Quarterly Schedule of Portfolio Holdings of Registered Management Investment Company (n-q)
29 Novembre 2012 - 4:33PM
Edgar (US Regulatory)
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number:
811-06161
Allianz Funds
(Exact name of registrant as specified in charter)
1633 Broadway,
New York, NY 10019
(Address of principal executive offices) (Zip code)
Lawrence G. Altadonna
1633 Broadway, New York, NY 10019
(Name and address of agent for
service)
Registrant’s telephone number, including area code: 212-739-3371
Date of fiscal year end:
December 31, 2012
Date of reporting period:
September 30, 2012
Item 1. Schedule of Investments.
Allianz Global Investors Money Market Fund (the “Fund”), a fund of the Allianz Funds trust, invests as part of a master-feeder structure. The Fund is a feeder fund that invests substantially all
of its investable assets in a master fund, the State Street Money Market Portfolio (the “Master Portfolio”), a portfolio of the State Street Master Funds trust. The value of the Fund’s investment in the Master Portfolio reflects its
proportionate interest in the net assets of the Master Portfolio. At September 30, 2012, the Fund owned less than 1% of the Master Portfolio. The portfolio of investments for the Master Portfolio follows.
State Street Money Market Portfolio
Portfolio of Investments
September 30, 2012 (Unaudited)
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Name of Issuer
and Title of Issue
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Interest
Rate
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Next Rate
Reset Date
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Maturity
Date
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Principal
Amount
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Amortized
Cost
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ASSET BACKED COMMERCIAL PAPER — 8.3%
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Alpine Securitization Corp. (a)
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0.249
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%
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01/09/2013
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01/09/2013
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$
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100,000,000
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$
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99,931,944
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Aspen Funding Corp. (a)
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0.450
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%
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10/19/2012
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10/19/2012
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60,000,000
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59,986,500
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Collateralized Commercial Paper Co. LLC
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0.345
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%
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10/22/2012
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10/22/2012
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200,000,000
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199,960,333
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Collateralized Commercial Paper Co. LLC
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0.340
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%
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11/13/2012
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11/13/2012
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205,000,000
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204,916,747
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Gemini Securitization Corp. LLC (a)
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0.450
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%
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10/19/2012
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10/19/2012
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50,000,000
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49,988,750
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Gemini Securitization Corp. LLC (a)
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0.451
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%
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10/26/2012
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10/26/2012
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75,000,000
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74,976,563
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Kells Funding LLC (b)
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0.406
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%
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10/02/2012
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10/02/2012
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79,000,000
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78,999,122
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Kells Funding LLC (b)
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0.406
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%
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10/03/2012
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10/03/2012
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70,000,000
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69,998,444
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Kells Funding LLC (b)
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0.406
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%
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10/04/2012
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10/04/2012
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250,000,000
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249,991,667
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Kells Funding LLC (b)
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0.386
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%
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10/10/2012
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10/10/2012
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200,000,000
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199,981,000
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Kells Funding LLC (b)
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0.386
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%
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10/18/2012
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10/18/2012
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300,000,000
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299,946,167
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Kells Funding LLC (b)
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0.360
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%
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11/15/2012
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11/15/2012
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57,000,000
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56,974,350
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Kells Funding LLC (b)
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0.365
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%
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11/19/2012
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11/19/2012
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150,000,000
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149,926,500
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Kells Funding LLC (b)
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0.518
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%
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01/18/2013
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01/18/2013
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75,000,000
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74,884,188
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Kells Funding LLC (b)
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0.518
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%
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01/22/2013
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01/22/2013
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120,000,000
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119,807,900
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Newport Funding Corp. (a)
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0.451
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%
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10/26/2012
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10/26/2012
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100,000,000
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99,968,750
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Ridgefield Funding Co. (b)
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0.813
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%
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01/09/2013
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01/09/2013
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80,000,000
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79,822,222
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TOTAL ASSET BACKED COMMERCIAL PAPER
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2,170,061,147
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FINANCIAL COMPANY COMMERCIAL
PAPER — 13.8%
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ABN AMRO Funding (a)
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0.467
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%
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11/01/2012
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11/01/2012
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50,000,000
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49,980,194
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BNP Paribas
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0.661
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%
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02/11/2013
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02/11/2013
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182,000,000
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181,562,947
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Commonwealth Bank of Australia (a)(c)
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0.269
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%
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10/22/2012
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11/21/2012
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100,000,000
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100,000,000
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DNB Bank ASA (a)(c)
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0.493
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%
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10/29/2012
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01/28/2013
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400,000,000
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400,000,000
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General Electric Capital Corp.
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0.264
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%
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11/08/2012
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11/08/2012
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83,000,000
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82,977,221
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General Electric Capital Corp.
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0.254
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%
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11/09/2012
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11/09/2012
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137,000,000
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136,962,896
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General Electric Capital Corp.
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0.244
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%
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12/12/2012
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12/12/2012
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180,000,000
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179,913,600
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General Electric Capital Corp.
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0.230
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%
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01/18/2013
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01/18/2013
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88,000,000
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87,938,718
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General Electric Capital Corp.
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0.244
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%
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02/25/2013
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02/25/2013
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14,000,000
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13,986,280
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HSBC Bank PLC (a)(c)
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0.338
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%
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10/09/2012
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02/07/2013
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105,000,000
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105,000,000
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JPMorgan Chase & Co. (c)
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0.268
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%
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10/09/2012
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10/09/2012
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180,000,000
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180,000,000
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JPMorgan Chase & Co.
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0.305
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%
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10/09/2012
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10/09/2012
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240,000,000
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239,984,000
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JPMorgan Chase & Co.
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0.368
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%
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10/09/2012
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03/07/2013
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200,000,000
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200,000,000
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Nordea Bank AB
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0.294
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%
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10/10/2012
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10/10/2012
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125,000,000
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124,990,938
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Nordea Bank AB
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0.294
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%
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10/11/2012
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10/11/2012
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215,000,000
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214,982,681
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NRW Bank (a)
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0.250
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%
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11/19/2012
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11/19/2012
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315,000,000
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314,892,813
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NRW Bank (a)
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0.254
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%
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11/19/2012
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11/19/2012
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110,000,000
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109,962,569
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NRW Bank (a)
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0.254
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%
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11/26/2012
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11/26/2012
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75,000,000
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74,970,833
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Skandinaviska Enskilda Banken AB (a)
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0.315
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%
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11/19/2012
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11/19/2012
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275,000,000
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274,883,965
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Sumitomo Mitsui Banking Corp. (a)
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0.365
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%
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10/09/2012
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10/09/2012
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350,000,000
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349,972,000
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Toyota Motor Credit Corp.
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0.355
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%
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10/16/2012
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10/16/2012
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50,000,000
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49,992,708
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Toyota Motor Credit Corp.
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0.260
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%
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12/20/2012
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12/20/2012
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34,000,000
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33,980,356
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Toyota Motor Credit Corp.
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0.270
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%
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01/02/2013
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01/02/2013
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35,300,000
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35,275,378
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Toyota Motor Credit Corp.
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0.274
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%
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01/24/2013
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01/24/2013
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35,600,000
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35,569,295
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Toyota Motor Credit Corp.
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0.274
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%
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01/28/2013
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01/28/2013
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50,600,000
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50,554,840
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TOTAL FINANCIAL COMPANY COMMERCIAL PAPER
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3,628,334,232
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CERTIFICATES OF DEPOSIT — 48.3%
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Bank of Montreal (c)
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0.510
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%
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10/09/2012
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12/05/2012
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94,000,000
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94,000,000
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|
Bank of Nova Scotia
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0.301
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%
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|
10/03/2012
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10/03/2012
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210,000,000
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210,000,000
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|
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Bank of Nova Scotia (c)
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0.268
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%
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|
10/09/2012
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03/06/2013
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300,000,000
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|
|
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300,000,000
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|
|
Bank of Tokyo — Mitsubishi
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0.360
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%
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|
|
10/05/2012
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10/05/2012
|
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200,000,000
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|
|
|
200,000,000
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|
|
Bank of Tokyo — Mitsubishi
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0.350
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%
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|
10/25/2012
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|
10/25/2012
|
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500,000,000
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|
|
|
500,000,000
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|
|
Bank of Tokyo — Mitsubishi
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0.350
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%
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|
|
10/29/2012
|
|
|
|
10/29/2012
|
|
|
|
500,000,000
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|
|
|
500,000,000
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|
State Street Money Market Portfolio
Portfolio of Investments – (continued)
September 30, 2012 (Unaudited)
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Name of Issuer
and Title of Issue
|
|
Interest
Rate
|
|
|
Next Rate
Reset Date
|
|
|
Maturity
Date
|
|
|
Principal
Amount
|
|
|
Amortized
Cost
|
|
|
CERTIFICATES OF DEPOSIT - (continued)
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|
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|
Barclays Bank
|
|
|
0.480
|
%
|
|
|
11/26/2012
|
|
|
|
11/26/2012
|
|
|
$
|
400,000,000
|
|
|
$
|
400,000,000
|
|
|
Barclays Bank
|
|
|
0.480
|
%
|
|
|
11/26/2012
|
|
|
|
11/26/2012
|
|
|
|
150,000,000
|
|
|
|
150,000,000
|
|
|
Barclays Bank (c)
|
|
|
0.739
|
%
|
|
|
10/19/2012
|
|
|
|
02/19/2013
|
|
|
|
200,000,000
|
|
|
|
200,000,000
|
|
|
Barclays Bank (c)
|
|
|
0.738
|
%
|
|
|
10/09/2012
|
|
|
|
03/06/2013
|
|
|
|
200,000,000
|
|
|
|
200,000,000
|
|
|
Barclays Bank (c)
|
|
|
0.557
|
%
|
|
|
10/24/2012
|
|
|
|
03/22/2013
|
|
|
|
300,000,000
|
|
|
|
300,000,000
|
|
|
BNP Paribas
|
|
|
0.630
|
%
|
|
|
02/11/2013
|
|
|
|
02/11/2013
|
|
|
|
80,000,000
|
|
|
|
80,000,000
|
|
|
Credit Suisse (c)
|
|
|
0.431
|
%
|
|
|
10/05/2012
|
|
|
|
12/05/2012
|
|
|
|
187,000,000
|
|
|
|
187,000,000
|
|
|
Credit Suisse
|
|
|
0.330
|
%
|
|
|
02/12/2013
|
|
|
|
02/12/2013
|
|
|
|
600,000,000
|
|
|
|
600,000,000
|
|
|
Credit Suisse (c)
|
|
|
0.316
|
%
|
|
|
10/29/2012
|
|
|
|
03/26/2013
|
|
|
|
235,000,000
|
|
|
|
235,000,000
|
|
|
Deutsche Bank AG
|
|
|
0.380
|
%
|
|
|
10/19/2012
|
|
|
|
10/19/2012
|
|
|
|
90,000,000
|
|
|
|
90,000,000
|
|
|
Deutsche Bank AG
|
|
|
0.380
|
%
|
|
|
10/25/2012
|
|
|
|
10/25/2012
|
|
|
|
200,000,000
|
|
|
|
200,000,000
|
|
|
Deutsche Bank AG
|
|
|
0.220
|
%
|
|
|
12/14/2012
|
|
|
|
12/14/2012
|
|
|
|
600,000,000
|
|
|
|
600,000,000
|
|
|
ING Bank NV
|
|
|
0.380
|
%
|
|
|
11/02/2012
|
|
|
|
11/02/2012
|
|
|
|
500,000,000
|
|
|
|
500,000,000
|
|
|
ING Bank NV
|
|
|
0.380
|
%
|
|
|
11/05/2012
|
|
|
|
11/05/2012
|
|
|
|
150,000,000
|
|
|
|
150,000,000
|
|
|
ING Bank NV
|
|
|
0.380
|
%
|
|
|
11/13/2012
|
|
|
|
11/13/2012
|
|
|
|
250,000,000
|
|
|
|
250,000,000
|
|
|
ING Bank NV
|
|
|
0.590
|
%
|
|
|
02/15/2013
|
|
|
|
02/15/2013
|
|
|
|
300,000,000
|
|
|
|
300,000,000
|
|
|
Lloyds TSB Bank
|
|
|
0.280
|
%
|
|
|
12/11/2012
|
|
|
|
12/11/2012
|
|
|
|
50,000,000
|
|
|
|
50,000,000
|
|
|
Lloyds TSB Bank
|
|
|
0.250
|
%
|
|
|
12/24/2012
|
|
|
|
12/24/2012
|
|
|
|
100,000,000
|
|
|
|
100,000,000
|
|
|
National Australia Bank Ltd. (c)
|
|
|
0.267
|
%
|
|
|
10/26/2012
|
|
|
|
10/26/2012
|
|
|
|
265,000,000
|
|
|
|
265,000,000
|
|
|
National Australia Bank Ltd. (c)
|
|
|
0.266
|
%
|
|
|
10/29/2012
|
|
|
|
10/29/2012
|
|
|
|
400,000,000
|
|
|
|
400,000,000
|
|
|
National Australia Bank Ltd. (c)
|
|
|
0.331
|
%
|
|
|
10/04/2012
|
|
|
|
02/04/2013
|
|
|
|
300,000,000
|
|
|
|
300,000,000
|
|
|
Nordea Bank AB
|
|
|
0.290
|
%
|
|
|
10/11/2012
|
|
|
|
10/11/2012
|
|
|
|
400,000,000
|
|
|
|
400,000,000
|
|
|
Norinchukin Bank
|
|
|
0.170
|
%
|
|
|
10/05/2012
|
|
|
|
10/05/2012
|
|
|
|
250,000,000
|
|
|
|
250,000,000
|
|
|
Rabobank Nederland NV
|
|
|
0.400
|
%
|
|
|
10/15/2012
|
|
|
|
10/15/2012
|
|
|
|
200,000,000
|
|
|
|
200,000,000
|
|
|
Rabobank Nederland NV (c)
|
|
|
0.561
|
%
|
|
|
10/02/2012
|
|
|
|
01/02/2013
|
|
|
|
225,000,000
|
|
|
|
225,000,000
|
|
|
Rabobank Nederland NV (c)
|
|
|
0.561
|
%
|
|
|
10/04/2012
|
|
|
|
01/04/2013
|
|
|
|
500,000,000
|
|
|
|
500,000,000
|
|
|
Rabobank Nederland NV
|
|
|
0.410
|
%
|
|
|
01/28/2013
|
|
|
|
01/28/2013
|
|
|
|
200,000,000
|
|
|
|
200,000,000
|
|
|
Royal Bank of Canada (c)
|
|
|
0.487
|
%
|
|
|
11/13/2012
|
|
|
|
08/12/2013
|
|
|
|
75,000,000
|
|
|
|
75,000,000
|
|
|
Royal Bank of Canada (c)
|
|
|
0.477
|
%
|
|
|
11/27/2012
|
|
|
|
08/27/2013
|
|
|
|
67,500,000
|
|
|
|
67,500,000
|
|
|
Skandinaviska Enskilda Banken AB
|
|
|
0.400
|
%
|
|
|
11/13/2012
|
|
|
|
11/13/2012
|
|
|
|
300,000,000
|
|
|
|
300,000,000
|
|
|
Skandinaviska Enskilda Banken AB
|
|
|
0.340
|
%
|
|
|
11/14/2012
|
|
|
|
11/14/2012
|
|
|
|
440,000,000
|
|
|
|
440,000,000
|
|
|
Standard Chartered Bank
|
|
|
0.340
|
%
|
|
|
10/18/2012
|
|
|
|
10/18/2012
|
|
|
|
284,000,000
|
|
|
|
284,000,000
|
|
|
Sumitomo Mitsui Banking Corp.
|
|
|
0.360
|
%
|
|
|
10/05/2012
|
|
|
|
10/05/2012
|
|
|
|
250,000,000
|
|
|
|
250,000,000
|
|
|
Sumitomo Mitsui Banking Corp.
|
|
|
0.330
|
%
|
|
|
10/26/2012
|
|
|
|
10/26/2012
|
|
|
|
200,000,000
|
|
|
|
200,000,000
|
|
|
Sumitomo Mitsui Banking Corp.
|
|
|
0.330
|
%
|
|
|
01/17/2013
|
|
|
|
01/17/2013
|
|
|
|
400,000,000
|
|
|
|
400,000,000
|
|
|
Svenska Handelsbanken AB
|
|
|
0.300
|
%
|
|
|
10/09/2012
|
|
|
|
10/09/2012
|
|
|
|
161,000,000
|
|
|
|
161,000,000
|
|
|
Svenska Handelsbanken AB
|
|
|
0.260
|
%
|
|
|
11/02/2012
|
|
|
|
11/02/2012
|
|
|
|
45,000,000
|
|
|
|
45,000,200
|
|
|
Svenska Handelsbanken AB
|
|
|
0.205
|
%
|
|
|
11/09/2012
|
|
|
|
11/09/2012
|
|
|
|
225,000,000
|
|
|
|
225,000,000
|
|
|
Svenska Handelsbanken AB
|
|
|
0.240
|
%
|
|
|
11/13/2012
|
|
|
|
11/13/2012
|
|
|
|
300,000,000
|
|
|
|
300,001,791
|
|
|
Svenska Handelsbanken AB
|
|
|
0.255
|
%
|
|
|
01/02/2013
|
|
|
|
01/02/2013
|
|
|
|
175,000,000
|
|
|
|
175,000,000
|
|
|
Swedbank AB
|
|
|
0.440
|
%
|
|
|
02/04/2013
|
|
|
|
02/04/2013
|
|
|
|
278,000,000
|
|
|
|
278,000,000
|
|
|
Toronto Dominion Bank (c)
|
|
|
0.443
|
%
|
|
|
11/02/2012
|
|
|
|
02/04/2013
|
|
|
|
61,500,000
|
|
|
|
61,500,000
|
|
|
UBS AG
|
|
|
0.320
|
%
|
|
|
11/01/2012
|
|
|
|
11/01/2012
|
|
|
|
320,000,000
|
|
|
|
320,000,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL CERTIFICATES OF DEPOSIT
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,718,001,991
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OTHER NOTES — 10.6%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Bank of America NA
|
|
|
0.350
|
%
|
|
|
10/01/2012
|
|
|
|
10/01/2012
|
|
|
|
125,000,000
|
|
|
|
125,000,000
|
|
|
Bank of America NA
|
|
|
0.350
|
%
|
|
|
10/16/2012
|
|
|
|
10/16/2012
|
|
|
|
250,000,000
|
|
|
|
250,000,000
|
|
|
Bank of America NA
|
|
|
0.330
|
%
|
|
|
10/29/2012
|
|
|
|
10/29/2012
|
|
|
|
250,000,000
|
|
|
|
250,000,000
|
|
|
Bank of America NA
|
|
|
0.380
|
%
|
|
|
12/13/2012
|
|
|
|
12/13/2012
|
|
|
|
400,000,000
|
|
|
|
400,000,000
|
|
|
Bank of Nova Scotia
|
|
|
0.080
|
%
|
|
|
10/01/2012
|
|
|
|
10/01/2012
|
|
|
|
800,000,000
|
|
|
|
800,000,000
|
|
|
Commonwealth Bank of Australia (b)(c)
|
|
|
0.668
|
%
|
|
|
10/29/2012
|
|
|
|
11/26/2012
|
|
|
|
31,000,000
|
|
|
|
31,000,000
|
|
|
JPMorgan Chase Bank NA
|
|
|
0.010
|
%
|
|
|
10/01/2012
|
|
|
|
10/01/2012
|
|
|
|
225,000,000
|
|
|
|
225,000,000
|
|
|
Nordea Bank AB (b)(c)
|
|
|
0.604
|
%
|
|
|
11/16/2012
|
|
|
|
11/16/2012
|
|
|
|
174,000,000
|
|
|
|
174,000,000
|
|
State Street Money Market Portfolio
Portfolio of Investments – (continued)
September 30, 2012 (Unaudited)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Name of Issuer
and Title of Issue
|
|
Interest
Rate
|
|
|
Next Rate
Reset Date
|
|
|
Maturity
Date
|
|
|
Principal
Amount
|
|
|
Amortized
Cost
|
|
|
OTHER NOTES - (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Rabobank Nederland NV (b)(c)
|
|
|
0.577
|
%
|
|
|
11/16/2012
|
|
|
|
12/14/2012
|
|
|
$
|
107,000,000
|
|
|
$
|
107,000,000
|
|
|
Societe Generale
|
|
|
0.180
|
%
|
|
|
10/01/2012
|
|
|
|
10/01/2012
|
|
|
|
335,000,000
|
|
|
|
335,000,000
|
|
|
Toyota Motor Credit Corp. (c)
|
|
|
0.460
|
%
|
|
|
12/10/2012
|
|
|
|
09/09/2013
|
|
|
|
45,860,000
|
|
|
|
45,860,000
|
|
|
Westpac Banking Corp. (c)
|
|
|
0.597
|
%
|
|
|
10/29/2012
|
|
|
|
11/27/2012
|
|
|
|
35,000,000
|
|
|
|
35,000,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL OTHER NOTES
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,777,860,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
GOVERNMENT AGENCY DEBT — 2.7%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Federal Home Loan Bank (d)
|
|
|
0.115
|
%
|
|
|
10/10/2012
|
|
|
|
10/10/2012
|
|
|
|
181,000,000
|
|
|
|
180,994,796
|
|
|
Federal Home Loan Bank (d)
|
|
|
0.120
|
%
|
|
|
10/10/2012
|
|
|
|
10/10/2012
|
|
|
|
41,000,000
|
|
|
|
40,998,770
|
|
|
Federal Home Loan Bank (d)
|
|
|
0.120
|
%
|
|
|
10/12/2012
|
|
|
|
10/12/2012
|
|
|
|
126,000,000
|
|
|
|
125,995,380
|
|
|
Federal Home Loan Mortgage Corp. (d)
|
|
|
0.132
|
%
|
|
|
11/13/2012
|
|
|
|
11/13/2012
|
|
|
|
113,000,000
|
|
|
|
112,982,184
|
|
|
Federal Home Loan Mortgage Corp. (d)
|
|
|
0.160
|
%
|
|
|
02/11/2013
|
|
|
|
02/11/2013
|
|
|
|
142,000,000
|
|
|
|
141,916,062
|
|
|
Federal National Mortgage Assoc. (d)
|
|
|
0.130
|
%
|
|
|
10/31/2012
|
|
|
|
10/31/2012
|
|
|
|
120,000,000
|
|
|
|
119,987,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL GOVERNMENT AGENCY DEBT
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
722,874,192
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TREASURY DEBT — 2.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. Treasury Bill (d)
|
|
|
0.113
|
%
|
|
|
11/15/2012
|
|
|
|
11/15/2012
|
|
|
|
379,000,000
|
|
|
|
378,946,703
|
|
|
U.S. Treasury Note
|
|
|
0.155
|
%
|
|
|
01/15/2013
|
|
|
|
01/15/2013
|
|
|
|
170,000,000
|
|
|
|
170,596,766
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL TREASURY DEBT
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
549,543,469
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Market
Value
|
|
|
GOVERNMENT AGENCY REPURCHASE AGREEMENTS — 10.1%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Agreement with Barclays Capital, Inc. and The Bank of New York Mellon (Tri-Party), dated 09/25/2012 (collateralized by Federal
Home Loan Mortgage Corporations, 3.000% - 4.600% due 07/15/2013 - 04/01/2026, and Federal National Mortgage Associations, 0.700% - 3.030% due 03/13/2015 - 06/25/2027, valued at $102,000,039); expected proceeds $100,003,500
|
|
|
0.180
|
%
|
|
|
10/02/2012
|
|
|
|
10/02/2012
|
|
|
|
100,000,000
|
|
|
|
100,000,000
|
|
|
Agreement with Deutsche Bank Securities, Inc. and The Bank of New York Mellon (Tri-Party), dated 09/25/2012 (collateralized by
Federal National Mortgage Associations, 4.000% - 4.500% due 01/01/2042 - 03/01/2042, and a U.S. Treasury Strip, 0.125% due 07/31/2014, valued at $255,000,010); expected proceeds $250,008,264
|
|
|
0.170
|
%
|
|
|
10/02/2012
|
|
|
|
10/02/2012
|
|
|
|
250,000,000
|
|
|
|
250,000,000
|
|
|
Agreement with Goldman Sachs & Co. and The Bank of New York Mellon (Tri-Party), dated 09/26/2012 (collateralized by
Federal Home Loan Mortgage Corporations, 3.500% - 5.000% due 03/01/2026 - 06/01/2042, and Federal National Mortgage Associations, 3.500% - 4.500% due 05/01/2024 - 10/01/2042, valued at $153,000,001); expected proceeds $150,005,833
|
|
|
0.200
|
%
|
|
|
10/03/2012
|
|
|
|
10/03/2012
|
|
|
|
150,000,000
|
|
|
|
150,000,000
|
|
State Street Money Market Portfolio
Portfolio of Investments – (continued)
September 30, 2012 (Unaudited)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Name of Issuer
and Title of Issue
|
|
Interest
Rate
|
|
|
Next Rate
Reset Date
|
|
|
Maturity
Date
|
|
|
Principal
Amount
|
|
|
Market
Value
|
|
|
GOVERNMENT AGENCY REPURCHASE AGREEMENTS - (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Agreement with Goldman Sachs & Co. and The Bank of New York Mellon (Tri-Party), dated 09/27/2012 (collateralized by
Federal Home Loan Mortgage Corporations, 3.000% - 6.000% due 12/01/2019 - 09/01/2042, and Federal National Mortgage Associations, 2.500% - 6.500% due 01/01/2022 - 10/01/2042, valued at $459,000,000); expected proceeds $450,017,500
|
|
|
0.200
|
%
|
|
|
10/04/2012
|
|
|
|
10/04/2012
|
|
|
$
|
450,000,000
|
|
|
$
|
450,000,000
|
|
|
Agreement with Goldman Sachs & Co. and The Bank of New York Mellon (Tri-Party), dated 09/28/2012 (collateralized by
Federal Home Loan Mortgage Corporations, 3.000% - 7.500% due 12/01/2018 - 09/01/2042, and Federal National Mortgage Associations, 2.500% - 6.500% due 03/01/2017 - 10/01/2042, valued at $765,000,000); expected proceeds $750,029,167
|
|
|
0.200
|
%
|
|
|
10/05/2012
|
|
|
|
10/05/2012
|
|
|
|
750,000,000
|
|
|
|
750,000,000
|
|
|
Agreement with JP Morgan Securities, Inc. and JP Morgan Chase & Co. (Tri-Party), dated 09/25/2012 (collateralized by
Federal National Mortgage Associations, 2.500% -3.500% due 9/01/2027 - 09/01/2042, valued at $204,000,323); expected proceeds $200,008,556
|
|
|
0.220
|
%
|
|
|
10/02/2012
|
|
|
|
10/02/2012
|
|
|
|
200,000,000
|
|
|
|
200,000,000
|
|
|
Agreement with Merrill Lynch Government Securities, Inc. and The Bank of New York Mellon (Tri-Party), dated 09/28/2012
(collateralized by Federal Home Loan Mortgage Corporations, 3.500% - 4.000% due 03/01/2032 - 09/01/2042, and Federal National Mortgage Associations, 3.000% - 4.500% due 07/01/2027 - 10/01/2042, valued at $474,300,001); expected proceeds
$465,008,525
|
|
|
0.220
|
%
|
|
|
10/01/2012
|
|
|
|
10/01/2012
|
|
|
|
465,000,000
|
|
|
|
465,000,000
|
|
|
Agreement with Morgan Stanley and Co., Inc. and The Bank of New York Mellon (Tri-Party), dated 09/28/2012 (collateralized by
Federal National Mortgage Associations, 3.500% - 6.000% due 03/01/2037 - 09/01/2042, valued at $51,000,000); expected proceeds $50,001,042
|
|
|
0.250
|
%
|
|
|
10/01/2012
|
|
|
|
10/01/2012
|
|
|
|
50,000,000
|
|
|
|
50,000,000
|
|
|
Agreement with RBC Capital Markets, Inc. and The Bank of New York Mellon (Tri-Party), dated 09/27/2012 (collateralized by Federal
National Mortgage Associations, 2.500% - 6.000% due 09/01/2022 - 10/01/2042, valued at $255,000,000); expected proceeds $250,009,236
|
|
|
0.190
|
%
|
|
|
10/04/2012
|
|
|
|
10/04/2012
|
|
|
|
250,000,000
|
|
|
|
250,000,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL GOVERNMENT AGENCY REPURCHASE AGREEMENTS
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,665,000,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TREASURY REPURCHASE AGREEMENTS — 3.8%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Agreement with Barclays Capital, Inc., dated 09/28/2012 (collateralized by U.S. Treasury Notes, 0.750% - 4.500% due 12/15/2013 -
08/15/2039, valued at $816,138,846); expected proceeds $800,013,333
|
|
|
0.200
|
%
|
|
|
10/01/2012
|
|
|
|
10/01/2012
|
|
|
|
800,000,000
|
|
|
|
800,000,000
|
|
State Street Money Market Portfolio
Portfolio of Investments – (continued)
September 30, 2012 (Unaudited)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Name of Issuer
and Title of Issue
|
|
Interest
Rate
|
|
|
Next Rate
Reset Date
|
|
|
Maturity
Date
|
|
|
Principal
Amount
|
|
|
Market
Value
|
|
|
TREASURY REPURCHASE
AGREEMENTS - (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Agreement with Credit Suisse Securities (USA) LLC and JP Morgan Chase & Co. (Tri-Party), dated 09/25/2012
(collateralized by U.S. Treasury Bills, 0.000% due 10/04/2012 - 02/07/2013, U.S. Treasury Bonds, 3.875% - 5.500% due 08/15/2028 - 02/15/2041 and U.S. Treasury Notes, 0.125% - 4.875% due 09/30/2013 - 02/15/2020, valued at $204,003,751); expected
proceeds $200,007,000
|
|
|
0.180
|
%
|
|
|
10/02/2012
|
|
|
|
10/02/2012
|
|
|
$
|
200,000,000
|
|
|
$
|
200,000,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL TREASURY REPURCHASE AGREEMENTS
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000,000
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL INVESTMENTS (e)(f)† — 99.7%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
26,231,675,031
|
|
|
Other Assets in Excess of Liabilities — 0.3%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
80,673,317
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
NET ASSETS — 100.0%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$
|
26,312,348,348
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(a)
|
Rule 144A, Section 4(2) or other security which is restricted as to resale to institutional investors. The Portfolio’s investment manager has deemed this
security to be liquid based upon procedures approved by the Board of Trustees. These securities represent $2,164,514,881 or 8.23% of net assets as of September 30, 2012.
|
|
(b)
|
Security subject to restrictions on resale under federal securities laws, which may only be resold upon registration under the Securities Act of 1933, as amended
(“1933 Act”), or in transactions exempt from registration, including sales to qualified institutional buyers pursuant to Rule 144A of the 1933 Act. The Portfolio does not have the right to demand that this security be registered. The
Portfolio’s investment manager has deemed this security to be liquid based upon procedures approved by the Board of Trustees. These securities represent $1,692,331,560 or 6.43% of net assets as of September 30, 2012.
|
|
(c)
|
Variable Rate Security—Interest rate shown is rate in effect as of September 30, 2012.
|
|
(d)
|
Rate represents annualized yield at date of purchase.
|
|
(e)
|
Unless otherwise indicated, the values of the securities of the Portfolio are determined based on Level 2 inputs established by provisions surrounding fair value
measurements and disclosures.
|
|
(f)
|
Also represents the cost for federal tax purposes.
|
|
†
|
Security Valuation: As permitted under Rule 2a-7 of the Investment Company Act of 1940, as amended (“1940 Act”), and certain conditions therein, securities of
the Portfolio are valued initially at cost and thereafter assume a constant amortization to maturity of any discount or premium.
|
State Street Money Market Portfolio
Portfolio of Investments – (continued)
September 30, 2012 (Unaudited)
The Portfolio adopted provisions surrounding fair value measurements and disclosures that define fair
value, establish a framework for measuring fair value in generally accepted accounting principles and expand disclosures about fair value measurements. These provisions apply to fair value measurements that are already required or permitted by other
accounting standards and are intended to increase consistency of those measurements and apply broadly to securities and other types of assets and liabilities. In accordance with these provisions, fair value is defined as the price that a Portfolio
would receive upon selling an investment in a timely transaction to an independent buyer in the principal or most advantageous market of the investment. Various inputs are used in determining the value of the Portfolio’s investments.
The three tier hierarchy of inputs is summarized below:
|
|
•
|
|
Level 1 — quoted prices in active markets for identical securities
|
|
|
•
|
|
Level 2 — other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit
risk, etc.)
|
|
|
•
|
|
Level 3 — significant unobservable inputs (including a Portfolio’s own assumptions in determining the fair value of investments)
|
The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those
securities.
The following is a summary of the inputs used, as of September 30, 2012, in valuing the Portfolio’s assets carried at
fair value:
|
|
|
|
|
|
|
Valuation Inputs
|
|
Investments in
Securities
|
|
|
Level 1 — Quoted Prices
|
|
$
|
—
|
|
|
|
|
|
|
|
|
Level 2 — Other Significant Observable Inputs
|
|
|
26,231,675,031
|
|
|
|
|
|
|
|
|
Level 3 — Significant Unobservable Inputs
|
|
|
—
|
|
|
|
|
|
|
|
|
Total Investments
|
|
$
|
26,231,675,031
|
|
|
|
|
|
|
|
The type of input used to value each security under the provisions surrounding fair value measurement and disclosures is
identified in each Portfolio of Investments, which also includes a breakdown of the Portfolio’s investments by category.
As of the nine
months ended September 30, 2012, there were no transfers between levels.
|
Item 2.
|
Controls and Procedures
|
(a) The
registrant’s President and Treasurer, Principal Financial & Accounting Officer have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Act (17 CFR 270.30a-3(c))), are
effective based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this document.
(b)
There were no significant changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Act (17 CFR 270.30a-3(d))) that occurred during the registrant’s last fiscal quarter that has materially
affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.
(a) Exhibit 99.302
Cert.—Certification pursuant to Section 302 of the Sarbanes-Oxley Act of 2002
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned,
thereunto duly authorized.
|
|
|
|
|
Registrant: Allianz Funds
|
|
|
|
|
By:
|
|
/s/ Brian S. Shlissel
|
|
|
|
President
|
Date: November 29, 2012
|
|
|
|
|
By:
|
|
/s/ Lawrence G. Altadonna
|
|
|
|
Treasurer, Principal Financial & Accounting Officer
|
Date: November 29, 2012
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in
the capacities and on the dates indicated.
|
|
|
|
|
By:
|
|
/s/ Brian S. Shlissel
|
|
|
|
President
|
Date: November 29, 2012
|
|
|
|
|
By:
|
|
/s/ Lawrence G. Altadonna
|
|
|
|
Treasurer, Principal Financial & Accounting Officer
|
Date: November 29, 2012
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