K4AACE INA HOLDINGS INC
|
2023-03-13
|
2.7
|
Other Instrument - Corporates
|
$914,599.33
|
$865,704.85
|
|
02K4AACE INA HOLDINGS INC
|
2043-03-13
|
4.15
|
Other Instrument - Corporates
|
$264,417.17
|
$251,320.14
|
|
02L76DIRECTV HOLDINGS LLC
|
2042-03-15
|
5.15
|
Other Instrument - Corporates
|
$8,333.33
|
$7,825.96
|
|
02LYEWILLIAMS PARTNERS LP
|
2020-03-15
|
5.25
|
Other Instrument - Corporates
|
$4,872.83
|
$5,493.94
|
|
02R7A3C7 REG S AVENUE CLO
|
2017-10-30
|
.6559
|
Other Instrument - ABS
|
$540,000.00
|
$532,822.44
|
|
02XS7BEAR STEARNS ARM TRU
|
2034-06-25
|
2.6743
|
Other Instrument - CMOs
|
$64,854.48
|
$65,951.23
|
|
02XSECOBALT CMBS COMM MTG
|
2046-05-17
|
5.7702
|
Other Instrument - Commercial Mortgage-Backed Security
|
$16,666.67
|
$18,493.26
|
|
02XU9NCUA GTD NTS TR 2010
|
2020-12-08
|
.7225
|
Other Instrument - Asset Backed Securities
|
$119,793.07
|
$120,859.77
|
|
02XUKSANTANDER DRIVE AUTO
|
2017-06-15
|
2.39
|
Other Instrument - Asset Backed Securities
|
$45,833.33
|
$46,175.63
|
|
02XVZAPIDOS CDO IV /APIDO
|
2018-10-27
|
.9881
|
Other Instrument - ABS
|
$590,962.67
|
$565,048.83
|
|
030KXML CFC COMM MORTGAGE
|
2048-08-14
|
5.378
|
Other Instrument - Commercial Mortgage-Backed Security
|
$664,166.67
|
$726,354.18
|
|
030MWSBI HOME EQUITY LOAN
|
2036-08-25
|
0
|
Other Instrument - Asset Backed Securities
|
$553,529.56
|
$535,302.93
|
|
031E6GLOBAL SC FIN II SRL
|
2027-07-19
|
4.11
|
Other Instrument - ABS
|
$536,213.28
|
$542,782.61
|
|
035XMTAL ADVANTAGE IV LLC
|
2026-01-20
|
4.6
|
Other Instrument - Asset Backed Securities
|
$212,005.73
|
$215,666.74
|
|
036SFAVENTURA MALL R 2013
|
2032-12-07
|
3.7427
|
Other Instrument - Commercial Mortgage-Backed Security
|
$874,390.67
|
$913,625.49
|
|
037B3SANTANDER DRIVE AUTO
|
2018-10-15
|
1.55
|
Other Instrument - Asset Backed Securities
|
$1,168,433.83
|
$1,169,439.40
|
|
01BID XG 8.875 05/15/31
|
2031-05-15
|
8.875
|
Other Instrument - Corporates
|
$11,666.67
|
$17,094.77
|
|
01BNABANK OF AMERICA FUNDI
|
2017-03-22
|
3.875
|
Other Instrument - Corporates
|
$666.67
|
$723.95
|
|
01BNAGCB MERRILL LYNCH & C
|
2018-11-15
|
6.875
|
Other Instrument - Corporates
|
$666.67
|
$811.58
|
|
01CK8BRAZOS HIGHER EDUCATI
|
2043-06-25
|
1.671
|
Other Instrument - Asset Backed Securities
|
$487,481.33
|
$429,447.76
|
|
01E7EGLOBAL LEVERAGED CAPI
|
2018-12-20
|
2.1921
|
Other Instrument - ABS
|
$69,350.00
|
$67,903.28
|
|
01FVMCOVIDIEN INTL FIN S A
|
2023-06-15
|
2.95
|
Other Instrument - Corporates
|
$112,185.00
|
$106,211.09
|
|
01RD2SOUTHERN CALIF EDISON
|
2023-10-01
|
3.5
|
Other Instrument - Corporates
|
$117,252.50
|
$118,867.52
|
|
01T89PRINCIPAL FINANCIAL G
|
2042-09-15
|
4.625
|
Other Instrument - Corporates
|
$389,507.50
|
$384,102.00
|
|
02C2FENTERPRISE FLEET FING
|
2018-09-20
|
.68
|
Other Instrument - ABS
|
$166,666.67
|
$166,609.30
|
|
02DODKRAFT FOODS GROUP INC
|
2042-06-04
|
5
|
Other Instrument - Corporates
|
$1,666.67
|
$1,708.23
|
|
02FONDEUTSCHE TELECOM INTE
|
2032-06-01
|
9.25
|
Other Instrument - Corporates
|
$30,833.33
|
$47,613.66
|
|
02FOYYUM BRANDS INC COM
|
2037-11-15
|
6.875
|
Other Instrument - Corporates
|
$4,166.67
|
$5,007.85
|
|
02G54GOLDMAN SACHS GRP INC
|
2015-08-01
|
3.7
|
Other Instrument - Corporates
|
$189,000.00
|
$200,258.73
|
|
02HO3TRITON CONTAINER FINA
|
2019-02-26
|
.3
|
Other Instrument - Asset Backed Securities
|
$417,309.68
|
$445,918.36
|
|
02HXRTEXTAINER MARINE CONT
|
2027-04-15
|
4.21
|
Other Instrument - Asset Backed Securities
|
$677,757.99
|
$689,394.28
|
|
02ID7PLAINS ALL AMERICAN P
|
2042-06-01
|
5.15
|
Other Instrument - Corporates
|
$19,563.00
|
$20,174.02
|
|
02KJTARCH CAP GROUP U S I
|
2043-11-01
|
5.144
|
Other Instrument - Corporates
|
$444,875.00
|
$470,064.52
|
|
02KL1GE CAPITAL CRDIT CARD
|
2022-09-15
|
2.21
|
Other Instrument - Asset Backed Securities
|
$833,333.33
|
$797,035.19
|
|
02PUCGULF STREAM-COMPASS C
|
2019-10-28
|
1.1381
|
Other Instrument - ABS
|
$161,881.83
|
$155,506.09
|
|
02XS1BANC OF AMERICA COMME
|
2046-07-10
|
5.675
|
Other Instrument - Commercial Mortgage-Backed Security
|
$12,500.00
|
$13,667.59
|
|
02XS1BANC OF AMERICA LARGE
|
2051-02-10
|
6.2154
|
Other Instrument - Commercial Mortgage-Backed Security
|
$105,001.50
|
$120,396.26
|
|
02XT6GULF STREAM COMPASS C
|
2020-01-24
|
0
|
Other Instrument - ABS
|
$652,513.17
|
$558,625.66
|
|
02XU5MORGAN STANLEY LOAN T
|
2034-11-25
|
2.4618
|
Other Instrument - CMOs
|
$96,806.10
|
$97,018.16
|
|
02XU9NCUA GUARANTEED NOTES
|
2017-11-06
|
.5385
|
Other Instrument - Collateralized Debt Obligation
|
$687,166.19
|
$688,473.17
|
|
02XU9NCUA GUARANTEED NOTES
|
2020-10-07
|
.6125
|
Other Instrument - Asset Backed Securities
|
$163,660.21
|
$164,640.17
|
|
02ZMNANHEUSER-BUSCH COMPAN
|
2037-09-01
|
6.45
|
Other Instrument - Corporates
|
$166.67
|
$217.55
|
|
030H5BEAR STEARNS ASSET BC
|
2034-10-25
|
1.3646
|
Other Instrument - Asset Backed Securities
|
$16,166.67
|
$15,252.50
|
|
030HL CITIGROUP COMMERCIA
|
2049-12-10
|
5.7071
|
Other Instrument - Commercial Mortgage-Backed Security
|
$9,500.00
|
$10,667.04
|
|
030IWEXERTER AUTO REC 201
|
2017-12-15
|
2.22
|
Other Instrument - ABS
|
$181,816.50
|
$184,186.78
|
|
030KKLB-UBS COMMERCIAL MTG
|
2039-09-15
|
5.413
|
Other Instrument - Commercial Mortgage-Backed Security
|
$58,333.33
|
$64,158.25
|
|
030N2SLM STUDENT LOAN TRUS
|
2022-01-25
|
.8884
|
Other Instrument - Asset Backed Securities
|
$1,942,326.50
|
$1,881,888.50
|
|
030N2SLM STUDENT LOANT RUS
|
2021-10-25
|
1.2384
|
Other Instrument - Asset Backed Securities
|
$250,000.00
|
$253,470.90
|
|
031RVAMERICAN AIRLS 2013 1
|
2025-07-15
|
4
|
Other Instrument - Corporates
|
$75,000.00
|
$71,456.10
|
|
031XFFIRST INVS AUTO OWNER
|
2019-01-15
|
2.02
|
Other Instrument - ABS
|
$301,381.83
|
$297,057.54
|
|
032M6FREMF 2013-K712 MTG T
|
2045-05-25
|
3.3674
|
Other Instrument - Commercial Mortgage-Backed Security
|
$108,074.17
|
$99,162.61
|
|
033EDUNITED AUTO CR SECURI
|
2015-09-15
|
1.87
|
Other Instrument - ABS
|
$450,000.00
|
$450,368.60
|
|
033H7FREMF 2013 K27 MTG TR
|
2046-01-25
|
3.4966
|
Other Instrument - Commercial Mortgage-Backed Security
|
$184,520.83
|
$155,684.98
|
|
033X4WFRBS COML MTG TR 201
|
2046-06-15
|
4.0023
|
Other Instrument - Commercial Mortgage-Backed Security
|
$70,792.50
|
$59,935.39
|
|
035EEDOMINION GAS HLDGS LL
|
2043-11-01
|
4.8
|
Other Instrument - Corporates
|
$74,082.83
|
$75,215.31
|
|
0371XCAPITAL AUTO RECEIVAB
|
2019-05-20
|
3.22
|
Other Instrument - Asset Backed Securities
|
$23,333.33
|
$23,391.15
|
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
|
|
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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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:
$25,004,666.16
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,004,666.16
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Credit Agricole North America, Inc.
Item 27. The title of the issue (including coupon or yield):
Credit Agricole North America, Inc., 0.220%, 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:
22532CC44
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):
2014-03-04
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:
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$4,999,052.78
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$4,999,400.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$4,999,400.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of Tokyo-Mitsubishi UFJ Ltd.
Item 27. The title of the issue (including coupon or yield):
Bank of Tokyo-Mitsubishi UFJ Ltd., 0.200%, 3/7/2014
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:
06538GTP7
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):
2014-03-07
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-07
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$10,000,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$10,000,100.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BlackRock MuniHoldings Fund II, Inc.
Item 27. The title of the issue (including coupon or yield):
BlackRock MuniHoldings Fund II, Inc., VMTP Preferred Shares (Series T0018), 0.140%, 1/2/2015
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:
46636YLR9
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):
2014-02-03
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?
Yes
|
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
|
JPMorgan Chase Bank, N.A.
|
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:
$24,350,000.00
Item 41. The total current amortized cost, to the nearest cent:
$24,350,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.22%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$24,350,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$24,350,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Bank of Tokyo-Mitsubishi UFJ Ltd.
Item 27. The title of the issue (including coupon or yield):
Bank of Tokyo-Mitsubishi UFJ Ltd., 0.210%, 4/28/2014
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:
06538GXF4
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):
2014-04-28
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-04-28
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.75%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$15,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$15,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.75%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$15,007,650.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$15,007,650.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
DeKalb County, GA Housing Authority
Item 27. The title of the issue (including coupon or yield):
DeKalb County, GA Housing Authority, Series 2004-T Highlands, 0.230%, 9/1/2036
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:
240471MB5
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
|
|
Mizuho Bank Ltd.
|
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
|
|
Mizuho Bank Ltd.
|
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:
$1,500,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,500,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.08%
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:
$1,500,000.00
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:
$1,500,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Toyota Motor Credit Corp.
Item 27. The title of the issue (including coupon or yield):
Toyota Motor Credit Corp., 0.242%, 7/14/2014
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:
89236TAN5
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):
2014-04-14
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-04-14
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
|
|
Support Agreement
|
Toyota Motor Corp.
|
N/A
|
N/A
|
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$29,995,230.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$29,995,230.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
BlackRock MuniHoldings Quality Fund, Inc.
Item 27. The title of the issue (including coupon or yield):
BlackRock MuniHoldings Quality Fund, Inc., VMTP Preferred Shares (Series T0019), 0.140%, 1/2/2015
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:
46636YLT5
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):
2014-02-03
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?
Yes
|
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
|
JPMorgan Chase Bank, N.A.
|
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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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:
$25,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Illinois State
Item 27. The title of the issue (including coupon or yield):
Illinois State, Taxable Putters (Series SGT01), 0.170%, 6/1/2033
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:
46636YLV0
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):
2014-02-03
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?
Yes
|
Demand Feature issuer
|
Designated NRSRO(s) for the Demand Feature or provider of the Demand Feature
|
Credit rating of the Demand Feature issuer
|
|
Societe Generale, Paris
|
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:
$15,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$15,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.75%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$15,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$15,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Starbird Funding Corp.
Item 27. The title of the issue (including coupon or yield):
Starbird Funding Corp., 0.230%, 3/26/2014
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:
85520MCS0
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):
2014-03-26
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-26
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
Yes
|
Type of enhancement
|
Enhancement provider
|
Designated NRSRO(s) for the enhancement or the enhancement provider
|
Credit rating of the enhancement provider
|
|
Liquidity Agreement
|
BNP Paribas SA
|
N/A
|
N/A
|
|
Letter Of Credit(LOC) - Direct
|
BNP Paribas SA
|
N/A
|
N/A
|
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$35,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$34,988,148.61
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.75%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$34,990,900.00
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:
$34,990,900.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Toronto Dominion Bank
Item 27. The title of the issue (including coupon or yield):
Toronto Dominion Bank, 0.240%, 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:
89112TGN8
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:
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$30,003,300.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$30,003,300.00
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%, 2/13/2014
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
|
|
01EINISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$1,250,000.00
|
$1,378,125.00
|
|
01NAPISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$526,425.00
|
$949,144.28
|
|
01NKMISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$1,895,000.00
|
$909,031.50
|
|
02GLRISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$682,500.00
|
$590,294.25
|
|
02J86ISHARES
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$22,362.50
|
$24,122.43
|
|
01BV1APPLE INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$685,200.00
|
$3,422,162.88
|
|
01RGPWEST CORP
|
2018-10-01
|
8.625
|
Other Instrument - Corporates
|
$56,250.00
|
$60,965.63
|
|
01BC3AIRGAS INC
|
2020-02-15
|
2.375
|
Other Instrument - Corporates
|
$86,505.88
|
$84,019.82
|
|
01BMBMASCO CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$1,104,200.00
|
$234,311.24
|
|
01BOZPFIZER INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$200,287.50
|
$61,728.61
|
|
01RDKDAVITA INC
|
2018-11-01
|
6.375
|
Other Instrument - Corporates
|
$94,030.75
|
$100,113.36
|
|
01BBTABBOTT LABS
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$38,175.00
|
$13,945.33
|
|
01QMXALPS ETF TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$533,750.00
|
$265,540.63
|
|
0287ADELPHI CORP
|
2019-05-15
|
5.875
|
Other Instrument - Corporates
|
$250,000.00
|
$266,225.70
|
|
01CFZGRIFFON CORP
|
2018-04-01
|
7.125
|
Other Instrument - Corporates
|
$37,500.00
|
$40,593.75
|
|
01D5BCBS CORP NEW
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$812,500.00
|
$480,756.25
|
|
01BPCCITIGROUP INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$8,600.00
|
$4,153.80
|
|
01BPCCITIGROUP INC
|
2099-12-29
|
5.95
|
Other Instrument - Corporates
|
$48,125.00
|
$45,967.33
|
|
01D8CWISDOMTREE TR
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$445,000.00
|
$295,969.50
|
|
02JK6CCO HLDGS LLC
|
2017-10-30
|
7.25
|
Other Instrument - Corporates
|
$175,375.00
|
$188,673.05
|
|
032UFKCG HLDGS INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$3,498,775.00
|
$399,560.11
|
|
01BI7GANNETT CO INC
|
2017-11-15
|
9.375
|
Other Instrument - Corporates
|
$254,250.00
|
$271,994.53
|
|
01BSZUNION PAC CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$94,487.50
|
$166,515.32
|
|
01BVGMICROSOFT CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$771,462.50
|
$284,438.22
|
|
01M05UNS ENERGY CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$500,000.00
|
$300,500.00
|
|
02ISFRYDEX ETF TRUST
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$643,700.00
|
$447,178.39
|
|
02JK6CCO HOLDINGS LLC
|
2019-01-15
|
7
|
Other Instrument - Corporates
|
$424,423.00
|
$449,086.69
|
|
02YPCALTICE FINCO S A
|
2024-01-15
|
8.125
|
Other Instrument - Corporates
|
$50,000.00
|
$52,814.24
|
|
022IUVIDEOTRON LTEE,CA
|
2018-04-15
|
9.125
|
Other Instrument - Corporates
|
$158,469.50
|
$167,448.34
|
|
02FWSCONSOL ENERGY INC
|
2017-04-01
|
8
|
Other Instrument - Corporates
|
$61,125.00
|
$65,734.84
|
|
01BD1ANADARKO PETE CORP
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$12.50
|
$10.18
|
|
01BI0NEXTERA ENERGY INC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$145,712.50
|
$132,540.09
|
|
01BJFHEWLETT PACKARD CO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$16,237.50
|
$4,749.47
|
|
01SLZCROSSTEX ENERGY LP
|
2018-02-15
|
8.875
|
Other Instrument - Corporates
|
$183,250.00
|
$199,911.75
|
|
02I42REGAL CINEMAS CORP
|
2019-07-15
|
8.625
|
Other Instrument - Corporates
|
$210,461.63
|
$225,737.63
|
|
02NJASELECT INCOME REIT
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$244,312.50
|
$66,990.49
|
|
01BFHJPMORGAN CHASE & CO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$269,550.00
|
$150,948.00
|
|
01BPCPROCTER & GAMBLE CO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$141,362.50
|
$108,665.35
|
|
01CV2AI REG S ENERGY XX1
|
2017-12-15
|
9.25
|
Other Instrument - Corporates
|
$169,706.88
|
$188,683.40
|
|
02H3LMICHAEL FOODS GROU[
|
2018-07-15
|
9.75
|
Other Instrument - Corporates
|
$68,750.00
|
$74,547.92
|
|
02HC9CREDIT AGRICOLE S A
|
2099-12-29
|
7.875
|
Other Instrument - Corporates
|
$55,515.13
|
$56,625.43
|
|
01BENBRISTOL MYERS SQUIBB
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$751,487.50
|
$379,426.04
|
|
01BO2WELLS FARGO & CO NEW
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$1,402,937.50
|
$646,052.72
|
|
01BULWILLIAMS COS INC DEL
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$1,463,162.50
|
$587,459.74
|
|
01FFVVANGUARD BD INDEX FD
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$867,500.00
|
$704,236.50
|
|
01HYWNEWFIELD EXPLORATION
|
2018-05-15
|
7.125
|
Other Instrument - Corporates
|
$204,415.00
|
$215,155.31
|
|
01PNWCOMPANHIA PARANAENSE
|
2049-01-01
|
0
|
Other Instrument - ADR
|
$6,250.00
|
$730.00
|
|
01TGMHCA THE HEALTHCAR CO
|
2019-04-15
|
8.5
|
Other Instrument - Corporates
|
$144,500.00
|
$156,064.01
|
|
02BY2KINOVE GERMAN BONDCO
|
2018-06-15
|
9.625
|
Other Instrument - Corporates
|
$56,000.00
|
$62,148.72
|
|
02GAULIBERTY MUTUAL GROUP
|
2087-03-07
|
7.8
|
Other Instrument - Corporates
|
$226,747.63
|
$250,435.19
|
|
01BD6ARCHER DANIELS MIDLAN
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$3,411,250.00
|
$1,347,784.88
|
|
01BFHJ P MORGAN CHASE & CO
|
2024-02-01
|
3.875
|
Other Instrument - Corporates
|
$21,991.63
|
$21,890.53
|
|
01BG2DISNEY (WALT) CO, THE
|
2021-08-16
|
2.75
|
Other Instrument - Corporates
|
$24,370.75
|
$24,538.28
|
|
01BLLLEUCADIA NATIONAL COR
|
2023-10-18
|
5.5
|
Other Instrument - Corporates
|
$105,336.63
|
$109,364.29
|
|
01BLLLEUCADIA NATIONAL COR
|
2043-10-23
|
6.625
|
Other Instrument - Corporates
|
$643,750.00
|
$668,668.76
|
|
01BNABANK OF AMERICA CORPO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$2,448,150.00
|
$414,471.80
|
|
01F7TCHESAPEAKE ENERGY COR
|
2015-02-15
|
9.5
|
Other Instrument - Corporates
|
$155,028.13
|
$173,640.11
|
|
01LXIRUTHS HOSPITALITY GRO
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$12.50
|
$1.64
|
|
01OWJTRANSOCEAN SEDCO FORE
|
2021-12-15
|
6.375
|
Other Instrument - Corporates
|
$66,998.13
|
$75,523.36
|
|
01W1GVANGUARD SCOTTSDALE F
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$245,000.00
|
$221,529.00
|
|
01W7IAMERICAN TOWER CORP N
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$1,553,887.50
|
$1,261,445.87
|
|
0236CCARRIZO OIL & GAS INC
|
2018-10-15
|
8.625
|
Other Instrument - Corporates
|
$73,500.00
|
$81,246.59
|
|
02BVADELPHI AUTOMOTIVE PLC
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$327,162.50
|
$199,503.69
|
|
02FTRSPDR DOW JONES INDL A
|
2049-01-01
|
0
|
Other Instrument - ETF
|
$1,242,012.50
|
$1,964,491.17
|
|
02G3GALBANY MOLECULAR RESH
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$175.00
|
$18.97
|
|
02J46WHITING PETROLEUM COR
|
2018-10-01
|
6.5
|
Other Instrument - Corporates
|
$66,750.00
|
$72,117.81
|
|
02LVTPHILIP MORRIS INTL IN
|
2049-01-01
|
0
|
Other Instrument - COMN
|
$1,599,725.00
|
$1,265,222.50
|
|
02M57ROSETTA RESOURCES INC
|
2018-04-15
|
9.5
|
Other Instrument - Corporates
|
$250,000.00
|
$271,993.06
|
|
03237MALLINCKRODT INTL FIN
|
2018-04-15
|
3.5
|
Other Instrument - Corporates
|
$513,125.00
|
$513,230.48
|
|
03237MALLINCKRODT INTL FIN
|
2023-04-15
|
4.75
|
Other Instrument - Corporates
|
$611,517.75
|
$584,107.15
|
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
|
|
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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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:
$25,000,722.18
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:
$25,000,722.18
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Roman Catholic Diocese of Charlotte
Item 27. The title of the issue (including coupon or yield):
Roman Catholic Diocese of Charlotte, Series 2002, 0.210%, 5/1/2014
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:
77583WAA0
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):
2014-02-06
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-02-06
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 Bank, N.A.
|
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
|
|
Wells Fargo Bank, N.A.
|
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:
$1,005,000.00
Item 41. The total current amortized cost, to the nearest cent:
$1,005,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.05%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$1,005,000.00
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:
$1,005,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Royal Bank of Canada, Montreal
Item 27. The title of the issue (including coupon or yield):
Royal Bank of Canada, Montreal, 0.270%, 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:
78009NNB8
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:
$10,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$10,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$10,004,700.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$10,004,700.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
JPMorgan Chase Bank, N.A.
Item 27. The title of the issue (including coupon or yield):
JPMorgan Chase Bank, N.A., 0.420%, 7/30/2014
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:
48125PC50
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):
2014-07-30
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-07-30
Item 37. Does the security have a Demand Feature?
No
Item 38. Does the security have a Guarantee?
No
Item 39. Does the security have any enhancements, other than those identified in Items 37 and 38 above, on which the fund is relying to determine the quality, maturity or liquidity of the security?
No
Item 40. The total principal amount of the security held by the series, to the nearest cent:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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:
$25,018,750.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,018,750.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Pershing LLC
Item 27. The title of the issue (including coupon or yield):
Pershing LLC, 0.300%, 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:
988LWT002
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
|
|
01BGKECOLAB INC
|
2014-12-08
|
2.375
|
Other Instrument - Corporates
|
$16,875.00
|
$17,182.74
|
|
01BOZPFIZER INC
|
2015-03-15
|
5.35
|
Other Instrument - Corporates
|
$18,500.00
|
$19,873.09
|
|
01BOZPFIZER INC
|
2019-03-15
|
6.2
|
Other Instrument - Corporates
|
$10,750.00
|
$13,121.47
|
|
01BV0AMGEN INC.
|
2014-11-15
|
1.875
|
Other Instrument - Corporates
|
$237,625.00
|
$241,253.14
|
|
01CMHIRVING TEX
|
2021-09-15
|
4
|
Other Instrument - MUBD
|
$21,250.00
|
$23,270.05
|
|
01DZJLLOYDS PLC
|
2020-09-14
|
6.5
|
Other Instrument - MTN
|
$19,375.00
|
$22,714.79
|
|
0289QUS BANK NA
|
2014-10-30
|
4.95
|
Other Instrument - Corporates
|
$406,386.50
|
$425,658.36
|
|
01BFRCONAGRA INC
|
2015-09-10
|
1.35
|
Other Instrument - Corporates
|
$8,500.00
|
$8,622.97
|
|
01BFZTARGET CORP
|
2038-01-15
|
7
|
Other Instrument - Corporates
|
$84,375.00
|
$109,195.69
|
|
01BVHORACLE CORP
|
2014-07-08
|
3.75
|
Other Instrument - Corporates
|
$6,250.00
|
$6,355.97
|
|
01BVHORACLE CORP
|
2040-07-15
|
5.375
|
Other Instrument - Corporates
|
$15,250.00
|
$16,889.51
|
|
01EU0BNP PARIBAS
|
2017-09-14
|
2.375
|
Other Instrument - Corporates
|
$12,500.00
|
$12,893.10
|
|
01W0APNC BANK NA
|
2023-07-25
|
3.8
|
Other Instrument - Corporates
|
$20,855.88
|
$20,877.22
|
|
01BFLCLOROX CO DEL
|
2015-01-15
|
5
|
Other Instrument - Corporates
|
$73,375.00
|
$76,602.93
|
|
01BGWKINDER MORGAN
|
2014-11-15
|
5.125
|
Other Instrument - Corporates
|
$14,125.00
|
$14,780.11
|
|
01BHNWACHOVIA CORP
|
2016-10-15
|
.6089
|
Other Instrument - Corporates
|
$13,750.00
|
$13,707.93
|
|
01BLWRIDGEWOOD N J
|
2014-06-15
|
5
|
Other Instrument - MUBD
|
$37,500.00
|
$38,396.96
|
|
01BPCCITIGROUP INC
|
2014-11-05
|
.5178
|
Other Instrument - Corporates
|
$132,151.13
|
$132,216.78
|
|
01BPCCITIGROUP INC
|
2016-06-09
|
.5116
|
Other Instrument - Corporates
|
$18,750.00
|
$18,392.79
|
|
01BPCCITIGROUP INC
|
2018-05-01
|
1.75
|
Other Instrument - Corporates
|
$31,935.38
|
$31,557.74
|
|
01EOOCOSAN FIN LTD
|
2017-02-01
|
7
|
Other Instrument - CBND
|
$12,875.00
|
$14,500.47
|
|
01FLCALLSTATE CORP
|
2023-06-15
|
3.15
|
Other Instrument - Corporates
|
$18,125.00
|
$17,673.60
|
|
01U54CREDIT SUISSE
|
2014-05-01
|
5.5
|
Other Instrument - Corporates
|
$14,625.00
|
$15,009.05
|
|
01UGYCALIFORNIA ST
|
2030-03-01
|
5.25
|
Other Instrument - MUBD
|
$21,456.75
|
$24,211.69
|
|
01BPCCITIGROUP INC.
|
2014-09-15
|
5
|
Other Instrument - Corporates
|
$36,625.00
|
$38,281.14
|
|
01BPCCITIGROUP, INC
|
2023-05-15
|
3.5
|
Other Instrument - Corporates
|
$7,625.00
|
$7,121.44
|
|
01DXQHSBC HLDGS PLC
|
2022-03-30
|
4
|
Other Instrument - Corporates
|
$9,375.00
|
$9,820.73
|
|
01F6JMORGAN STANLEY
|
2014-11-20
|
4.2
|
Other Instrument - Corporates
|
$49,250.00
|
$51,076.35
|
|
01F6JMORGAN STANLEY
|
2015-10-15
|
.7189
|
Other Instrument - Corporates
|
$245,853.50
|
$245,870.59
|
|
01F6JMORGAN STANLEY
|
2019-05-13
|
7.3
|
Other Instrument - Corporates
|
$15,250.00
|
$18,824.24
|
|
01F6JMORGAN STANLEY
|
2042-07-24
|
6.375
|
Other Instrument - Corporates
|
$21,750.00
|
$25,851.61
|
|
01FUGXTO ENERGY INC
|
2018-12-15
|
6.5
|
Other Instrument - Corporates
|
$210,750.00
|
$259,731.58
|
|
02NO5TOTAL CAP INTL
|
2024-01-15
|
3.7
|
Other Instrument - Corporates
|
$19,750.00
|
$19,921.52
|
|
01BI9GENERAL MLS INC
|
2024-02-15
|
3.65
|
Other Instrument - Corporates
|
$117,750.00
|
$118,475.34
|
|
01BLLNJ EDU FAC AUTH
|
2015-07-01
|
3.5
|
Other Instrument - MUBD
|
$22,500.00
|
$23,559.45
|
|
01BPZCB SAFEWAY INC.
|
2031-02-01
|
7.25
|
Other Instrument - Corporates
|
$27,000.00
|
$29,364.93
|
|
01BX2TIME WARNER INC
|
2015-07-15
|
3.15
|
Other Instrument - Corporates
|
$62,750.00
|
$65,009.00
|
|
01DZJLLOYDS BANK PLC
|
2020-09-14
|
6.5
|
Other Instrument - Corporates
|
$6,875.00
|
$8,060.09
|
|
01FENKRAFT FOODS INC
|
2018-02-01
|
6.125
|
Other Instrument - Corporates
|
$33,646.88
|
$40,129.11
|
|
01BKTJOHNSON CONTROLS
|
2014-03-01
|
1.75
|
Other Instrument - Corporates
|
$128,125.00
|
$129,201.46
|
|
01BP1ALTRIA GROUP INC
|
2015-09-11
|
4.125
|
Other Instrument - Corporates
|
$43,125.00
|
$46,165.39
|
|
01BP1ALTRIA GROUP INC
|
2022-08-09
|
2.85
|
Other Instrument - Corporates
|
$67,250.00
|
$63,906.11
|
|
01C6VST OF WASHINGTON
|
2024-08-01
|
5
|
Other Instrument - MUBD
|
$18,750.00
|
$22,178.81
|
|
01EWBSOCIETE GENERALE
|
2021-04-15
|
5.2
|
Other Instrument - MTN
|
$90,625.00
|
$101,462.04
|
|
01PQQAMERICAN EXP CRT
|
2018-07-27
|
2.125
|
Other Instrument - Corporates
|
$87,500.00
|
$88,356.29
|
|
01PRBUS WEST COMM INC
|
2043-11-15
|
7.125
|
Other Instrument - Corporates
|
$22,375.00
|
$21,617.64
|
|
02FRGNEWS AMERICA INC
|
2021-02-15
|
4.5
|
Other Instrument - Corporates
|
$197,625.00
|
$219,670.07
|
|
02G5KWACHOVIA BANK,NA
|
2014-11-01
|
4.8
|
Other Instrument - Corporates
|
$91,362.13
|
$95,474.33
|
|
02L0SSANTANDER ISSUER
|
2019-08-11
|
6.5
|
Other Instrument - CBND
|
$150,000.00
|
$157,598.17
|
|
031Q4BELL TEL CO PENN
|
2030-12-15
|
8.35
|
Other Instrument - Corporates
|
$87,291.88
|
$107,798.43
|
|
01BGXEOG RESOURCES INC
|
2023-03-15
|
2.625
|
Other Instrument - Corporates
|
$19,750.00
|
$18,658.55
|
|
01BJSHSBC FINANCE CORP
|
2015-04-15
|
5.25
|
Other Instrument - Corporates
|
$4,125.00
|
$4,398.77
|
|
01BV9CISCO CYSTEMS INC
|
2039-02-15
|
5.9
|
Other Instrument - Corporates
|
$5,750.00
|
$6,696.20
|
|
01DXQHSBC HOLDINGS PLC
|
2021-04-05
|
5.1
|
Other Instrument - Corporates
|
$25,375.00
|
$28,728.90
|
|
01KVLMACUARIE BANK LTD
|
2017-02-22
|
5
|
Other Instrument - MTN
|
$19,125.00
|
$21,218.87
|
|
01MIDPRIUDENTYAL FINCL
|
2036-12-14
|
5.7
|
Other Instrument - Corporates
|
$44,625.00
|
$49,258.93
|
|
01U4PBALTIMORE CNTY MD
|
2023-08-01
|
2
|
Other Instrument - MUBD
|
$31,250.00
|
$29,550.31
|
|
01UKOQUEST DIAGNOSTICS
|
2016-04-01
|
3.2
|
Other Instrument - Corporates
|
$59,693.50
|
$62,902.42
|
|
02G54GOLDMAN SACHS INC
|
2016-03-22
|
.6959
|
Other Instrument - Corporates
|
$112,905.63
|
$112,518.87
|
|
02KN4WELLPOINT INC COM
|
2014-12-15
|
5
|
Other Instrument - Corporates
|
$11,125.00
|
$11,633.73
|
|
01BDWBANK OF NY COMPANY
|
2019-01-15
|
2.1
|
Other Instrument - Corporates
|
$1,583,750.00
|
$1,591,932.71
|
|
01BEBBERKSHIRE HATHAWAY
|
2021-08-15
|
3.75
|
Other Instrument - Corporates
|
$8,375.00
|
$8,937.48
|
|
01BENBRE PROPERTIES INC
|
2023-01-15
|
3.375
|
Other Instrument - Corporates
|
$25,650.13
|
$24,150.88
|
|
01BFHJP MORGAN CHASE CO
|
2017-08-15
|
2
|
Other Instrument - Corporates
|
$241,231.38
|
$246,406.32
|
|
01BJFHEWLETT PACKARD CO
|
2015-09-13
|
2.125
|
Other Instrument - Corporates
|
$6,375.00
|
$6,554.24
|
|
01BNABK OF AMERICA CORP
|
2016-08-15
|
5.75
|
Other Instrument - Corporates
|
$23,750.00
|
$26,775.84
|
|
01BNABK OF AMERICA CORP
|
2017-12-01
|
5.75
|
Other Instrument - Corporates
|
$17,500.00
|
$20,105.46
|
|
01BO2WELLS FARGO & COMP
|
2015-10-28
|
.4381
|
Other Instrument - Corporates
|
$251,250.00
|
$250,736.57
|
|
01BSBTOWNSHIP OF MONROE
|
2030-08-01
|
3.8
|
Other Instrument - MUBD
|
$62,500.00
|
$63,308.13
|
|
01DP2ROYAL BK OF CANADA
|
2014-10-30
|
1.45
|
Other Instrument - Corporates
|
$85,625.00
|
$86,683.78
|
|
01QTJCCL FINANCE LTD,KY
|
2014-08-15
|
9.5
|
Other Instrument - CBND
|
$293,750.00
|
$318,000.69
|
|
01R7GFORD MTR CR CO LLC
|
2018-01-16
|
2.375
|
Other Instrument - Corporates
|
$12,500.00
|
$12,669.75
|
|
01YKCDORM AUTH ST OF NY
|
2033-03-15
|
5
|
Other Instrument - MUBD
|
$31,250.00
|
$33,936.53
|
|
02GD2METROPOLITAN TRANS
|
2031-11-15
|
5
|
Other Instrument - MUBD
|
$41,250.00
|
$43,322.22
|
|
02K56BANK OF AMERIC N/A
|
2017-03-15
|
5.3
|
Other Instrument - Corporates
|
$45,375.00
|
$51,140.90
|
|
02O56CITY OF ATLANTA GA
|
2043-11-01
|
5
|
Other Instrument - MUBD
|
$40,625.00
|
$41,279.47
|
|
0321SGENWORTH FINANCIAL
|
2021-02-15
|
7.2
|
Other Instrument - Corporates
|
$23,375.00
|
$28,111.48
|
|
01BHX B FORD MOTOR CORP
|
2029-02-01
|
6.375
|
Other Instrument - Corporates
|
$17,093.38
|
$19,740.20
|
|
01BNPNEWMONT MINING CORP
|
2039-10-01
|
6.25
|
Other Instrument - Corporates
|
$88,134.63
|
$83,233.75
|
|
01BV1APPLE COMPUTER, INC
|
2043-05-04
|
3.85
|
Other Instrument - Corporates
|
$18,750.00
|
$16,249.77
|
|
01C9MGILEAD SCIENCES INC
|
2014-12-01
|
2.4
|
Other Instrument - Corporates
|
$148,375.00
|
$151,259.41
|
|
01CC7COLOMA COMM SCHOOLS
|
2027-05-01
|
3.25
|
Other Instrument - MUBD
|
$31,250.00
|
$28,957.66
|
|
01CZVINDPT SCHL DIST 833
|
2015-02-01
|
5
|
Other Instrument - MUBD
|
$18,750.00
|
$20,092.69
|
|
01D7TZION BANCORPORATION
|
2014-09-23
|
7.75
|
Other Instrument - Corporates
|
$31,250.00
|
$33,473.30
|
|
01DZJLLOYDS TSB BANK PLC
|
2021-01-21
|
6.375
|
Other Instrument - Corporates
|
$18,000.00
|
$21,704.78
|
|
01PQQAMERICAN EXP CRT CP
|
2014-08-25
|
5.125
|
Other Instrument - Corporates
|
$152,750.00
|
$160,188.67
|
|
01PQQAMERICAN EXP CRT CP
|
2016-07-29
|
.7469
|
Other Instrument - Corporates
|
$47,316.63
|
$47,543.34
|
|
01YK7STATE OF NEW JERSEY
|
2019-07-15
|
5.25
|
Other Instrument - MUBD
|
$18,750.00
|
$22,545.06
|
|
022YPCREDIT ARGICOLE N A
|
2014-09-29
|
.46
|
Other Instrument - Corporates
|
$390,397.50
|
$389,395.00
|
|
02G54GOLDMAN SACHS GROUP
|
2037-10-01
|
6.75
|
Other Instrument - Corporates
|
$18,875.00
|
$21,206.82
|
|
02J3NJEFFERIES GROUP INC
|
2021-04-15
|
6.875
|
Other Instrument - Corporates
|
$48,500.00
|
$56,999.29
|
|
02K56BANK OF AMERICA N/A
|
2017-06-15
|
.5429
|
Other Instrument - Corporates
|
$380,098.38
|
$372,484.46
|
|
01BDWBANK OF NY COMNY INC
|
2021-09-23
|
3.55
|
Other Instrument - Corporates
|
$12,500.00
|
$13,021.15
|
|
01BENBRISTOL-MYERS SQUIBB
|
2022-08-01
|
2
|
Other Instrument - Corporates
|
$8,875.00
|
$8,168.02
|
|
01BG5DOW CHEMICAL COMPANY
|
2018-05-15
|
5.7
|
Other Instrument - Corporates
|
$202,625.00
|
$234,666.77
|
|
01BG5DOW CHEMICAL COMPANY
|
2019-05-15
|
8.55
|
Other Instrument - Corporates
|
$64,875.00
|
$84,560.02
|
|
01BG5DOW CHEMICAL COMPANY
|
2020-11-15
|
4.25
|
Other Instrument - Corporates
|
$27,329.88
|
$29,256.69
|
|
01BGREMERSON ELECTRIC CO.
|
2014-12-15
|
5
|
Other Instrument - Corporates
|
$18,750.00
|
$19,617.54
|
|
01BJHTHE HOME DEPOT, INC.
|
2044-02-15
|
4.875
|
Other Instrument - Corporates
|
$15,250.00
|
$16,224.09
|
|
01BPWRYDER SYSTEM, INC,FL
|
2015-09-01
|
7.2
|
Other Instrument - Corporates
|
$25,000.00
|
$28,094.75
|
|
01D0UBYRAM HILLS N Y CENT
|
2017-10-15
|
5
|
Other Instrument - MUBD
|
$25,000.00
|
$29,210.31
|
|
01D1WMIDDLE CTRY CENT SCH
|
2026-08-15
|
4
|
Other Instrument - MUBD
|
$63,125.00
|
$67,092.06
|
|
01F6JMORGAN STANLEY GROUP
|
2015-07-24
|
4
|
Other Instrument - Corporates
|
$17,500.00
|
$18,289.04
|
|
01F6JMORGAN STANLEY GROUP
|
2018-04-01
|
6.625
|
Other Instrument - Corporates
|
$875.00
|
$1,042.73
|
|
01F6JMORGAN STANLEY GROUP
|
2020-07-24
|
5.5
|
Other Instrument - Corporates
|
$54,375.00
|
$61,213.17
|
|
01F6JMORGAN STANLEY NOTES
|
2021-07-28
|
5.5
|
Other Instrument - Corporates
|
$90,875.00
|
$102,314.19
|
|
01FLCALLSTATE CORPORATION
|
2042-01-15
|
5.2
|
Other Instrument - Corporates
|
$36,500.00
|
$39,004.67
|
|
01MIDPRUDENTIAL FINCL INC
|
2021-11-16
|
4.5
|
Other Instrument - Corporates
|
$19,500.00
|
$21,214.15
|
|
01MIDPRUDENTIAL FINCL INC
|
2040-11-15
|
6.2
|
Other Instrument - Corporates
|
$40,250.00
|
$47,476.04
|
|
01OZMANHEUSER BUSCH INBEV
|
2020-01-15
|
5.375
|
Other Instrument - Corporates
|
$85,125.00
|
$98,715.11
|
|
01OZMANHEUSER-BUSCH INBEV
|
2015-01-15
|
4.125
|
Other Instrument - Corporates
|
$305,375.00
|
$316,583.28
|
|
01PQRCATERPLR FIN.SRV.CO.
|
2016-02-26
|
.7
|
Other Instrument - Corporates
|
$26,375.00
|
$26,464.25
|
|
01PRBTOYOTA MTR CREDIT CO
|
2014-11-17
|
1.25
|
Other Instrument - Corporates
|
$10,625.00
|
$10,736.66
|
|
01R7GFORD MOTOR CREDIT CO
|
2015-05-15
|
2.75
|
Other Instrument - Corporates
|
$6,250.00
|
$6,437.04
|
|
01RTKADR AMERICA MOVIL SA
|
2014-03-01
|
5.5
|
Other Instrument - Corporates
|
$19,875.00
|
$20,400.03
|
|
01T8JNEW YORK CITY G/O NY
|
2019-08-01
|
5
|
Other Instrument - MUBD
|
$18,750.00
|
$20,482.69
|
|
01U2FGLOBO COMUNICACOES E
|
2099-12-29
|
6.25
|
Other Instrument - CBND
|
$27,875.00
|
$28,973.55
|
|
01UDVKY BD CORP FING PROG
|
2025-02-01
|
2.5
|
Other Instrument - MUBD
|
$25,750.00
|
$23,938.75
|
|
01UENBHP BILLITON FINANCE
|
2042-02-24
|
4.125
|
Other Instrument - Corporates
|
$128,750.00
|
$119,250.77
|
|
01YKCCITIGROUP TAXABLE TR
|
2035-03-15
|
5
|
Other Instrument - MUBD
|
$30,625.00
|
$32,000.95
|
|
01ZX6MCT CLASS A CERT SER
|
2023-07-01
|
5
|
Other Instrument - MUBD
|
$18,750.00
|
$22,268.94
|
|
02GEHSIMON PROPERTY GROUP
|
2019-02-01
|
2.2
|
Other Instrument - Corporates
|
$126,250.00
|
$126,488.75
|
|
02GKRKIDDER PEABODY ACC 1
|
2017-02-22
|
6.5
|
Other Instrument - CMOs
|
$778.87
|
$845.73
|
|
02HD5DEUTSCHE BK FINL LLC
|
2014-07-14
|
0
|
Other Instrument - Corporates
|
$1,012,500.00
|
$1,011,223.85
|
|
02HD5DEUTSCHE BK FINL LLC
|
2014-07-23
|
0
|
Other Instrument - Corporates
|
$556,250.00
|
$555,486.44
|
|
02HD5DEUTSCHE BK FINL LLC
|
2014-08-15
|
0
|
Other Instrument - Corporates
|
$2,868,640.75
|
$2,863,821.43
|
|
02HD5DEUTSCHE BK FINL LLC
|
2014-09-30
|
0
|
Other Instrument - Corporates
|
$2,812,500.00
|
$2,805,798.66
|
|
02HD5DEUTSCHE BK FINL LLC
|
2015-03-02
|
5.375
|
Other Instrument - Corporates
|
$12,625.00
|
$13,493.21
|
|
02L76DIRECTV HOLDINGS LLC
|
2016-03-01
|
3.5
|
Other Instrument - Corporates
|
$58,375.00
|
$62,126.96
|
|
02LKSTELEFONICA EMISIONES
|
2021-02-16
|
5.462
|
Other Instrument - Corporates
|
$58,140.63
|
$64,410.17
|
|
02MEXSBA GLP 509188V P175
|
2034-10-25
|
3.075
|
Other Instrument - Mortgages
|
$93,042.08
|
$101,817.86
|
|
02MEXSMALL BUSINEES ADMIN
|
2038-05-25
|
3
|
Other Instrument - Mortgages
|
$82,472.10
|
$91,158.06
|
|
02N48NYC TRAN FIN AUTH NY
|
2026-11-01
|
5
|
Other Instrument - MUBD
|
$25,000.00
|
$27,712.25
|
|
02N48RESET OPT CTFS TR II
|
2042-02-01
|
5
|
Other Instrument - MUBD
|
$18,750.00
|
$20,176.13
|
|
02NN2CONTINENTAL SR TR II
|
2017-01-18
|
5.75
|
Other Instrument - CBND
|
$203,125.00
|
$219,542.86
|
|
030KDJP MORGAN CHASE COMM
|
2051-02-12
|
5.819
|
Other Instrument - Commercial Mortgage-Backed Security
|
$74,084.60
|
$398,875.11
|
|
XXXX BANCO DE CREDITO DEL
|
2023-04-01
|
4.25
|
Other Instrument - CBND
|
$41,000.00
|
$38,352.08
|
|
01BEBBERKSHIRE HATHAWAY IN
|
2043-02-11
|
4.5
|
Other Instrument - Corporates
|
$18,750.00
|
$18,221.63
|
|
01BFHJ P MORGAN CHASE & CO
|
2014-09-15
|
5.125
|
Other Instrument - Corporates
|
$6,250.00
|
$6,545.20
|
|
01BFHJ P MORGAN CHASE & CO
|
2020-03-25
|
4.95
|
Other Instrument - Corporates
|
$96,125.00
|
$108,848.59
|
|
01BFHJ P MORGAN CHASE & CO
|
2021-05-10
|
4.625
|
Other Instrument - Corporates
|
$31,125.00
|
$34,019.82
|
|
01BFHJ P MORGAN CHASE & CO
|
2041-07-15
|
5.6
|
Other Instrument - Corporates
|
$7,107.13
|
$7,884.85
|
|
01BFHJ P MORGAN CHASE & CO
|
2043-08-16
|
5.625
|
Other Instrument - Corporates
|
$18,750.00
|
$20,370.35
|
|
01BGAEI DU PONT DE NEMOURS
|
2015-01-15
|
3.25
|
Other Instrument - Corporates
|
$10,854.38
|
$11,165.18
|
|
01BHNWACHOVIA CORP 2ND NEW
|
2035-08-01
|
5.5
|
Other Instrument - Corporates
|
$58,500.00
|
$63,001.58
|
|
01BHXCB FORD MOTOR COMPANY
|
2032-01-15
|
8.9
|
Other Instrument - Corporates
|
$45,000.00
|
$59,768.80
|
|
01BJFHEWLETT PACKARD COMPA
|
2016-12-09
|
3.3
|
Other Instrument - Corporates
|
$113,625.00
|
$120,361.45
|
|
01BLWLOWE'S COMPANIES, INC
|
2040-04-15
|
5.8
|
Other Instrument - Corporates
|
$55,000.00
|
$64,648.53
|
|
01BNABANK OF AMERICA FDG C
|
2018-01-11
|
2
|
Other Instrument - Corporates
|
$6,625.00
|
$6,636.93
|
|
01BNABANK OF AMERICA FDG C
|
2018-03-22
|
1.3159
|
Other Instrument - Corporates
|
$255,000.00
|
$258,669.18
|
|
01BNABANK OF AMERICA FUNDI
|
2017-03-22
|
3.875
|
Other Instrument - Corporates
|
$20,250.00
|
$21,989.99
|
|
01BNABANK OF AMERICA FUNDI
|
2019-01-15
|
2.6
|
Other Instrument - Corporates
|
$17,437.25
|
$17,668.02
|
|
01BNABANK OF AMERICA FUNDI
|
2019-01-15
|
1.2789
|
Other Instrument - Corporates
|
$140,542.00
|
$141,704.06
|
|
01BNABANK OF AMERICA FUNDI
|
2019-06-01
|
7.625
|
Other Instrument - Corporates
|
$7,750.00
|
$9,715.70
|
|
01BNABANK OF AMERICA FUNDI
|
2020-07-01
|
5.625
|
Other Instrument - Corporates
|
$11,000.00
|
$12,598.38
|
|
01BNABANK OF AMERICA FUNDI
|
2021-01-05
|
5.875
|
Other Instrument - Corporates
|
$10,000.00
|
$11,553.43
|
|
01BNABANK OF AMERICA FUNDI
|
2023-01-11
|
3.3
|
Other Instrument - Corporates
|
$66,000.00
|
$63,132.52
|
|
01BO2WELLS FARGO & COMPANY
|
2016-06-15
|
3.676
|
Other Instrument - Corporates
|
$390,873.25
|
$422,083.35
|
|
01BPLALLEGHENY COUNTY RESI
|
2035-11-01
|
.14
|
Other Instrument - MUBD
|
$125,000.00
|
$125,043.75
|
|
01BPLSCHOOL DIST OF THE CI
|
2021-02-15
|
4.3
|
Other Instrument - MUBD
|
$31,250.00
|
$34,203.06
|
|
01BPMANNVILLE CLEONA PENNS
|
2015-03-01
|
5.25
|
Other Instrument - MUBD
|
$15,625.00
|
$16,825.55
|
|
01BQ8SCHWAB CHARLES CORP N
|
2022-09-01
|
3.225
|
Other Instrument - Corporates
|
$22,729.63
|
$22,632.97
|
|
01BR9THE TRAVELERS COMP IN
|
2018-05-15
|
5.8
|
Other Instrument - Corporates
|
$12,750.00
|
$14,917.05
|
|
01BSSPENNSYLVANIA ECONOMIC
|
2034-01-01
|
5
|
Other Instrument - MUBD
|
$17,500.00
|
$17,694.54
|
|
01BSSPENNSYLVANIA ECONOMIC
|
2044-01-01
|
5.25
|
Other Instrument - MUBD
|
$21,250.00
|
$21,435.03
|
|
01BX3MUNICIPALITY OF ANCHO
|
2023-08-01
|
5
|
Other Instrument - MUBD
|
$46,875.00
|
$54,620.63
|
|
01BXICALIFORNIA ST PUB WKS
|
2032-11-01
|
4.75
|
Other Instrument - MUBD
|
$31,250.00
|
$32,421.41
|
|
01BXWEAST SIDE UN HIGH SCH
|
2027-08-01
|
5
|
Other Instrument - MUBD
|
$31,250.00
|
$35,682.19
|
|
01BYOCITY OF MANHATTAN BEA
|
2024-01-01
|
4
|
Other Instrument - MUBD
|
$25,000.00
|
$26,363.33
|
|
01C0AGUAM GOVT HOTEL OCCUP
|
2040-11-01
|
6.5
|
Other Instrument - MUBD
|
$41,500.00
|
$45,132.91
|
|
01C3EMISSOURI ST HWYS & TR
|
2015-05-01
|
4.25
|
Other Instrument - MUBD
|
$25,000.00
|
$26,523.88
|
|
01C3FMISSOURI ST ENVIRONME
|
2024-07-01
|
5
|
Other Instrument - MUBD
|
$70,508.88
|
$84,547.66
|
|
01C59FRANKLIN TENN SPL SCH
|
2027-06-01
|
4.625
|
Other Instrument - MUBD
|
$33,000.00
|
$35,169.37
|
|
01C5CJACKSON TENN HOSP REV
|
2028-04-01
|
5.375
|
Other Instrument - MUBD
|
$18,750.00
|
$20,449.63
|
|
01C5DKNOX CNTY TENN HEALTH
|
2036-04-01
|
5.25
|
Other Instrument - MUBD
|
$27,500.00
|
$28,098.13
|
|
01CGNCITY OF OMAHA NEBRASK
|
2022-04-01
|
5.25
|
Other Instrument - MUBD
|
$23,875.00
|
$29,267.17
|
|
01COECITY OF SCHERTZ TEXAS
|
2023-02-01
|
5.5
|
Other Instrument - MUBD
|
$31,250.00
|
$37,390.00
|
|
01CQ1NORTHERN TRUST CORPOR
|
2022-08-02
|
2.375
|
Other Instrument - Corporates
|
$17,125.00
|
$16,350.93
|
|
01CV2BBVA US SENIOR UNIPER
|
2014-05-16
|
2.3635
|
Other Instrument - Corporates
|
$475,341.63
|
$479,849.08
|
|
01D1JHAVERSTRAW STONY POIN
|
2017-10-15
|
5
|
Other Instrument - MUBD
|
$21,875.00
|
$25,442.42
|
|
01D21ROCS AND ROLS II R TR
|
2041-03-15
|
4
|
Other Instrument - MUBD
|
$5,000.00
|
$4,859.76
|
|
01D6VWASH REAL ESTATE (REI
|
2015-05-01
|
5.35
|
Other Instrument - Corporates
|
$18,750.00
|
$19,896.47
|
|
01DE9CANADIAN NATURAL RESO
|
2014-12-01
|
4.9
|
Other Instrument - Corporates
|
$24,375.00
|
$25,443.28
|
|
01DNPMUELLER LOC GOVT CORP
|
2019-09-01
|
4.25
|
Other Instrument - MUBD
|
$23,750.00
|
$26,043.74
|
|
01DTACB ABBEY NATIONAL PLC
|
2029-10-26
|
7.95
|
Other Instrument - Corporates
|
$21,250.00
|
$26,495.55
|
|
01E49AUSTRALIA NEW ZEALAND
|
2021-01-12
|
4.875
|
Other Instrument - MTN
|
$50,500.00
|
$56,078.88
|
|
01EU0BNP PARIBAS / BNP PAR
|
2021-01-15
|
5
|
Other Instrument - Corporates
|
$25,500.00
|
$28,004.16
|
|
01EU0BNP PARIBAS/BNP PARIB
|
2018-08-20
|
2.7
|
Other Instrument - Corporates
|
$85,125.00
|
$87,866.45
|
|
01F6JMORGAN STANLEY DEAN W
|
2017-12-28
|
5.95
|
Other Instrument - Corporates
|
$11,500.00
|
$13,220.45
|
|
01F70DDR CORP DEPOSITARY S
|
2021-01-15
|
3.5
|
Other Instrument - Corporates
|
$22,801.25
|
$22,797.36
|
|
01FDOMETLIFE CAPITAL TRUST
|
2066-12-15
|
6.4
|
Other Instrument - Corporates
|
$41,750.00
|
$43,615.30
|
|
01L6OBANCO SANTANDER MEXIC
|
2022-11-09
|
4.125
|
Other Instrument - CBND
|
$71,250.00
|
$67,644.45
|
|
01OZMANHEUSHER BUSCH INBEV
|
2020-04-15
|
5
|
Other Instrument - Corporates
|
$9,375.00
|
$10,809.21
|
|
01PR0GENERAL ELEC CAPT COR
|
2014-06-04
|
5.5
|
Other Instrument - Corporates
|
$8,875.00
|
$9,107.51
|
|
01PR0GENERAL ELEC CAPT COR
|
2015-10-06
|
.4329
|
Other Instrument - Corporates
|
$6,375.00
|
$6,382.65
|
|
01PR0GENERAL ELEC CAPT COR
|
2015-12-11
|
.8426
|
Other Instrument - Corporates
|
$25,000.00
|
$25,202.70
|
|
01PR0GENERAL ELEC CAPT COR
|
2021-10-17
|
4.65
|
Other Instrument - Corporates
|
$168,500.00
|
$187,140.03
|
|
01PR0GENERAL ELEC CAPT COR
|
2022-09-07
|
3.15
|
Other Instrument - Corporates
|
$68,875.00
|
$68,292.32
|
|
01PR0GENERAL ELECTRIC CAPI
|
2021-02-11
|
5.3
|
Other Instrument - Corporates
|
$2,746.88
|
$3,154.59
|
|
01PRBTOYOTA MOTOR CREDIT C
|
2021-01-11
|
4.25
|
Other Instrument - Corporates
|
$875.00
|
$963.00
|
|
01PRBTOYOTA MOTOR CREDIT C
|
2021-09-15
|
3.4
|
Other Instrument - Corporates
|
$16,630.50
|
$17,414.04
|
|
01PRBTOYOTA MOTOR CREDIT C
|
2022-01-12
|
3.3
|
Other Instrument - Corporates
|
$15,000.00
|
$15,304.53
|
|
01PRBTOYOTA MOTOR CREDIT C
|
2023-01-10
|
2.625
|
Other Instrument - Corporates
|
$52,500.00
|
$49,955.39
|
|
01PUONATIONAL RURAL UTILIT
|
2015-09-16
|
3.875
|
Other Instrument - Corporates
|
$6,250.00
|
$6,672.57
|
|
01R7GFORD MOTOR CREDIT COM
|
2015-09-15
|
5.625
|
Other Instrument - Corporates
|
$9,625.00
|
$10,525.52
|
|
01R7GFORD MOTOR CREDIT COM
|
2021-08-02
|
5.875
|
Other Instrument - Corporates
|
$10,625.00
|
$12,424.79
|
|
01RD2SOUTH CAROLINA ELECTR
|
2018-11-01
|
5.25
|
Other Instrument - Corporates
|
$29,250.00
|
$33,825.43
|
|
01RDQHARTFORD FINL SEVR GR
|
2036-10-15
|
5.95
|
Other Instrument - Corporates
|
$36,250.00
|
$42,126.11
|
|
01T75BBVA BANCOMER INSTITU
|
2022-09-30
|
6.75
|
Other Instrument - CBND
|
$24,875.00
|
$27,242.79
|
|
01T8CMACQUARIE GROUP LIMIT
|
2020-01-14
|
6
|
Other Instrument - MTN
|
$47,750.00
|
$53,352.67
|
|
01TD0ALLEGHENY TECHNOLOGIE
|
2023-08-15
|
5.875
|
Other Instrument - Corporates
|
$2,500.00
|
$2,651.25
|
|
01YVWST OF CONN HELATH AND
|
2035-07-01
|
5
|
Other Instrument - MUBD
|
$25,000.00
|
$26,003.42
|
|
022VVBP CAPITAL MARKETS P.
|
2022-11-06
|
2.5
|
Other Instrument - Corporates
|
$119,875.00
|
$111,908.44
|
|
025VOMAYOR AND CITY COUNCI
|
2018-07-01
|
3.625
|
Other Instrument - MUBD
|
$18,750.00
|
$20,712.58
|
|
026QG MS FLOATER AND RESI
|
2030-07-01
|
5.25
|
Other Instrument - MUBD
|
$25,000.00
|
$28,057.38
|
|
02FQCERP OPERATING LTD PAR
|
2021-12-15
|
4.625
|
Other Instrument - Corporates
|
$112,984.63
|
$121,732.99
|
|
02G54GOLDMAN SACHS GRP INC
|
2015-07-22
|
.6405
|
Other Instrument - Corporates
|
$115,625.00
|
$115,518.64
|
|
02G54THE GOLDMAN SACHS GRO
|
2016-02-07
|
3.625
|
Other Instrument - Corporates
|
$19,875.00
|
$21,180.21
|
|
02G5ELONG ISLAND POWER AUT
|
2023-12-01
|
5
|
Other Instrument - MUBD
|
$29,375.00
|
$31,124.67
|
|
02G5ELONG ISLAND POWER AUT
|
2033-04-01
|
6.25
|
Other Instrument - MUBD
|
$25,000.00
|
$28,738.33
|
|
02GDACITY OF FORT WORTH TX
|
2028-03-01
|
3
|
Other Instrument - MUBD
|
$31,250.00
|
$29,181.25
|
|
02GKLNISCOURCE FINANCE COR
|
2020-09-15
|
5.45
|
Other Instrument - Corporates
|
$262,125.00
|
$303,060.77
|
|
02HR5GLAXOSMITHLKLINE CAPI
|
2016-03-18
|
.7
|
Other Instrument - Corporates
|
$21,750.00
|
$21,823.87
|
|
02J3NJEFFERIES GROUP INC N
|
2023-01-20
|
5.125
|
Other Instrument - Corporates
|
$35,000.00
|
$36,274.21
|
|
02JDJNBC UNIVERSAL MEDIA L
|
2043-01-15
|
4.45
|
Other Instrument - Corporates
|
$9,375.00
|
$8,679.07
|
|
02JDJNBCUNIVERSAL MEDIA LL
|
2014-04-01
|
2.1
|
Other Instrument - Corporates
|
$1,125.00
|
$1,136.01
|
|
02JPMBERKSHIRE HATHAWAY FI
|
2018-08-15
|
2
|
Other Instrument - Corporates
|
$21,500.00
|
$21,920.59
|
|
02LVPTHE NASDAQ STOCK MRKT
|
2015-01-15
|
4
|
Other Instrument - Corporates
|
$15,875.00
|
$16,376.77
|
|
02LVPTHE NASDAQ STOCK MRKT
|
2020-01-15
|
5.55
|
Other Instrument - Corporates
|
$58,250.00
|
$63,735.79
|
|
02LW5TIME WARNER CABLE INC
|
2020-02-01
|
5
|
Other Instrument - Corporates
|
$20,000.00
|
$20,965.80
|
|
02LW5TIME WARNER CABLE INC
|
2041-09-01
|
5.5
|
Other Instrument - Corporates
|
$351,265.25
|
$303,604.41
|
|
02M6YVOTO-VOTORAMTIM OVERS
|
2020-06-24
|
7.75
|
Other Instrument - CBND
|
$500.00
|
$570.23
|
|
02M7CSHELL INTERNATIONAL F
|
2042-08-21
|
3.625
|
Other Instrument - Corporates
|
$20,750.00
|
$18,459.85
|
|
02MEXU S SMALL BUSINESS AD
|
2035-06-25
|
4.107
|
Other Instrument - Mortgages
|
$454,965.50
|
$523,003.09
|
|
02MEXU.S. SMALL BUSINESS A
|
2022-03-25
|
4.282
|
Other Instrument - Mortgages
|
$164,797.43
|
$179,377.66
|
|
02MEXU.S. SMALL BUSINESS A
|
2024-06-25
|
4.098
|
Other Instrument - Mortgages
|
$142,563.74
|
$158,029.05
|
|
02MEXUS GOVERNMENT GUARANT
|
2024-08-01
|
5.17
|
Other Instrument - Small Business Administration
|
$104,571.23
|
$115,478.01
|
|
02MEXUS SMALL BUSINESS ADM
|
2023-01-25
|
3.944
|
Other Instrument - Mortgages
|
$139,619.22
|
$152,096.34
|
|
02MEXUS SMALL BUSINESS ADM
|
2023-07-25
|
3.325
|
Other Instrument - Mortgages
|
$130,317.65
|
$139,802.71
|
|
02MEXUS SMALL BUSINESS ADM
|
2024-02-25
|
4.124
|
Other Instrument - Mortgages
|
$174,010.49
|
$192,757.91
|
|
02MEXUS SMALL BUSINESS ADM
|
2035-01-25
|
2.943
|
Other Instrument - Mortgages
|
$224,497.57
|
$244,805.74
|
|
02MEXUS SMALL BUSINESS ADM
|
2036-08-25
|
3.396
|
Other Instrument - Mortgages
|
$99,979.19
|
$113,923.88
|
|
02MEXUS SMALL BUSINESS ADM
|
2038-06-25
|
3.675
|
Other Instrument - Mortgages
|
$335,339.86
|
$340,379.51
|
|
03220NY CITY MUNICIPAL WAT
|
2038-06-15
|
5
|
Other Instrument - MUBD
|
$19,375.00
|
$20,269.14
|
|
036VJUTILITY DEBT SECURITI
|
2028-12-15
|
5
|
Other Instrument - MUBD
|
$185,625.00
|
$213,182.89
|
|
XXXX U S SMALL BUSINESS AD
|
2038-06-25
|
4
|
Other Instrument - Mortgages
|
$85,771.45
|
$99,382.15
|
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):
2014-02-03
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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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:
$25,000,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,000,000.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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:
$25,001,250.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$25,001,250.00
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
|
$55,745.71
|
$49,477.88
|
|
02XU4MSC 2007
|
2049-04-15
|
5.692
|
Other Instrument - Commercial Mortgage-Backed Security
|
$1,284,000.00
|
$1,424,939.26
|
|
030I7CWL 2006
|
2046-12-20
|
2.463
|
Other Instrument - CMOs
|
$986.19
|
$624.03
|
|
030IKCWMBS INC
|
2035-11-25
|
2.5864
|
Other Instrument - CMOs
|
$535,139.81
|
$442,898.75
|
|
0348TWAMU MTGE
|
2047-06-25
|
.8783
|
Other Instrument - CMOs
|
$1,023,843.31
|
$893,317.42
|
|
0348TWAMU MTGE
|
2047-07-25
|
.955
|
Other Instrument - CMOs
|
$73.74
|
$65.08
|
|
0348TWAMU MTGE
|
2047-07-25
|
2.213
|
Other Instrument - CMOs
|
$36,463.30
|
$26,923.44
|
|
030KDJPMCC 2007
|
2049-02-12
|
5.7093
|
Other Instrument - Commercial Mortgage-Backed Security
|
$600,000.00
|
$468,253.95
|
|
02XRUCD 2006 CD3
|
2048-10-15
|
5.688
|
Other Instrument - Commercial Mortgage-Backed Security
|
$669,361.80
|
$631,084.35
|
|
030JQGS MORTGAGE
|
2039-11-14
|
5.622
|
Other Instrument - Commercial Mortgage-Backed Security
|
$600,000.00
|
$587,166.30
|
|
030JOGABS GSAA TR
|
2037-01-25
|
.2346
|
Other Instrument - Asset Backed Securities
|
$16.16
|
$8.68
|
|
030KPLEHMAN XS TR
|
2047-06-25
|
.3846
|
Other Instrument - Asset Backed Securities
|
$1,701,630.18
|
$1,311,267.88
|
|
030M2RALI 2007-QH3
|
2037-04-25
|
.318
|
Other Instrument - Asset Backed Securities
|
$61.82
|
$48.61
|
|
030JGGCCFC 2007-GG9
|
2039-03-10
|
5.505
|
Other Instrument - Commercial Mortgage-Backed Security
|
$600,028.20
|
$497,083.91
|
|
0348TWAMU MTGE 2007
|
2047-02-25
|
.8392
|
Other Instrument - CMOs
|
$1,834.54
|
$1,495.52
|
|
030I7CWALT 2006-OA16
|
2046-10-25
|
.348
|
Other Instrument - Asset Backed Securities
|
$76.69
|
$73.33
|
|
030M3RALI SERIES QS4
|
2037-03-25
|
6
|
Other Instrument - CMOs
|
$492,070.78
|
$395,353.22
|
|
030PAWFMBS 2007-8,NY
|
2037-07-25
|
6
|
Other Instrument - CMOs
|
$499,066.31
|
$490,035.01
|
|
030H2BOA MORT SEC INC
|
2034-08-25
|
6
|
Other Instrument - CMOs
|
$1,228.56
|
$1,394.76
|
|
030KFJPMORGAN MTGE TR
|
2037-06-25
|
2.7299
|
Other Instrument - CMOs
|
$20.28
|
$17.05
|
|
030NTWELLS FARGO COML
|
2045-10-17
|
4.7789
|
Other Instrument - Commercial Mortgage-Backed Security
|
$492,720.00
|
$461,501.72
|
|
02XRWCWALT IN 2006 HY3
|
2045-05-17
|
2.462
|
Other Instrument - Commercial Mortgage-Backed Security
|
$1,079,160.00
|
$754,053.58
|
|
030JPGSAA HOME EQTY TR
|
2037-03-25
|
.258
|
Other Instrument - Asset Backed Securities
|
$35.07
|
$17.81
|
|
030HLCITIGROUP COMM MTG
|
2049-12-10
|
5.7071
|
Other Instrument - Commercial Mortgage-Backed Security
|
$600,000.00
|
$563,930.48
|
|
030GTBANC OF AMER 2006-J
|
2047-01-20
|
2.7245
|
Other Instrument - CMOs
|
$57,844.80
|
$46,655.34
|
|
030I5CWALT INC 2005-13CB
|
2035-05-25
|
5.25
|
Other Instrument - CMOs
|
$8,481.60
|
$7,793.54
|
|
030L4MERRILL LYNCH TRUST
|
2020-08-20
|
9
|
Other Instrument - CMOs
|
$8.19
|
$8.43
|
|
02GMBCOMM 2014 CCRE14 MTG
|
2047-02-10
|
0
|
Other Instrument - CMO
|
$394,375.80
|
$349,620.46
|
|
02XRUCD 2005 CD1 COMM MTG
|
2044-07-15
|
5.2186
|
Other Instrument - Commercial Mortgage-Backed Security
|
$121,800.00
|
$126,913.82
|
|
02XSXFIRST HORIZON MTG TR
|
2035-11-25
|
5.5
|
Other Instrument - CMOs
|
$1,985.29
|
$2,143.71
|
|
030HLCITI GRP COML MTG TR
|
2049-12-10
|
6.1358
|
Other Instrument - Commercial Mortgage-Backed Security
|
$1,967,880.00
|
$1,897,735.29
|
|
030KXML CFC COMM MORTGAGE
|
2048-08-14
|
5.378
|
Other Instrument - Commercial Mortgage-Backed Security
|
$120,000.00
|
$131,235.89
|
|
030M3RALI SERIES 2007-QS6
|
2037-04-25
|
.5646
|
Other Instrument - CMOs
|
$27.39
|
$17.54
|
|
030MNSTRUCT ASSET MTG INV
|
2036-08-25
|
.3646
|
Other Instrument - Asset Backed Securities
|
$16.51
|
$12.67
|
|
037VHCWALT INC LOAN TRUST
|
2046-11-10
|
4.757
|
Other Instrument - Commercial Mortgage-Backed Security
|
$1,320,000.00
|
$1,071,391.09
|
|
01S4DFREMF 2014 K714 MORTG
|
2047-01-25
|
0
|
Other Instrument - Commercial Mortgage-Backed Security
|
$1,260,000.00
|
$1,218,784.56
|
|
0289LWFRBS COML MTG TR 201
|
2045-12-15
|
4.4601
|
Other Instrument - Commercial Mortgage-Backed Security
|
$480,000.00
|
$431,762.52
|
|
02GK2CREDIT SUISSE FIRST B
|
2032-06-25
|
6.5
|
Other Instrument - Asset Backed Securities
|
$72.00
|
$71.26
|
|
02GK2CREDIT SUISSE FIRST B
|
2035-10-25
|
5.5
|
Other Instrument - CMOs
|
$.17
|
$.14
|
|
02JJTCITIGROUP MTG LN TR 2
|
2033-09-25
|
5.5
|
Other Instrument - CMOs
|
$439.17
|
$453.88
|
|
02MEWFEDERAL HOME LN MTG C
|
2041-12-15
|
3.5
|
Other Instrument - CMOs
|
$28,800.00
|
$28,512.00
|
|
02XRWCOMM 2010 C1 MTG TRUS
|
2046-07-12
|
5.8951
|
Other Instrument - Commercial Mortgage-Backed Security
|
$27,240.00
|
$29,079.18
|
|
02XS7BEAR STEARNS ALT A TR
|
2036-05-25
|
3.1003
|
Other Instrument - CMOs
|
$9.61
|
$5.14
|
|
02XS8BEAR STEARNS ARM TRUS
|
2036-07-25
|
4.8282
|
Other Instrument - CMOs
|
$334.08
|
$297.30
|
|
02XSNDSLA MTG LOAN TRUST 2
|
2046-04-19
|
1.084
|
Other Instrument - Asset Backed Securities
|
$1,858,341.84
|
$1,627,065.54
|
|
02XSXFIRST HORIZON MTGE P/
|
2037-08-25
|
5.5
|
Other Instrument - CMOs
|
$138,582.19
|
$121,042.97
|
|
02XT1GMAC COMM MTGE SEC IN
|
2045-11-10
|
5.29
|
Other Instrument - Commercial Mortgage-Backed Security
|
$583,800.00
|
$619,640.55
|
|
02XTVMASTR ASSET SEC TRUST
|
2033-10-25
|
5.5
|
Other Instrument - CMOs
|
$47.94
|
$48.60
|
|
02XU6MORGAN STANLEY MORTGA
|
2037-11-25
|
2.3764
|
Other Instrument - CMOs
|
$33.20
|
$22.62
|
|
02ZC3COMM 2012 CCRE4 MTG T
|
2045-10-17
|
4.5771
|
Other Instrument - Commercial Mortgage-Backed Security
|
$1,296,665.16
|
$1,184,943.54
|
|
030GGAMERICAN HME MTGE ASS
|
2046-10-25
|
1.2536
|
Other Instrument - Asset Backed Securities
|
$569,665.37
|
$414,607.99
|
|
030GGAMERICAN HOME MTGE AS
|
2046-10-25
|
1.0683
|
Other Instrument - Asset Backed Securities
|
$2,245,615.60
|
$1,657,372.46
|
|
030GRBANC OF AMERICA FDG C
|
2034-12-20
|
.6168
|
Other Instrument - Asset Backed Securities
|
$237,439.62
|
$193,151.55
|
|
030GTBANC OF AMER 2007-B T
|
2047-04-20
|
.3768
|
Other Instrument - Asset Backed Securities
|
$2.29
|
$1.77
|
|
030H4BEAR STEARNS ASSET BA
|
2037-05-25
|
.458
|
Other Instrument - Asset Backed Securities
|
$270,420.10
|
$174,254.80
|
|
030H5BEAR STERNS ASSET BAC
|
2035-11-25
|
.7646
|
Other Instrument - CMOs
|
$25.78
|
$23.32
|
|
030H7BEAR STERNS COMMERCIA
|
2040-03-13
|
5.4948
|
Other Instrument - Commercial Mortgage-Backed Security
|
$48,896.49
|
$76,426.32
|
|
030H8BEAR STEARNS COMM MTG
|
2050-06-13
|
5.694
|
Other Instrument - Commercial Mortgage-Backed Security
|
$120,000.00
|
$134,991.16
|
|
030H8Q BEAR STEARNS COMM
|
2050-06-13
|
5.8872
|
Other Instrument - Commercial Mortgage-Backed Security
|
$600,000.00
|
$588,085.01
|
|
030HVCITICORP MORTGAGE SEC
|
2035-08-25
|
5.75
|
Other Instrument - CMOs
|
$317.25
|
$328.91
|
|
030I7ALTERNATIVE LOAN TRUS
|
2046-09-25
|
.3446
|
Other Instrument - Asset Backed Securities
|
$802,327.12
|
$619,834.44
|
|
030IPDEUTSCHE ALT-A SECURI
|
2036-10-25
|
.3546
|
Other Instrument - Asset Backed Securities
|
$6.72
|
$3.63
|
|
030JPGSAA HME EQUITY TRUST
|
2037-02-25
|
.238
|
Other Instrument - Asset Backed Securities
|
$276,127.25
|
$144,057.12
|
|
030JPGSR MTGE LOAN TRUST 2
|
2036-03-25
|
5.0167
|
Other Instrument - Asset Backed Securities
|
$78.18
|
$47.96
|
|
030KOLEHMAN XS TRUST SERIE
|
2047-09-25
|
1.0146
|
Other Instrument - Asset Backed Securities
|
$1,756,772.66
|
$1,469,574.86
|
|
030KXML CFC COML MTGE TR 2
|
2049-08-12
|
5.8943
|
Other Instrument - Commercial Mortgage-Backed Security
|
$600,000.00
|
$615,421.73
|
|
030LZRALI SERIES 2006 QA10
|
2036-12-25
|
.3446
|
Other Instrument - Asset Backed Securities
|
$8.33
|
$5.94
|
|
030M1 RALI SERIES 2006-Q
|
2036-09-25
|
.3446
|
Other Instrument - Asset Backed Securities
|
$937,119.18
|
$696,597.54
|
|
030MRSTRUCTURED ASSET SECU
|
2035-02-25
|
1.6688
|
Other Instrument - Asset Backed Securities
|
$923,323.54
|
$894,077.92
|
|
030NR WACHOVIA BANK COMM
|
2051-02-15
|
5.9245
|
Other Instrument - Commercial Mortgage-Backed Security
|
$300,000.00
|
$338,589.63
|
|
030NUWELLS FARGO MTGE BCKD
|
2036-03-25
|
2.6279
|
Other Instrument - CMOs
|
$700,708.50
|
$703,838.70
|
|
030PGSTRUCTURED ASSET SECU
|
2019-09-25
|
5.5
|
Other Instrument - CMOs
|
$2,663.81
|
$2,736.44
|
|
031XGUBS-BARCLAYS COML MTG
|
2046-03-12
|
4.0945
|
Other Instrument - Commercial Mortgage-Backed Security
|
$900,000.00
|
$771,354.43
|
|
033H4CITIGROUP COML MTG TR
|
2023-05-10
|
3.5176
|
Other Instrument - Commercial Mortgage-Backed Security
|
$61,508.88
|
$54,986.90
|
|
03487WAMU MTGE P/T CERT SE
|
2045-12-25
|
0
|
Other Instrument - CMOs
|
$11,818.62
|
$1,254,742.17
|
|
0348TWAMU MTGE PASS THROUG
|
2047-03-25
|
.84
|
Other Instrument - CMOs
|
$35.16
|
$28.20
|
|
036ONSG STRUCTURED PRODUCT
|
2026-11-15
|
2.66
|
Other Instrument - Commercial Mortgage-Backed Security
|
$344,666.40
|
$345,120.40
|
|
037VPVNDO 2013 PENN MTG TR
|
2029-12-13
|
3.9472
|
Other Instrument - Commercial Mortgage-Backed Security
|
$993,600.00
|
$976,613.00
|
|
XXXX CGRBS COML MTG TR 201
|
2035-03-15
|
3.369
|
Other Instrument - Commercial Mortgage-Backed Security
|
$600,000.00
|
$582,488.70
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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:
$30,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$30,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$30,001,516.54
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$30,001,516.54
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
J.P. Morgan Chase & Co.
Item 27. The title of the issue (including coupon or yield):
J.P. Morgan Chase & Co., 0.230%, 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:
4662J1B33
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):
2014-02-03
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:
$10,700,000.00
Item 41. The total current amortized cost, to the nearest cent:
$10,699,863.28
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.54%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$10,699,893.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$10,699,893.00
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Natixis
Item 27. The title of the issue (including coupon or yield):
Natixis, 0.240%, 3/10/2014
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:
63873EL58
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):
2014-03-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-03-10
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:
$5,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$5,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
.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:
$5,000,100.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$5,000,100.00
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., 0.250%, 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:
06737JB38
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):
2014-02-03
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:
$87,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$86,998,791.66
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
4.35%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$86,999,130.00
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:
$86,999,130.00
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:
$50,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$50,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
2.5%
Item 43. Explanatory notes. Disclose any other information that may be material to other disclosures related to the portfolio security:
Item 44. Is this an Illiquid Security as of the date of this report?
No
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$50,003,000.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$50,003,000.00
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., 0.700%, 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:
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
|
|
030I0CREST
|
2038-12-28
|
6.7228
|
Other Instrument - ABS
|
$127,724.31
|
$112,634.01
|
|
030I8CWALT
|
2035-02-25
|
1.2146
|
Other Instrument - Asset Backed Securities
|
$55,311.88
|
$43,109.49
|
|
02GK4CWABS INC
|
2034-05-25
|
.9146
|
Other Instrument - Asset Backed Securities
|
$473,711.70
|
$441,728.43
|
|
02XTMIMP CMB TR
|
2035-04-25
|
.8996
|
Other Instrument - Asset Backed Securities
|
$288,054.02
|
$208,451.44
|
|
030IECWHEL 2006
|
2036-07-15
|
.3
|
Other Instrument - Asset Backed Securities
|
$10,246.65
|
$8,091.82
|
|
030IECWHEL 2006
|
2036-10-15
|
.31
|
Other Instrument - Asset Backed Securities
|
$175,822.57
|
$133,796.83
|
|
030LZRALI SERIES
|
2036-09-25
|
.4237
|
Other Instrument - CMOs
|
$4,748,528.81
|
$92,600.65
|
|
030LZRALI SERIES
|
2036-11-25
|
.4024
|
Other Instrument - CMOs
|
$1,941,171.05
|
$29,191.68
|
|
030JKGMAC MORTGAGE
|
2035-03-25
|
.4346
|
Other Instrument - Asset Backed Securities
|
$149,336.20
|
$130,122.14
|
|
02XTRLEHMAN MTGE TR
|
2036-09-25
|
.508
|
Other Instrument - CMOs
|
$19,789.28
|
$9,036.47
|
|
02XU6MORGAN STANLEY
|
2036-02-25
|
4.6854
|
Other Instrument - CMOs
|
$157,114.93
|
$14,851.41
|
|
02M1CCOOLIDGE FDG LTD
|
2040-07-09
|
.6621
|
Other Instrument - ABS
|
$1,826,735.70
|
$143,300.52
|
|
02J29BAYVIEW COMM ASSET
|
2037-03-25
|
.428
|
Other Instrument - Commercial Mortgage-Backed Security
|
$21,229.09
|
$15,281.46
|
|
030LZRALI SER 2006 QS17
|
2036-12-25
|
6
|
Other Instrument - CMOs
|
$20,754.77
|
$16,506.72
|
|
02GK4CWL 2006-26 2A4 FLT
|
2035-08-25
|
.378
|
Other Instrument - Asset Backed Securities
|
$13,791.25
|
$6,375.86
|
|
030PGAMERIQUEST MORTGAGE
|
2035-12-25
|
.6346
|
Other Instrument - Asset Backed Securities
|
$321,464.17
|
$241,162.66
|
|
02KDOREGIONAL DIVERSIFIED
|
2036-01-25
|
.6056
|
Other Instrument - Collateralized Debt Obligation
|
$715,585.40
|
$493,075.27
|
|
02XSCCITIGROUP MTGE LN TR
|
2037-04-25
|
2.752
|
Other Instrument - CMOs
|
$3,399,524.74
|
$2,984,098.11
|
|
02XSDCITIGROUP MTGE LN TR
|
2037-11-25
|
6.25
|
Other Instrument - CMO
|
$2,802,983.19
|
$1,978,994.90
|
|
02XT1GMAC COMMERCIAL MTGE
|
2045-11-10
|
5.349
|
Other Instrument - Commercial Mortgage-Backed Security
|
$98,371.04
|
$92,779.56
|
|
030H8BEAR STEARNS COMMMTG
|
2022-03-15
|
1.36
|
Other Instrument - Commercial Mortgage-Backed Security
|
$1,558.54
|
$1,278.38
|
|
030JIGRAMERCY REAL ESTATE
|
2035-07-25
|
2.2384
|
Other Instrument - ABS
|
$181,638.90
|
$37,971.38
|
|
0328XCWHEQ HME EQTY LN TR
|
2036-11-25
|
5.81
|
Other Instrument - Asset Backed Securities
|
$142,008.21
|
$134,376.24
|
|
01GNLDUNCANNON CRE CDO I P
|
2047-06-20
|
1.81
|
Other Instrument - ABS
|
$1,084,423.84
|
$182,266.04
|
|
02GK4CWABS ASSET BACKED CE
|
2037-05-25
|
1.508
|
Other Instrument - Asset Backed Securities
|
$273,685.00
|
$115,191.37
|
|
02GK4CWABS ASSET-BACKED CE
|
2035-03-25
|
.378
|
Other Instrument - Asset Backed Securities
|
$40,119.17
|
$13,542.46
|
|
02J29BAYVIEW COMMERCIAL AS
|
2037-03-25
|
.4346
|
Other Instrument - ABS
|
$1,189,860.72
|
$501,255.52
|
|
02JP7AI SOUTH COAST FDG IV
|
2038-10-05
|
1.5929
|
Other Instrument - ABS
|
$12,282,436.46
|
$4,305,437.94
|
|
02XS1BANC OF AMERICA COMME
|
2049-01-15
|
5.523
|
Other Instrument - Commercial Mortgage-Backed Security
|
$92,877.50
|
$63,707.43
|
|
02XS8BEAR STEARNS MTGE TRU
|
2037-03-25
|
.3046
|
Other Instrument - Asset Backed Securities
|
$7,513.76
|
$5,392.61
|
|
02XSBCBRE REALTY FIN 2007-
|
2052-04-02
|
.4899
|
Other Instrument - ABS
|
$194,735.06
|
$188,717.08
|
|
02XSECITIGROUP MTG LN TR 2
|
2036-08-25
|
2.5278
|
Other Instrument - CMO
|
$239,245.00
|
$180,196.05
|
|
02XSKCSMC MTG TRUST 2006-3
|
2036-04-25
|
5.5
|
Other Instrument - CMOs
|
$268,094.96
|
$260,421.36
|
|
02XSVFIRST FRANKLIN MTGE L
|
2036-11-25
|
.468
|
Other Instrument - Asset Backed Securities
|
$133,568.75
|
$36,060.22
|
|
02XTQKODIAK CDO II LTD COR
|
2042-11-07
|
1.1377
|
Other Instrument - ABS
|
$468,947.50
|
$191,346.82
|
|
02XTRLEHMAN BROTHERS SMALL
|
2036-12-25
|
.5546
|
Other Instrument - ABS
|
$835,062.29
|
$523,658.74
|
|
030HLCITIGRP COMMERCIAL MT
|
2051-09-22
|
5.5
|
Other Instrument - Commercial Mortgage-Backed Security
|
$161,415.63
|
$164,181.57
|
|
030ICALTERNATIVE LOAN TRUS
|
2037-08-25
|
.658
|
Other Instrument - CMOs
|
$4,695.09
|
$3,033.41
|
|
030INCWABS REPERFORMING LO
|
2033-07-25
|
5.75
|
Other Instrument - CMOs
|
$629,342.62
|
$487,488.80
|
|
030K3HARBORVIEW MORTGAGE L
|
2036-11-19
|
.3763
|
Other Instrument - Asset Backed Securities
|
$652,002.55
|
$488,856.30
|
|
030KDJP MORGAN CHASE COMME
|
2049-06-15
|
5.8134
|
Other Instrument - Commercial Mortgage-Backed Security
|
$670.21
|
$421.30
|
|
030LGNATIONAL COLL ST LN T
|
2030-07-25
|
.398
|
Other Instrument - Asset Backed Securities
|
$250,031.88
|
$195,380.24
|
|
030M6RESEDENTIAL ASSET MTG
|
2036-05-25
|
.4646
|
Other Instrument - Asset Backed Securities
|
$9,453,783.82
|
$5,861,857.94
|
|
030M7RASC SERIES 2005-KS12
|
2036-01-25
|
.6246
|
Other Instrument - Asset Backed Securities
|
$35,970.21
|
$24,800.89
|
|
030MNSTRUCTURED ASSET MTGE
|
2047-09-25
|
.378
|
Other Instrument - Asset Backed Securities
|
$5,288,627.08
|
$3,873,527.98
|
|
030PCWASHINGTON MUTUAL MTG
|
2036-03-25
|
.758
|
Other Instrument - CMOs
|
$586,187.89
|
$429,816.20
|
|
0348SWAMU MTGE SERIES 2006
|
2046-12-25
|
2.463
|
Other Instrument - CMOs
|
$63,516.11
|
$63,100.25
|
If multiple securities of an issuer are subject to the repurchase agreement, the securities may 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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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?
Yes
Item 45. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), including the value of any capital support agreement, to the nearest cent:
$24,997,503.16
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$24,997,503.16
Security. For each security held by the money market fund, disclose the following:
Item 26. The name of the issuer:
Mizuho Bank Ltd.
Item 27. The title of the issue (including coupon or yield):
Mizuho Bank Ltd., 0.210%, 4/10/2014
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:
60688LNA0
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):
2014-04-10
Item 36. The final legal maturity date, taking into account any maturity date extensions that may be effected at the option of the issuer:
2014-04-10
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:
$25,000,000.00
Item 41. The total current amortized cost, to the nearest cent:
$25,000,000.00
Item 42. The percentage of the money market fund's net assets invested in the security, to the nearest hundredth of a percent:
1.25%
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:
$24,999,500.00
Item 46. The value of the security, calculated using available market quotations (or an appropriate substitute that reflects current market conditions), excluding the value of any capital support agreement, to the nearest cent:
$24,999,500.00